# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-058021
**Filing Date:** 2025-9
**Character Count:** 3809671
**Document Hash:** c61c15c40aa8b4d75cc7168e6ad081f8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058021.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058021

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299357

**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):** 2025-08-31

**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:** 31 days

- **WAL:** 54 days

- **Total Value of Portfolio Securities:** $368419871632.23

- **Amortized Cost of Portfolio Securities:** $368399822629.48

- **Cash:** $12477515672.87

- **Total Other Assets:** $974936609.05

- **Total Liabilities:** $2269221974.97

- **Net Assets of Series:** $379583052936.43

- **Number of Shares Outstanding (Series):** 379579984201.6600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $157255837757.90          | $210655259967.74           | 41.7200%                  | 55.8900%                   |
| 2025-08-04 | $162763472502.91          | $210653602347.58           | 43.1300%                  | 55.8200%                   |
| 2025-08-05 | $160395177674.08          | $210050102947.78           | 42.5200%                  | 55.6800%                   |
| 2025-08-06 | $153999868590.11          | $207609184386.55           | 40.7500%                  | 54.9300%                   |
| 2025-08-07 | $149997827215.49          | $207788726225.08           | 39.6900%                  | 54.9800%                   |
| 2025-08-08 | $156797920859.51          | $208243622421.94           | 41.4700%                  | 55.0800%                   |
| 2025-08-11 | $165939808727.89          | $208767062622.35           | 43.7700%                  | 55.0600%                   |
| 2025-08-12 | $162787330785.59          | $208345600470.86           | 42.9900%                  | 55.0200%                   |
| 2025-08-13 | $158333055818.44          | $209671944326.31           | 41.6300%                  | 55.1300%                   |
| 2025-08-14 | $151730260031.67          | $208554257366.19           | 40.0600%                  | 55.0600%                   |
| 2025-08-15 | $155963072794.05          | $209094840922.89           | 41.0600%                  | 55.0500%                   |
| 2025-08-18 | $162887744212.17          | $209364840866.03           | 42.7900%                  | 55.0000%                   |
| 2025-08-19 | $165442387083.71          | $209367058254.92           | 43.4500%                  | 54.9800%                   |
| 2025-08-20 | $163138693197.48          | $210728779621.71           | 42.7200%                  | 55.1800%                   |
| 2025-08-21 | $158087190554.58          | $210857677191.77           | 41.4000%                  | 55.2200%                   |
| 2025-08-22 | $161503965001.92          | $213590214549.20           | 42.2100%                  | 55.8200%                   |
| 2025-08-25 | $164282832650.32          | $215799297098.46           | 42.6700%                  | 56.0500%                   |
| 2025-08-26 | $163343943111.85          | $212099871480.43           | 42.6500%                  | 55.3800%                   |
| 2025-08-27 | $160411039100.15          | $213384344382.73           | 41.7300%                  | 55.5100%                   |
| 2025-08-28 | $162092270637.46          | $214008349146.20           | 42.2000%                  | 55.7200%                   |
| 2025-08-29 | $170487335363.88          | $211759702369.76           | 44.6500%                  | 55.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.4900%             |
| 2025-08-04 | 4.4800%             |
| 2025-08-05 | 4.4800%             |
| 2025-08-06 | 4.4800%             |
| 2025-08-07 | 4.4700%             |
| 2025-08-08 | 4.4700%             |
| 2025-08-11 | 4.4700%             |
| 2025-08-12 | 4.4800%             |
| 2025-08-13 | 4.4800%             |
| 2025-08-14 | 4.4800%             |
| 2025-08-15 | 4.4800%             |
| 2025-08-18 | 4.4800%             |
| 2025-08-19 | 4.4800%             |
| 2025-08-20 | 4.4800%             |
| 2025-08-21 | 4.4800%             |
| 2025-08-22 | 4.4800%             |
| 2025-08-25 | 4.4800%             |
| 2025-08-26 | 4.4800%             |
| 2025-08-27 | 4.4800%             |
| 2025-08-28 | 4.4900%             |
| 2025-08-29 | 4.4900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0000                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0001                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $243973717926.75

- **Number of Shares Outstanding:** 243971905045.6200

- **Expense Reimbursement/Waiver:** 1003963.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1716955808.97            | $931568826.38           |
| 2025-08-04 | $1208693574.04            | $1275381786.39          |
| 2025-08-05 | $1292808169.30            | $1188603353.13          |
| 2025-08-06 | $1067382625.79            | $893165138.36           |
| 2025-08-07 | $937579486.05             | $830063352.30           |
| 2025-08-08 | $1001764941.14            | $907110101.19           |
| 2025-08-11 | $1091430285.84            | $858130359.57           |
| 2025-08-12 | $1064328411.48            | $1097734866.72          |
| 2025-08-13 | $1050447067.52            | $954356863.36           |
| 2025-08-14 | $1028748193.01            | $1031665425.03          |
| 2025-08-15 | $919146772.29             | $833674733.71           |
| 2025-08-18 | $1111263718.48            | $832211671.33           |
| 2025-08-19 | $1145188700.33            | $1072424409.03          |
| 2025-08-20 | $1060647316.31            | $946113404.95           |
| 2025-08-21 | $998849692.00             | $953439869.76           |
| 2025-08-22 | $970581025.04             | $824330019.96           |
| 2025-08-25 | $1096789579.48            | $950297698.79           |
| 2025-08-26 | $1058933320.11            | $1146629877.65          |
| 2025-08-27 | $890790329.89             | $896140367.18           |
| 2025-08-28 | $871143755.50             | $899407038.22           |
| 2025-08-29 | $942803654.56             | $914091114.86           |

**Total Gross Subscriptions (Month):** $22526276427.13

**Total Gross Redemptions (Month):** $20236540277.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1500%           |
| 2025-08-04 | 4.1400%           |
| 2025-08-05 | 4.1400%           |
| 2025-08-06 | 4.1400%           |
| 2025-08-07 | 4.1300%           |
| 2025-08-08 | 4.1300%           |
| 2025-08-11 | 4.1300%           |
| 2025-08-12 | 4.1400%           |
| 2025-08-13 | 4.1400%           |
| 2025-08-14 | 4.1400%           |
| 2025-08-15 | 4.1400%           |
| 2025-08-18 | 4.1400%           |
| 2025-08-19 | 4.1400%           |
| 2025-08-20 | 4.1400%           |
| 2025-08-21 | 4.1400%           |
| 2025-08-22 | 4.1400%           |
| 2025-08-25 | 4.1400%           |
| 2025-08-26 | 4.1400%           |
| 2025-08-27 | 4.1400%           |
| 2025-08-28 | 4.1500%           |
| 2025-08-29 | 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:** $135609335009.68

- **Number of Shares Outstanding:** 135608079156.0400

- **Expense Reimbursement/Waiver:** 556735.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $951042359.94             | $613377491.39           |
| 2025-08-04 | $1044411299.80            | $708964777.26           |
| 2025-08-05 | $885244429.64             | $607770566.98           |
| 2025-08-06 | $757943179.52             | $465943189.86           |
| 2025-08-07 | $668005631.72             | $460859677.75           |
| 2025-08-08 | $588733386.01             | $558914048.02           |
| 2025-08-11 | $685200551.62             | $411711833.24           |
| 2025-08-12 | $584367824.13             | $682137321.79           |
| 2025-08-13 | $726231632.94             | $532252654.51           |
| 2025-08-14 | $617441601.16             | $682634280.19           |
| 2025-08-15 | $565441709.16             | $525909914.51           |
| 2025-08-18 | $717782315.36             | $475312176.38           |
| 2025-08-19 | $773495833.66             | $607882520.83           |
| 2025-08-20 | $785395486.89             | $680421579.06           |
| 2025-08-21 | $658580234.40             | $661530765.23           |
| 2025-08-22 | $579954519.21             | $566350059.80           |
| 2025-08-25 | $722295694.13             | $495635907.52           |
| 2025-08-26 | $559157638.66             | $613026373.03           |
| 2025-08-27 | $591390455.02             | $552492735.19           |
| 2025-08-28 | $413000447.25             | $523903719.34           |
| 2025-08-29 | $542258151.34             | $503398343.74           |

**Total Gross Subscriptions (Month):** $14417374381.56

**Total Gross Redemptions (Month):** $11930429935.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.3000%           |
| 2025-08-04 | 4.2900%           |
| 2025-08-05 | 4.2900%           |
| 2025-08-06 | 4.2900%           |
| 2025-08-07 | 4.2800%           |
| 2025-08-08 | 4.2800%           |
| 2025-08-11 | 4.2800%           |
| 2025-08-12 | 4.2900%           |
| 2025-08-13 | 4.2900%           |
| 2025-08-14 | 4.2900%           |
| 2025-08-15 | 4.2900%           |
| 2025-08-18 | 4.2900%           |
| 2025-08-19 | 4.2900%           |
| 2025-08-20 | 4.2900%           |
| 2025-08-21 | 4.2900%           |
| 2025-08-22 | 4.2900%           |
| 2025-08-25 | 4.2900%           |
| 2025-08-26 | 4.2900%           |
| 2025-08-27 | 4.2900%           |
| 2025-08-28 | 4.3000%           |
| 2025-08-29 | 4.3000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9800%         | 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: 03664AW20, C.4 - ISIN: US03664AW202, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $219993295.52
- **C.18.a - Value (excl. sponsor support):** $219993295.52
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? 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: 03664AW38, C.4 - ISIN: US03664AW384, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $99939330.00
- **C.18.a - Value (excl. sponsor support):** $99939330.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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? 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: 03664AW46, C.4 - ISIN: US03664AW467, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49963550.00
- **C.18.a - Value (excl. sponsor support):** $49963550.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **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? Yes, 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: 03664AXU7, C.4 - ISIN: US03664AXU77, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $65524800.00
- **C.18.a - Value (excl. sponsor support):** $65524800.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AY44, C.4 - ISIN: US03664AY448, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49598435.00
- **C.18.a - Value (excl. sponsor support):** $49598435.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AYK8, C.4 - ISIN: US03664AYK86, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $70699808.76
- **C.18.a - Value (excl. sponsor support):** $70699808.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFQ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100014846.00
- **C.18.a - Value (excl. sponsor support):** $100014846.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFT5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200022084.00
- **C.18.a - Value (excl. sponsor support):** $200022084.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 04821TX67, C.4 - ISIN: US04821TX676, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49772140.00
- **C.18.a - Value (excl. sponsor support):** $49772140.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 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: 04821TXE0, C.4 - ISIN: US04821TXE09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99448770.00
- **C.18.a - Value (excl. sponsor support):** $99448770.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **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 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: 04821TZH1, C.4 - ISIN: US04821TZH12, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49355785.00
- **C.18.a - Value (excl. sponsor support):** $49355785.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 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: 04821TZJ7, C.4 - ISIN: US04821TZJ77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $187530722.00
- **C.18.a - Value (excl. sponsor support):** $187530722.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 13: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZV0, C.4 - ISIN: US04821TZV06, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $98577340.00
- **C.18.a - Value (excl. sponsor support):** $98577340.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 14: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UC26, C.4 - ISIN: US04821UC264, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $195693800.00
- **C.18.a - Value (excl. sponsor support):** $195693800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CBT2, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $685567610.00
- **C.18.a - Value (excl. sponsor support):** $685567610.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 16: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.480000%
- **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):** $350001785.00
- **C.18.a - Value (excl. sponsor support):** $350001785.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.530000%
- **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):** $500048400.00
- **C.18.a - Value (excl. sponsor support):** $500048400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2W30, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $496700607.20
- **C.18.a - Value (excl. sponsor support):** $496700607.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 19: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 05494MAA1, C.4 - ISIN: US05494MAA18, C.3 - LEI: 2549002PC81GBGZF0752
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: 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):** $492244750.00
- **C.18.a - Value (excl. sponsor support):** $492244750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 21: 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):** $786624000.00
- **C.18.a - Value (excl. sponsor support):** $786624000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 22: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CB59, C.4 - ISIN: US05571CB595, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $981555600.00
- **C.18.a - Value (excl. sponsor support):** $981555600.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 23: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CBD2, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $711994008.00
- **C.18.a - Value (excl. sponsor support):** $711994008.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BPCE SA

- **C.1 - Title:** BPCE SA 4.500000%
- **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):** $700040740.00
- **C.18.a - Value (excl. sponsor support):** $700040740.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 25: BPCE SA

- **C.1 - Title:** BPCE SA 4.620000%
- **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):** $500161150.00
- **C.18.a - Value (excl. sponsor support):** $500161150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 26: BPCE SA

- **C.1 - Title:** BPCE SA 4.600000%
- **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):** $600171900.00
- **C.18.a - Value (excl. sponsor support):** $600171900.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 27: BPCE SA

- **C.1 - Title:** BPCE SA 4.600000%
- **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):** $200057340.00
- **C.18.a - Value (excl. sponsor support):** $200057340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 28: 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):** $204003080.40
- **C.18.a - Value (excl. sponsor support):** $204003080.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 29: 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):** $200001040.00
- **C.18.a - Value (excl. sponsor support):** $200001040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: 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):** $350048230.00
- **C.18.a - Value (excl. sponsor support):** $350048230.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **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 31: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.550000%
- **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):** $600117840.00
- **C.18.a - Value (excl. sponsor support):** $600117840.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 32: 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):** $500087450.00
- **C.18.a - Value (excl. sponsor support):** $500087450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 33: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DJ95, C.4 - ISIN: US05593DJ954, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $470061946.00
- **C.18.a - Value (excl. sponsor support):** $470061946.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 34: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DJJ3, C.4 - ISIN: US05593DJJ37, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $175012915.00
- **C.18.a - Value (excl. sponsor support):** $175012915.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MCN3, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300066570.00
- **C.18.a - Value (excl. sponsor support):** $300066570.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **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 36: 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):** $300065340.00
- **C.18.a - Value (excl. sponsor support):** $300065340.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **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 37: 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):** $300074640.00
- **C.18.a - Value (excl. sponsor support):** $300074640.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 38: 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):** $250063750.00
- **C.18.a - Value (excl. sponsor support):** $250063750.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 39: 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):** $250064000.00
- **C.18.a - Value (excl. sponsor support):** $250064000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 40: 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):** $300104460.00
- **C.18.a - Value (excl. sponsor support):** $300104460.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 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: 06050F7M8, C.4 - ISIN: US06050F7M89, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200052660.00
- **C.18.a - Value (excl. sponsor support):** $200052660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 42: 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):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.4 - ISIN: US06050TNQ12, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500122075.00
- **C.18.a - Value (excl. sponsor support):** $500122075.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 44: 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):** $600221124.00
- **C.18.a - Value (excl. sponsor support):** $600221124.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: 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):** $515150199.75
- **C.18.a - Value (excl. sponsor support):** $515150199.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 46: 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):** $500456005.00
- **C.18.a - Value (excl. sponsor support):** $500456005.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 47: 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):** $99978120.00
- **C.18.a - Value (excl. sponsor support):** $99978120.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 48: 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):** $440053636.00
- **C.18.a - Value (excl. sponsor support):** $440053636.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 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: 06051WSR6, C.4 - ISIN: US06051WSR69, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600302100.00
- **C.18.a - Value (excl. sponsor support):** $600302100.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 50: 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):** $600300540.00
- **C.18.a - Value (excl. sponsor support):** $600300540.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 51: 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):** $500120900.00
- **C.18.a - Value (excl. sponsor support):** $500120900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 52: 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):** $250079700.00
- **C.18.a - Value (excl. sponsor support):** $250079700.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 53: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVM3, C.4 - ISIN: US06051WVM36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500143800.00
- **C.18.a - Value (excl. sponsor support):** $500143800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 54: 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):** $200003780.00
- **C.18.a - Value (excl. sponsor support):** $200003780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: 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):** $500121850.00
- **C.18.a - Value (excl. sponsor support):** $500121850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06053RBM4, C.4 - ISIN: US06053RBM43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500660025.00
- **C.18.a - Value (excl. sponsor support):** $500660025.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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):** $300163620.00
- **C.18.a - Value (excl. sponsor support):** $300163620.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, 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):** $250019725.00
- **C.18.a - Value (excl. sponsor support):** $250019725.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $280030100.00
- **C.18.a - Value (excl. sponsor support):** $280030100.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $500086800.00
- **C.18.a - Value (excl. sponsor support):** $500086800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $83005046.40
- **C.18.a - Value (excl. sponsor support):** $83005046.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $250021725.00
- **C.18.a - Value (excl. sponsor support):** $250021725.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $300247350.00
- **C.18.a - Value (excl. sponsor support):** $300247350.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $350278985.00
- **C.18.a - Value (excl. sponsor support):** $350278985.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 06054NW23, C.4 - ISIN: US06054NW230, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $249878600.00
- **C.18.a - Value (excl. sponsor support):** $249878600.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, 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: 06054NWB3, C.4 - ISIN: US06054NWB36, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $249613825.00
- **C.18.a - Value (excl. sponsor support):** $249613825.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 67: 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):** $496874700.00
- **C.18.a - Value (excl. sponsor support):** $496874700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **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 68: 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):** $492031400.00
- **C.18.a - Value (excl. sponsor support):** $492031400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 69: 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):** $655791660.00
- **C.18.a - Value (excl. sponsor support):** $655791660.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 70: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PEL6, C.4 - ISIN: US06054PEL67, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $727530675.00
- **C.18.a - Value (excl. sponsor support):** $727530675.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $600442452.00
- **C.18.a - Value (excl. sponsor support):** $600442452.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $400086668.00
- **C.18.a - Value (excl. sponsor support):** $400086668.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $500115430.00
- **C.18.a - Value (excl. sponsor support):** $500115430.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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):** $500540570.00
- **C.18.a - Value (excl. sponsor support):** $500540570.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $500227210.00
- **C.18.a - Value (excl. sponsor support):** $500227210.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $473436635.76
- **C.18.a - Value (excl. sponsor support):** $473436635.76
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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):** $92082869.92
- **C.18.a - Value (excl. sponsor support):** $92082869.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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):** $54042044.94
- **C.18.a - Value (excl. sponsor support):** $54042044.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385111711.60
- **C.18.a - Value (excl. sponsor support):** $385111711.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $150097080.00
- **C.18.a - Value (excl. sponsor support):** $150097080.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LXN0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $1241971250.00
- **C.18.a - Value (excl. sponsor support):** $1241971250.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 82: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LXP5, C.4 - ISIN: US06369LXP56, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $496729300.00
- **C.18.a - Value (excl. sponsor support):** $496729300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06369LZA6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $158072144.00
- **C.18.a - Value (excl. sponsor support):** $158072144.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.690000%
- **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):** $500190150.00
- **C.18.a - Value (excl. sponsor support):** $500190150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 85: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.540000%
- **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):** $700069370.00
- **C.18.a - Value (excl. sponsor support):** $700069370.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 86: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.620000%
- **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):** $700218330.00
- **C.18.a - Value (excl. sponsor support):** $700218330.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EA75, C.4 - ISIN: US06741EA757, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100431515.40
- **C.18.a - Value (excl. sponsor support):** $100431515.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 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: 06741EAL4, C.4 - ISIN: US06741EAL48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $290031226.50
- **C.18.a - Value (excl. sponsor support):** $290031226.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 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: 06741EAP5, C.4 - ISIN: US06741EAP51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $294846000.00
- **C.18.a - Value (excl. sponsor support):** $294846000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 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: 06741EB90, C.4 - ISIN: US06741EB904, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97174909.15
- **C.18.a - Value (excl. sponsor support):** $97174909.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741EBJ8, C.4 - ISIN: US06741EBJ82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $97992240.00
- **C.18.a - Value (excl. sponsor support):** $97992240.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06741FXU6, C.4 - ISIN: US06741FXU64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99280280.00
- **C.18.a - Value (excl. sponsor support):** $99280280.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **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 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: 06741FXV4, C.4 - ISIN: US06741FXV48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198537520.00
- **C.18.a - Value (excl. sponsor support):** $198537520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **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 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: 06741FY50, C.4 - ISIN: US06741FY507, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $138863998.00
- **C.18.a - Value (excl. sponsor support):** $138863998.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 95: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FYC5, C.4 - ISIN: US06741FYC57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99109140.00
- **C.18.a - Value (excl. sponsor support):** $99109140.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: 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):** $197128800.00
- **C.18.a - Value (excl. sponsor support):** $197128800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 97: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.570000%
- **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):** $230051819.00
- **C.18.a - Value (excl. sponsor support):** $230051819.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 98: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.550000%
- **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):** $135010489.50
- **C.18.a - Value (excl. sponsor support):** $135010489.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 99: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.550000%
- **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):** $100008450.00
- **C.18.a - Value (excl. sponsor support):** $100008450.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 100: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.690000%
- **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):** $171057627.00
- **C.18.a - Value (excl. sponsor support):** $171057627.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 101: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.600000%
- **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):** $345085249.50
- **C.18.a - Value (excl. sponsor support):** $345085249.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 102: 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):** $450122085.00
- **C.18.a - Value (excl. sponsor support):** $450122085.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 103: 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: 06741HQH9, C.4 - ISIN: US06741HQH92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120032436.00
- **C.18.a - Value (excl. sponsor support):** $120032436.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QW22, C.4 - ISIN: US06744QW221, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $674673165.00
- **C.18.a - Value (excl. sponsor support):** $674673165.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, 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: 06744QW30, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $867474686.40
- **C.18.a - Value (excl. sponsor support):** $867474686.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? 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: 06744QW48, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $444676885.50
- **C.18.a - Value (excl. sponsor support):** $444676885.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 107: 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: 06744QW55, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $1016138499.30
- **C.18.a - Value (excl. sponsor support):** $1016138499.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, 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: 06745GDG3, C.4 - ISIN: US06745GDG38, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750248400.00
- **C.18.a - Value (excl. sponsor support):** $750248400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 109: 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):** $1000339700.00
- **C.18.a - Value (excl. sponsor support):** $1000339700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 06745GDS7, C.4 - ISIN: US06745GDS75, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $368081475.20
- **C.18.a - Value (excl. sponsor support):** $368081475.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 111: 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):** $332074434.40
- **C.18.a - Value (excl. sponsor support):** $332074434.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 06745GDZ1, C.4 - ISIN: US06745GDZ19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $346070238.00
- **C.18.a - Value (excl. sponsor support):** $346070238.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 113: 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):** $500111750.00
- **C.18.a - Value (excl. sponsor support):** $500111750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 114: 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):** $99927550.00
- **C.18.a - Value (excl. sponsor support):** $99927550.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, 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: 06945LW95, C.4 - ISIN: US06945LW951, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49933490.00
- **C.18.a - Value (excl. sponsor support):** $49933490.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 116: 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):** $49927430.00
- **C.18.a - Value (excl. sponsor support):** $49927430.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 117: 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):** $49831635.00
- **C.18.a - Value (excl. sponsor support):** $49831635.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 118: 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):** $149051370.00
- **C.18.a - Value (excl. sponsor support):** $149051370.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 119: 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):** $49666750.00
- **C.18.a - Value (excl. sponsor support):** $49666750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 120: 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):** $49626725.00
- **C.18.a - Value (excl. sponsor support):** $49626725.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **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 121: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LYR3, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $98965350.00
- **C.18.a - Value (excl. sponsor support):** $98965350.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 122: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZA9, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $98788510.00
- **C.18.a - Value (excl. sponsor support):** $98788510.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 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):** $70780550.40
- **C.18.a - Value (excl. sponsor support):** $70780550.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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: 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):** $149637390.00
- **C.18.a - Value (excl. sponsor support):** $149637390.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 125: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWK6, C.4 - ISIN: US07644AWK68, 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):** 2025-09-19
- **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 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: 07644AWN0, C.4 - ISIN: US07644AWN08, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $129624027.00
- **C.18.a - Value (excl. sponsor support):** $129624027.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 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: 07644AYJ7, C.4 - ISIN: US07644AYJ77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $297129900.00
- **C.18.a - Value (excl. sponsor support):** $297129900.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 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: 07644BA69, C.4 - ISIN: US07644BA691, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98489350.00
- **C.18.a - Value (excl. sponsor support):** $98489350.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 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: 07644BA93, C.4 - ISIN: US07644BA931, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98455230.00
- **C.18.a - Value (excl. sponsor support):** $98455230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 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: 07644BAU6, C.4 - ISIN: US07644BAU61, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $196480920.00
- **C.18.a - Value (excl. sponsor support):** $196480920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 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: 07644BB50, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $245381475.00
- **C.18.a - Value (excl. sponsor support):** $245381475.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 07644BBB7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $119666140.00
- **C.18.a - Value (excl. sponsor support):** $119666140.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 07644BBK7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $53899983.50
- **C.18.a - Value (excl. sponsor support):** $53899983.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $97989120.00
- **C.18.a - Value (excl. sponsor support):** $97989120.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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):** $180302443.00
- **C.18.a - Value (excl. sponsor support):** $180302443.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97188600.00
- **C.18.a - Value (excl. sponsor support):** $97188600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: 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: 07644DPJ1, C.4 - ISIN: US07644DPJ18, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200015700.00
- **C.18.a - Value (excl. sponsor support):** $200015700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 138: 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: 07644DPK8, C.4 - ISIN: US07644DPK80, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $119011102.70
- **C.18.a - Value (excl. sponsor support):** $119011102.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 139: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.590000%
- **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):** $200046320.00
- **C.18.a - Value (excl. sponsor support):** $200046320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 07644DPR3, C.4 - ISIN: US07644DPR34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200035780.00
- **C.18.a - Value (excl. sponsor support):** $200035780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 141: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.580000%
- **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):** $250024350.00
- **C.18.a - Value (excl. sponsor support):** $250024350.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 08224LW44, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $81940845.20
- **C.18.a - Value (excl. sponsor support):** $81940845.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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: 08224LY75, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $252851395.50
- **C.18.a - Value (excl. sponsor support):** $252851395.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 08224LYE0, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $273608126.35
- **C.18.a - Value (excl. sponsor support):** $273608126.35
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 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):** $299533290.00
- **C.18.a - Value (excl. sponsor support):** $299533290.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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):** $349413820.00
- **C.18.a - Value (excl. sponsor support):** $349413820.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 4.540000%
- **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):** $435034843.50
- **C.18.a - Value (excl. sponsor support):** $435034843.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 4.520000%
- **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:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 4.250000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2W26, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $32484322.00
- **C.18.a - Value (excl. sponsor support):** $32484322.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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? 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: 1247P2WG5, C.4 - ISIN: US1247P2WG52, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99782020.00
- **C.18.a - Value (excl. sponsor support):** $99782020.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **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 151: 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):** $74561212.50
- **C.18.a - Value (excl. sponsor support):** $74561212.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 152: 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):** $99054820.00
- **C.18.a - Value (excl. sponsor support):** $99054820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 153: 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):** $74265217.50
- **C.18.a - Value (excl. sponsor support):** $74265217.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 154: 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):** $24752200.00
- **C.18.a - Value (excl. sponsor support):** $24752200.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 155: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2ZF4, C.4 - ISIN: US1247P2ZF43, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $148106400.00
- **C.18.a - Value (excl. sponsor support):** $148106400.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: 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):** $99414590.00
- **C.18.a - Value (excl. sponsor support):** $99414590.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 157: 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):** $74289442.50
- **C.18.a - Value (excl. sponsor support):** $74289442.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 158: 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):** $74254852.50
- **C.18.a - Value (excl. sponsor support):** $74254852.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 159: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZ98, C.4 - ISIN: US12619TZ984, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $98801500.00
- **C.18.a - Value (excl. sponsor support):** $98801500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZC1, C.4 - ISIN: US12619TZC16, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $123459637.50
- **C.18.a - Value (excl. sponsor support):** $123459637.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TZH0, C.4 - ISIN: US12619TZH03, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $140170429.40
- **C.18.a - Value (excl. sponsor support):** $140170429.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 162: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 4.580000%
- **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):** $225050782.50
- **C.18.a - Value (excl. sponsor support):** $225050782.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 163: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWA4, C.4 - ISIN: US12710GWA48, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $81881083.60
- **C.18.a - Value (excl. sponsor support):** $81881083.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 164: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWJ5, C.4 - ISIN: US12710GWJ56, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $149636565.00
- **C.18.a - Value (excl. sponsor support):** $149636565.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **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 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: 12710GWS5, C.4 - ISIN: US12710GWS55, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $149494005.00
- **C.18.a - Value (excl. sponsor support):** $149494005.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 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: 12710GXV7, C.4 - ISIN: US12710GXV75, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $69491317.00
- **C.18.a - Value (excl. sponsor support):** $69491317.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 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: 12710GXW5, C.4 - ISIN: US12710GXW58, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $69483141.00
- **C.18.a - Value (excl. sponsor support):** $69483141.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 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: 12710GYE4, C.4 - ISIN: US12710GYE42, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99087270.00
- **C.18.a - Value (excl. sponsor support):** $99087270.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 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: 12710GYS3, C.4 - ISIN: US12710GYS38, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49474490.00
- **C.18.a - Value (excl. sponsor support):** $49474490.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 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: 12710GZG8, C.4 - ISIN: US12710GZG80, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $83528356.93
- **C.18.a - Value (excl. sponsor support):** $83528356.93
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 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: 12710HA65, C.4 - ISIN: US12710HA658, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98485740.00
- **C.18.a - Value (excl. sponsor support):** $98485740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 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: 12710HA99, C.4 - ISIN: US12710HA997, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98451540.00
- **C.18.a - Value (excl. sponsor support):** $98451540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 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: 12710HAG3, C.4 - ISIN: US12710HAG39, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $245929625.00
- **C.18.a - Value (excl. sponsor support):** $245929625.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 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: 12710HAV0, C.4 - ISIN: US12710HAV06, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $57830821.47
- **C.18.a - Value (excl. sponsor support):** $57830821.47
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 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: 12710HB31, C.4 - ISIN: US12710HB318, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $78436999.04
- **C.18.a - Value (excl. sponsor support):** $78436999.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 12710HB56, C.4 - ISIN: US12710HB565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $122683337.50
- **C.18.a - Value (excl. sponsor support):** $122683337.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 12710HBK3, C.4 - ISIN: US12710HBK32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $105830571.60
- **C.18.a - Value (excl. sponsor support):** $105830571.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 179: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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: 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):** $99998800.00
- **C.18.a - Value (excl. sponsor support):** $99998800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 181: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.550000%
- **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):** $419054721.40
- **C.18.a - Value (excl. sponsor support):** $419054721.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 182: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.700000%
- **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):** $500307450.00
- **C.18.a - Value (excl. sponsor support):** $500307450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 183: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 13608BB94, C.4 - ISIN: US13608BB944, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $488646713.40
- **C.18.a - Value (excl. sponsor support):** $488646713.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 184: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 185: 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):** $225000938.25
- **C.18.a - Value (excl. sponsor support):** $225000938.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 186: 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):** $100003267.00
- **C.18.a - Value (excl. sponsor support):** $100003267.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 187: 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):** $150005325.00
- **C.18.a - Value (excl. sponsor support):** $150005325.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 188: 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):** $131006787.11
- **C.18.a - Value (excl. sponsor support):** $131006787.11
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 189: 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):** $80004671.20
- **C.18.a - Value (excl. sponsor support):** $80004671.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 190: 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):** $330018206.10
- **C.18.a - Value (excl. sponsor support):** $330018206.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 191: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ62, C.4 - ISIN: US15963WQ622, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240019660.80
- **C.18.a - Value (excl. sponsor support):** $240019660.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WQ96, C.4 - ISIN: US15963WQ960, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $192009509.76
- **C.18.a - Value (excl. sponsor support):** $192009509.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR38, C.4 - ISIN: US15963WR380, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $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:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $99841830.00
- **C.18.a - Value (excl. sponsor support):** $99841830.00
- **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 195: 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):** $99755480.00
- **C.18.a - Value (excl. sponsor support):** $99755480.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 196: 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):** $49707295.00
- **C.18.a - Value (excl. sponsor support):** $49707295.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 197: 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):** $26364580.92
- **C.18.a - Value (excl. sponsor support):** $26364580.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 198: 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):** $99087270.00
- **C.18.a - Value (excl. sponsor support):** $99087270.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 199: 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):** $49526295.00
- **C.18.a - Value (excl. sponsor support):** $49526295.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 200: 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):** $173261322.50
- **C.18.a - Value (excl. sponsor support):** $173261322.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 201: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZA0, C.4 - ISIN: US16115VZA06, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49395115.00
- **C.18.a - Value (excl. sponsor support):** $49395115.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 202: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZB8, C.4 - ISIN: US16115VZB88, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $141253912.80
- **C.18.a - Value (excl. sponsor support):** $141253912.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VZG7, C.4 - ISIN: US16115VZG75, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $142343440.34
- **C.18.a - Value (excl. sponsor support):** $142343440.34
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 204: 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):** $98451540.00
- **C.18.a - Value (excl. sponsor support):** $98451540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 205: 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):** $49208680.00
- **C.18.a - Value (excl. sponsor support):** $49208680.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 206: 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):** $24575922.50
- **C.18.a - Value (excl. sponsor support):** $24575922.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 207: 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: 16537HW22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $410801733.60
- **C.18.a - Value (excl. sponsor support):** $410801733.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: 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: 16538AW26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349831160.00
- **C.18.a - Value (excl. sponsor support):** $349831160.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: 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):** $500041450.00
- **C.18.a - Value (excl. sponsor support):** $500041450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 210: 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):** $500047700.00
- **C.18.a - Value (excl. sponsor support):** $500047700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 211: 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):** $188727575.40
- **C.18.a - Value (excl. sponsor support):** $188727575.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 212: 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):** $750619275.00
- **C.18.a - Value (excl. sponsor support):** $750619275.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 213: 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):** $300085890.00
- **C.18.a - Value (excl. sponsor support):** $300085890.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 214: 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):** $399994960.00
- **C.18.a - Value (excl. sponsor support):** $399994960.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **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 215: 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):** $500373800.00
- **C.18.a - Value (excl. sponsor support):** $500373800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: 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):** $500130250.00
- **C.18.a - Value (excl. sponsor support):** $500130250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 217: 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):** $675163417.50
- **C.18.a - Value (excl. sponsor support):** $675163417.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 218: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.720000%
- **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):** $194050940.52
- **C.18.a - Value (excl. sponsor support):** $194050940.52
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 219: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.670000%
- **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):** $245047637.80
- **C.18.a - Value (excl. sponsor support):** $245047637.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 19423RLP2, C.4 - ISIN: US19423RLP28, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365017687.90
- **C.18.a - Value (excl. sponsor support):** $365017687.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 221: 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: 19423RLT4, C.4 - ISIN: US19423RLT40, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $500034375.00
- **C.18.a - Value (excl. sponsor support):** $500034375.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 222: 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: 19423RLW7, C.4 - ISIN: US19423RLW78, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263018630.92
- **C.18.a - Value (excl. sponsor support):** $263018630.92
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 223: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.630000%
- **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):** $130014874.60
- **C.18.a - Value (excl. sponsor support):** $130014874.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $300026370.00
- **C.18.a - Value (excl. sponsor support):** $300026370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 225: 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: 19423RME6, C.4 - ISIN: US19423RME61, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $200013750.00
- **C.18.a - Value (excl. sponsor support):** $200013750.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 226: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.630000%
- **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):** $250032692.50
- **C.18.a - Value (excl. sponsor support):** $250032692.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RNC9, C.4 - ISIN: US19423RNC96, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365037744.65
- **C.18.a - Value (excl. sponsor support):** $365037744.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RND7, C.4 - ISIN: US19423RND79, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $400043040.00
- **C.18.a - Value (excl. sponsor support):** $400043040.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 230: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 231: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 232: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 233: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 234: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 235: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 236: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 237: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 238: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025L2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GM74, C.4 - ISIN: US19648GM742, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 239: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 240: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 241: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 242: 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: 20259YJQ5, C.4 - ISIN: US20259YJQ52, 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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: 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: 20259YJS1, C.4 - ISIN: US20259YJS19, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $325000032.50
- **C.18.a - Value (excl. sponsor support):** $325000032.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 244: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.490000%
- **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):** $200001560.00
- **C.18.a - Value (excl. sponsor support):** $200001560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.490000%
- **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):** $75000825.00
- **C.18.a - Value (excl. sponsor support):** $75000825.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 246: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.640000%
- **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):** $50008018.00
- **C.18.a - Value (excl. sponsor support):** $50008018.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 247: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.640000%
- **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):** $58010236.42
- **C.18.a - Value (excl. sponsor support):** $58010236.42
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 248: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.640000%
- **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):** $58010523.52
- **C.18.a - Value (excl. sponsor support):** $58010523.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 249: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CDC8, C.4 - ISIN: US20632CDC82, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $86025800.00
- **C.18.a - Value (excl. sponsor support):** $86025800.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 251: 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):** $100003210.00
- **C.18.a - Value (excl. sponsor support):** $100003210.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 252: 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):** $250016550.00
- **C.18.a - Value (excl. sponsor support):** $250016550.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 253: 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):** $100004240.00
- **C.18.a - Value (excl. sponsor support):** $100004240.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **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 254: 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):** $100001900.00
- **C.18.a - Value (excl. sponsor support):** $100001900.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 255: 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):** $250110900.00
- **C.18.a - Value (excl. sponsor support):** $250110900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 256: 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):** $250117850.00
- **C.18.a - Value (excl. sponsor support):** $250117850.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 257: 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):** $311000839.70
- **C.18.a - Value (excl. sponsor support):** $311000839.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 258: 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):** $599266190.34
- **C.18.a - Value (excl. sponsor support):** $599266190.34
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 259: 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):** $121055502.70
- **C.18.a - Value (excl. sponsor support):** $121055502.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 260: 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):** $250248525.00
- **C.18.a - Value (excl. sponsor support):** $250248525.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 261: 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):** $250237000.00
- **C.18.a - Value (excl. sponsor support):** $250237000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 262: 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):** $250236125.00
- **C.18.a - Value (excl. sponsor support):** $250236125.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 263: 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):** $250225325.00
- **C.18.a - Value (excl. sponsor support):** $250225325.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 264: 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):** $150128085.00
- **C.18.a - Value (excl. sponsor support):** $150128085.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 265: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JYH2, C.4 - ISIN: US22536JYH21, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $1000428500.00
- **C.18.a - Value (excl. sponsor support):** $1000428500.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 266: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.220000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JZA6, C.4 - ISIN: US22536JZA68, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $416413316.86
- **C.18.a - Value (excl. sponsor support):** $416413316.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 267: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 268: 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):** $199333980.00
- **C.18.a - Value (excl. sponsor support):** $199333980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 269: 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):** $246971475.00
- **C.18.a - Value (excl. sponsor support):** $246971475.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 270: 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):** $493001950.00
- **C.18.a - Value (excl. sponsor support):** $493001950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 271: 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):** $491000350.00
- **C.18.a - Value (excl. sponsor support):** $491000350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 272: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1BS8, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $489736650.00
- **C.18.a - Value (excl. sponsor support):** $489736650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: 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):** $500004750.00
- **C.18.a - Value (excl. sponsor support):** $500004750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 274: 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):** $500144700.00
- **C.18.a - Value (excl. sponsor support):** $500144700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 275: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 276: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 4.520000%
- **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:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 277: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 4.520000%
- **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:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 278: 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: 29604GFT5, C.4 - ISIN: US29604GFT58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $584998888.50
- **C.18.a - Value (excl. sponsor support):** $584998888.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: 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: 2960E2W25, C.4 - ISIN: US2960E2W256, C.3 - LEI: N/A, C.5 - Other ID: 2960E2W25
- **C.18 - Value (incl. sponsor support):** $1224412245.00
- **C.18.a - Value (excl. sponsor support):** $1224412245.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: 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):** $64572157.00
- **C.18.a - Value (excl. sponsor support):** $64572157.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 281: 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):** $224464145.19
- **C.18.a - Value (excl. sponsor support):** $224464145.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $250004852.50
- **C.18.a - Value (excl. sponsor support):** $250004852.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 283: 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):** $292009539.64
- **C.18.a - Value (excl. sponsor support):** $292009539.64
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 284: 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):** $123910392.73
- **C.18.a - Value (excl. sponsor support):** $123910392.73
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 285: 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):** $150014407.50
- **C.18.a - Value (excl. sponsor support):** $150014407.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 286: 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):** $200029670.00
- **C.18.a - Value (excl. sponsor support):** $200029670.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 287: 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.4 - ISIN: US30608HCF01, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100012182.00
- **C.18.a - Value (excl. sponsor support):** $100012182.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 288: 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: 30608HCH6, C.4 - ISIN: US30608HCH66, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $100015636.00
- **C.18.a - Value (excl. sponsor support):** $100015636.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 289: 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: 30608HCR4, C.4 - ISIN: US30608HCR49, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $148513304.12
- **C.18.a - Value (excl. sponsor support):** $148513304.12
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 290: 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):** $196673600.00
- **C.18.a - Value (excl. sponsor support):** $196673600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 291: 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):** $196541660.00
- **C.18.a - Value (excl. sponsor support):** $196541660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 292: 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):** $98237100.00
- **C.18.a - Value (excl. sponsor support):** $98237100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 293: 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):** $147338790.00
- **C.18.a - Value (excl. sponsor support):** $147338790.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 294: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBK8, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $392007600.00
- **C.18.a - Value (excl. sponsor support):** $392007600.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GBS1, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $293771940.00
- **C.18.a - Value (excl. sponsor support):** $293771940.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 297: 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):** $99769870.00
- **C.18.a - Value (excl. sponsor support):** $99769870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **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 298: 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):** $199515420.00
- **C.18.a - Value (excl. sponsor support):** $199515420.00
- **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 299: 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):** $139643756.00
- **C.18.a - Value (excl. sponsor support):** $139643756.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 300: 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):** $49766490.00
- **C.18.a - Value (excl. sponsor support):** $49766490.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 301: 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):** $49648375.00
- **C.18.a - Value (excl. sponsor support):** $49648375.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 302: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LY34, C.4 - ISIN: US38346LY349, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $496074850.00
- **C.18.a - Value (excl. sponsor support):** $496074850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 303: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LY59, C.4 - ISIN: US38346LY596, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99191680.00
- **C.18.a - Value (excl. sponsor support):** $99191680.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 304: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LYM2, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $84155499.50
- **C.18.a - Value (excl. sponsor support):** $84155499.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 305: 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: 39014HW26, C.4 - ISIN: US39014HW260, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $510753238.10
- **C.18.a - Value (excl. sponsor support):** $510753238.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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? 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 306: 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: 39014HW34, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $282829124.60
- **C.18.a - Value (excl. sponsor support):** $282829124.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 307: 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: 39014HW42, C.4 - ISIN: US39014HW427, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99927520.00
- **C.18.a - Value (excl. sponsor support):** $99927520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 308: 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: 39014HW59, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $365690437.20
- **C.18.a - Value (excl. sponsor support):** $365690437.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 309: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 310: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAA0, C.4 - ISIN: US40451HAA05, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $11500000.00
- **C.18.a - Value (excl. sponsor support):** $11500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 311: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 40451HAB8, C.4 - ISIN: US40451HAB87, C.3 - LEI: 254900D8TWTW7UVMP939
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 312: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 313: 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.5 - Other ID: 44988GFZ6
- **C.18 - Value (incl. sponsor support):** $300085980.00
- **C.18.a - Value (excl. sponsor support):** $300085980.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 314: 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.5 - Other ID: 44988GGA0
- **C.18 - Value (incl. sponsor support):** $500024400.00
- **C.18.a - Value (excl. sponsor support):** $500024400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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: 44988GGU6, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **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:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: 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):** $500156500.00
- **C.18.a - Value (excl. sponsor support):** $500156500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 317: 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.5 - Other ID: 44988KMD8
- **C.18 - Value (incl. sponsor support):** $500082100.00
- **C.18.a - Value (excl. sponsor support):** $500082100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 318: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 319: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 4.330000%
- **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:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 320: 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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 321: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 322: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2051-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 324: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RC21, C.4 - ISIN: US45685RC211, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RC21
- **C.18 - Value (incl. sponsor support):** $97896200.00
- **C.18.a - Value (excl. sponsor support):** $97896200.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 325: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 326: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 327: 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):** $315026500.95
- **C.18.a - Value (excl. sponsor support):** $315026500.95
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 328: 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):** $315026500.95
- **C.18.a - Value (excl. sponsor support):** $315026500.95
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 329: 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:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 330: 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):** $15635000.00
- **C.18.a - Value (excl. sponsor support):** $15635000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 331: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 4.420000%
- **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:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 332: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.650000%
- **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:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 333: 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: 51501Y7F3, C.4 - ISIN: US51501Y7F36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1124998537.50
- **C.18.a - Value (excl. sponsor support):** $1124998537.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 334: 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: 51501Y7K2, C.4 - ISIN: US51501Y7K21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $749998650.00
- **C.18.a - Value (excl. sponsor support):** $749998650.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 335: 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):** $199830840.00
- **C.18.a - Value (excl. sponsor support):** $199830840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 336: 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):** $49837475.00
- **C.18.a - Value (excl. sponsor support):** $49837475.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 337: 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):** $99359094.16
- **C.18.a - Value (excl. sponsor support):** $99359094.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 338: 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):** $99616180.00
- **C.18.a - Value (excl. sponsor support):** $99616180.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 339: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TYJ6, C.4 - ISIN: US53127TYJ68, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $123802162.50
- **C.18.a - Value (excl. sponsor support):** $123802162.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 340: 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):** $247372650.00
- **C.18.a - Value (excl. sponsor support):** $247372650.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 341: 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):** $196790960.70
- **C.18.a - Value (excl. sponsor support):** $196790960.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 342: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ48, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $123567787.50
- **C.18.a - Value (excl. sponsor support):** $123567787.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 343: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ55, C.4 - ISIN: US53127TZ558, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $222395242.50
- **C.18.a - Value (excl. sponsor support):** $222395242.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZK2, C.4 - ISIN: US53127TZK23, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $144081063.60
- **C.18.a - Value (excl. sponsor support):** $144081063.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 345: 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):** $73935382.50
- **C.18.a - Value (excl. sponsor support):** $73935382.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 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: 53127UAF7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $196774180.00
- **C.18.a - Value (excl. sponsor support):** $196774180.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 347: 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: 53619XW21, C.4 - ISIN: US53619XW215, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $235886413.20
- **C.18.a - Value (excl. sponsor support):** $235886413.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 348: 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: 53619XW39, C.4 - ISIN: US53619XW397, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149909700.00
- **C.18.a - Value (excl. sponsor support):** $149909700.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 349: 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):** $27479736.48
- **C.18.a - Value (excl. sponsor support):** $27479736.48
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 350: 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):** $49854620.00
- **C.18.a - Value (excl. sponsor support):** $49854620.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **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 351: 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):** $49848685.00
- **C.18.a - Value (excl. sponsor support):** $49848685.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **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 352: 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):** $49765405.00
- **C.18.a - Value (excl. sponsor support):** $49765405.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 353: 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):** $49759445.00
- **C.18.a - Value (excl. sponsor support):** $49759445.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 354: 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):** $33334838.30
- **C.18.a - Value (excl. sponsor support):** $33334838.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 355: 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):** $45348132.96
- **C.18.a - Value (excl. sponsor support):** $45348132.96
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 356: 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):** $49717980.00
- **C.18.a - Value (excl. sponsor support):** $49717980.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 357: 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):** $50410594.15
- **C.18.a - Value (excl. sponsor support):** $50410594.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 358: 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):** $49202990.00
- **C.18.a - Value (excl. sponsor support):** $49202990.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 359: 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):** $50476429.80
- **C.18.a - Value (excl. sponsor support):** $50476429.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 360: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBH0, C.4 - ISIN: US53944RBH03, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $35480850.80
- **C.18.a - Value (excl. sponsor support):** $35480850.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 361: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBJ6, C.4 - ISIN: US53944RBJ68, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49001165.00
- **C.18.a - Value (excl. sponsor support):** $49001165.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 362: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBK3, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $46839827.06
- **C.18.a - Value (excl. sponsor support):** $46839827.06
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 363: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBS6, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $48956960.00
- **C.18.a - Value (excl. sponsor support):** $48956960.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 364: 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):** $500002250.00
- **C.18.a - Value (excl. sponsor support):** $500002250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.610000%
- **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):** $277075731.80
- **C.18.a - Value (excl. sponsor support):** $277075731.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 366: 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):** $104001352.00
- **C.18.a - Value (excl. sponsor support):** $104001352.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.550000%
- **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):** $354009805.80
- **C.18.a - Value (excl. sponsor support):** $354009805.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.550000%
- **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):** $586021799.20
- **C.18.a - Value (excl. sponsor support):** $586021799.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 369: 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):** $450155340.00
- **C.18.a - Value (excl. sponsor support):** $450155340.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 370: 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):** $228043730.40
- **C.18.a - Value (excl. sponsor support):** $228043730.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 371: 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):** $600176760.00
- **C.18.a - Value (excl. sponsor support):** $600176760.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 372: 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):** $500126800.00
- **C.18.a - Value (excl. sponsor support):** $500126800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 373: 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):** $260052650.00
- **C.18.a - Value (excl. sponsor support):** $260052650.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 374: 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):** $365068437.50
- **C.18.a - Value (excl. sponsor support):** $365068437.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 375: 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):** $500090600.00
- **C.18.a - Value (excl. sponsor support):** $500090600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 376: 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):** $500081600.00
- **C.18.a - Value (excl. sponsor support):** $500081600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 377: 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):** $500080000.00
- **C.18.a - Value (excl. sponsor support):** $500080000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 378: 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):** $500151700.00
- **C.18.a - Value (excl. sponsor support):** $500151700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 379: 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):** $500105500.00
- **C.18.a - Value (excl. sponsor support):** $500105500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 380: 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):** $200057640.00
- **C.18.a - Value (excl. sponsor support):** $200057640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 381: 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):** $500105500.00
- **C.18.a - Value (excl. sponsor support):** $500105500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 382: 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):** $250116575.00
- **C.18.a - Value (excl. sponsor support):** $250116575.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 383: 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):** $500270450.00
- **C.18.a - Value (excl. sponsor support):** $500270450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 384: 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):** $195092859.00
- **C.18.a - Value (excl. sponsor support):** $195092859.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 385: 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):** $303114867.30
- **C.18.a - Value (excl. sponsor support):** $303114867.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 386: 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: 55381BLR7, C.4 - ISIN: US55381BLR77, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $420022092.00
- **C.18.a - Value (excl. sponsor support):** $420022092.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: 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: 55381BLT3, C.4 - ISIN: US55381BLT34, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $100003530.00
- **C.18.a - Value (excl. sponsor support):** $100003530.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABF3, C.4 - ISIN: US56036ABF30, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200005574.00
- **C.18.a - Value (excl. sponsor support):** $200005574.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABK2, C.4 - ISIN: US56036ABK25, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192000000.00
- **C.18.a - Value (excl. sponsor support):** $192000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BW34, C.4 - ISIN: US56037BW346, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $16989766.00
- **C.18.a - Value (excl. sponsor support):** $16989766.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 391: 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: 56274LW59, C.4 - ISIN: US56274LW591, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $49957710.00
- **C.18.a - Value (excl. sponsor support):** $49957710.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 392: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 393: MATCHPOINT FINANCE PLC

- **C.1 - Title:** MATCHPOINT FINANCE PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AW24, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $107947900.80
- **C.18.a - Value (excl. sponsor support):** $107947900.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 394: 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):** $163248223.39
- **C.18.a - Value (excl. sponsor support):** $163248223.39
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 395: 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:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 396: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 397: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 398: 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: 60683D2X6, C.4 - ISIN: US60683D2X61, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $480063360.00
- **C.18.a - Value (excl. sponsor support):** $480063360.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 399: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.660000%
- **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):** $245086779.00
- **C.18.a - Value (excl. sponsor support):** $245086779.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 400: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.570000%
- **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):** $44008113.60
- **C.18.a - Value (excl. sponsor support):** $44008113.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 401: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6V6, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $391648636.72
- **C.18.a - Value (excl. sponsor support):** $391648636.72
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 402: 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: 60683DW39, C.4 - ISIN: US60683DW396, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $595006128.50
- **C.18.a - Value (excl. sponsor support):** $595006128.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 403: 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: 60683DX53, C.4 - ISIN: US60683DX535, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $426010692.60
- **C.18.a - Value (excl. sponsor support):** $426010692.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 404: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.530000%
- **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):** $300014190.00
- **C.18.a - Value (excl. sponsor support):** $300014190.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 405: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.530000%
- **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):** $138006527.40
- **C.18.a - Value (excl. sponsor support):** $138006527.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 406: 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: 60683FAK0, C.4 - ISIN: US60683FAK03, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $385016324.00
- **C.18.a - Value (excl. sponsor support):** $385016324.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: 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: 60683FAL8, C.4 - ISIN: US60683FAL85, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $375020812.50
- **C.18.a - Value (excl. sponsor support):** $375020812.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: 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: 60683FAM6, C.4 - ISIN: US60683FAM68, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400017800.00
- **C.18.a - Value (excl. sponsor support):** $400017800.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 409: 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):** $324803765.00
- **C.18.a - Value (excl. sponsor support):** $324803765.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 410: 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):** $222781297.50
- **C.18.a - Value (excl. sponsor support):** $222781297.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 411: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PZ82, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $494020400.00
- **C.18.a - Value (excl. sponsor support):** $494020400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PZ90, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $493962150.00
- **C.18.a - Value (excl. sponsor support):** $493962150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T2Y6, C.4 - ISIN: US60710T2Y67, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $500048800.00
- **C.18.a - Value (excl. sponsor support):** $500048800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: 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):** $762122727.24
- **C.18.a - Value (excl. sponsor support):** $762122727.24
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 415: 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):** $414029228.40
- **C.18.a - Value (excl. sponsor support):** $414029228.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 416: 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):** $59999304.00
- **C.18.a - Value (excl. sponsor support):** $59999304.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 417: 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):** $155023126.00
- **C.18.a - Value (excl. sponsor support):** $155023126.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 418: 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):** $185044751.50
- **C.18.a - Value (excl. sponsor support):** $185044751.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 419: 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):** $463086858.80
- **C.18.a - Value (excl. sponsor support):** $463086858.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 420: 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):** $532213651.20
- **C.18.a - Value (excl. sponsor support):** $532213651.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 421: 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):** $205099117.50
- **C.18.a - Value (excl. sponsor support):** $205099117.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 422: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 423: 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):** $299144880.00
- **C.18.a - Value (excl. sponsor support):** $299144880.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 424: 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):** $198597000.00
- **C.18.a - Value (excl. sponsor support):** $198597000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 425: 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):** $199025940.00
- **C.18.a - Value (excl. sponsor support):** $199025940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 426: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KB63, C.4 - ISIN: US63873KB639, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $490456449.10
- **C.18.a - Value (excl. sponsor support):** $490456449.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 427: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.550000%
- **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):** $500123400.00
- **C.18.a - Value (excl. sponsor support):** $500123400.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 428: 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):** $416201302.40
- **C.18.a - Value (excl. sponsor support):** $416201302.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 429: 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):** $500080200.00
- **C.18.a - Value (excl. sponsor support):** $500080200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **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 430: 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):** $500250050.00
- **C.18.a - Value (excl. sponsor support):** $500250050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 431: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TEV6, C.4 - ISIN: US63873TEV61, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500042650.00
- **C.18.a - Value (excl. sponsor support):** $500042650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 432: 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):** $163765024.50
- **C.18.a - Value (excl. sponsor support):** $163765024.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 433: NORDEA BANK ABP

- **C.1 - Title:** NORDEA BANK ABP 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KB94, C.4 - ISIN: US65558KB949, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $95477103.96
- **C.18.a - Value (excl. sponsor support):** $95477103.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 434: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.540000%
- **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):** $100022670.00
- **C.18.a - Value (excl. sponsor support):** $100022670.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 435: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 436: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 437: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.490000%
- **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:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 438: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 439: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 440: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.530000%
- **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:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 441: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 442: 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):** $199516520.00
- **C.18.a - Value (excl. sponsor support):** $199516520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **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 443: 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):** $98860700.00
- **C.18.a - Value (excl. sponsor support):** $98860700.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 444: 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):** $98465820.00
- **C.18.a - Value (excl. sponsor support):** $98465820.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 445: 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):** $48731845.00
- **C.18.a - Value (excl. sponsor support):** $48731845.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 446: 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):** $298050362.00
- **C.18.a - Value (excl. sponsor support):** $298050362.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 447: 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):** $200034160.00
- **C.18.a - Value (excl. sponsor support):** $200034160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 448: 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):** $400064600.00
- **C.18.a - Value (excl. sponsor support):** $400064600.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 449: 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):** $200031560.00
- **C.18.a - Value (excl. sponsor support):** $200031560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 450: 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):** $125036262.50
- **C.18.a - Value (excl. sponsor support):** $125036262.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 451: 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):** $250102775.00
- **C.18.a - Value (excl. sponsor support):** $250102775.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 452: 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):** $200003700.00
- **C.18.a - Value (excl. sponsor support):** $200003700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 453: 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):** $200004260.00
- **C.18.a - Value (excl. sponsor support):** $200004260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **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 454: 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):** $400012160.00
- **C.18.a - Value (excl. sponsor support):** $400012160.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 455: 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):** $140064288.00
- **C.18.a - Value (excl. sponsor support):** $140064288.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 456: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJA4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199991920.00
- **C.18.a - Value (excl. sponsor support):** $199991920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJD8, C.4 - ISIN: US69033NJD84, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $150043200.00
- **C.18.a - Value (excl. sponsor support):** $150043200.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: 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):** $298618890.00
- **C.18.a - Value (excl. sponsor support):** $298618890.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 459: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.490000%
- **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):** $145001015.00
- **C.18.a - Value (excl. sponsor support):** $145001015.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 460: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.530000%
- **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):** $200027600.00
- **C.18.a - Value (excl. sponsor support):** $200027600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 461: 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):** $142579080.00
- **C.18.a - Value (excl. sponsor support):** $142579080.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 462: 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):** $146214285.00
- **C.18.a - Value (excl. sponsor support):** $146214285.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 463: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.660000%
- **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):** $180033858.00
- **C.18.a - Value (excl. sponsor support):** $180033858.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 464: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.600000%
- **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):** $300045240.00
- **C.18.a - Value (excl. sponsor support):** $300045240.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 465: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 466: 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: 71838LW24, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $549735285.00
- **C.18.a - Value (excl. sponsor support):** $549735285.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 467: 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: 71838LW32, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $599638800.00
- **C.18.a - Value (excl. sponsor support):** $599638800.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 468: 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: 71838LW40, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $493143248.85
- **C.18.a - Value (excl. sponsor support):** $493143248.85
- **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? Yes, C.23 Categorized at Level 3? No

### Security 469: 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: 71838LW57, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $499578050.00
- **C.18.a - Value (excl. sponsor support):** $499578050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 470: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.560000%
- **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):** $124002058.40
- **C.18.a - Value (excl. sponsor support):** $124002058.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 471: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.550000%
- **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):** $150015015.00
- **C.18.a - Value (excl. sponsor support):** $150015015.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 472: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.560000%
- **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):** $252026107.20
- **C.18.a - Value (excl. sponsor support):** $252026107.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 473: 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):** $39917544.00
- **C.18.a - Value (excl. sponsor support):** $39917544.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **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 474: 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):** $99605740.00
- **C.18.a - Value (excl. sponsor support):** $99605740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 475: 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):** $239025024.00
- **C.18.a - Value (excl. sponsor support):** $239025024.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 476: 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):** $74462497.50
- **C.18.a - Value (excl. sponsor support):** $74462497.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 477: 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):** $72047043.40
- **C.18.a - Value (excl. sponsor support):** $72047043.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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 478: 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):** $117112172.10
- **C.18.a - Value (excl. sponsor support):** $117112172.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 479: 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):** $83622685.50
- **C.18.a - Value (excl. sponsor support):** $83622685.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 480: 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):** $98311810.00
- **C.18.a - Value (excl. sponsor support):** $98311810.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 481: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GB32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $67937369.88
- **C.18.a - Value (excl. sponsor support):** $67937369.88
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GB40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78531192.00
- **C.18.a - Value (excl. sponsor support):** $78531192.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GBT5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139022032.80
- **C.18.a - Value (excl. sponsor support):** $139022032.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: 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):** $77389104.00
- **C.18.a - Value (excl. sponsor support):** $77389104.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 485: 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):** $25001147.75
- **C.18.a - Value (excl. sponsor support):** $25001147.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 486: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 487: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 488: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.520000%
- **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):** $274998652.50
- **C.18.a - Value (excl. sponsor support):** $274998652.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 489: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.520000%
- **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):** $309998419.00
- **C.18.a - Value (excl. sponsor support):** $309998419.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 490: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.560000%
- **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):** $104002007.20
- **C.18.a - Value (excl. sponsor support):** $104002007.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 491: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.570000%
- **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):** $73995404.60
- **C.18.a - Value (excl. sponsor support):** $73995404.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 492: 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):** $340728067.80
- **C.18.a - Value (excl. sponsor support):** $340728067.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 493: 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):** $80224537.69
- **C.18.a - Value (excl. sponsor support):** $80224537.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 494: 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):** $821277659.94
- **C.18.a - Value (excl. sponsor support):** $821277659.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 495: 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):** $398150960.00
- **C.18.a - Value (excl. sponsor support):** $398150960.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 496: 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):** $982019100.00
- **C.18.a - Value (excl. sponsor support):** $982019100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 497: 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):** $487221450.00
- **C.18.a - Value (excl. sponsor support):** $487221450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 498: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WEK2, C.4 - ISIN: US78013WEK27, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $489467690.94
- **C.18.a - Value (excl. sponsor support):** $489467690.94
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.690000%
- **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):** $675358627.50
- **C.18.a - Value (excl. sponsor support):** $675358627.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 500: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.550000%
- **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):** $750098550.00
- **C.18.a - Value (excl. sponsor support):** $750098550.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 501: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.610000%
- **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):** $1000347700.00
- **C.18.a - Value (excl. sponsor support):** $1000347700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRC3, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $700057960.00
- **C.18.a - Value (excl. sponsor support):** $700057960.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.660000%
- **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):** $12305971.65
- **C.18.a - Value (excl. sponsor support):** $12305971.65
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: 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):** $250288650.00
- **C.18.a - Value (excl. sponsor support):** $250288650.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 505: 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):** $500597300.00
- **C.18.a - Value (excl. sponsor support):** $500597300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 506: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 507: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 508: 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):** $999280000.00
- **C.18.a - Value (excl. sponsor support):** $999280000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 509: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ21, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $247215975.00
- **C.18.a - Value (excl. sponsor support):** $247215975.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 510: 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):** $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):** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 511: 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):** $199733640.00
- **C.18.a - Value (excl. sponsor support):** $199733640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **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 512: 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):** $74817862.50
- **C.18.a - Value (excl. sponsor support):** $74817862.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 513: 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):** $124164537.50
- **C.18.a - Value (excl. sponsor support):** $124164537.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 514: 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):** $328288812.10
- **C.18.a - Value (excl. sponsor support):** $328288812.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 515: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYK2, C.4 - ISIN: US82124LYK24, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99032020.00
- **C.18.a - Value (excl. sponsor support):** $99032020.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYL0, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99020640.00
- **C.18.a - Value (excl. sponsor support):** $99020640.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 517: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LYR7, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $49481940.00
- **C.18.a - Value (excl. sponsor support):** $49481940.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 518: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LZ13, C.4 - ISIN: US82124LZ136, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $58347985.10
- **C.18.a - Value (excl. sponsor support):** $58347985.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 519: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MB25, C.4 - ISIN: US82124MB259, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $196362240.00
- **C.18.a - Value (excl. sponsor support):** $196362240.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 520: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MB58, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $245370375.00
- **C.18.a - Value (excl. sponsor support):** $245370375.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 521: 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.5 - Other ID: 82451WAA9_1
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 522: 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):** $96121744.30
- **C.18.a - Value (excl. sponsor support):** $96121744.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 523: 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):** $195108780.00
- **C.18.a - Value (excl. sponsor support):** $195108780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 524: 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):** $389695120.00
- **C.18.a - Value (excl. sponsor support):** $389695120.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 525: 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):** $75000337.50
- **C.18.a - Value (excl. sponsor support):** $75000337.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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 526: 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):** $198218240.00
- **C.18.a - Value (excl. sponsor support):** $198218240.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 527: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BZ17, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $247250725.00
- **C.18.a - Value (excl. sponsor support):** $247250725.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 528: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BZ82, C.4 - ISIN: US83369BZ822, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $494074500.00
- **C.18.a - Value (excl. sponsor support):** $494074500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 529: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 530: 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):** $198758360.00
- **C.18.a - Value (excl. sponsor support):** $198758360.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 531: 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):** $113634697.00
- **C.18.a - Value (excl. sponsor support):** $113634697.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 532: 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):** $217338506.00
- **C.18.a - Value (excl. sponsor support):** $217338506.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 533: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBR3, C.4 - ISIN: US85520MBR34, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $83236250.00
- **C.18.a - Value (excl. sponsor support):** $83236250.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 534: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBT9, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $195805680.00
- **C.18.a - Value (excl. sponsor support):** $195805680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 535: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.560000%
- **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):** $205021627.50
- **C.18.a - Value (excl. sponsor support):** $205021627.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 536: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.570000%
- **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):** $250032725.00
- **C.18.a - Value (excl. sponsor support):** $250032725.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 537: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDC4, C.4 - ISIN: US86564TDC45, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300020790.00
- **C.18.a - Value (excl. sponsor support):** $300020790.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 538: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDJ9, C.4 - ISIN: US86564TDJ97, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500054750.00
- **C.18.a - Value (excl. sponsor support):** $500054750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 539: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDK6, C.4 - ISIN: US86564TDK60, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300019980.00
- **C.18.a - Value (excl. sponsor support):** $300019980.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 540: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDU4, C.4 - ISIN: US86564TDU43, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300007260.00
- **C.18.a - Value (excl. sponsor support):** $300007260.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 541: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TDV2, C.4 - ISIN: US86564TDV26, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $300026490.00
- **C.18.a - Value (excl. sponsor support):** $300026490.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 542: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TED1, C.4 - ISIN: US86564TED19, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $205014104.00
- **C.18.a - Value (excl. sponsor support):** $205014104.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-10
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 543: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YY55, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $178535610.00
- **C.18.a - Value (excl. sponsor support):** $178535610.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 544: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.510000%
- **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):** $375010312.50
- **C.18.a - Value (excl. sponsor support):** $375010312.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 545: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.510000%
- **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):** $250007475.00
- **C.18.a - Value (excl. sponsor support):** $250007475.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 546: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.510000%
- **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):** $500013950.00
- **C.18.a - Value (excl. sponsor support):** $500013950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 547: 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: 86565GMB3, C.4 - ISIN: US86565GMB31, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $569025206.70
- **C.18.a - Value (excl. sponsor support):** $569025206.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 548: 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: 86565GMC1, C.4 - ISIN: US86565GMC14, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500022100.00
- **C.18.a - Value (excl. sponsor support):** $500022100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 549: 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: 86565GMK3, C.4 - ISIN: US86565GMK30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $425052360.00
- **C.18.a - Value (excl. sponsor support):** $425052360.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 550: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.690000%
- **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):** $250077450.00
- **C.18.a - Value (excl. sponsor support):** $250077450.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 551: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.680000%
- **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):** $500191450.00
- **C.18.a - Value (excl. sponsor support):** $500191450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 552: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.680000%
- **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):** $165067914.00
- **C.18.a - Value (excl. sponsor support):** $165067914.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 553: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.630000%
- **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):** $300094950.00
- **C.18.a - Value (excl. sponsor support):** $300094950.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 554: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.630000%
- **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):** $300093630.00
- **C.18.a - Value (excl. sponsor support):** $300093630.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 555: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000%
- **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):** $500132750.00
- **C.18.a - Value (excl. sponsor support):** $500132750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 556: 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: 86565GPA2, C.4 - ISIN: US86565GPA21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260071682.00
- **C.18.a - Value (excl. sponsor support):** $260071682.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 557: 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: 86565GPH7, C.4 - ISIN: US86565GPH73, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200048240.00
- **C.18.a - Value (excl. sponsor support):** $200048240.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 558: 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: 86565GQK9, C.4 - ISIN: US86565GQK93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $316083708.40
- **C.18.a - Value (excl. sponsor support):** $316083708.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 559: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000%
- **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):** $222052969.20
- **C.18.a - Value (excl. sponsor support):** $222052969.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 560: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.580000%
- **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):** $420102018.00
- **C.18.a - Value (excl. sponsor support):** $420102018.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 561: 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: 86565GRV4, C.4 - ISIN: US86565GRV40, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $332043359.20
- **C.18.a - Value (excl. sponsor support):** $332043359.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 562: 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: 86565GRZ5, C.4 - ISIN: US86565GRZ53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500039700.00
- **C.18.a - Value (excl. sponsor support):** $500039700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 563: 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: 86565GSC5, C.4 - ISIN: US86565GSC59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250014000.00
- **C.18.a - Value (excl. sponsor support):** $250014000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 564: 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: 86565GSM3, C.4 - ISIN: US86565GSM32, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $259995632.00
- **C.18.a - Value (excl. sponsor support):** $259995632.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 565: 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: 86565GSN1, C.4 - ISIN: US86565GSN15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $197995545.00
- **C.18.a - Value (excl. sponsor support):** $197995545.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 566: 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):** $18650000.00
- **C.18.a - Value (excl. sponsor support):** $18650000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 567: 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):** $299998710.00
- **C.18.a - Value (excl. sponsor support):** $299998710.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 568: 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):** $249997825.00
- **C.18.a - Value (excl. sponsor support):** $249997825.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 569: 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):** $150011475.00
- **C.18.a - Value (excl. sponsor support):** $150011475.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 570: 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):** $200135300.00
- **C.18.a - Value (excl. sponsor support):** $200135300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 571: 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):** $295748640.00
- **C.18.a - Value (excl. sponsor support):** $295748640.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 572: 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):** $246235025.00
- **C.18.a - Value (excl. sponsor support):** $246235025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 573: 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):** $350005110.00
- **C.18.a - Value (excl. sponsor support):** $350005110.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 574: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMS6, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $300026430.00
- **C.18.a - Value (excl. sponsor support):** $300026430.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: 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):** $200104880.00
- **C.18.a - Value (excl. sponsor support):** $200104880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 576: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ65, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $100010450.00
- **C.18.a - Value (excl. sponsor support):** $100010450.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 577: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ81, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $175018182.50
- **C.18.a - Value (excl. sponsor support):** $175018182.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 578: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WR23, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500002200.00
- **C.18.a - Value (excl. sponsor support):** $500002200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 579: 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):** $99773920.00
- **C.18.a - Value (excl. sponsor support):** $99773920.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 580: 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):** $443704680.00
- **C.18.a - Value (excl. sponsor support):** $443704680.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 581: 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):** $500016100.00
- **C.18.a - Value (excl. sponsor support):** $500016100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 582: 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):** $500018700.00
- **C.18.a - Value (excl. sponsor support):** $500018700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 583: 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):** $250009150.00
- **C.18.a - Value (excl. sponsor support):** $250009150.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 584: 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):** $75007837.50
- **C.18.a - Value (excl. sponsor support):** $75007837.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 585: 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):** $250029875.00
- **C.18.a - Value (excl. sponsor support):** $250029875.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 586: 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):** $200024540.00
- **C.18.a - Value (excl. sponsor support):** $200024540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 587: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 4.520000%
- **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:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 588: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 589: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 590: 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):** $37760000.00
- **C.18.a - Value (excl. sponsor support):** $37760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 591: 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):** $199517260.00
- **C.18.a - Value (excl. sponsor support):** $199517260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **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 592: 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):** $99346880.00
- **C.18.a - Value (excl. sponsor support):** $99346880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **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 593: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UBP4, C.4 - ISIN: US88602UBP49, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $48980785.00
- **C.18.a - Value (excl. sponsor support):** $48980785.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 594: 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):** $954333041.40
- **C.18.a - Value (excl. sponsor support):** $954333041.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 595: 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):** $750604680.00
- **C.18.a - Value (excl. sponsor support):** $750604680.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 596: 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):** $1000457200.00
- **C.18.a - Value (excl. sponsor support):** $1000457200.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 597: 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):** $900361530.00
- **C.18.a - Value (excl. sponsor support):** $900361530.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 598: 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):** $120816209.84
- **C.18.a - Value (excl. sponsor support):** $120816209.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 599: 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):** $225188957.25
- **C.18.a - Value (excl. sponsor support):** $225188957.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 600: 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):** $515176181.50
- **C.18.a - Value (excl. sponsor support):** $515176181.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 601: 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):** $1051107361.50
- **C.18.a - Value (excl. sponsor support):** $1051107361.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 602: 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):** $191953517.54
- **C.18.a - Value (excl. sponsor support):** $191953517.54
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 603: 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):** $400542564.00
- **C.18.a - Value (excl. sponsor support):** $400542564.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 604: 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):** $274182922.40
- **C.18.a - Value (excl. sponsor support):** $274182922.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 605: 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):** $231099542.52
- **C.18.a - Value (excl. sponsor support):** $231099542.52
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 606: 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):** $1019747085.64
- **C.18.a - Value (excl. sponsor support):** $1019747085.64
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 607: 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):** $999531331.20
- **C.18.a - Value (excl. sponsor support):** $999531331.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 608: 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):** $200226060.00
- **C.18.a - Value (excl. sponsor support):** $200226060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 609: 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):** $28799443.12
- **C.18.a - Value (excl. sponsor support):** $28799443.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DSC1, C.4 - ISIN: US89115DSC10, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $134014512.20
- **C.18.a - Value (excl. sponsor support):** $134014512.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 611: 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):** $294164287.20
- **C.18.a - Value (excl. sponsor support):** $294164287.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 612: 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):** $677161671.15
- **C.18.a - Value (excl. sponsor support):** $677161671.15
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 613: 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):** $822526458.12
- **C.18.a - Value (excl. sponsor support):** $822526458.12
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 614: 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):** $560179984.00
- **C.18.a - Value (excl. sponsor support):** $560179984.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 615: 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.5 - Other ID: 89152EXH6
- **C.18 - Value (incl. sponsor support):** $509312983.62
- **C.18.a - Value (excl. sponsor support):** $509312983.62
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 616: 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):** $49975665.00
- **C.18.a - Value (excl. sponsor support):** $49975665.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 617: 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):** $49151360.00
- **C.18.a - Value (excl. sponsor support):** $49151360.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 618: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 619: 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):** $499976500.00
- **C.18.a - Value (excl. sponsor support):** $499976500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **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 620: 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):** $499979200.00
- **C.18.a - Value (excl. sponsor support):** $499979200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **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 621: 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):** $500022150.00
- **C.18.a - Value (excl. sponsor support):** $500022150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 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 622: 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):** $900153540.00
- **C.18.a - Value (excl. sponsor support):** $900153540.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 623: 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):** $750399975.00
- **C.18.a - Value (excl. sponsor support):** $750399975.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 624: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 4.690000%
- **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):** $500178050.00
- **C.18.a - Value (excl. sponsor support):** $500178050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 625: 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):** $200024818.00
- **C.18.a - Value (excl. sponsor support):** $200024818.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 626: 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):** $200056000.00
- **C.18.a - Value (excl. sponsor support):** $200056000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 627: 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):** $500021090.00
- **C.18.a - Value (excl. sponsor support):** $500021090.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 628: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TW28, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $2595546005.28
- **C.18.a - Value (excl. sponsor support):** $2595546005.28
- **C.19 - Percentage of Net Assets:** 0.6800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 629: 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):** $300030660.00
- **C.18.a - Value (excl. sponsor support):** $300030660.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 630: 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):** $300044658.00
- **C.18.a - Value (excl. sponsor support):** $300044658.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 631: 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: 91127RJE8, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300000510.00
- **C.18.a - Value (excl. sponsor support):** $300000510.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 632: 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: 91127RJG3, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300007230.00
- **C.18.a - Value (excl. sponsor support):** $300007230.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 633: 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: 91127RJH1, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300006330.00
- **C.18.a - Value (excl. sponsor support):** $300006330.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 634: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 635: 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):** $199879040.00
- **C.18.a - Value (excl. sponsor support):** $199879040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 636: 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):** $185131342.80
- **C.18.a - Value (excl. sponsor support):** $185131342.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 637: 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):** $240083360.00
- **C.18.a - Value (excl. sponsor support):** $240083360.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 638: 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):** $149873130.00
- **C.18.a - Value (excl. sponsor support):** $149873130.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 639: 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):** $249423775.00
- **C.18.a - Value (excl. sponsor support):** $249423775.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 640: 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):** $115718723.20
- **C.18.a - Value (excl. sponsor support):** $115718723.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 641: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KY55, C.4 - ISIN: US92646KY552, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $93240179.20
- **C.18.a - Value (excl. sponsor support):** $93240179.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 642: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KY63, C.4 - ISIN: US92646KY636, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $247950125.00
- **C.18.a - Value (excl. sponsor support):** $247950125.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 643: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KYJ5, C.4 - ISIN: US92646KYJ59, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $74280787.50
- **C.18.a - Value (excl. sponsor support):** $74280787.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 644: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KYM8, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $298405500.58
- **C.18.a - Value (excl. sponsor support):** $298405500.58
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **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 645: 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):** $78613336.00
- **C.18.a - Value (excl. sponsor support):** $78613336.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 646: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 647: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.610000%
- **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):** $500135750.00
- **C.18.a - Value (excl. sponsor support):** $500135750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 648: 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):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 649: 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):** $499993815.00
- **C.18.a - Value (excl. sponsor support):** $499993815.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 650: 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):** $199998320.00
- **C.18.a - Value (excl. sponsor support):** $199998320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 651: 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):** $749995477.50
- **C.18.a - Value (excl. sponsor support):** $749995477.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 652: 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):** $893026602.47
- **C.18.a - Value (excl. sponsor support):** $893026602.47
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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 653: 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):** $200010328.00
- **C.18.a - Value (excl. sponsor support):** $200010328.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 654: 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):** $200013382.00
- **C.18.a - Value (excl. sponsor support):** $200013382.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 655: 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):** $105013270.95
- **C.18.a - Value (excl. sponsor support):** $105013270.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 656: 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):** $56010495.52
- **C.18.a - Value (excl. sponsor support):** $56010495.52
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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 657: 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):** $250066132.50
- **C.18.a - Value (excl. sponsor support):** $250066132.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 658: 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):** $249064451.16
- **C.18.a - Value (excl. sponsor support):** $249064451.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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 659: 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):** $650419133.00
- **C.18.a - Value (excl. sponsor support):** $650419133.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 660: 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):** $499042544.74
- **C.18.a - Value (excl. sponsor support):** $499042544.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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 661: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZQJP0, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2ZQJP0
- **C.18 - Value (incl. sponsor support):** $250002027.50
- **C.18.a - Value (excl. sponsor support):** $250002027.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 662: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZTC97, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2ZTC97
- **C.18 - Value (incl. sponsor support):** $1000286070.00
- **C.18.a - Value (excl. sponsor support):** $1000286070.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 663: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2ZXTR0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2ZXTR0
- **C.18 - Value (incl. sponsor support):** $500052305.00
- **C.18.a - Value (excl. sponsor support):** $500052305.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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 664: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.690000%
- **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):** $438064407.90
- **C.18.a - Value (excl. sponsor support):** $438064407.90
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **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                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $273117.00         | $22125208.17       | Equities   |
| ISHARES TR                     IBONDS OCT 2031  | 2500-12-31      | N/A      | 0.0000% | $5146.00           | $137090.98         | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $5105.00           | $546286.05         | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $208960.00         | $22124684.80       | Equities   |
| ISHARES TR                     IBONDS DEC 2034  | 2500-12-31      | N/A      | 0.0000% | $6682.00           | $172498.50         | Equities   |
| GOLDMAN SACHS ETF TR           ACES INVSTMNT GR | 2500-12-31      | N/A      | 0.0000% | $146.00            | $6978.07           | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $612469.00         | $1696539.13        | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $79330.67          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $2978432.00        | $3752824.32        | Equities   |
| COCA-COLA FEMSA SAB DE CV      SPONS ADS REP    | 2500-12-31      | N/A      | 0.0000% | $57288.00          | $4946245.92        | Equities   |
| BLEICHROEDER ACQUISITION CORP  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $92700.00          | $961299.00         | Equities   |
| AMERICAN CENTY ETF TR          CORE MUNI FXD IN | 2500-12-31      | N/A      | 0.0000% | $212.00            | $9413.92           | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $556048.00         | $22125149.92       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $61410.00          | $1118705.97        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $1936.00           | $111048.96         | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $8822.00           | $183084.73         | Equities   |
| SPDR SERIES TRUST              PORTFOLIO SH TSR | 2500-12-31      | N/A      | 0.0000% | $8041.00           | $235762.12         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $29186.04          | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $93249.00          | $4140255.60        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3876.00           | $97093.80          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $7167.00           | $472088.14         | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $57189.54          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8070.00           | $566191.20         | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $62811.00          | $1877420.79        | Equities   |
| ETF OPPORTUNITIES TRUST        REX BITCOIN CORP | 2500-12-31      | N/A      | 0.0000% | $1186.00           | $32911.50          | Equities   |
| CVS HEALTH CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $23808.00          | $1717509.12        | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $467079.00         | $12541071.15       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE EUROPE      | 2500-12-31      | N/A      | 0.0000% | $2372.00           | $81406.33          | Equities   |
| LITHIA MTRS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $33138.00          | $11217544.38       | Equities   |
| ISHARES TR                     BB RAT CORP BD   | 2500-12-31      | N/A      | 0.0000% | $16588.00          | $782455.96         | Equities   |
| ISHARES TR                     CORE 40/60 MODER | 2500-12-31      | N/A      | 0.0000% | $5772.00           | $270014.16         | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $9823.00           | $391528.08         | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $8963.00           | $430403.26         | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $12781.00          | $346237.29         | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1371720.00        | $3360714.00        | Equities   |
| VANECK ETF TRUST               NATURAL RESOURC  | 2500-12-31      | N/A      | 0.0000% | $5749.00           | $318274.99         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $37090.00          | $22124926.80       | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $951.00            | $72295.02          | Equities   |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $372.00            | $94324.32          | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $4240.00           | $108904.40         | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $30696.00          | $1096768.08        | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $369.00            | $10207.61          | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $907140.00         | $22125144.60       | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $49582.00          | $2184087.10        | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $70907.27          | Equities   |
| GMS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $308.00            | $33833.80          | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $262680.00         | $320469.60         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $18360.00          | $724790.38         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $10141.00          | $215451.63         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $41798.00          | $1002943.01        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3111840.00        | $22125182.40       | Equities   |
| SPDR SERIES TRUST              GLB DOW ETF      | 2500-12-31      | N/A      | 0.0000% | $2806.00           | $441715.75         | Equities   |
| TOUCHSTONE ETF TRUST           SECURITIZED INCO | 2500-12-31      | N/A      | 0.0000% | $4013.00           | $105100.47         | Equities   |
| NUSHARES ETF TR                ESG HI TLD CRP   | 2500-12-31      | N/A      | 0.0000% | $968.00            | $21015.28          | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $29220.00          | $1227824.40        | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2444.00           | $101120.50         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $71.00             | $5437.89           | Equities   |
| FIDELITY MERRIMACK STR TR      CORP BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $4741.00           | $225292.32         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $506350.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD     | 2500-12-31      | N/A      | 0.0000% | $35162.00          | $1614639.04        | Equities   |
| INVESCO EXCH TRADED FD TR II   FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $949.00            | $23582.74          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $339.00            | $17485.62          | Equities   |
| DBX ETF TR                     XTRACKERS CALIF  | 2500-12-31      | N/A      | 0.0000% | $4168.00           | $101215.71         | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $100625.00         | $2870831.25        | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $85347.00          | $405398.25         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4140960.00        | $4099550.40        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $3208.00           | $81130.32          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $974016.00         | $16129704.96       | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $33777.00          | $1442953.44        | Equities   |
| BANCO BBVA ARGENTINA S A       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $439037.00         | $5523085.46        | Equities   |
| BENITEC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $88368.00          | $1151435.04        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $7114.00           | $431873.87         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $12416.00          | $684403.44         | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $27035.00          | $1060769.59        | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $217518.00         | $9940572.60        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE GERMANY     | 2500-12-31      | N/A      | 0.0000% | $13957.00          | $463463.12         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $2870.00           | $125177.35         | Equities   |
| RBB FD INC                     US TREAS 5 YR NT | 2500-12-31      | N/A      | 0.0000% | $7561.00           | $373709.23         | Equities   |
| RBB FD INC                     US TRSRY 6 MNTH  | 2500-12-31      | N/A      | 0.0000% | $17360.00          | $870777.60         | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL VALUE   | 2500-12-31      | N/A      | 0.0000% | $8350.00           | $259601.50         | Equities   |
| ZKH GROUP LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $28089.00          | $81177.21          | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $28219.00          | $121059.51         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5549.00           | $217339.35         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3043360.00        | $22125227.20       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $47954.00          | $1266465.14        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $333.00            | $6503.49           | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $1570.00           | $370865.40         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $13558.00          | $838101.33         | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $441616.00         | $22124961.60       | Equities   |
| ISHARES TR                     BRAZIL SM-CP ETF | 2500-12-31      | N/A      | 0.0000% | $201722.00         | $2706019.94        | Equities   |
| ISHARES TR                     ISHS 5-10YR INVT | 2500-12-31      | N/A      | 0.0000% | $411900.00         | $22125208.50       | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $385901.00         | $505530.31         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $33657.00          | $998603.19         | Equities   |
| TEMA ETF TRUST                 ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $28797.00          | $791053.59         | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $381929.00         | $809689.48         | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $111723.00         | $576490.68         | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $99831.00          | $5110348.89        | Equities   |
| ISHARES TR                     AGENCY BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $98.00             | $10782.94          | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $8960.00           | $5843174.40        | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $87.00             | $7487.22           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $271616.00         | $4272519.68        | Equities   |
| PIMCO ETF TR                   BROAD US TIPS    | 2500-12-31      | N/A      | 0.0000% | $17023.00          | $915037.32         | Equities   |
| T ROWE PRICE ETF INC           FLOATING RATE    | 2500-12-31      | N/A      | 0.0000% | $166.00            | $8534.06           | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $357056.00         | $11511485.44       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $33910.00          | $2155997.80        | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $54796.95          | Equities   |
| ELI LILLY & CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $148.00            | $108330.08         | Equities   |
| JANUS DETROIT STR TR           HENDERSON EMERGI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5235.85           | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $13461.00          | $687318.66         | Equities   |
| GRIFOLS S A                    SP ADR REP B NVT | 2500-12-31      | N/A      | 0.0000% | $143848.00         | $1419779.76        | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $13458.00          | $462844.84         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $167668.00         | $1738717.16        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $133944.00         | $1378283.76        | Equities   |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $26646.00          | $1339494.42        | Equities   |
| FIDELITY COVINGTON TRUST       CRYPTO IND & DIG | 2500-12-31      | N/A      | 0.0000% | $8832.00           | $355841.28         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $269.00            | $14707.58          | Equities   |
| ISHARES TR                     MSCI LW CRB TG   | 2500-12-31      | N/A      | 0.0000% | $6299.00           | $1387512.85        | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $9186.00           | $226592.90         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $12205.00          | $282301.65         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 REVENUE  | 2500-12-31      | N/A      | 0.0000% | $10806.00          | $1168993.08        | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $75881.00          | $1514584.76        | Equities   |
| ISHARES INC                    MSCI BELGIUM ETF | 2500-12-31      | N/A      | 0.0000% | $23128.00          | $536569.60         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $92856.00          | $22124799.12       | Equities   |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $71778.00          | $2517972.24        | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $659072.00         | $22125047.04       | Equities   |
| INFOSYS LTD                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $512542.00         | $8713214.00        | Equities   |
| BLACKROCK INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $187.00            | $211399.76         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1051.00           | $682014.92         | Equities   |
| GLOBALFOUNDRIES INC            ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $12205.00          | $409843.90         | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $613424.00         | $18206424.32       | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $1297.00           | $918107.39         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $502800.00         | $970404.00         | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $122975.00         | $319735.00         | Equities   |
| EXXON MOBIL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $6190.00           | $701636.50         | Equities   |
| AXON ENTERPRISE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5042.00           | $3942339.80        | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $87581.00          | $10759325.85       | Equities   |
| ISHARES TR                     0-5YR INVT GR CP | 2500-12-31      | N/A      | 0.0000% | $1455.00           | $73855.80          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $437.00            | $11665.71          | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $52360.00          | $545591.20         | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $49832.00          | $514764.56         | Equities   |
| VANGUARD ADMIRAL FDS INC       MIDCP 400 IDX    | 2500-12-31      | N/A      | 0.0000% | $48.00             | $5319.36           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $1195.00           | $235355.25         | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $1134.00           | $28729.89          | Equities   |
| 2023 ETF SERIES TRUST II       GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $3171.00           | $91134.54          | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $917.00            | $45946.29          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $2385.00           | $123948.45         | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $82622.00          | $4050130.44        | Equities   |
| MEDTRONIC PLC                  SHS              | 2500-12-31      | N/A      | 0.0000% | $21017.00          | $1932723.32        | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $38373.00          | $128549.55         | Equities   |
| HILTON WORLDWIDE HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8411.00           | $2323959.30        | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $34097.00          | $3942295.14        | Equities   |
| DIMENSIONAL ETF TRUST          SHORT DURATION F | 2500-12-31      | N/A      | 0.0000% | $597.00            | $28763.46          | Equities   |
| BOEING CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $48109.00          | $11361421.44       | Equities   |

### Security 665: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **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):** $749866710.00
- **C.18.a - Value (excl. sponsor support):** $749866710.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PALMER SQUARE LN FDG LT 2025-1 A-1    20330215 FLT | 2033-02-15      | 5.0114%  | 0.0000% | $5000000.00        | $4655840.69        | Asset-Backed Securities                           |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.9221% | 0.0000% | $3165000.00        | $3264011.75        | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.9117% | 0.0000% | $12760000.00       | $12961608.00       | Corporate Debt Securities                         |
| MOUNTAIN VIE 5.9073 14APR33 144A FR                | 2033-04-14      | 5.5803%  | 0.0000% | $45000000.00       | $44249754.16       | Asset-Backed Securities                           |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 10.8621% | 0.0000% | $1000000.00        | $1033800.00        | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27    | 2027-04-01      | 6.0000%  | 0.0000% | $93000.00          | $96490.91          | Corporate Debt Securities                         |
| GS MTG SECS CORP TR 2023-FUN   C      20400315 FLT | 2040-03-15      | 7.7525%  | 0.0000% | $3150000.00        | $3179184.32        | Private Label Collateralized Mortgage Obligations |
| BALL CORP                      SR GLBL NT 28       | 2028-03-15      | 6.8750%  | 0.0000% | $477000.00         | $492281.36         | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR GLBL 144A 28     | 2028-01-15      | 6.6250%  | 0.0000% | $89000.00          | $90257.32          | Corporate Debt Securities                         |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 6.5000%  | 0.0000% | $51950000.00       | $54105001.44       | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT53    | 2053-04-01      | 5.2500%  | 0.0000% | $135000.00         | $114311.70         | Corporate Debt Securities                         |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26       | 2026-09-30      | 4.2500%  | 0.0000% | $73000.00          | $73874.56          | Corporate Debt Securities                         |
| CIM TR 2023-R2                 M1     20640825 FLT | 2064-08-25      | 5.7584%  | 0.0000% | $16777000.00       | $15694913.08       | Private Label Collateralized Mortgage Obligations |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $15000.00          | $15146.38          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL REGS 34     | 2034-03-15      | 6.1250%  | 0.0000% | $517000.00         | $550596.10         | Corporate Debt Securities                         |
| SAAVI ENERGIA S A R L          SR REGS NT 35       | 2035-02-10      | 8.8750%  | 0.0000% | $1751000.00        | $1866012.73        | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL REGS 29     | 2029-07-15      | 4.9500%  | 0.0000% | $6000.00           | $5953.38           | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 29       | 2029-12-01      | 5.1250%  | 0.0000% | $72000.00          | $74522.72          | Corporate Debt Securities                         |
| RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 31      | 2031-01-15      | 10.0000% | 0.0000% | $8000.00           | $7724.55           | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL VV NT 35    | 2035-10-15      | 5.2500%  | 0.0000% | $133000.00         | $132706.40         | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL REGS 29     | 2029-03-01      | 3.6250%  | 0.0000% | $500000.00         | $485716.81         | Corporate Debt Securities                         |
| INSTITUTO COSTARRI             GLBL REGS NT 43     | 2043-05-15      | 6.3750%  | 0.0000% | $415000.00         | $393136.42         | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28      | 2028-01-15      | 3.8750%  | 0.0000% | $157000.00         | $155738.16         | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL 144A 31     | 2031-01-15      | 4.3750%  | 0.0000% | $2194000.00        | $2099213.11        | Corporate Debt Securities                         |
| TEGNA INC                      SR GLBL 144A 26     | 2026-03-15      | 4.7500%  | 0.0000% | $2328000.00        | $2378584.85        | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC REGS NT33    | 2033-05-01      | 7.5000%  | 0.0000% | $30000.00          | $33741.20          | Corporate Debt Securities                         |
| MARTIN MIDSTREAM PARTNERS LP   SR SEC GLBL 28      | 2028-02-15      | 11.5000% | 0.0000% | $199000.00         | $211043.92         | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL REGS NT 35     | 2035-08-11      | 5.2000%  | 0.0000% | $25000.00          | $25104.25          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            FR 5.625%080133     | 2033-08-01      | 5.6250%  | 0.0000% | $40000.00          | $36903.80          | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING      EXTND-B 144A 30     | 2030-04-08      | 20.0021% | 0.0000% | $500000.00         | $512259.58         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B7       A-4 .. 20530516 FLT | 2053-05-16      | 4.5100%  | 0.0000% | $2500000.00        | $2513854.44        | Private Label Collateralized Mortgage Obligations |
| BX TR 2019-IMC                 C      20340417 FLT | 2034-04-17      | 6.0093%  | 0.0000% | $1917950.00        | $1893662.69        | Private Label Collateralized Mortgage Obligations |
| AXON ENTERPRISE INC            SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $8000.00           | $8446.67           | Corporate Debt Securities                         |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 5.6275%  | 0.0000% | $7235400.00        | $7016085.38        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-WPT        C      20410415 FLT | 2041-04-15      | 6.5036%  | 0.0000% | $12294400.00       | $9786665.26        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2025-C35  A-5    20580717 FLT | 2058-07-17      | 5.5860%  | 0.0000% | $7250000.00        | $7679654.34        | Private Label Collateralized Mortgage Obligations |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $426562.66         | Corporate Debt Securities                         |
| J.P.MORGAN MORTGAGE TR 2024-1  A-3    20540625 FLT | 2054-06-25      | 5.5000%  | 0.0000% | $15000000.00       | $9016564.23        | Private Label Collateralized Mortgage Obligations |
| GLOBAL MEDICAL RESPONSE INC    CR SEN SR SEC 28    | 2028-10-31      | 10.0000% | 0.0000% | $199000.00         | $205578.06         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 28       | 2028-03-15      | 4.8750%  | 0.0000% | $42000.00          | $42256.97          | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 8.1647%  | 0.0000% | $470000.00         | $470893.00         | Corporate Debt Securities                         |
| QUIKRETE HLDGS INC             SR SEC 144A NT32    | 2032-03-01      | 6.3750%  | 0.0000% | $42000.00          | $44837.50          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN LLC    SR NT 6.15%36       | 2036-02-01      | 6.1500%  | 0.0000% | $173000.00         | $178740.72         | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2024-INV1    A-5    20540425 FLT | 2054-04-25      | 6.0000%  | 0.0000% | $7192200.00        | $7322484.31        | Private Label Collateralized Mortgage Obligations |
| MATTERHORN RE LTD              SR SEC GLBL 27      | 2027-01-08      | 1.5000%  | 0.0000% | $800000.00         | $417819.94         | Corporate Debt Securities                         |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31       | 2031-01-15      | 2.8750%  | 0.0000% | $29000.00          | $26795.53          | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 27     | 2027-10-15      | 4.6250%  | 0.0000% | $430000.00         | $434229.17         | Corporate Debt Securities                         |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN REGS NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $556000.00         | $571490.62         | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP SUB GLBL FF    | 2500-12-31      | 6.8500%  | 0.0000% | $1388000.00        | $1474778.53        | Corporate Debt Securities                         |
| APOLLO COML REAL ESTATE FIN    SR SEC GLBL 29      | 2029-06-15      | 4.6250%  | 0.0000% | $50000.00          | $48576.85          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR DEB 4.016%43     | 2043-04-16      | 4.0160%  | 0.0000% | $95000.00          | $80571.10          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           SR GLBL NT 5%35     | 2035-08-01      | 5.0000%  | 0.0000% | $65000.00          | $65296.11          | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54       | 2054-02-15      | 6.7500%  | 0.0000% | $19000.00          | $20954.62          | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $3590000.00        | $3720835.56        | Corporate Debt Securities                         |
| CACI INTL INC                  SR GLBL 144A 33     | 2033-06-15      | 6.3750%  | 0.0000% | $1191000.00        | $1249140.15        | Corporate Debt Securities                         |
| BX MTG TRUST 2023-DELC         A      20380615 FLT | 2038-06-15      | 7.0531%  | 0.0000% | $3341000.00        | $3368957.06        | Private Label Collateralized Mortgage Obligations |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 11.3667% | 0.0000% | $4283000.00        | $4402495.70        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.5%40    | 2040-01-15      | 5.5000%  | 0.0000% | $91000.00          | $95228.97          | Corporate Debt Securities                         |
| CARRIAGE PURCHASER INC         SR 144A NT 29       | 2029-10-15      | 7.8750%  | 0.0000% | $37000.00          | $35277.00          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 6.8300%  | 0.0000% | $154000.00         | $161213.02         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT7.5%27    | 2027-04-01      | 7.5000%  | 0.0000% | $2002000.00        | $2136300.83        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $920000.00         | $956377.82         | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 37       | 2037-11-15      | 6.8750%  | 0.0000% | $11000.00          | $12153.14          | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 25       | 2025-09-15      | 5.7500%  | 0.0000% | $86000.00          | $88166.72          | Corporate Debt Securities                         |
| VICTORIAS SECRET AND CO        SR 144A NT 29       | 2029-07-15      | 4.6250%  | 0.0000% | $253000.00         | $241772.56         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $2533000.00        | $2611266.89        | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $23342000.00       | $24486442.05       | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 9.1647%  | 0.0000% | $16944000.00       | $17187694.73       | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $152000.00         | $156290.26         | Corporate Debt Securities                         |
| TRI POINTE HOMES INC           SR GLBL NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $19000.00          | $19261.50          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               6.625%28            | 2028-01-15      | 6.6250%  | 0.0000% | $95000.00          | $97958.04          | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR SEC GLBL 32      | 2032-05-01      | 6.6250%  | 0.0000% | $20000.00          | $20751.51          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-09-15      | 7.8750%  | 0.0000% | $98000.00          | $114163.63         | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $99000.00          | $97118.23          | Corporate Debt Securities                         |
| HIT TR 2022-HI32               C      20390715 FLT | 2039-07-15      | 8.1006%  | 0.0000% | $2000000.00        | $1605534.77        | Private Label Collateralized Mortgage Obligations |
| STEEL DYNAMICS INC             SR GLBL NT 5%26     | 2026-12-15      | 5.0000%  | 0.0000% | $6000.00           | $6065.33           | Corporate Debt Securities                         |
| LONG WALK REINS LTD            EXTND-A 144A 31     | 2031-01-30      | 14.4047% | 0.0000% | $3365000.00        | $3431627.00        | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32     | 2032-07-15      | 6.3750%  | 0.0000% | $1608000.00        | $1645597.72        | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT3.7%52    | 2052-03-15      | 3.7000%  | 0.0000% | $493000.00         | $377458.33         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.1%092128       | 2028-09-21      | 6.1000%  | 0.0000% | $33000.00          | $35383.00          | Corporate Debt Securities                         |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $100000.00         | $104973.89         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $3081000.00        | $3019994.49        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $7709000.00        | $7964829.59        | Corporate Debt Securities                         |
| MADISON PK FDG LTD 2022-54     SUB    20341023 FLT | 2034-10-23      | 0.0000%  | 0.0000% | $500000.00         | $315977.50         | Asset-Backed Securities                           |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $894000.00         | $891243.50         | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.9147% | 0.0000% | $3267000.00        | $3371217.30        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33       | 2033-11-01      | 8.3750%  | 0.0000% | $2635000.00        | $2824908.11        | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 30     | 2030-03-11      | 21.3220% | 0.0000% | $347000.00         | $361678.10         | Corporate Debt Securities                         |
| CRANE NXT CO                   SR SEC GLBL NT36    | 2036-11-15      | 6.5500%  | 0.0000% | $46000.00          | $49976.80          | Corporate Debt Securities                         |
| DILLARDS INC                   SR NT 7%28          | 2028-12-01      | 7.0000%  | 0.0000% | $20000.00          | $21525.62          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 28       | 2028-01-06      | 2.4900%  | 0.0000% | $25000.00          | $24455.40          | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 10.4142% | 0.0000% | $607000.00         | $643688.78         | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $91000.00          | $94404.76          | Corporate Debt Securities                         |
| KENDALL RE LTD                 -A VR 144A NT 27    | 2027-04-30      | 10.4121% | 0.0000% | $3694000.00        | $3884610.40        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-01-01      | 6.1250%  | 0.0000% | $8940000.00        | $9433738.82        | Corporate Debt Securities                         |
| AON PLC                        SR GLBL NT 25       | 2025-12-15      | 3.8750%  | 0.0000% | $9000.00           | $9052.52           | Corporate Debt Securities                         |
| ADL CLO LLC 2025-1             A-1A   20370715 FLT | 2037-07-15      | 5.9694%  | 0.0000% | $31000000.00       | $30945347.00       | Asset-Backed Securities                           |
| MICROSOFT CORP                 SR GLBL NT 43       | 2043-05-01      | 3.7500%  | 0.0000% | $10000.00          | $8382.22           | Corporate Debt Securities                         |
| REDE D OR FIN S A R L          GLBL REGS NT 30     | 2030-01-22      | 4.5000%  | 0.0000% | $947000.00         | $907931.52         | Corporate Debt Securities                         |
| NEVADA POWER CO                SR SEC -CC NT 29    | 2029-05-01      | 3.7000%  | 0.0000% | $240000.00         | $239125.87         | Corporate Debt Securities                         |
| ZF NORTH AMER CAP INC          144A NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $2944000.00        | $3009559.20        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.875%41    | 2041-11-26      | 2.8750%  | 0.0000% | $92000.00          | $67300.49          | Corporate Debt Securities                         |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.7243%  | 0.0000% | $3150000.00        | $3263085.00        | Corporate Debt Securities                         |
| GRUPO NUTRESA SA               SR REGS NT 9%35     | 2035-05-12      | 9.0000%  | 0.0000% | $2000000.00        | $2266900.00        | Corporate Debt Securities                         |
| CHURCHILL NCPCIF CLO 2024-1    A      20360721 FLT | 2036-07-21      | 6.0255%  | 0.0000% | $25000000.00       | $25235990.35       | Asset-Backed Securities                           |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29      | 2029-01-15      | 5.2500%  | 0.0000% | $500000.00         | $500058.33         | Corporate Debt Securities                         |
| BRF GMBH                       SR GLBL REGS 26     | 2026-09-29      | 4.3500%  | 0.0000% | $418000.00         | $421279.21         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2019-4       A2     20591025 FLT | 2059-10-25      | 3.2500%  | 0.0000% | $1299000.00        | $1191482.78        | Private Label Collateralized Mortgage Obligations |
| TRONOX INC                     SR GLBL 144A 29     | 2029-03-15      | 4.6250%  | 0.0000% | $1618000.00        | $1232381.16        | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL 144A 29     | 2029-05-15      | 8.2500%  | 0.0000% | $35000.00          | $34619.67          | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.6642% | 0.0000% | $13489000.00       | $13594214.20       | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 31     | 2031-08-15      | 7.1250%  | 0.0000% | $12000.00          | $12538.33          | Corporate Debt Securities                         |
| TASEKO MINES LTD               SR SEC GLBL 30      | 2030-05-01      | 8.2500%  | 0.0000% | $20000.00          | $21602.63          | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT7.5%30    | 2030-07-17      | 7.5000%  | 0.0000% | $461000.00         | $485414.56         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          B2     20561025 FLT | 2056-10-25      | 3.8032%  | 0.0000% | $389994.00         | $351153.73         | Private Label Collateralized Mortgage Obligations |
| GLP CAP LP/GLP FING II INC     5.3%29              | 2029-01-15      | 5.3000%  | 0.0000% | $296000.00         | $303292.78         | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 9.0871%  | 0.0000% | $3000000.00        | $3095216.18        | Corporate Debt Securities                         |
| JP MORGAN MORTG TR 2024-10     A-4    20550325 FLT | 2055-03-25      | 5.5000%  | 0.0000% | $225000.00         | $162562.66         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2017-5        A-2    20481025 FLT | 2048-10-25      | 4.9704%  | 0.0000% | $5416000.00        | $3898471.02        | Private Label Collateralized Mortgage Obligations |
| NRG ENERGY INC                 SR SEC GLBL 33      | 2033-03-15      | 7.0000%  | 0.0000% | $202000.00         | $227524.50         | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     4.5%29              | 2029-05-01      | 4.5000%  | 0.0000% | $6099000.00        | $5954026.77        | Corporate Debt Securities                         |
| JEFFERSON CAPITAL HOLDINGS LLC SR 144A NT9.5%29    | 2029-02-15      | 9.5000%  | 0.0000% | $60000.00          | $63977.67          | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-A 144A 30     | 2030-01-07      | 10.9695% | 0.0000% | $2123000.00        | $2129156.70        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2022-8        A-17   20530125 FLT | 2053-01-25      | 4.5000%  | 0.0000% | $250000.00         | $186601.27         | Private Label Collateralized Mortgage Obligations |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26       | 2026-06-10      | 6.9500%  | 0.0000% | $462000.00         | $475144.54         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 29     | 2029-05-01      | 6.0000%  | 0.0000% | $333000.00         | $344304.24         | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.6100%  | 0.0000% | $13700000.00       | $13713700.00       | Corporate Debt Securities                         |
| BX CML MTG TR 2021-CIP         A      20381215 FLT | 2038-12-15      | 5.3985%  | 0.0000% | $4860000.00        | $4282772.83        | Private Label Collateralized Mortgage Obligations |
| DARLING INGREDIENTS INC        SR GLBL 144A 30     | 2030-06-15      | 6.0000%  | 0.0000% | $375000.00         | $384245.00         | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1228287.71        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B19      C      20530917 FLT | 2053-09-17      | 3.2110%  | 0.0000% | $12400000.00       | $9346827.91        | Private Label Collateralized Mortgage Obligations |
| DLLMT LLC 2023-1               A-3    20270322 5.3 | 2027-03-22      | 5.3400%  | 0.0000% | $730000.00         | $471294.81         | Asset-Backed Securities                           |
| COMPASS MINERALS INTL INC      SR GLBL 144A 27     | 2027-12-01      | 6.7500%  | 0.0000% | $47000.00          | $47722.39          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR 144A NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $421000.00         | $536727.10         | Corporate Debt Securities                         |
| CENTERSQUARE ISSUER LLC        -B 144A NT 55       | 2055-08-25      | 5.4000%  | 0.0000% | $5000000.00        | $4823190.00        | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $3307000.00        | $3477095.54        | Corporate Debt Securities                         |
| ADECOAGRO S A                  SR GLBL 144A 32     | 2032-07-29      | 7.5000%  | 0.0000% | $1000000.00        | $995800.00         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 40       | 2040-03-19      | 4.2270%  | 0.0000% | $10000.00          | $9222.97           | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30    | 2030-11-15      | 7.0500%  | 0.0000% | $77000.00          | $81657.47          | Corporate Debt Securities                         |
| OBX TR 2022-NQM7               M-1    20620825 FLT | 2062-08-25      | 5.7068%  | 0.0000% | $7857400.00        | $7750072.56        | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP           SR GLBL NT6.6%46    | 2046-03-15      | 6.6000%  | 0.0000% | $95000.00          | $98618.23          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 55        | 2055-10-23      | 6.8340%  | 0.0000% | $5000.00           | $5161.24           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-12-15      | 10.7500% | 0.0000% | $45000.00          | $52360.00          | Corporate Debt Securities                         |
| FIGRE TRUST 2024-HE6           C      20541225 FLT | 2054-12-25      | 5.9740%  | 0.0000% | $250000.00         | $217465.10         | Asset-Backed Securities                           |
| FORD MTR CO                    SR GLBL NT 30       | 2030-04-22      | 9.6250%  | 0.0000% | $15000.00          | $17993.77          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33     | 2033-07-01      | 6.2500%  | 0.0000% | $185000.00         | $191495.25         | Corporate Debt Securities                         |
| ABPCID LDG FDG CLO LP 2024-18  A-1    20360730 FLT | 2036-07-30      | 6.0100%  | 0.0000% | $34000000.00       | $34257696.20       | Asset-Backed Securities                           |
| SIRIUS XM RADIO INC            SR GLBL REGS 31     | 2031-09-01      | 3.8750%  | 0.0000% | $4762000.00        | $4377895.76        | Corporate Debt Securities                         |
| SKYWORKS SOLUTIONS INC         SR GLBL NT 3%31     | 2031-06-01      | 3.0000%  | 0.0000% | $67000.00          | $60934.71          | Corporate Debt Securities                         |
| SILGAN HLDGS INC               SR GLBL NT 28       | 2028-02-01      | 4.1250%  | 0.0000% | $450000.00         | $446475.75         | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $1365000.00        | $1332984.68        | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL REGS 33     | 2033-07-15      | 6.8750%  | 0.0000% | $115000.00         | $125088.12         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 29      | 2029-12-01      | 4.5000%  | 0.0000% | $40000.00          | $39217.60          | Corporate Debt Securities                         |
| VALARIS LTD                    SR SEC REGS NT30    | 2030-04-30      | 8.3750%  | 0.0000% | $9000.00           | $9595.57           | Corporate Debt Securities                         |
| RIN VIII LLC 5.86947 20JUL37 FRN                   | 2037-07-20      | 5.9255%  | 0.0000% | $34000000.00       | $34058344.00       | Asset-Backed Securities                           |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 9.5447%  | 0.0000% | $2050000.00        | $2096330.00        | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             FR 6%112128         | 2028-11-21      | 6.0000%  | 0.0000% | $512000.00         | $546735.79         | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 11.9147% | 0.0000% | $4000000.00        | $4090000.00        | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2008-3     B      20830426 FLT | 2083-04-26      | 5.8023%  | 0.0000% | $190000.00         | $192136.56         | Asset-Backed Securities                           |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT61    | 2061-12-01      | 4.4000%  | 0.0000% | $2157000.00        | $1509847.27        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $34278.00          | $34689.87          | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                SR SEC -2015A 45    | 2045-11-15      | 4.9820%  | 0.0000% | $75000.00          | $61747.68          | Corporate Debt Securities                         |
| MATTERHORN RE LTD              EXT-CYB-A 144A30    | 2030-01-08      | 16.1621% | 0.0000% | $255000.00         | $259029.00         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 7%55    | 2055-04-15      | 7.0000%  | 0.0000% | $4390000.00        | $4680203.39        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 32       | 2032-09-15      | 1.8500%  | 0.0000% | $8000.00           | $6790.14           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 32     | 2032-04-01      | 6.5000%  | 0.0000% | $688000.00         | $726047.93         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 5.55%091329      | 2029-09-13      | 5.5500%  | 0.0000% | $4964000.00        | $5025164.75        | Corporate Debt Securities                         |
| PRG WONDER PLAZA PPTYS INC     NT 6.25%27          | 2027-01-22      | 6.2500%  | 0.0000% | $14260000.00       | $14349875.23       | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  PERP SUB GLBL -B    | 2500-12-31      | 8.5830%  | 0.0000% | $91000.00          | $91219.11          | Corporate Debt Securities                         |
| OPTION CARE HEALTH INC         SR GLBL 144A 29     | 2029-10-31      | 4.3750%  | 0.0000% | $100000.00         | $97990.18          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL REGS 28     | 2028-02-15      | 1.9500%  | 0.0000% | $304000.00         | $289295.01         | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2018-1 AA     20310901 3.5 | 2031-09-01      | 3.5000%  | 0.0000% | $175000.00         | $115849.58         | Asset-Backed Securities                           |
| UNITED AIR LINES INC           SR SEC GLBL 26      | 2026-04-15      | 4.3750%  | 0.0000% | $3771000.00        | $3819701.42        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.407%110129     | 2029-11-01      | 6.4070%  | 0.0000% | $13000.00          | $14091.88          | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 9.5000%  | 0.0000% | $5777000.00        | $5947614.07        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-B 144A 29     | 2029-04-09      | 14.9721% | 0.0000% | $3005000.00        | $2892613.00        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.9%35      | 2035-10-15      | 4.9000%  | 0.0000% | $112000.00         | $113097.04         | Corporate Debt Securities                         |
| UNICREDIT S.P.A                FR 5.459%063035     | 2035-06-30      | 5.4590%  | 0.0000% | $2978000.00        | $3018669.64        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   B-4    20511225 FLT | 2051-12-25      | 3.2142%  | 0.0000% | $324000.00         | $239772.56         | Private Label Collateralized Mortgage Obligations |
| FISH POND RE LTD               -A-20241 144A 27    | 2027-01-08      | 8.1847%  | 0.0000% | $900000.00         | $922206.98         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28       | 2028-11-07      | 6.7980%  | 0.0000% | $13178000.00       | $14004647.15       | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31     | 2031-03-01      | 3.8750%  | 0.0000% | $400000.00         | $381919.89         | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD4.6%43    | 2043-06-15      | 4.6000%  | 0.0000% | $26000.00          | $23297.70          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2018-8        A-3    20490125 FLT | 2049-01-25      | 4.0000%  | 0.0000% | $15999998.00       | $473137.37         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2023-3      A-4-A  20531025 FLT | 2053-10-25      | 5.0000%  | 0.0000% | $500000.00         | $320686.76         | Private Label Collateralized Mortgage Obligations |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $9904000.00        | $9322478.39        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $6621000.00        | $3305166.42        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 4%30     | 2030-09-15      | 4.0000%  | 0.0000% | $2644000.00        | $2491526.39        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-4          B1     20570625 FLT | 2057-06-25      | 3.6502%  | 0.0000% | $236000.00         | $206405.86         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R2              M3     20591025 FLT | 2059-10-25      | 3.0000%  | 0.0000% | $4100000.00        | $3167075.07        | Private Label Collateralized Mortgage Obligations |
| CHARLES RIV RE LTD             -20241 VR 144A27    | 2027-05-10      | 11.7962% | 0.0000% | $950000.00         | $993698.22         | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 29      | 2029-10-15      | 5.5000%  | 0.0000% | $19556000.00       | $17267404.78       | Corporate Debt Securities                         |
| AMSTED INDS INC                SR 144A NT 33       | 2033-03-15      | 6.3750%  | 0.0000% | $96000.00          | $101455.24         | Corporate Debt Securities                         |
| EMBECTA CORP                   SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $85000.00          | $82353.52          | Corporate Debt Securities                         |
| DBGS MORTGAGE TRUST 2024-SBL   D      20340815 FLT | 2034-08-15      | 7.9028%  | 0.0000% | $1913500.00        | $1916763.11        | Private Label Collateralized Mortgage Obligations |
| ALLSTATE CORP                  SR NT 4.5%43        | 2043-06-15      | 4.5000%  | 0.0000% | $72000.00          | $63454.32          | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 13.2520% | 0.0000% | $2533000.00        | $2620895.10        | Corporate Debt Securities                         |
| WEEKLEY HOMES LLC/ FIN CORP    SR GLBL 144A 28     | 2028-09-15      | 4.8750%  | 0.0000% | $51000.00          | $50791.32          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 10.1295% | 0.0000% | $1250000.00        | $1297500.00        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $1543000.00        | $1594863.66        | Corporate Debt Securities                         |
| RADIAN MTG CAP TR 2025-J3      A-25   20551225 FLT | 2055-12-25      | 5.8484%  | 0.0000% | $20000000.00       | $19925546.19       | Private Label Collateralized Mortgage Obligations |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.6621%  | 0.0000% | $3250000.00        | $3305900.00        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-3          M2     20560425 FLT | 2056-04-25      | 4.0000%  | 0.0000% | $225000.00         | $162958.94         | Private Label Collateralized Mortgage Obligations |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $499000.00         | $475454.96         | Corporate Debt Securities                         |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 5.0 | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6411360.88        | Private Label Collateralized Mortgage Obligations |
| MHC TR 2021-MHC2               D      20380517 FLT | 2038-05-17      | 5.9775%  | 0.0000% | $1494000.00        | $1198725.80        | Private Label Collateralized Mortgage Obligations |
| SMITHFIELD FOODS INC           SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $272000.00         | $270557.19         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 27     | 2027-07-15      | 4.7500%  | 0.0000% | $154000.00         | $153181.58         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL NT 26       | 2026-08-04      | 6.8750%  | 0.0000% | $422000.00         | $427036.28         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.4%090529       | 2029-09-05      | 4.4000%  | 0.0000% | $24000.00          | $24648.40          | Corporate Debt Securities                         |
| ALTICE FRANCE HLDG S A         SR 144A NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $4050000.00        | $1464007.50        | Corporate Debt Securities                         |
| WAMU MTG CERT 2004-AR13        A-2A   20341125 FLT | 2034-11-25      | 5.1770%  | 0.0000% | $11500000.00       | $136164.99         | Private Label Collateralized Mortgage Obligations |
| VAIL RESORTS INC               SR GLBL 144A 30     | 2030-07-15      | 5.6250%  | 0.0000% | $3000000.00        | $3067488.75        | Corporate Debt Securities                         |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 7.1643%  | 0.0000% | $9250000.00        | $9254625.00        | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2019-4       A1     20591025 FLT | 2059-10-25      | 2.9000%  | 0.0000% | $12606000.00       | $3438309.42        | Private Label Collateralized Mortgage Obligations |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $590000.00         | $626127.67         | Corporate Debt Securities                         |
| BX TRUST 2021-LBA              D-JV   20360215 FLT | 2036-02-15      | 6.0785%  | 0.0000% | $4369200.00        | $4357681.33        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2022-B37      A-5    20551118 FLT | 2055-11-18      | 5.9413%  | 0.0000% | $2325000.00        | $2495066.76        | Private Label Collateralized Mortgage Obligations |
| CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29     | 2029-04-27      | 5.2500%  | 0.0000% | $103000.00         | $102462.51         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 29     | 2029-04-01      | 7.2500%  | 0.0000% | $2116000.00        | $2283831.72        | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT 32       | 2032-07-17      | 7.7500%  | 0.0000% | $505000.00         | $532977.84         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.2%48    | 2048-03-15      | 4.2000%  | 0.0000% | $9000.00           | $6553.74           | Corporate Debt Securities                         |
| NEW MTN FIN CORP               SR GLBL NT 29       | 2029-02-01      | 6.8750%  | 0.0000% | $604000.00         | $624443.72         | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 29       | 2029-03-30      | 8.1250%  | 0.0000% | $97000.00          | $104411.62         | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.6647%  | 0.0000% | $16250000.00       | $16475875.00       | Corporate Debt Securities                         |
| VITALITY RE XV LTD             -2024 VR 144A 28    | 2028-01-07      | 7.6621%  | 0.0000% | $1000000.00        | $1026200.00        | Corporate Debt Securities                         |
| VERUS SECURITIZATIN TR 2025-R1 M-1    20650525 FLT | 2065-05-25      | 6.1310%  | 0.0000% | $1543000.00        | $1564752.53        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2025-7 A-1F   20700825 FLT | 2070-08-25      | 5.5360%  | 0.0000% | $5000000.00        | $5002995.56        | Asset-Backed Securities                           |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 11.4117% | 0.0000% | $14000000.00       | $14494200.00       | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $5558000.00        | $5465934.82        | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $4994000.00        | $5714018.27        | Corporate Debt Securities                         |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 11.9147% | 0.0000% | $4800000.00        | $4794240.00        | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.6617%  | 0.0000% | $13500000.00       | $13499066.21       | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 28      | 2028-01-15      | 3.7500%  | 0.0000% | $75000.00          | $73374.25          | Corporate Debt Securities                         |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29      | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $63627.19          | Corporate Debt Securities                         |
| ANTERO RESOURCES CORP          SR GLBL 144A 29     | 2029-02-01      | 7.6250%  | 0.0000% | $168000.00         | $172425.21         | Corporate Debt Securities                         |
| BX TRUST 2024-CNYN             A      20410415 FLT | 2041-04-15      | 5.8050%  | 0.0000% | $70000000.00       | $55295279.43       | Private Label Collateralized Mortgage Obligations |
| CONSTELLIUM SE                 GLBL 144A NT 32     | 2032-08-15      | 6.3750%  | 0.0000% | $1876000.00        | $1919953.12        | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2005-B     2-A    20350515 FLT | 2035-05-15      | 4.6576%  | 0.0000% | $394286000.00      | $264125.05         | Asset-Backed Securities                           |
| VIATRIS INC                    SR GLBL NT 4%50     | 2050-06-22      | 4.0000%  | 0.0000% | $20985000.00       | $14110407.26       | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-B 144A 32     | 2032-04-07      | 8.1596%  | 0.0000% | $1530000.00        | $1576776.06        | Corporate Debt Securities                         |
| OLIN CORP                      SR GLBL NT 29       | 2029-08-01      | 5.6250%  | 0.0000% | $168000.00         | $168708.12         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT31    | 2031-04-01      | 2.8000%  | 0.0000% | $35000.00          | $31930.19          | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P           SR NT 5.625%27      | 2027-04-28      | 5.6250%  | 0.0000% | $5307000.00        | $5431376.18        | Corporate Debt Securities                         |
| JP MRGN CHS C MTG SEC 2021-410 A      20420307 2.2 | 2042-03-07      | 2.2870%  | 0.0000% | $9500000.00        | $8860591.19        | Private Label Collateralized Mortgage Obligations |
| NAVIENT CORPORATION            SR GLBL NT 26       | 2026-06-15      | 6.7500%  | 0.0000% | $353000.00         | $362056.22         | Corporate Debt Securities                         |
| SOUND POINT CLO LTD 2021-32    Y      20341025 FLT | 2034-10-25      | 0.0625%  | 0.0000% | $464839.00         | $232448.60         | Asset-Backed Securities                           |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT49    | 2049-07-01      | 5.1250%  | 0.0000% | $91000.00          | $75562.48          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 32       | 2032-10-01      | 7.3750%  | 0.0000% | $48000.00          | $50999.97          | Corporate Debt Securities                         |
| MBIA INC                       SR DEB 7%25         | 2025-12-15      | 7.0000%  | 0.0000% | $27000.00          | $27146.31          | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 50    | 2050-06-01      | 4.7500%  | 0.0000% | $37000.00          | $36204.54          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-01-15      | 4.5000%  | 0.0000% | $75000.00          | $68599.50          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $20067000.00       | $17937824.42       | Corporate Debt Securities                         |
| V F CORP                       GLBL NT 6%33        | 2033-10-15      | 6.0000%  | 0.0000% | $6000.00           | $5853.50           | Corporate Debt Securities                         |

### Security 666: 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):** $300062370.00
- **C.18.a - Value (excl. sponsor support):** $300062370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **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                |
|:---|:---|:---|:---|:---|:---|:---|
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2177792.96        | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.5006% | 0.0000% | $1300000.00        | $1176210.59        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4039600.89        | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR1 E1     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $6250000.00        | $5777516.67        | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1163818.40        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $11582000.00       | $10031174.06       | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $3500000.00        | $3729310.67        | Asset-Backed Securities |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $420000.00         | $438883.11         | Asset-Backed Securities |
| STAR TR 2021-SFR2              E      20390120 FLT | 2039-01-20      | 6.4776%  | 0.0000% | $1210000.00        | $1077024.52        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60875999.01       | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1478975.00        | Asset-Backed Securities |
| PRPM LLC 2024-RCF5             M-2    20540825 FLT | 2054-08-25      | 4.0000%  | 0.0000% | $790000.00         | $718843.47         | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8692% | 0.0000% | $2000000.00        | $1558952.90        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $220000.00         | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 10.2792% | 0.0000% | $3910000.00        | $3768532.09        | Asset-Backed Securities |
| PAGAYA AI DEBT SEC 2021-HG1 TR A1     20290116 1.2 | 2029-01-16      | 1.2200%  | 0.0000% | $5000000.00        | $27825.77          | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 9.2176%  | 0.0000% | $160000.00         | $161237.11         | Asset-Backed Securities |
| COREVEST AMCR FIN TR 2021-1    C      20540417 2.8 | 2054-04-17      | 2.8000%  | 0.0000% | $100000.00         | $89745.98          | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.8401%  | 0.0000% | $2000000.00        | $243351.66         | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22289819.13       | Asset-Backed Securities |
| VSTRONG AUTO RECEIVABLES 2023- D      20300215 9.3 | 2030-02-15      | 9.3100%  | 0.0000% | $1255000.00        | $1373893.12        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-6 B-2    20700725 FLT | 2070-07-25      | 7.3637%  | 0.0000% | $1359000.00        | $1359414.90        | Asset-Backed Securities |
| HERTZ VEHICLE FING LLC 2025-1  D      20290925 7.9 | 2029-09-25      | 7.9800%  | 0.0000% | $3560000.00        | $3577773.89        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 11.1824% | 0.0000% | $3175000.00        | $3115566.40        | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 11.3976% | 0.0000% | $11000000.00       | $11017676.31       | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 12.3663% | 0.0000% | $1501750.00        | $379015.83         | Asset-Backed Securities |
| GENERATE CLO 0.01 22APR37 144A FRN                 | 2037-04-22      | 11.0690% | 0.0000% | $960000.00         | $972915.78         | Asset-Backed Securities |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $3100000.00        | $917432.35         | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.8055% | 0.0000% | $4356000.00        | $4377602.63        | Asset-Backed Securities |
| ELEVATION CLO 2013-1 LTD       D1-R2  20320816 FLT | 2032-08-16      | 12.1230% | 0.0000% | $3225000.00        | $3228110.50        | Asset-Backed Securities |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $3979841.00        | $3722254.63        | Asset-Backed Securities |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.8136% | 0.0000% | $2575000.00        | $2388452.47        | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3500000.00        | $852691.00         | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7135633.79        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-97         E      20350420 FLT | 2035-04-20      | 11.0755% | 0.0000% | $2500000.00        | $2520621.12        | Asset-Backed Securities |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $496221.00         | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $1730000.00        | $1817142.21        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 8.3370%  | 0.0000% | $212000.00         | $67613.81          | Asset-Backed Securities |
| AQUA FIN ISSUER  TR 2025-B     B      20510517 5.0 | 2051-05-17      | 5.0400%  | 0.0000% | $3000000.00        | $3017760.00        | Asset-Backed Securities |
| CFG INVESTMENTS LTD 2025-1     B      20360325 9.1 | 2036-03-25      | 9.1600%  | 0.0000% | $1530000.00        | $1575791.03        | Asset-Backed Securities |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $3276600.00        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2776907.22        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2023-B        D      20280915 8.7 | 2028-09-15      | 8.7800%  | 0.0000% | $3000000.00        | $3014800.33        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2023-B        E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $4000000.00        | $4025972.89        | Asset-Backed Securities |
| SLM STUDENT LOAN TR 2003-4     A-5D   20330315 FLT | 2033-03-15      | 5.3547%  | 0.0000% | $2760000.00        | $404582.10         | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $112000.00         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8441%  | 0.0000% | $2882900.00        | $2157809.94        | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2674602.28        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-108R       E-R    20370720 FLT | 2037-07-20      | 11.8590% | 0.0000% | $5570000.00        | $5639934.13        | Asset-Backed Securities |
| CSMC TRUST 2021-RPL4           A-1    20601227 FLT | 2060-12-27      | 4.1344%  | 0.0000% | $206700.00         | $122207.65         | Asset-Backed Securities |
| CSMC TRUST 2017-RPL3           B-3    20570825 FLT | 2057-08-25      | 4.4219%  | 0.0000% | $11909100.00       | $7090915.40        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.7790% | 0.0000% | $4065000.00        | $3936148.31        | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-2    20601225 2.6 | 2060-12-25      | 2.6930%  | 0.0000% | $1708540.00        | $1301854.89        | Asset-Backed Securities |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.7371% | 0.0000% | $2420000.00        | $2441881.30        | Asset-Backed Securities |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2019338.00        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $1215706.00        | Asset-Backed Securities |
| TEXTAINER MARINE CON 2025-1H   A      20500723 6.4 | 2050-07-23      | 6.4300%  | 0.0000% | $530000.00         | $532164.87         | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-1 B-1    20700125 FLT | 2070-01-25      | 7.0090%  | 0.0000% | $1000000.00        | $1020213.44        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  E      20320816 6.5 | 2032-08-16      | 6.5200%  | 0.0000% | $2250000.00        | $2260545.00        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-7 B-2    20700825 FLT | 2070-08-25      | 7.5073%  | 0.0000% | $1900000.00        | $1902050.09        | Asset-Backed Securities |
| GREENSKY HOME IMPRT TR 2025-1  A-4    20600325 5.2 | 2060-03-25      | 5.2200%  | 0.0000% | $755000.00         | $629164.19         | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $6270071.67        | Asset-Backed Securities |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $1032988.63        | Asset-Backed Securities |
| TRICOLOR AUTO SCRTZN TR 2022-1 E      20270816 7.7 | 2027-08-16      | 7.7900%  | 0.0000% | $5667000.00        | $1124238.39        | Asset-Backed Securities |
| POST ROAD EQUIP FIN LLC 2025-1 E      20320517 7.0 | 2032-05-17      | 7.0800%  | 0.0000% | $2000000.00        | $2035978.67        | Asset-Backed Securities |
| FIGRE TRUST 2025-HE3           F      20550525 FLT | 2055-05-25      | 9.0810%  | 0.0000% | $2000000.00        | $2120010.00        | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $3100000.00        | $2978744.45        | Asset-Backed Securities |
| MADISON PRK FD LTD 2016-21RR   D-RR   20321015 FLT | 2032-10-15      | 12.0792% | 0.0000% | $2483000.00        | $2472394.98        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43024218.35       | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-1    20601225 1.7 | 2060-12-25      | 1.7400%  | 0.0000% | $6764400.00        | $3611490.05        | Asset-Backed Securities |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.4706% | 0.0000% | $750000.00         | $672576.78         | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           E      20481118 FLT | 2048-11-18      | 5.8195%  | 0.0000% | $100000.00         | $56929.97          | Asset-Backed Securities |
| CARVANA AUTO RECEIVABLES 2023- E      20300910 9.4 | 2030-09-10      | 9.4900%  | 0.0000% | $1000000.00        | $1075327.61        | Asset-Backed Securities |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2520369.00        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $4289000.00        | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 6.4754%  | 0.0000% | $2000000.00        | $3489614.71        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV 2025-2  E      20330214 7.6 | 2033-02-14      | 7.6600%  | 0.0000% | $5200000.00        | $5136186.75        | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.6275% | 0.0000% | $1200000.00        | $1184683.72        | Asset-Backed Securities |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.8114% | 0.0000% | $1461949.00        | $1425565.93        | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 10.3936% | 0.0000% | $6711250.00        | $6658506.43        | Asset-Backed Securities |
| SIGNAL PEAK CLO LTD 2024-11    SUB NT 20370720 FLT | 2037-07-20      | 0.0000%  | 0.0000% | $1500000.00        | $1155000.00        | Asset-Backed Securities |
| SHACKLETON CLO LTD 2017-X      SUB    20290420 FLT | 2029-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $50000.00          | Asset-Backed Securities |
| OCTAGON INVEST PARTS 2020-46R  D-R    20360715 FLT | 2036-07-15      | 7.8792%  | 0.0000% | $15500000.00       | $15594378.72       | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $12620000.00       | $10469858.52       | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $6038705.62        | Asset-Backed Securities |
| VOLT 2021-NPL4 LLC             A-1    20510327 FLT | 2051-03-27      | 6.2396%  | 0.0000% | $465000.00         | $31646.37          | Asset-Backed Securities |
| REPUBLIC FIN ISSUANC TR 2021-A A      20311222 2.3 | 2031-12-22      | 2.3000%  | 0.0000% | $2925000.00        | $447925.29         | Asset-Backed Securities |
| AMSR 2020-SFR5 TR              G      20371119 4.1 | 2037-11-19      | 4.1120%  | 0.0000% | $2899000.00        | $2894153.52        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $2100000.00        | Asset-Backed Securities |

### Security 667: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.650000%
- **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):** $997775736.66
- **C.18.a - Value (excl. sponsor support):** $997775736.66
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $767595.00         | $18806077.50       | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $372746.00         | $1047416.26        | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $183.24            | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $2542.00           | $115127.18         | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $381596.00         | $18705835.92       | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $79938.00          | $270989.82         | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $15266.00          | $503472.68         | Equities   |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $772806.00         | $46986604.80       | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $10108.00          | $1113901.60        | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $36139.00          | $6669452.45        | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $89095.00          | $923915.15         | Equities   |
| WIX COM LTD                    SHS              | 2500-12-31      | N/A      | 0.0000% | $256196.00         | $35577938.52       | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $9927.00           | $144140.04         | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2148624.00        | $49504296.96       | Equities   |
| PONY AI INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1934773.00        | $28402467.64       | Equities   |
| IQIYI INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1063677.00        | $2669829.27        | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $5573329.00        | $27699445.13       | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $105302.00         | $188490.58         | Equities   |
| CANGO INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $96304.00          | $470926.56         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $180821.00         | $3167983.92        | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $70838.00          | $49874910.66       | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $8397.00           | $410949.18         | Equities   |
| TAL EDUCATION GROUP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $713367.00         | $7711497.27        | Equities   |
| TXNM ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $621.50            | Equities   |
| MOLECULAR PARTNERS AG          ADS              | 2500-12-31      | N/A      | 0.0000% | $7681.00           | $27958.84          | Equities   |
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $644256.00         | $17285388.48       | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $848347.00         | $6897061.11        | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $11212.00          | $644802.12         | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $437928.00         | $1488955.20        | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $26309.00          | $896347.63         | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $18706.00          | $777608.42         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $76479.00          | $49875015.06       | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $4501.00           | $414182.02         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $2705.00           | $83936.15          | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $17874.00          | $180706.14         | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $40524.00          | $1507087.56        | Equities   |
| VANGUARD WORLD FD              CONSUM STP ETF   | 2500-12-31      | N/A      | 0.0000% | $1754.00           | $381880.88         | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $83986.00          | $917127.12         | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $240620.00         | $3082342.20        | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $335398.00         | $9954612.64        | Equities   |
| SMARTFINANCIAL INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $36.92             | Equities   |
| TRIP COM GROUP LTD             ADS              | 2500-12-31      | N/A      | 0.0000% | $307940.00         | $23104738.20       | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $425891.00         | $7112379.70        | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $674631.00         | $49875469.83       | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $110059.00         | $49875437.03       | Equities   |
| GMS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $323649.00         | $35552842.65       | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $63395.04          | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $1005.00           | $100108.05         | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $69227.00          | $5728534.25        | Equities   |
| SANDSTORM GOLD LTD             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $968592.00         | $10625454.24       | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $10906.00          | $1964934.02        | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $4096.00           | $289300.48         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $1808.00           | $116744.91         | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $611702.00         | $13971273.68       | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $47987.00          | $12543801.80       | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $136153.00         | $7035025.51        | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $944849.00         | $5905306.25        | Equities   |
| SPDR SERIES TRUST              S&P INS ETF      | 2500-12-31      | N/A      | 0.0000% | $2668.00           | $156985.12         | Equities   |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $7291.00           | $1848705.96        | Equities   |
| SERVICETITAN INC               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $461724.00         | $49875426.48       | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $746640.00         | $23041310.40       | Equities   |
| SPDR SERIES TRUST              S&P CAP MKTS     | 2500-12-31      | N/A      | 0.0000% | $1552.00           | $242422.40         | Equities   |
| MOBILEYE GLOBAL INC            COMMON CLASS A   | 2500-12-31      | N/A      | 0.0000% | $8211.00           | $115364.55         | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $3455551.00        | $34797398.57       | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $761225.00         | $49875462.00       | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $18203.00          | $1562545.52        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $6960.00           | $592226.40         | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $2148.00           | $8549.04           | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $275657.00         | $32960307.49       | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $41226.00          | $1172467.44        | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $57680.00          | $2690195.20        | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $5950.00           | $136255.00         | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $375642.00         | $1495055.16        | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $60720.00          | $11300599.20       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $1042.00           | $225061.58         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $209323.00         | $49875391.21       | Equities   |
| MINISO GROUP HLDG LTD          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $72568.00          | $1783721.44        | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $135729.00         | $477766.08         | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $187234.00         | $659063.68         | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $3164.00           | $144341.68         | Equities   |
| ATRENEW INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2167229.00        | $10120959.43       | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $762915.00         | $4234178.25        | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $16532.00          | $1557149.08        | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $1476917.00        | $49875487.09       | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $27853.00          | $443698.29         | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $10889.00          | $497627.30         | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $50450.00          | $160935.50         | Equities   |
| BEONE MEDICINES LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $34880.00          | $10392844.80       | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $95526.00          | $1067980.68        | Equities   |
| NOAH HLDGS LTD                 SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $6377.00           | $75312.37          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WATER RES ETF    | 2500-12-31      | N/A      | 0.0000% | $1857.00           | $136303.80         | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $54544.00          | $2043763.68        | Equities   |
| VODAFONE GROUP PLC NEW         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $313581.00         | $3737885.52        | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $65328.00          | $49875314.88       | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4130.00           | $45430.00          | Equities   |
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $94902.00          | $617812.02         | Equities   |
| SCHWAB STRATEGIC TR            INTL EQTY ETF    | 2500-12-31      | N/A      | 0.0000% | $151185.00         | $3453065.40        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $287572.00         | $1702426.24        | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $125080.00         | $3114492.00        | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $471056.00         | $49875409.28       | Equities   |

### Security 668: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **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):** $1999421540.00
- **C.18.a - Value (excl. sponsor support):** $1999421540.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.8200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| UWM MORTGAGE TRUST 2021-INV2   B-5    20510925 FLT | 2051-09-25      | 3.2385%  | 0.0000% | $116000.00         | $80259.03          | Private Label Collateralized Mortgage Obligations |
| POTOMAC ELEC PWR CO            1ST MTG BD7.9%38    | 2038-12-15      | 7.9000%  | 0.0000% | $30000.00          | $39083.37          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT4.4%44    | 2044-05-15      | 4.4000%  | 0.0000% | $98000.00          | $87206.39          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT4.5%42    | 2042-03-15      | 4.5000%  | 0.0000% | $4079000.00        | $3595597.71        | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR NT 5%44          | 2044-03-15      | 5.0000%  | 0.0000% | $90000.00          | $83607.10          | Corporate Debt Securities                         |
| REGENCY CTRS L P               SR GLBL NT4.4%47    | 2047-02-01      | 4.4000%  | 0.0000% | $20000.00          | $16868.04          | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH    BD25A BAM-TCRS32    | 2032-10-01      | 5.3690%  | 0.0000% | $2770000.00        | $2863354.54        | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL33    | 2033-04-15      | 6.4000%  | 0.0000% | $199000.00         | $216892.53         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 33      | 2033-09-01      | 6.1250%  | 0.0000% | $8681000.00        | $8739522.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD6.5%41    | 2041-06-02      | 6.5000%  | 0.0000% | $22000.00          | $18303.30          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31    | 2031-01-03      | 5.6000%  | 0.0000% | $583000.00         | $596846.90         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2019-HY3        A1A    20591027 FLT | 2059-10-27      | 5.4370%  | 0.0000% | $2636000.00        | $425748.72         | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT 45       | 2045-07-15      | 4.7500%  | 0.0000% | $96000.00          | $85835.09          | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR GLBL 2018A 48    | 2048-08-15      | 4.0910%  | 0.0000% | $30000.00          | $23984.13          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $7296000.00        | $7849184.75        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT5.5%54    | 2054-02-23      | 5.5000%  | 0.0000% | $456000.00         | $442491.76         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 40       | 2040-05-15      | 2.7500%  | 0.0000% | $694000.00         | $511723.98         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.9%54    | 2054-04-30      | 5.9000%  | 0.0000% | $106000.00         | $109013.87         | Corporate Debt Securities                         |
| TRITON CONTAINER INTERNATIONAL SR 144A NT 26       | 2026-04-15      | 2.0500%  | 0.0000% | $759000.00         | $750659.01         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $98000.00          | $98049.98          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 31       | 2031-03-21      | 2.5500%  | 0.0000% | $53000.00          | $48682.71          | Corporate Debt Securities                         |
| US BANCORP                     FR 4.967%072233     | 2033-07-22      | 4.9670%  | 0.0000% | $95000.00          | $94989.07          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 6.75%37       | 2037-10-05      | 6.7500%  | 0.0000% | $2769000.00        | $2910883.56        | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $7135000.00        | $6903560.42        | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $37895000.00       | $35848943.69       | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         GLBL NT 2.85%51     | 2051-12-01      | 2.8500%  | 0.0000% | $375000.00         | $235026.25         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $36000.00          | $22780.83          | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 28      | 2028-09-01      | 3.2500%  | 0.0000% | $550000.00         | $525133.89         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.7%53    | 2053-02-10      | 5.7000%  | 0.0000% | $30000.00          | $27906.55          | Corporate Debt Securities                         |
| ARES DIRECT LENDING 2025-5     A-1    20380415 FLT | 2038-04-15      | 5.4009%  | 0.0000% | $35000000.00       | $35091875.00       | Asset-Backed Securities                           |
| GREYSTONE CRE NT LLC 2025-FL4  B      20430115 FLT | 2043-01-15      | 6.9306%  | 0.0000% | $2500000.00        | $2510308.68        | Private Label Collateralized Mortgage Obligations |
| NEW YORK LIFE INS              SUB GLBL REGS 33    | 2033-05-15      | 5.8750%  | 0.0000% | $225000.00         | $241173.50         | Corporate Debt Securities                         |
| GOLUB CAP PT CLO LTD 2017-M-R2 A-1-RR 20390209 FLT | 2039-02-09      | 5.7682%  | 0.0000% | $50000000.00       | $50424300.00       | Asset-Backed Securities                           |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 26       | 2026-12-15      | 5.2500%  | 0.0000% | $75000.00          | $75762.88          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 31       | 2031-04-01      | 4.1940%  | 0.0000% | $3400000.00        | $3419284.80        | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 30      | 2030-07-15      | 11.1250% | 0.0000% | $1067000.00        | $1065684.77        | Corporate Debt Securities                         |
| MCF CLO LTD 2023-10R           A-1-R  20370415 FLT | 2037-04-15      | 5.7676%  | 0.0000% | $40000000.00       | $39926777.52       | Asset-Backed Securities                           |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $17000.00          | $18286.30          | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 31     | 2031-06-01      | 7.1250%  | 0.0000% | $550000.00         | $581639.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $8000.00           | $9470.20           | Corporate Debt Securities                         |
| MINERAL RES LTD                SR GLBL 144A 27     | 2027-05-01      | 8.1250%  | 0.0000% | $54000.00          | $55496.44          | Corporate Debt Securities                         |
| MEDTRONIC INC                  SR NT 4%43          | 2043-04-01      | 4.0000%  | 0.0000% | $50000.00          | $43140.72          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.05%012827      | 2027-01-28      | 5.0500%  | 0.0000% | $1000000.00        | $1006618.61        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR NT 3.6%42        | 2042-09-15      | 3.6000%  | 0.0000% | $174000.00         | $141606.42         | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DB3.1%51    | 2051-11-30      | 3.1000%  | 0.0000% | $17000.00          | $11083.22          | Corporate Debt Securities                         |
| BRASKEM IDESA S A P I          SR SEC GLBL 32      | 2032-02-20      | 6.9900%  | 0.0000% | $1597000.00        | $1100424.83        | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $279000.00         | $290900.28         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $62000.00          | $53506.40          | Corporate Debt Securities                         |
| MORGAN STANLEY RESI 2024-1     B-3    20531225 FLT | 2053-12-25      | 6.7620%  | 0.0000% | $3325520.00        | $3395340.86        | Private Label Collateralized Mortgage Obligations |
| INVESCO FINANCE PLC            SR GLBL NT 43       | 2043-11-30      | 5.3750%  | 0.0000% | $75000.00          | $72945.61          | Corporate Debt Securities                         |
| MAYO CLINIC                    -2016 SINK BD 52    | 2052-11-15      | 4.1280%  | 0.0000% | $49000.00          | $39827.46          | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 30     | 2030-09-13      | 5.6170%  | 0.0000% | $750000.00         | $803632.96         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 30       | 2030-03-15      | 5.7500%  | 0.0000% | $75000.00          | $79022.23          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 114 BD43    | 2043-08-15      | 4.6000%  | 0.0000% | $95000.00          | $84573.64          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.948%072228     | 2028-07-22      | 4.9480%  | 0.0000% | $517000.00         | $526267.45         | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT 10%31    | 2031-06-30      | 10.0000% | 0.0000% | $709000.00         | $100811.92         | Corporate Debt Securities                         |
| CREDIT SUISSE USA INC          BD 7.125%32         | 2032-07-15      | 7.1250%  | 0.0000% | $527000.00         | $607951.59         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.271%072329     | 2029-07-23      | 4.2710%  | 0.0000% | $98000.00          | $98672.38          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.015%072233     | 2033-07-22      | 5.0150%  | 0.0000% | $75000.00          | $76706.57          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR NT 4.5%43        | 2043-11-07      | 4.5000%  | 0.0000% | $83000.00          | $73755.46          | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $527744.58         | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.1250%  | 0.0000% | $99000.00          | $102029.39         | Corporate Debt Securities                         |
| BX TRUST 2024-BRVE             D      20410415 FLT | 2041-04-15      | 8.2511%  | 0.0000% | $16778240.00       | $16356471.62       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B30      D      20541118 FLT | 2054-11-18      | 2.0000%  | 0.0000% | $1500000.00        | $909782.33         | Private Label Collateralized Mortgage Obligations |
| ATHENE HOLDING LTD             JR SB GLBL DB 55    | 2055-06-28      | 6.8750%  | 0.0000% | $92000.00          | $94141.79          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        3.75%47             | 2047-08-15      | 3.7500%  | 0.0000% | $80000.00          | $61444.67          | Corporate Debt Securities                         |
| BBCMS TRUST 2021-AGW           B      20360616 FLT | 2036-06-16      | 6.0775%  | 0.0000% | $4000000.00        | $3816703.41        | Private Label Collateralized Mortgage Obligations |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.9%43      | 2043-06-15      | 5.9000%  | 0.0000% | $425000.00         | $413855.56         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.592%042931     | 2031-04-29      | 2.5920%  | 0.0000% | $25000.00          | $23340.75          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $84000.00          | $84275.33          | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $2400000.00        | $2414847.33        | Corporate Debt Securities                         |
| BX TRUST 2021-ARIA             D      20361015 FLT | 2036-10-15      | 6.3729%  | 0.0000% | $3350000.00        | $3358303.12        | Private Label Collateralized Mortgage Obligations |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2020C 60    | 2060-12-01      | 3.0000%  | 0.0000% | $200000.00         | $120850.67         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-09-19      | 4.5420%  | 0.0000% | $8225000.00        | $8432407.09        | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28    | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $154855.56         | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827     | 2027-03-18      | 4.3750%  | 0.0000% | $220000.00         | $223778.71         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT5.5%55    | 2055-05-15      | 5.5000%  | 0.0000% | $1674000.00        | $1704983.88        | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FIX/FLT 28    | 2028-07-21      | 3.5930%  | 0.0000% | $98000.00          | $97309.36          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT41    | 2041-06-01      | 3.5000%  | 0.0000% | $82000.00          | $60043.32          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 2.811%011141     | 2041-01-11      | 2.8110%  | 0.0000% | $3225000.00        | $2228920.05        | Corporate Debt Securities                         |
| CITIBANK N A                   SR NT 4.876%27      | 2027-11-19      | 4.8760%  | 0.0000% | $692000.00         | $706576.60         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.45%030326      | 2026-03-03      | 4.4500%  | 0.0000% | $80000.00          | $81745.24          | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL REGS 30     | 2030-01-30      | 4.7500%  | 0.0000% | $1000000.00        | $966366.39         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 30     | 2030-02-15      | 4.8750%  | 0.0000% | $500000.00         | $493332.92         | Corporate Debt Securities                         |
| WYNN LAS VEGAS LLC / WYNN      SR GLBL REGS 27     | 2027-05-15      | 5.2500%  | 0.0000% | $17000.00          | $17239.30          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             GLBL NT 5.75%54     | 2054-06-28      | 5.7500%  | 0.0000% | $879000.00         | $857141.96         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2025-12  A      20370422 FLT | 2037-04-22      | 5.5871%  | 0.0000% | $40000000.00       | $39511600.00       | Asset-Backed Securities                           |
| HILCORP ENERGY I L P / HILCORP SR REGS NT 28       | 2028-11-01      | 6.2500%  | 0.0000% | $16000.00          | $16409.06          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $17000.00          | $18471.45          | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 47       | 2047-11-15      | 4.3750%  | 0.0000% | $94000.00          | $75236.56          | Corporate Debt Securities                         |
| BAMLL COML MTG SEC 2021-JACX   B      20380915 FLT | 2038-09-15      | 5.9285%  | 0.0000% | $2000000.00        | $1904610.67        | Private Label Collateralized Mortgage Obligations |
| ASPEN INSURANCE HOLDINGS LTD   SR GLBL NT 30       | 2030-07-01      | 5.7500%  | 0.0000% | $2274000.00        | $2395224.41        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.734%072227     | 2027-07-22      | 1.7340%  | 0.0000% | $535000.00         | $523701.96         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.97%030529      | 2029-03-05      | 3.9700%  | 0.0000% | $62000.00          | $62835.66          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $10000.00          | $9186.27           | Corporate Debt Securities                         |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 9.3547%  | 0.0000% | $1800000.00        | $1855608.13        | Corporate Debt Securities                         |
| COHERENT CORP                  GLBL REGS NT5%29    | 2029-12-15      | 5.0000%  | 0.0000% | $3000000.00        | $2979173.33        | Corporate Debt Securities                         |
| CANACOL ENERGY LTD             GLBL REGS NT 28     | 2028-11-24      | 5.7500%  | 0.0000% | $793000.00         | $293547.67         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 31       | 2031-11-15      | 4.8500%  | 0.0000% | $69000.00          | $71677.28          | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            FR 6.25%041830      | 2030-04-18      | 6.2500%  | 0.0000% | $226000.00         | $236688.23         | Corporate Debt Securities                         |
| MONROE CAPMML CLO LTD 2024-16  A      20360723 FLT | 2036-07-23      | 6.0190%  | 0.0000% | $40000000.00       | $40273367.36       | Asset-Backed Securities                           |
| XPLR INFRASTRUCTURE            SR GLBL REGS 29     | 2029-01-15      | 7.2500%  | 0.0000% | $5000.00           | $5150.46           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR REGS NT 33       | 2033-11-15      | 9.0160%  | 0.0000% | $830000.00         | $1058155.56        | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $2247000.00        | $2189670.29        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $160818.00         | $172056.50         | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 5%54     | 2054-09-15      | 5.0000%  | 0.0000% | $41000.00          | $34782.26          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 54     | 2054-04-01      | 4.1250%  | 0.0000% | $3555000.00        | $2832938.02        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 51       | 2051-03-25      | 3.9500%  | 0.0000% | $25000.00          | $18650.93          | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR NT 4%42          | 2042-12-15      | 4.0000%  | 0.0000% | $50000.00          | $41386.11          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            PERP FR 6.625%      | 2500-12-31      | 6.6250%  | 0.0000% | $250000.00         | $179541.42         | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33     | 2033-09-15      | 10.0000% | 0.0000% | $13772000.00       | $13526521.75       | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           FR 4.45%112144      | 2044-11-21      | 4.4500%  | 0.0000% | $125000.00         | $110439.24         | Corporate Debt Securities                         |
| PARTNERRE FINANCE B LLC        JR SB GLBL NT 50    | 2050-10-01      | 4.5000%  | 0.0000% | $90000.00          | $86278.50          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.9%52    | 2052-11-09      | 6.9000%  | 0.0000% | $4531000.00        | $5068301.08        | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT 53       | 2053-05-25      | 5.4500%  | 0.0000% | $673000.00         | $669224.84         | Corporate Debt Securities                         |
| TRANSOCEAN TITAN FING LTD      SR SEC GLBL 28      | 2028-02-01      | 8.3750%  | 0.0000% | $156000.00         | $130381.65         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%29     | 2029-08-15      | 6.0000%  | 0.0000% | $101000.00         | $105042.36         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 52       | 2052-05-15      | 4.7500%  | 0.0000% | $96000.00          | $83094.93          | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 48       | 2048-09-15      | 5.0500%  | 0.0000% | $10000.00          | $9165.66           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $171738.00         | $168578.74         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 45    | 2045-12-01      | 5.3000%  | 0.0000% | $1704000.00        | $1623035.39        | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $42495000.00       | $5872242.40        | Corporate Debt Securities                         |
| HUB INTL LTD                   SR 144A NT 32       | 2032-01-31      | 7.3750%  | 0.0000% | $29000.00          | $30641.72          | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 32     | 2032-01-31      | 4.3750%  | 0.0000% | $5462000.00        | $5153693.62        | Corporate Debt Securities                         |
| WILDFIRE INTER HLDGS LLC       SR 144A NT7.5%29    | 2029-10-15      | 7.5000%  | 0.0000% | $15000.00          | $15600.25          | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-NYCH B      20420616 FLT | 2042-06-16      | 6.5548%  | 0.0000% | $6557000.00        | $6548974.74        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH A      20420616 FLT | 2042-06-16      | 6.1054%  | 0.0000% | $12810000.00       | $12840415.06       | Private Label Collateralized Mortgage Obligations |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 44       | 2044-04-01      | 5.4500%  | 0.0000% | $11373000.00       | $10303773.73       | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30    | 2030-09-06      | 5.3530%  | 0.0000% | $136000.00         | $143254.80         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 51       | 2051-09-02      | 3.3500%  | 0.0000% | $25000.00          | $16654.52          | Corporate Debt Securities                         |
| HOMES TR 2023-NQM2             M-1    20680225 FLT | 2068-02-25      | 7.2605%  | 0.0000% | $5000000.00        | $5058767.21        | Private Label Collateralized Mortgage Obligations |
| HOLOGIC INC                    SR GLBL 144A 29     | 2029-02-15      | 3.2500%  | 0.0000% | $3563000.00        | $3403925.91        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $3444000.00        | $3380850.43        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 47       | 2047-11-21      | 3.8120%  | 0.0000% | $99000.00          | $77559.28          | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54    | 2054-10-15      | 5.6000%  | 0.0000% | $3000000.00        | $2850553.33        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT5.4%64    | 2064-06-25      | 5.4000%  | 0.0000% | $40000.00          | $38809.60          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 4%011033         | 2033-01-10      | 4.0000%  | 0.0000% | $5875000.00        | $5795361.11        | Corporate Debt Securities                         |
| DILLARDS INC                   SR GLBL DEB 26      | 2026-07-15      | 7.7500%  | 0.0000% | $1000000.00        | $1026192.22        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B25      E      20540417 FLT | 2054-04-17      | 2.0000%  | 0.0000% | $1000000.00        | $513177.56         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B23      E      20540218 2.0 | 2054-02-18      | 2.0000%  | 0.0000% | $3500000.00        | $2201519.44        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.299%072132     | 2032-07-21      | 2.2990%  | 0.0000% | $50000.00          | $44297.84          | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 32       | 2032-02-01      | 2.5390%  | 0.0000% | $1115000.00        | $973444.93         | Corporate Debt Securities                         |
| BX 2021-21M MTG TR             A      20361015 FLT | 2036-10-15      | 5.2075%  | 0.0000% | $115000.00         | $34273.15          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B5       A-4    20510717 4.2 | 2051-07-17      | 4.2076%  | 0.0000% | $100000.00         | $99463.76          | Private Label Collateralized Mortgage Obligations |
| BMW US CAP LLC                 GLBL 144A NT 35     | 2035-08-11      | 5.2000%  | 0.0000% | $13569000.00       | $13594781.10       | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT5.3%54    | 2054-05-13      | 5.3000%  | 0.0000% | $40000.00          | $39595.02          | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $52000.00          | $51026.16          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 5%45     | 2045-08-15      | 5.0000%  | 0.0000% | $72000.00          | $67578.80          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AQ BD 35    | 2035-08-15      | 4.9500%  | 0.0000% | $98000.00          | $97877.99          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL27    | 2027-07-15      | 6.6650%  | 0.0000% | $13268000.00       | $13755149.36       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-02-13      | 5.1740%  | 0.0000% | $97000.00          | $99796.47          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33       | 2033-09-15      | 5.0500%  | 0.0000% | $94000.00          | $98305.72          | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50      | 2050-11-15      | 2.8390%  | 0.0000% | $79000.00          | $50553.80          | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 6.1250%  | 0.0000% | $242000.00         | $245373.55         | Corporate Debt Securities                         |
| BANK5 2024-5YR10               A-S    20571017 5.6 | 2057-10-17      | 5.6370%  | 0.0000% | $166000.00         | $171138.75         | Private Label Collateralized Mortgage Obligations |
| BANK 2023-BNK46                A-4    20560817 5.7 | 2056-08-17      | 5.7450%  | 0.0000% | $389000.00         | $415455.24         | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK30                E      20531217 FLT | 2053-12-17      | 2.5000%  | 0.0000% | $650410.00         | $468858.09         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2021-NQM1   B-1    20510925 FLT | 2051-09-25      | 4.3780%  | 0.0000% | $2662000.00        | $2345403.31        | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $14757000.00       | $10000991.07       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.75%042145      | 2045-04-21      | 4.7500%  | 0.0000% | $1150000.00        | $1040265.72        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 6.204%111028     | 2028-11-10      | 6.2040%  | 0.0000% | $71000.00          | $75313.56          | Corporate Debt Securities                         |
| BPCE                           SUB REGS NT 32      | 2032-10-19      | 3.1160%  | 0.0000% | $1769000.00        | $1591148.67        | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT5.5%35    | 2035-10-15      | 5.5000%  | 0.0000% | $45000.00          | $47479.42          | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -A BD 48    | 2048-05-15      | 4.0500%  | 0.0000% | $97000.00          | $80010.45          | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR 144A NT 29       | 2029-01-15      | 6.1250%  | 0.0000% | $1012000.00        | $786178.38         | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 7.5%021528       | 2028-02-15      | 7.5000%  | 0.0000% | $438000.00         | $474116.02         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.9%63    | 2063-02-10      | 5.9000%  | 0.0000% | $159000.00         | $149439.95         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $3885000.00        | $4058559.14        | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-03-15      | 1.3750%  | 0.0000% | $199000.00         | $172167.61         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-04-23      | 4.9370%  | 0.0000% | $253000.00         | $259987.73         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33       | 2033-02-24      | 3.1020%  | 0.0000% | $61000.00          | $55601.55          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-11-19      | 5.5610%  | 0.0000% | $2904000.00        | $2934367.77        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT FXD/FLT 28    | 2028-06-05      | 3.6910%  | 0.0000% | $48000.00          | $47960.27          | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 28     | 2028-05-01      | 5.5000%  | 0.0000% | $3206000.00        | $3266073.32        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-3          A1     20580525 FLT | 2058-05-25      | 3.7500%  | 0.0000% | $4025000.00        | $765413.93         | Private Label Collateralized Mortgage Obligations |
| PUGET ENERGY INC               SR SEC GLBL NT32    | 2032-03-15      | 4.2240%  | 0.0000% | $49000.00          | $47485.05          | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT3.6%29    | 2029-04-15      | 3.6000%  | 0.0000% | $75000.00          | $74117.25          | Corporate Debt Securities                         |
| RESIDENTIAL ASSET SEC 2005-KS6 M-7    20350725 FLT | 2035-07-25      | 6.0870%  | 0.0000% | $250000.00         | $145513.86         | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 5.597%032451     | 2051-03-24      | 5.5970%  | 0.0000% | $4245000.00        | $4325944.48        | Corporate Debt Securities                         |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 32       | 2032-03-24      | 3.6250%  | 0.0000% | $12000.00          | $11468.97          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 48       | 2048-03-15      | 4.4500%  | 0.0000% | $50000.00          | $42716.11          | Corporate Debt Securities                         |
| RATE MTG TR 2021-J4            A-7    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $2300000.00        | $1559235.95        | Private Label Collateralized Mortgage Obligations |
| PUBLIC SVC ELEC & GAS CO       FR 2.05%080150      | 2050-08-01      | 2.0500%  | 0.0000% | $80000.00          | $42821.96          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $93000.00          | $84234.42          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.875%012726     | 2026-01-27      | 3.8750%  | 0.0000% | $950000.00         | $950963.72         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $50000.00          | $43215.11          | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR NT 6.25%33       | 2033-07-01      | 6.2500%  | 0.0000% | $1419000.00        | $1509432.08        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-01-15      | 4.6250%  | 0.0000% | $52000.00          | $51195.18          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $391000.00         | $409029.44         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2022-7        1-A-2  20521225 FLT | 2052-12-25      | 3.0000%  | 0.0000% | $1500000.00        | $1108752.73        | Private Label Collateralized Mortgage Obligations |
| GREAT CDN GA CORP/RA CO-IS LLC SR SEC 144A NT29    | 2029-11-15      | 8.7500%  | 0.0000% | $1490000.00        | $1467870.19        | Corporate Debt Securities                         |
| IDAHO PWR CO                   FR 5.7%031555       | 2055-03-15      | 5.7000%  | 0.0000% | $55000.00          | $56402.13          | Corporate Debt Securities                         |
| HERC HOLDINGS ESCROW INC       SR 144A NT 7%30     | 2030-06-15      | 7.0000%  | 0.0000% | $1044000.00        | $1105561.20        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $81000.00          | $90108.28          | Corporate Debt Securities                         |
| MORGAN STANLEY RES LN 2023-3   A-5    20530925 FLT | 2053-09-25      | 6.5000%  | 0.0000% | $5000000.00        | $5188347.78        | Private Label Collateralized Mortgage Obligations |
| WARNERMEDIA HLDGS INC          SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $966428.22         | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 29     | 2029-09-01      | 5.6250%  | 0.0000% | $3722000.00        | $2271583.12        | Corporate Debt Securities                         |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32      | 2032-08-01      | 6.7500%  | 0.0000% | $2987000.00        | $2972468.25        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A2-20251 144A28    | 2028-06-06      | 12.1647% | 0.0000% | $1000000.00        | $1013600.00        | Corporate Debt Securities                         |
| J.P.MORGAN MTG TR 2022-LTV1    A-2    20520725 FLT | 2052-07-25      | 3.5109%  | 0.0000% | $500000.00         | $336055.04         | Private Label Collateralized Mortgage Obligations |
| DISNEY WALT CO                 SR GLBL NT3.8%60    | 2060-05-13      | 3.8000%  | 0.0000% | $97000.00          | $72263.92          | Corporate Debt Securities                         |
| DT AUTO OWNER TRUST 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9700%  | 0.0000% | $5990000.00        | $5990599.00        | Asset-Backed Securities                           |
| DBGS MORTGAGE TRUST 2024-SBL   C      20340815 FLT | 2034-08-15      | 7.3536%  | 0.0000% | $7000000.00        | $7028033.13        | Private Label Collateralized Mortgage Obligations |
| BX COMMERC MORTG TR 2024-GPA3  C      20391215 FLT | 2039-12-15      | 6.2551%  | 0.0000% | $10000000.00       | $9220541.39        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                GLBL NT 4.8%46      | 2046-07-15      | 4.8000%  | 0.0000% | $7000.00           | $6183.64           | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $1713000.00        | $768784.88         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 54       | 2054-06-01      | 6.0500%  | 0.0000% | $80000.00          | $79754.31          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 35       | 2035-06-11      | 5.4490%  | 0.0000% | $339000.00         | $353253.65         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $44000.00          | $46079.09          | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53       | 2053-11-15      | 6.5440%  | 0.0000% | $5000.00           | $5322.62           | Corporate Debt Securities                         |
| BX COML MTG TR 2024-MF         B      20390215 FLT | 2039-02-15      | 6.0544%  | 0.0000% | $340000.00         | $302327.85         | Private Label Collateralized Mortgage Obligations |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $9172250.00        | $8718801.99        | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $82000.00          | $75767.27          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $89000.00          | $87938.68          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.9%101546       | 2046-10-15      | 3.9000%  | 0.0000% | $89000.00          | $71273.57          | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $3724000.00        | $3511783.72        | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             JR SB NT 4.7%48     | 2048-01-23      | 4.7000%  | 0.0000% | $20000.00          | $19494.20          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-20      | 5.6180%  | 0.0000% | $98000.00          | $101348.61         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 31     | 2031-07-11      | 3.8750%  | 0.0000% | $431000.00         | $405142.87         | Corporate Debt Securities                         |
| CHURCHILL MMSLF CLO LTD 2024-4 A      20351022 FLT | 2035-10-22      | 5.9320%  | 0.0000% | $670100.00         | $674419.83         | Asset-Backed Securities                           |
| ANTARES CLO LTD 2020-1R        A-1-R  20331024 FLT | 2033-10-24      | 6.0406%  | 0.0000% | $36000000.00       | $36246542.22       | Asset-Backed Securities                           |
| AXA                            SB GLBL NT8.6%30    | 2030-12-15      | 8.6000%  | 0.0000% | $70000.00          | $84322.54          | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2021-8        A-1    20661125 FLT | 2066-11-25      | 1.8200%  | 0.0000% | $150000.00         | $72172.85          | Private Label Collateralized Mortgage Obligations |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54       | 2054-07-15      | 5.7500%  | 0.0000% | $20000.00          | $19540.96          | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT5.5%54    | 2054-03-26      | 5.5000%  | 0.0000% | $2987000.00        | $3012523.92        | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT 47       | 2047-04-01      | 4.3500%  | 0.0000% | $180000.00         | $158517.60         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 57       | 2057-08-22      | 4.2500%  | 0.0000% | $29000.00          | $23886.33          | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 9.5400%  | 0.0000% | $6000000.00        | $6115800.00        | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GLBL NT 4.7%32      | 2032-07-21      | 4.7000%  | 0.0000% | $991000.00         | $988018.19         | Corporate Debt Securities                         |
| BX TRUST 2021-ARIA             B      20361015 FLT | 2036-10-15      | 5.7745%  | 0.0000% | $1500000.00        | $1503368.75        | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 53       | 2053-05-10      | 4.8500%  | 0.0000% | $611000.00         | $591835.82         | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT2.1%31    | 2031-10-01      | 2.1000%  | 0.0000% | $25000.00          | $22315.83          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT3.8%50    | 2050-04-15      | 3.8000%  | 0.0000% | $29000.00          | $22384.36          | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $11033000.00       | $12570718.25       | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2025-INV2  A-1    20700225 FLT | 2070-02-25      | 5.6010%  | 0.0000% | $9678368.00        | $9019998.58        | Private Label Collateralized Mortgage Obligations |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 5.0000%  | 0.0000% | $35797000.00       | $36922298.58       | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $1180000.00        | $1209706.50        | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR 144A NT 30       | 2030-02-01      | 6.7500%  | 0.0000% | $40000.00          | $41755.20          | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32    | 2032-03-13      | 11.0595% | 0.0000% | $250000.00         | $259750.00         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $38000.00          | $22072.98          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42    | 2042-03-15      | 7.6500%  | 0.0000% | $5501000.00        | $4840054.85        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.6621% | 0.0000% | $12980000.00       | $13635490.00       | Corporate Debt Securities                         |
| BIRCH GROVE CLO LTD 2019-RR    D-2-RR 20370717 FLT | 2037-07-17      | 9.3724%  | 0.0000% | $1750000.00        | $1768138.42        | Asset-Backed Securities                           |
| EQUINIX INC                    SR GLBL NT 51       | 2051-09-15      | 2.9500%  | 0.0000% | $312000.00         | $197732.77         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 46       | 2046-03-01      | 4.1140%  | 0.0000% | $99000.00          | $83869.97          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.8%49    | 2049-02-01      | 4.8000%  | 0.0000% | $99000.00          | $86612.46          | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT28    | 2028-05-15      | 9.0000%  | 0.0000% | $169000.00         | $183865.24         | Corporate Debt Securities                         |
| BOEING CO                      3.825%59            | 2059-03-01      | 3.8250%  | 0.0000% | $12000.00          | $8382.03           | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 35       | 2035-02-01      | 3.2500%  | 0.0000% | $92000.00          | $79008.48          | Corporate Debt Securities                         |
| EXPEDIA GROUP INC              SR GLBL NT5.4%35    | 2035-02-15      | 5.4000%  | 0.0000% | $70000.00          | $71372.00          | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 49       | 2049-12-01      | 3.1250%  | 0.0000% | $237000.00         | $155519.14         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 54       | 2054-03-15      | 5.5500%  | 0.0000% | $92000.00          | $90652.51          | Corporate Debt Securities                         |
| STAPLES INC                    2LIEN GLBL 30       | 2030-01-15      | 12.7500% | 0.0000% | $3909312.00        | $2841887.39        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR NT 4.1%43        | 2043-04-01      | 4.1000%  | 0.0000% | $50000.00          | $42751.28          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $30000.00          | $27955.97          | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $910000.00         | $893865.90         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 64       | 2064-11-01      | 5.8500%  | 0.0000% | $10131000.00       | $9500497.21        | Corporate Debt Securities                         |
| SATURN OIL & GAS INC           2LIEN SNK REGS29    | 2029-06-15      | 9.6250%  | 0.0000% | $408000.00         | $426476.17         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2019-RPL3      M2     20590725 FLT | 2059-07-25      | 3.5000%  | 0.0000% | $2956368.00        | $2613252.59        | Private Label Collateralized Mortgage Obligations |
| SCIENTIFIC GAMES HLDGS LP      SR 144A NT 30       | 2030-03-01      | 6.6250%  | 0.0000% | $44000.00          | $43703.75          | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTG  2025-NQM3 A-1    20650525 FLT | 2065-05-25      | 5.5300%  | 0.0000% | $21000000.00       | $20205672.36       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAG TR 2025-NQM3 A-1    20651125 FLT | 2065-11-25      | 5.4950%  | 0.0000% | $125000.00         | $125278.80         | Private Label Collateralized Mortgage Obligations |
| LOGISTICS RE LIMITED           EXTND-A 144A 32     | 2032-12-21      | 10.1647% | 0.0000% | $4500000.00        | $4597650.00        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR 144A NT 10%32    | 2032-06-01      | 10.0000% | 0.0000% | $342000.00         | $361888.82         | Corporate Debt Securities                         |
| WISCONSIN ELEC PWR CO          GLBL DEB 5.05%54    | 2054-10-01      | 5.0500%  | 0.0000% | $220000.00         | $205097.44         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.7%46    | 2046-05-15      | 4.7000%  | 0.0000% | $67000.00          | $61217.75          | Corporate Debt Securities                         |
| BLACKROCK RAINER CLO 2021-6R   A-1-R  20370420 FLT | 2037-04-20      | 5.8755%  | 0.0000% | $30000000.00       | $29872860.00       | Asset-Backed Securities                           |
| INDEPENDENT BK CORP MASS       SUB GLBL NT 35      | 2035-04-01      | 7.2500%  | 0.0000% | $75000.00          | $79171.79          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 5%42     | 2042-08-15      | 5.0000%  | 0.0000% | $96000.00          | $86704.75          | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT3.7%49    | 2049-10-01      | 3.7000%  | 0.0000% | $80000.00          | $59452.89          | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL -E NT 47    | 2047-09-01      | 4.4500%  | 0.0000% | $88000.00          | $75474.32          | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 6%36     | 2036-02-15      | 6.0000%  | 0.0000% | $81000.00          | $87909.57          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 31       | 2031-06-25      | 4.8500%  | 0.0000% | $20000.00          | $20815.84          | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2024-4       A-6-A  20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $12003000.00       | $4645228.88        | Private Label Collateralized Mortgage Obligations |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 33       | 2033-04-30      | 5.6250%  | 0.0000% | $45000.00          | $43277.12          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 4.8%070844       | 2044-07-08      | 4.8000%  | 0.0000% | $75000.00          | $68532.75          | Corporate Debt Securities                         |
| HILT COML MTG TR 2024-ORL      B      20370515 FLT | 2037-05-15      | 6.3038%  | 0.0000% | $315000.00         | $316264.56         | Private Label Collateralized Mortgage Obligations |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $55000.00          | $59152.41          | Corporate Debt Securities                         |
| WB COML MTG TR 2024-HQ         A      20400316 FLT | 2040-03-16      | 6.1344%  | 0.0000% | $18000000.00       | $18115023.37       | Private Label Collateralized Mortgage Obligations |
| VORTEX OPCO LLC                SR SEC 144A NT30    | 2030-04-30      | 8.0000%  | 0.0000% | $8002000.00        | $991803.44         | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 29      | 2029-05-15      | 5.5000%  | 0.0000% | $2058000.00        | $2061640.37        | Corporate Debt Securities                         |
| KEYCORP                        PERP JR GLBL -D     | 2500-12-31      | 5.0000%  | 0.0000% | $6000.00           | $5975.33           | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               CR SEN SR GLBL31    | 2031-02-18      | 5.0000%  | 0.0000% | $150000.00         | $139037.67         | Corporate Debt Securities                         |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $5052000.00        | $4645925.85        | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC GLBL 27      | 2027-06-15      | 4.8750%  | 0.0000% | $4261000.00        | $4261003.55        | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   A-2    20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $21154800.00       | $14399079.07       | Private Label Collateralized Mortgage Obligations |
| SIMON PPTY GROUP LP            SR GLBL NT3.8%50    | 2050-07-15      | 3.8000%  | 0.0000% | $45000.00          | $33968.45          | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 2.65%50     | 2050-06-01      | 2.6500%  | 0.0000% | $718000.00         | $440692.44         | Corporate Debt Securities                         |
| OT MERGER CORPORATION          144A NT 7.875%29    | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $407313.56         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $12386000.00       | $11564285.24       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42       | 2042-07-21      | 2.9080%  | 0.0000% | $20000.00          | $14517.39          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-3    20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $422912.00         | $291104.83         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERIC FIN TR 2021-2  X-A    20540717 FLT | 2054-07-17      | 3.0986%  | 0.0000% | $41565000.00       | $706686.48         | Asset-Backed Securities                           |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29      | 2029-12-23      | 9.8750%  | 0.0000% | $93000.00          | $80733.69          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.9%53    | 2053-06-01      | 5.9000%  | 0.0000% | $12493000.00       | $12228800.81       | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $174000.00         | $131433.99         | Corporate Debt Securities                         |
| GRAINGER W W INC               SR GLBL NT 46       | 2046-05-15      | 3.7500%  | 0.0000% | $98000.00          | $77881.91          | Corporate Debt Securities                         |
| PRESTIGE AUTO REC TR 2024-1    D      20300215 6.2 | 2030-02-15      | 6.2100%  | 0.0000% | $1543000.00        | $1584909.42        | Asset-Backed Securities                           |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12452000.00       | $12411185.11       | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT3.9%47    | 2047-06-15      | 3.9000%  | 0.0000% | $35000.00          | $27999.88          | Corporate Debt Securities                         |
| LBA TRUST 2024-7IND            D      20411015 FLT | 2041-10-15      | 7.0041%  | 0.0000% | $3500000.00        | $3263177.23        | Private Label Collateralized Mortgage Obligations |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2017 BD 47      | 2047-05-01      | 4.1500%  | 0.0000% | $1590000.00        | $1323854.32        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC -2018 E 4.65%48     | 2048-12-01      | 4.6500%  | 0.0000% | $659000.00         | $579047.92         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43     | 2043-05-19      | 5.1100%  | 0.0000% | $16430000.00       | $15868495.61       | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $5193000.00        | $4867696.05        | Corporate Debt Securities                         |
| GRUMA SAB DE CV                SR GLBL 144A 54     | 2054-12-09      | 5.7610%  | 0.0000% | $220000.00         | $219186.49         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.5%55    | 2055-03-15      | 5.5000%  | 0.0000% | $11173000.00       | $10591730.89       | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.95%60     | 2060-01-28      | 6.9500%  | 0.0000% | $550000.00         | $429486.60         | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 62       | 2062-06-01      | 5.2500%  | 0.0000% | $197000.00         | $185763.78         | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 4%36     | 2036-12-15      | 4.0000%  | 0.0000% | $107000.00         | $99830.17          | Corporate Debt Securities                         |
| STONEPEAK NILE PARENT LLC      SR SEC 144A NT32    | 2032-03-15      | 7.2500%  | 0.0000% | $839000.00         | $914422.14         | Corporate Debt Securities                         |
| CARLISLE COS INC               SR GLBL NT2.2%32    | 2032-03-01      | 2.2000%  | 0.0000% | $84000.00          | $72796.73          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $6356000.00        | $5330699.52        | Corporate Debt Securities                         |
| OCEANVIEW MRTG TR 2021-5       A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $2500000.00        | $1470225.35        | Private Label Collateralized Mortgage Obligations |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $8189000.00        | $8501248.84        | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD5.1%65    | 2065-06-01      | 5.1000%  | 0.0000% | $27000.00          | $24369.30          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $4237000.00        | $4273787.75        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT45    | 2045-04-01      | 3.7500%  | 0.0000% | $60000.00          | $47515.60          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 4.6%43        | 2043-06-15      | 4.6000%  | 0.0000% | $29000.00          | $23944.01          | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT 47       | 2047-04-01      | 4.1500%  | 0.0000% | $96000.00          | $80174.51          | Corporate Debt Securities                         |
| MAYO CLINIC                    -2012B SNK BD 43    | 2043-11-15      | 3.7740%  | 0.0000% | $60000.00          | $49404.16          | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29     | 2029-02-01      | 5.7500%  | 0.0000% | $26000.00          | $25801.68          | Corporate Debt Securities                         |
| LBA TRUST 2024-7IND            A      20411015 FLT | 2041-10-15      | 5.8061%  | 0.0000% | $5000000.00        | $4659520.54        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 5.942%020739     | 2039-02-07      | 5.9420%  | 0.0000% | $50000.00          | $52251.06          | Corporate Debt Securities                         |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30    | 2030-09-01      | 2.5000%  | 0.0000% | $49000.00          | $44838.48          | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN HEALTH     SR -2020 BD 41      | 2041-09-01      | 2.6750%  | 0.0000% | $81000.00          | $57487.03          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM3   M-1    20670525 FLT | 2067-05-25      | 4.4142%  | 0.0000% | $8858000.00        | $7439172.52        | Private Label Collateralized Mortgage Obligations |
| QORVO INC                      SR GLBL NT 29       | 2029-10-15      | 4.3750%  | 0.0000% | $50000.00          | $49742.24          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR NT 7.6%37        | 2037-07-15      | 7.6000%  | 0.0000% | $11936000.00       | $12331426.42       | Corporate Debt Securities                         |
| PROGRESS RES TR 2021-SFR7      E-2    20400817 2.6 | 2040-08-17      | 2.6400%  | 0.0000% | $115000.00         | $107200.16         | Asset-Backed Securities                           |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 39       | 2039-05-15      | 4.1500%  | 0.0000% | $1364000.00        | $1224543.12        | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $15089000.00       | $10907452.49       | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29       | 2029-01-15      | 9.7500%  | 0.0000% | $1765000.00        | $1782855.92        | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          GLBL -Q BD 55       | 2055-06-01      | 5.6180%  | 0.0000% | $2985000.00        | $3125313.24        | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT4.1%47    | 2047-03-01      | 4.1000%  | 0.0000% | $27000.00          | $22644.69          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 63       | 2063-05-17      | 5.1500%  | 0.0000% | $83000.00          | $77637.51          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $200000.00         | $171614.00         | Corporate Debt Securities                         |
| TCI-SYMPHONY CLO 2017-1R LTD   A-R    20300715 FLT | 2030-07-15      | 5.5092%  | 0.0000% | $40000000.00       | $14089279.62       | Asset-Backed Securities                           |
| MICROSOFT CORP                 SR NT 3.75%45       | 2045-02-12      | 3.7500%  | 0.0000% | $25000.00          | $20855.02          | Corporate Debt Securities                         |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 69      | 2069-02-15      | 5.0770%  | 0.0000% | $25000.00          | $22107.86          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $140000.00         | $146650.70         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2019-HY2     A1     20580528 FLT | 2058-05-28      | 5.4370%  | 0.0000% | $4515000.00        | $558362.82         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2019-1     M2     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $1070000.00        | $994204.20         | Asset-Backed Securities                           |
| 3M CO                          FR 3.875%061544     | 2044-06-15      | 3.8750%  | 0.0000% | $2628000.00        | $2117446.03        | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT4.8%53    | 2053-01-15      | 4.8000%  | 0.0000% | $6534000.00        | $5841374.22        | Corporate Debt Securities                         |
| MORGAN STANLEY RES 2023-NQM1   A-1    20680925 FLT | 2068-09-25      | 7.2790%  | 0.0000% | $75000000.00       | $51629454.55       | Private Label Collateralized Mortgage Obligations |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $7758000.00        | $7663998.90        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $825000.00         | $618856.10         | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 29       | 2029-02-15      | 7.3750%  | 0.0000% | $1894000.00        | $1956479.38        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR GLBL NT 28       | 2028-10-01      | 6.1250%  | 0.0000% | $78000.00          | $80166.10          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 27       | 2027-10-22      | 4.3300%  | 0.0000% | $75000.00          | $76761.40          | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT4.6%46    | 2046-05-13      | 4.6000%  | 0.0000% | $30000.00          | $27109.03          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 26       | 2026-02-15      | 5.2500%  | 0.0000% | $117000.00         | $117208.46         | Corporate Debt Securities                         |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 30       | 2030-04-14      | 3.1250%  | 0.0000% | $50000.00          | $48426.44          | Corporate Debt Securities                         |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT 31       | 2031-04-15      | 2.7500%  | 0.0000% | $25000.00          | $22814.65          | Corporate Debt Securities                         |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $237000.00         | $247345.25         | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  2013-A BD 37        | 2037-10-01      | 3.6190%  | 0.0000% | $800000.00         | $722054.49         | Corporate Debt Securities                         |
| CROCS INC                      SR GLBL 144A 29     | 2029-03-15      | 4.2500%  | 0.0000% | $40000.00          | $38842.04          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.802%012552     | 2052-01-25      | 2.8020%  | 0.0000% | $190000.00         | $118832.90         | Corporate Debt Securities                         |
| MONA LISA RE LTD               -A-20251 144A 29    | 2029-01-08      | 12.1621% | 0.0000% | $8000000.00        | $8172800.00        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR NT 5.15%43       | 2043-11-15      | 5.1500%  | 0.0000% | $50000.00          | $48616.89          | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $5000.00           | $5359.55           | Corporate Debt Securities                         |
| MERCER INTL INC                SR GLBL 144A 28     | 2028-10-01      | 12.8750% | 0.0000% | $975000.00         | $1000253.04        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 6.3%030138       | 2038-03-01      | 6.3000%  | 0.0000% | $397000.00         | $449304.75         | Corporate Debt Securities                         |
| WESTROCK CO                    SR GLBL DEB 47      | 2047-03-01      | 7.5500%  | 0.0000% | $28000.00          | $32538.26          | Corporate Debt Securities                         |
| BX COML MTG TR 2024-BIO2       C      20410815 FLT | 2041-08-15      | 6.8470%  | 0.0000% | $286000.00         | $294944.78         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.687%042232     | 2032-04-22      | 2.6870%  | 0.0000% | $600000.00         | $550265.48         | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $7140000.00        | $7011916.33        | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL31    | 2031-12-15      | 2.9000%  | 0.0000% | $81000.00          | $72485.37          | Corporate Debt Securities                         |
| HYPATIA LIMITED                EXTND 144A 30       | 2030-04-08      | 14.6621% | 0.0000% | $12487000.00       | $13158124.22       | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $20000.00          | $21742.22          | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.6647% | 0.0000% | $1700000.00        | $1748960.00        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 43       | 2043-10-01      | 4.8750%  | 0.0000% | $88000.00          | $85075.91          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL 144A NT 33     | 2033-07-26      | 3.8750%  | 0.0000% | $600000.00         | $522061.25         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD2.5%60    | 2060-05-01      | 2.5000%  | 0.0000% | $36000.00          | $20163.40          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT4.1%48    | 2048-02-15      | 4.1000%  | 0.0000% | $47000.00          | $36597.23          | Corporate Debt Securities                         |
| CONNECTICT AVE SEC TR 2024-R03 2M-2   20440325 FLT | 2044-03-25      | 6.2997%  | 0.0000% | $4000000.00        | $4050079.28        | Private Label Collateralized Mortgage Obligations |
| CONSTELLATION BRANDS INC       SR GLBL NT 50       | 2050-05-01      | 3.7500%  | 0.0000% | $7000.00           | $5155.37           | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL-A BD 50     | 2050-04-01      | 4.2000%  | 0.0000% | $68000.00          | $55529.93          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 55       | 2055-03-15      | 5.9500%  | 0.0000% | $8444000.00        | $8192509.54        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 55    | 2055-02-01      | 6.8750%  | 0.0000% | $962000.00         | $1012252.21        | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2012 A DB 42    | 2042-03-15      | 4.2000%  | 0.0000% | $40000.00          | $35093.73          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55     | 2055-02-16      | 5.5500%  | 0.0000% | $36000.00          | $34727.55          | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R01         1M-2   20411025 FLT | 2041-10-25      | 5.8984%  | 0.0000% | $6000000.00        | $3605425.36        | Private Label Collateralized Mortgage Obligations |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $100000.00         | $90685.11          | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 2.887%51    | 2051-11-01      | 2.8870%  | 0.0000% | $110000.00         | $67729.52          | Corporate Debt Securities                         |
| DTE ELEC CO                    SR SEC GLBL 47      | 2047-08-15      | 3.7500%  | 0.0000% | $83000.00          | $63748.01          | Corporate Debt Securities                         |
| CROWN AMERS LLC                SR GLBL 144A 33     | 2033-06-01      | 5.8750%  | 0.0000% | $775000.00         | $794998.01         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-11-17      | 6.2700%  | 0.0000% | $79000.00          | $87164.26          | Corporate Debt Securities                         |
| IBERDROLA INTL B V             SR GLBL NT 36       | 2036-07-15      | 6.7500%  | 0.0000% | $45000.00          | $51961.95          | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 4.125%060144     | 2044-06-01      | 4.1250%  | 0.0000% | $76000.00          | $64534.13          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.7%46    | 2046-10-15      | 3.7000%  | 0.0000% | $67000.00          | $51714.77          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.518%102535     | 2035-10-25      | 5.5180%  | 0.0000% | $99000.00          | $102049.84         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $1153000.00        | $1038562.19        | Corporate Debt Securities                         |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $46916000.00       | $23653796.09       | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.9%44    | 2044-08-15      | 4.9000%  | 0.0000% | $95000.00          | $76578.13          | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 51       | 2051-12-01      | 3.1320%  | 0.0000% | $14000.00          | $8811.54           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 47       | 2047-09-01      | 3.7500%  | 0.0000% | $15000.00          | $11680.38          | Corporate Debt Securities                         |
| ARBOR RY CM RL ET NT 2025-BTR1 A-S    20410123 FLT | 2041-01-23      | 6.9774%  | 0.0000% | $5000000.00        | $5006421.77        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.496%021331     | 2031-02-13      | 2.4960%  | 0.0000% | $31000.00          | $28670.33          | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $94000.00          | $95623.80          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 41       | 2041-02-08      | 2.3750%  | 0.0000% | $30000.00          | $21203.56          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 42       | 2042-03-15      | 3.5500%  | 0.0000% | $599000.00         | $486443.24         | Corporate Debt Securities                         |
| WILSONART LLC                  SR 144A NT 11%32    | 2032-08-15      | 11.0000% | 0.0000% | $331000.00         | $317947.93         | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 26      | 2026-05-15      | 5.7500%  | 0.0000% | $59000.00          | $59979.47          | Corporate Debt Securities                         |
| BANK5 2024-5YR9                A-S    20570817 FLT | 2057-08-17      | 6.1822%  | 0.0000% | $400000.00         | $420233.75         | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $8730000.00        | $8849238.71        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $72000.00          | $74368.28          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 50       | 2050-10-15      | 4.2500%  | 0.0000% | $858000.00         | $698840.52         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54    | 2054-10-15      | 6.6250%  | 0.0000% | $50000.00          | $51363.49          | Corporate Debt Securities                         |
| CALIFORNIA INSTITUTE OF TECH   -2016 BD4.283%16    | 2116-09-01      | 4.2830%  | 0.0000% | $4000000.00        | $2955708.22        | Corporate Debt Securities                         |
| BNP PARIBAS                    LW TIER II 41       | 2041-01-26      | 2.8240%  | 0.0000% | $3000000.00        | $2142296.00        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 4.1%32      | 2032-05-15      | 4.1000%  | 0.0000% | $74000.00          | $72312.39          | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $52000.00          | $57222.62          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 53       | 2053-02-21      | 5.6250%  | 0.0000% | $7927000.00        | $7317413.70        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.7500%  | 0.0000% | $4766000.00        | $4746173.44        | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27     | 2027-09-15      | 4.5000%  | 0.0000% | $199000.00         | $201111.39         | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $500000.00         | $519198.61         | Corporate Debt Securities                         |
| EBAY INC.                      SR NT 4%42          | 2042-07-15      | 4.0000%  | 0.0000% | $5540000.00        | $4604454.05        | Corporate Debt Securities                         |
| EFMT 2024--NQM1                B-2    20691125 FLT | 2069-11-25      | 7.5923%  | 0.0000% | $152500.00         | $153222.41         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPTAL 24-BPR2  C      20410507 FLT | 2041-05-07      | 9.0435%  | 0.0000% | $2887540.00        | $3047821.15        | Private Label Collateralized Mortgage Obligations |
| VISA INC                       SR GLBL NT 35       | 2035-12-14      | 4.1500%  | 0.0000% | $66000.00          | $63830.30          | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $4985000.00        | $4924509.79        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50    | 2050-07-01      | 4.9500%  | 0.0000% | $99000.00          | $83294.14          | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT1.7%31    | 2031-01-15      | 1.7000%  | 0.0000% | $133000.00         | $116059.49         | Corporate Debt Securities                         |
| HUMANA INC                     SR NT 4.625%42      | 2042-12-01      | 4.6250%  | 0.0000% | $98000.00          | $84783.28          | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $3281000.00        | $2481699.19        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.49%27     | 2027-01-23      | 6.4900%  | 0.0000% | $471000.00         | $475060.02         | Corporate Debt Securities                         |
| KLA CORP                       SR GLBL NT 62       | 2062-07-15      | 5.2500%  | 0.0000% | $10202000.00       | $9674930.68        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50    | 2050-06-01      | 5.5000%  | 0.0000% | $197000.00         | $182960.69         | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2025-VIS2   M-1    20551225 FLT | 2055-12-25      | 6.2040%  | 0.0000% | $958000.00         | $972583.95         | Private Label Collateralized Mortgage Obligations |
| JEFFERSON CAPITAL HOLDINGS LLC SR 144A NT 30       | 2030-05-15      | 8.2500%  | 0.0000% | $24000.00          | $25826.94          | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 44       | 2044-07-02      | 4.6250%  | 0.0000% | $199000.00         | $175015.11         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2025A 55    | 2055-02-01      | 5.9000%  | 0.0000% | $56000.00          | $55592.82          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT49    | 2049-06-01      | 3.8000%  | 0.0000% | $205000.00         | $155199.12         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT5.6%53    | 2053-07-31      | 5.6000%  | 0.0000% | $7000.00           | $6897.67           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.5%44    | 2044-07-08      | 4.5000%  | 0.0000% | $90000.00          | $76125.15          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 40       | 2040-11-15      | 5.0500%  | 0.0000% | $98000.00          | $96515.19          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     A-2    20550825 FLT | 2055-08-25      | 5.6950%  | 0.0000% | $1836000.00        | $1782510.34        | Private Label Collateralized Mortgage Obligations |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52      | 2052-02-02      | 4.3750%  | 0.0000% | $97000.00          | $74553.35          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 72 DB 53    | 2053-02-28      | 5.2500%  | 0.0000% | $2479000.00        | $2290337.77        | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC 144A NT29    | 2029-11-15      | 4.5000%  | 0.0000% | $738000.00         | $721660.68         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD5.4%54    | 2054-03-15      | 5.4000%  | 0.0000% | $14000.00          | $13984.04          | Corporate Debt Securities                         |
| OKLAHOMA GAS & ELEC CO         SR GLBL NT5.8%55    | 2055-04-01      | 5.8000%  | 0.0000% | $24000.00          | $24752.99          | Corporate Debt Securities                         |
| ONNI COML MTG TR 2024-APT      A      20390715 FLT | 2039-07-15      | 5.7530%  | 0.0000% | $9727000.00        | $10018737.67       | Private Label Collateralized Mortgage Obligations |
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29    | 2029-09-30      | 11.1750% | 0.0000% | $346142.00         | $330847.57         | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 33     | 2033-03-15      | 7.3750%  | 0.0000% | $2148000.00        | $2311917.16        | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       SR SEC GLBL 29      | 2029-08-01      | 4.1250%  | 0.0000% | $497000.00         | $481154.81         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR SEC GLBL 29      | 2029-09-30      | 7.1000%  | 0.0000% | $77594.00          | $39505.91          | Corporate Debt Securities                         |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $210000.00         | $226769.49         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 56       | 2056-08-15      | 6.0500%  | 0.0000% | $53000.00          | $54645.27          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -O NT 34    | 2034-05-15      | 5.7000%  | 0.0000% | $483000.00         | $506510.83         | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 5%45     | 2045-11-15      | 5.0000%  | 0.0000% | $8563000.00        | $7741332.57        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30     | 2030-01-23      | 6.8400%  | 0.0000% | $5870000.00        | $5877337.50        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47       | 2047-05-03      | 4.0500%  | 0.0000% | $82000.00          | $65236.74          | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 29       | 2029-01-15      | 6.0500%  | 0.0000% | $87000.00          | $91954.17          | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $1001000.00        | $1056527.14        | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52    | 2052-12-01      | 6.5000%  | 0.0000% | $5000.00           | $5194.84           | Corporate Debt Securities                         |
| J P MORGAN MORTGAGE TR 2024-7  A-4    20530425 FLT | 2053-04-25      | 3.0000%  | 0.0000% | $179999.00         | $147016.60         | Private Label Collateralized Mortgage Obligations |
| 9595 SPV1 LLC                  -2024 144A BD 25    | 2025-09-01      | 12.0000% | 0.0000% | $4070000.00        | $4310062.17        | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT3.1%61    | 2061-11-29      | 3.1000%  | 0.0000% | $214000.00         | $134886.34         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 32     | 2032-07-15      | 5.6250%  | 0.0000% | $1833000.00        | $1828958.24        | Corporate Debt Securities                         |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $981000.00         | $982686.23         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36       | 2036-04-24      | 5.6150%  | 0.0000% | $622000.00         | $663317.30         | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $7942936.00        | $3214241.43        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     M1     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $1556000.00        | $1482880.27        | Asset-Backed Securities                           |
| NEW RES MTG TR 2019-NQM5       A-3    20591125 FLT | 2059-11-25      | 3.0653%  | 0.0000% | $2540000.00        | $411246.69         | Private Label Collateralized Mortgage Obligations |
| MOODYS CORP                    SR GLBL NT 44       | 2044-07-15      | 5.2500%  | 0.0000% | $71000.00          | $68861.24          | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR SEC 144A NT31    | 2031-09-01      | 7.3750%  | 0.0000% | $564000.00         | $612794.62         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-HE1      A-1    20550720 FLT | 2055-07-20      | 5.4950%  | 0.0000% | $31952000.00       | $25427307.84       | Asset-Backed Securities                           |
| HESS CORP                      SR GLBL NT5.8%47    | 2047-04-01      | 5.8000%  | 0.0000% | $58000.00          | $60384.06          | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2013-4          A-4    20430425 FLT | 2043-04-25      | 2.7500%  | 0.0000% | $15000000.00       | $6875409.79        | Private Label Collateralized Mortgage Obligations |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-04-15      | 6.0000%  | 0.0000% | $60000.00          | $62289.80          | Corporate Debt Securities                         |
| LINDE INC                      SR GLBL NT1.1%30    | 2030-08-10      | 1.1000%  | 0.0000% | $8431000.00        | $7321738.02        | Corporate Debt Securities                         |
| TOLL RD INVS PARTNERSHIP II LP SR ZERO 144A 43     | 2043-02-15      | 0.0000%  | 0.0000% | $300000.00         | $38609.44          | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $25455000.00       | $25551757.28       | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL -5 BD 47    | 2047-08-15      | 3.7000%  | 0.0000% | $80000.00          | $58647.11          | Corporate Debt Securities                         |
| KROGER CO                      SR NT 4.45%47       | 2047-02-01      | 4.4500%  | 0.0000% | $10000.00          | $8383.81           | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 43       | 2043-08-12      | 4.5500%  | 0.0000% | $44000.00          | $39179.30          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025D 55    | 2055-09-15      | 6.2000%  | 0.0000% | $54000.00          | $55562.22          | Corporate Debt Securities                         |
| POTOMAC ELEC PWR CO            1M BD 4.15%43       | 2043-03-15      | 4.1500%  | 0.0000% | $95000.00          | $81361.38          | Corporate Debt Securities                         |
| RAISING CANES RESTAURANTS LLC  SR 144A NT 29       | 2029-05-01      | 9.3750%  | 0.0000% | $1950000.00        | $2116625.88        | Corporate Debt Securities                         |
| SMR MORTGAGE TRUST 2022-IND    B      20390215 FLT | 2039-02-15      | 6.7631%  | 0.0000% | $3000000.00        | $2756964.96        | Private Label Collateralized Mortgage Obligations |
| SM ENERGY COMPANY              SR GLBL NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $92000.00          | $92903.18          | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $425000.00         | $321963.47         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL REGS 29     | 2029-11-01      | 6.8750%  | 0.0000% | $30000.00          | $31142.24          | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL REGS 31     | 2031-01-30      | 3.7500%  | 0.0000% | $354000.00         | $328264.49         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%50    | 2050-04-01      | 3.6000%  | 0.0000% | $9000.00           | $6346.26           | Corporate Debt Securities                         |
| VALLOUREC SA                   SR GLBL 144A 32     | 2032-04-15      | 7.5000%  | 0.0000% | $2839000.00        | $3094500.54        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC 144A NT32    | 2032-04-15      | 7.7500%  | 0.0000% | $183000.00         | $196878.21         | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31       | 2031-10-01      | 8.2500%  | 0.0000% | $100000.00         | $107704.67         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR GLBL REGS 31     | 2031-03-18      | 4.3750%  | 0.0000% | $237000.00         | $220804.84         | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL REGS 34     | 2034-12-01      | 5.7500%  | 0.0000% | $1180000.00        | $1162896.56        | Corporate Debt Securities                         |
| SPIRE MISSOURI INC             1M GLBL 1ST BD51    | 2051-06-01      | 3.3000%  | 0.0000% | $70000.00          | $47438.07          | Corporate Debt Securities                         |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 27     | 2027-12-01      | 5.2500%  | 0.0000% | $47000.00          | $47449.48          | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $335000.00         | $340127.73         | Corporate Debt Securities                         |
| FORTRESS CREDIT 5.83947 21JAN37 FRN                | 2037-01-21      | 5.8955%  | 0.0000% | $25000000.00       | $24881825.00       | Asset-Backed Securities                           |
| NEXA RES S A                   SR REGS NT 34       | 2034-04-09      | 6.7500%  | 0.0000% | $596000.00         | $646141.48         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.6621% | 0.0000% | $6280000.00        | $6356616.00        | Corporate Debt Securities                         |
| BCRED CLO 2024- 6.09947 20APR36 FRN                | 2036-04-20      | 6.1555%  | 0.0000% | $35000000.00       | $35215740.00       | Asset-Backed Securities                           |
| MONROE CAPITAL MML CLO 2024-17 A      20370115 FLT | 2037-01-15      | 5.9776%  | 0.0000% | $24000000.00       | $24189142.49       | Asset-Backed Securities                           |
| SABLE INTL FIN LTD             SR SEC GLBL 32      | 2032-10-15      | 7.1250%  | 0.0000% | $200000.00         | $209374.17         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 5.6%64      | 2064-05-22      | 5.6000%  | 0.0000% | $44000.00          | $43145.47          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2019-4       M1     20591025 FLT | 2059-10-25      | 3.5000%  | 0.0000% | $1501000.00        | $1323505.58        | Private Label Collateralized Mortgage Obligations |
| TRAVELERS COMPANIES INC        SR GLBL NT 46       | 2046-05-15      | 3.7500%  | 0.0000% | $25000.00          | $19816.58          | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             SR GLBL NT 4%50     | 2050-06-15      | 4.0000%  | 0.0000% | $30000.00          | $22910.47          | Corporate Debt Securities                         |
| POST HLDGS INC                 SR SEC GLBL 32      | 2032-02-15      | 6.2500%  | 0.0000% | $4458000.00        | $4595130.56        | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         GLBL NT 5.5%54      | 2054-05-22      | 5.5000%  | 0.0000% | $99000.00          | $97642.65          | Corporate Debt Securities                         |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $11000.00          | $11163.00          | Corporate Debt Securities                         |
| PECF USS INTER HLDG III CORP   SR 144A NT 8%29     | 2029-11-15      | 8.0000%  | 0.0000% | $75000.00          | $7733.33           | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT 52       | 2052-04-01      | 3.8500%  | 0.0000% | $105000.00         | $81179.47          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 42       | 2042-05-01      | 5.8750%  | 0.0000% | $75000.00          | $77024.02          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2020-2       M1B    20600425 FLT | 2060-04-25      | 3.0000%  | 0.0000% | $890000.00         | $698484.76         | Asset-Backed Securities                           |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $20461000.00       | $21039662.66       | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 40     | 2040-02-01      | 5.0000%  | 0.0000% | $39000.00          | $24331.67          | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28      | 2028-07-15      | 5.2500%  | 0.0000% | $9395000.00        | $9364716.78        | Corporate Debt Securities                         |
| GEN DIGITAL INC                SR GLBL 144A 27     | 2027-09-30      | 6.7500%  | 0.0000% | $685000.00         | $718152.29         | Corporate Debt Securities                         |
| SCENTRE GROUP TRUST 2          SUB GLBL 144A 80    | 2080-09-24      | 5.1250%  | 0.0000% | $770000.00         | $787368.10         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.889%072033     | 2033-07-20      | 4.8890%  | 0.0000% | $36000.00          | $36556.79          | Corporate Debt Securities                         |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $367364.00         | $169535.22         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $15000.00          | $16046.62          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3%030151         | 2051-03-01      | 3.0000%  | 0.0000% | $13000.00          | $8709.26           | Corporate Debt Securities                         |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $31000.00          | $32386.91          | Corporate Debt Securities                         |
| NEW GOLD INC CDA               SR GLBL 144A 32     | 2032-04-01      | 6.8750%  | 0.0000% | $53000.00          | $56878.89          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   A-4    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $3947000.00        | $2356551.56        | Private Label Collateralized Mortgage Obligations |
| MGM RESORTS INTERNATIONAL      SR NT 4.625%26      | 2026-09-01      | 4.6250%  | 0.0000% | $6000.00           | $6121.85           | Corporate Debt Securities                         |
| RPM INTL INC                   SR GLBL NT 32       | 2032-01-15      | 2.9500%  | 0.0000% | $86000.00          | $77690.30          | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT 2%31     | 2031-02-15      | 2.0000%  | 0.0000% | $80000.00          | $70026.22          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR NT 4.35%47       | 2047-01-30      | 4.3500%  | 0.0000% | $1004000.00        | $848655.26         | Corporate Debt Securities                         |
| MELLO MTG CAP ACPTNC 2021-INV1 B-4    20510625 FLT | 2051-06-25      | 2.9548%  | 0.0000% | $130000.00         | $87305.97          | Private Label Collateralized Mortgage Obligations |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%31     | 2031-01-15      | 4.0000%  | 0.0000% | $8505000.00        | $8171764.65        | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 13.1621% | 0.0000% | $1000000.00        | $1030837.22        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 60       | 2060-03-25      | 4.9500%  | 0.0000% | $46000.00          | $38248.77          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-08-23      | 4.4820%  | 0.0000% | $14000.00          | $14070.38          | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 38       | 2038-05-15      | 6.3750%  | 0.0000% | $673000.00         | $764162.34         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 30       | 2030-10-01      | 1.6500%  | 0.0000% | $75000.00          | $66856.75          | Corporate Debt Securities                         |
| ILIAD HLDG S A S               SR SEC 144A NT31    | 2031-04-15      | 8.5000%  | 0.0000% | $325000.00         | $360541.64         | Corporate Debt Securities                         |
| GALTON FDGG MTG TR 2020-H1     M1     20600125 FLT | 2060-01-25      | 2.8320%  | 0.0000% | $1245000.00        | $1026214.49        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $1311000.00        | $1486714.97        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB -Y NT    | 2500-12-31      | 6.1250%  | 0.0000% | $1221000.00        | $1248784.02        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.5%40    | 2040-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $983660.00         | Corporate Debt Securities                         |
| JP MORGAN MTG 2021-6 TR        A-3    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $420000.00         | $243880.97         | Private Label Collateralized Mortgage Obligations |
| J.P MORGAN MTG TR 2024-11      A-5    20550425 FLT | 2055-04-25      | 6.0000%  | 0.0000% | $2000000.00        | $2034099.33        | Private Label Collateralized Mortgage Obligations |
| FIRSTENERGY CORP               SR GLBL -C NT 50    | 2050-03-01      | 3.4000%  | 0.0000% | $4592000.00        | $3206047.66        | Corporate Debt Securities                         |
| J.P. MORGAN CHASE CM 2023-CCDC A      20401005 FLT | 2040-10-05      | 7.2355%  | 0.0000% | $3300000.00        | $3521141.54        | Private Label Collateralized Mortgage Obligations |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL NT 5%48     | 2048-09-26      | 5.0000%  | 0.0000% | $556000.00         | $493878.12         | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 32     | 2032-02-15      | 4.1250%  | 0.0000% | $100000.00         | $93441.42          | Corporate Debt Securities                         |
| GCAT 2021-NQM4 TRUST           A-2    20660825 FLT | 2066-08-25      | 1.2990%  | 0.0000% | $470000.00         | $210562.99         | Private Label Collateralized Mortgage Obligations |
| FISERV INC                     SR GLBL NT 35       | 2035-08-11      | 5.2500%  | 0.0000% | $1839000.00        | $1846714.60        | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT5.3%38    | 2038-11-01      | 5.3000%  | 0.0000% | $1415000.00        | $1366794.09        | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -C BD 55    | 2055-05-15      | 5.8500%  | 0.0000% | $50000.00          | $52408.12          | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          GLBL NT 5.75%54     | 2054-09-15      | 5.7500%  | 0.0000% | $93000.00          | $86541.56          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1REF MTG BD 46      | 2046-03-15      | 3.8750%  | 0.0000% | $80000.00          | $63923.42          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 65       | 2065-01-15      | 5.6500%  | 0.0000% | $8000.00           | $7682.12           | Corporate Debt Securities                         |
| DTE ELEC CO                    SR SEC -E BD 44     | 2044-07-01      | 4.3000%  | 0.0000% | $90000.00          | $76750.00          | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 30       | 2030-10-15      | 4.1250%  | 0.0000% | $218000.00         | $209664.59         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 31       | 2031-05-14      | 2.7500%  | 0.0000% | $72000.00          | $66450.30          | Corporate Debt Securities                         |
| EASTMAN CHEM CO                SR GLBL BD 44       | 2044-10-15      | 4.6500%  | 0.0000% | $84000.00          | $72117.22          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT1.3%31    | 2031-01-30      | 1.3000%  | 0.0000% | $30000.00          | $25830.52          | Corporate Debt Securities                         |
| EAST LANE RE VII LTD           FLT BD 26           | 2026-03-31      | 13.0521% | 0.0000% | $1040000.00        | $1053936.00        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 41       | 2041-02-15      | 6.1500%  | 0.0000% | $60000.00          | $65169.10          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 64       | 2064-02-22      | 5.6500%  | 0.0000% | $75000.00          | $72875.15          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT 49     | 2049-09-10      | 3.5000%  | 0.0000% | $14000000.00       | $10174367.78       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.979%012429     | 2029-01-24      | 4.9790%  | 0.0000% | $135000.00         | $138061.89         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49       | 2049-01-15      | 4.4500%  | 0.0000% | $65000.00          | $54462.13          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            PERP JR SB -D NT    | 2079-12-31      | 3.5500%  | 0.0000% | $1504000.00        | $1481087.81        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $334000.00         | $307116.62         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 52       | 2052-11-15      | 5.9500%  | 0.0000% | $12344000.00       | $13007476.29       | Corporate Debt Securities                         |
| ECOLAB INC                     GLBL NT 2.7%51      | 2051-12-15      | 2.7000%  | 0.0000% | $23000.00          | $14280.24          | Corporate Debt Securities                         |
| BRINKER INTL INC               SR GLBL 144A 30     | 2030-07-15      | 8.2500%  | 0.0000% | $10000.00          | $10742.13          | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2021-ESH D      20380715 FLT | 2038-07-15      | 6.7275%  | 0.0000% | $10685000.00       | $9112772.62        | Private Label Collateralized Mortgage Obligations |
| DISNEY WALT CO                 SR GLBL NT5.4%43    | 2043-10-01      | 5.4000%  | 0.0000% | $5355000.00        | $5487750.45        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP JR GLBL -H     | 2079-12-31      | 6.5000%  | 0.0000% | $35000.00          | $35744.37          | Corporate Debt Securities                         |
| CHARTWELL RE LTD               EXT GLBL 144A 32    | 2028-06-07      | 11.1647% | 0.0000% | $5000000.00        | $5045500.00        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 48       | 2048-11-15      | 5.2500%  | 0.0000% | $925000.00         | $858979.67         | Corporate Debt Securities                         |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN 144A NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $15894000.00       | $16336820.08       | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-03-20      | 3.9800%  | 0.0000% | $90000.00          | $90458.85          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 27       | 2027-12-15      | 4.2500%  | 0.0000% | $1422000.00        | $1401503.45        | Corporate Debt Securities                         |
| CROWN CORK & SEAL INC          SR GLBL DEB 26      | 2026-12-15      | 7.3750%  | 0.0000% | $259000.00         | $270411.47         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL NT 27       | 2027-11-15      | 4.6250%  | 0.0000% | $45000.00          | $45132.35          | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR NT 3.75%51       | 2051-03-04      | 3.7500%  | 0.0000% | $1569000.00        | $1130620.09        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 47       | 2047-08-01      | 3.9500%  | 0.0000% | $87000.00          | $69041.65          | Corporate Debt Securities                         |
| MERCK & CO INC                 3.9%39              | 2039-03-07      | 3.9000%  | 0.0000% | $66000.00          | $59800.84          | Corporate Debt Securities                         |
| PARK RIVER HOLDINGS INC        SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $3000000.00        | $2862780.00        | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-2    20510825 FLT | 2051-08-25      | 3.3104%  | 0.0000% | $552000.00         | $424423.48         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2018-3     A1     20580825 FLT | 2058-08-25      | 3.5000%  | 0.0000% | $9872000.00        | $1339339.62        | Private Label Collateralized Mortgage Obligations |
| CORONADO FINANCE PTY LIMITED   SR SEC GLBL 29      | 2029-10-01      | 9.2500%  | 0.0000% | $1014000.00        | $846900.69         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 29       | 2029-03-04      | 4.7860%  | 0.0000% | $500000.00         | $517907.64         | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT6.5%39    | 2039-02-01      | 6.5000%  | 0.0000% | $199000.00         | $223842.28         | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR GLBL 144A 53     | 2053-07-20      | 6.1190%  | 0.0000% | $15000.00          | $15089.38          | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL NT 27       | 2027-12-01      | 4.7500%  | 0.0000% | $10154000.00       | $10192088.78       | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 44       | 2044-05-06      | 4.4500%  | 0.0000% | $9000.00           | $8441.53           | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            4.15%48             | 2048-06-15      | 4.1500%  | 0.0000% | $480000.00         | $394488.27         | Corporate Debt Securities                         |
| ONE GAS INC                    SR GLBL NT4.5%48    | 2048-11-01      | 4.5000%  | 0.0000% | $98000.00          | $83573.42          | Corporate Debt Securities                         |
| AON PLC                        GLBL NT 4.75%45     | 2045-05-15      | 4.7500%  | 0.0000% | $85000.00          | $76058.19          | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR GLBL NT4.9%46    | 2046-11-30      | 4.9000%  | 0.0000% | $76000.00          | $72505.82          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 44       | 2044-06-01      | 4.6500%  | 0.0000% | $80000.00          | $70199.73          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT 26       | 2026-06-15      | 3.8500%  | 0.0000% | $43000.00          | $42889.23          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             PERP SUB GLBL -A    | 2500-12-31      | 7.7580%  | 0.0000% | $36000.00          | $39283.43          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 63       | 2063-05-18      | 5.0500%  | 0.0000% | $90000.00          | $83311.93          | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 5%010934         | 2034-01-09      | 5.0000%  | 0.0000% | $205000.00         | $209881.96         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2018-1         A-1A   20571225 FLT | 2057-12-25      | 4.0000%  | 0.0000% | $26388000.00       | $5574545.40        | Private Label Collateralized Mortgage Obligations |
| PUGET ENERGY INC               SR SEC NT 4.3%45    | 2045-05-20      | 4.3000%  | 0.0000% | $77000.00          | $64507.14          | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC          SR GLBL NT 4%51     | 2051-11-23      | 4.0000%  | 0.0000% | $701000.00         | $497462.31         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $2933540.00        | $3046605.15        | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 50       | 2050-05-11      | 3.0780%  | 0.0000% | $3262000.00        | $2227241.41        | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL 144A 28     | 2028-10-01      | 3.3750%  | 0.0000% | $905000.00         | $872533.12         | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 2.343%50    | 2050-08-12      | 2.3430%  | 0.0000% | $2006000.00        | $1161486.87        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-10-27      | 3.5200%  | 0.0000% | $38000.00          | $37872.28          | Corporate Debt Securities                         |
| CHASE HOME LENDING MTG TR 2023 A-1    20620625 FLT | 2062-06-25      | 3.5000%  | 0.0000% | $1312010.00        | $992390.30         | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-30      | 5.0000%  | 0.0000% | $500000.00         | $437093.89         | Corporate Debt Securities                         |
| AMERICAN TRANSMISSION SYS INC  SR GLBL 144A 44     | 2044-09-01      | 5.0000%  | 0.0000% | $90000.00          | $84617.30          | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31    | 2031-02-15      | 3.4000%  | 0.0000% | $98000.00          | $91531.24          | Corporate Debt Securities                         |
| BROOKFIELD INFRASTRUCTURE FIN  SUB GLBL NT 55      | 2055-03-15      | 6.7500%  | 0.0000% | $95000.00          | $100113.85         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.658%031127     | 2027-03-11      | 1.6580%  | 0.0000% | $400000.00         | $397354.93         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-06-01      | 4.8750%  | 0.0000% | $213000.00         | $194596.09         | Corporate Debt Securities                         |
| BANCO DE BOGOTA SA             SR GLBL 144A 27     | 2027-08-03      | 4.3750%  | 0.0000% | $475000.00         | $470188.12         | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 27     | 2027-04-15      | 7.8750%  | 0.0000% | $188000.00         | $194281.55         | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR PREF REGS 29    | 2029-01-13      | 5.1250%  | 0.0000% | $500000.00         | $512609.31         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 47      | 2047-06-15      | 4.1250%  | 0.0000% | $90000.00          | $74879.03          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR NT 3.25%42       | 2042-08-01      | 3.2500%  | 0.0000% | $50000.00          | $38065.39          | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SUB GLBL COCO 55    | 2055-01-15      | 6.3000%  | 0.0000% | $25000.00          | $24569.50          | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $679000.00         | $733029.92         | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 29     | 2029-09-01      | 4.8750%  | 0.0000% | $2576000.00        | $2406587.21        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42     | 2042-09-01      | 4.3750%  | 0.0000% | $395000.00         | $355307.22         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT 31       | 2031-06-01      | 2.6500%  | 0.0000% | $11000.00          | $10040.34          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $596000.00         | $559909.72         | Corporate Debt Securities                         |
| DUKE UNIV HEALTH SYS INC       -2017 BD 3.92%47    | 2047-06-01      | 3.9200%  | 0.0000% | $4439000.00        | $3562218.58        | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -P NT 53    | 2053-03-15      | 5.4000%  | 0.0000% | $4108000.00        | $4079244.00        | Corporate Debt Securities                         |
| ATS CORPORATION                GLBL 144A NT 28     | 2028-12-15      | 4.1250%  | 0.0000% | $3798000.00        | $3664573.10        | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT4.5%42    | 2042-05-15      | 4.5000%  | 0.0000% | $11000.00          | $9335.92           | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 37       | 2037-12-15      | 6.7500%  | 0.0000% | $65000.00          | $71969.62          | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 5.4%54      | 2054-03-15      | 5.4000%  | 0.0000% | $80000.00          | $79644.80          | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32    | 2032-01-30      | 3.3000%  | 0.0000% | $1118000.00        | $1028088.58        | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $7237000.00        | $5946228.78        | Corporate Debt Securities                         |
| ACE CAP TR II                  JR SB NT 9.7%30     | 2030-04-01      | 9.7000%  | 0.0000% | $25000.00          | $31048.44          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 53       | 2053-04-15      | 5.1500%  | 0.0000% | $1287000.00        | $1158029.01        | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 8%31         | 2031-05-01      | 8.0000%  | 0.0000% | $200000.00         | $222316.44         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 54       | 2054-05-15      | 5.6250%  | 0.0000% | $338000.00         | $324425.92         | Corporate Debt Securities                         |
| AMERICAN AIRLINES              SR SEC GLBL 29      | 2029-05-15      | 8.5000%  | 0.0000% | $3996000.00        | $4293084.84        | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR GLBL 144A 29     | 2029-06-01      | 6.0000%  | 0.0000% | $2468000.00        | $2479418.61        | Corporate Debt Securities                         |
| ALA TRUST 2025-OANA            A      20400615 FLT | 2040-06-15      | 6.1066%  | 0.0000% | $200000.00         | $201412.76         | Private Label Collateralized Mortgage Obligations |
| BOMBARDIER INC                 SR GLBL 144A 33     | 2033-06-15      | 6.7500%  | 0.0000% | $4067000.00        | $4297985.26        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.7%51    | 2051-08-05      | 2.7000%  | 0.0000% | $100000.00         | $62647.00          | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $76000.00          | $85175.05          | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR 144A NT 54       | 2054-07-18      | 6.4150%  | 0.0000% | $98000.00          | $102383.15         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.8%54      | 2054-06-15      | 5.8000%  | 0.0000% | $12712000.00       | $12659400.57       | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            4.2%48              | 2048-07-15      | 4.2000%  | 0.0000% | $35000.00          | $28391.07          | Corporate Debt Securities                         |
| BELL CDA                       JR SB GLBL -B 55    | 2055-09-15      | 7.0000%  | 0.0000% | $2942000.00        | $3114603.87        | Corporate Debt Securities                         |
| FMC CORP                       GLBL NT 6.375%53    | 2053-05-18      | 6.3750%  | 0.0000% | $55000.00          | $54334.80          | Corporate Debt Securities                         |
| EVEREST REINS HLDGS INC        SR GLBL NT 44       | 2044-06-01      | 4.8680%  | 0.0000% | $50000.00          | $44966.98          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.7%47    | 2047-12-01      | 3.7000%  | 0.0000% | $470000.00         | $359152.59         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL 144A 36     | 2036-11-03      | 6.4500%  | 0.0000% | $35000.00          | $37377.32          | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD3.5%51    | 2051-06-01      | 3.5000%  | 0.0000% | $60000.00          | $41850.33          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 45       | 2045-12-15      | 6.1250%  | 0.0000% | $90000.00          | $90288.03          | Corporate Debt Securities                         |
| DTE ELEC CO                    SR SEC GLBL A 45    | 2045-03-15      | 3.7000%  | 0.0000% | $85000.00          | $67484.52          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 62       | 2062-08-15      | 4.6500%  | 0.0000% | $86000.00          | $72743.82          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $15000.00          | $15683.53          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2013 A DB 43    | 2043-03-01      | 3.9500%  | 0.0000% | $55000.00          | $46124.13          | Corporate Debt Securities                         |
| DANAHER CORP DEL               SR GLBL NT 45       | 2045-09-15      | 4.3750%  | 0.0000% | $1131000.00        | $1000811.22        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-05-24      | 4.9100%  | 0.0000% | $395000.00         | $402373.44         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $3437000.00        | $3344912.27        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AH BD 52    | 2052-03-01      | 3.6000%  | 0.0000% | $1643000.00        | $1225875.16        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT2.6%40    | 2040-10-01      | 2.6000%  | 0.0000% | $1518000.00        | $1115864.93        | Corporate Debt Securities                         |
| FLUTTER TREAS DAC              SR SEC GLBL 29      | 2029-04-29      | 6.3750%  | 0.0000% | $250000.00         | $265102.29         | Corporate Debt Securities                         |
| LEAR CORP                      SR GLBL NT 49       | 2049-05-15      | 5.2500%  | 0.0000% | $149000.00         | $134218.70         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT6.6%36    | 2036-04-01      | 6.6000%  | 0.0000% | $36000.00          | $39349.20          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1ST MTG 5.95%38     | 2038-02-01      | 5.9500%  | 0.0000% | $35000.00          | $37760.37          | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR NT 3.7%45        | 2045-03-01      | 3.7000%  | 0.0000% | $15000.00          | $12170.02          | Corporate Debt Securities                         |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $6850000.00        | $7533302.72        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32     | 2032-08-01      | 8.2500%  | 0.0000% | $2845000.00        | $2982830.77        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-01-15      | 3.6250%  | 0.0000% | $293000.00         | $251233.26         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT5.2%54    | 2054-06-01      | 5.2000%  | 0.0000% | $85000.00          | $80216.29          | Corporate Debt Securities                         |
| NISSAN AUTO LEASE TR 2023-B    A-3    20260715 5.6 | 2026-07-15      | 5.6900%  | 0.0000% | $1000000.00        | $40505.68          | Asset-Backed Securities                           |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $7134000.00        | $7626824.65        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $4252000.00        | $3913710.88        | Corporate Debt Securities                         |
| NORTHWESTERN UNIV              -2017 SINK BD 57    | 2057-12-01      | 3.6620%  | 0.0000% | $1121000.00        | $814318.56         | Corporate Debt Securities                         |
| ORL TRUST MT TR 2024-GLKS      D      20391215 FLT | 2039-12-15      | 7.1538%  | 0.0000% | $244000.00         | $245136.32         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2022-INV1            A-1    20511225 FLT | 2051-12-25      | 3.0000%  | 0.0000% | $1400000.00        | $908783.68         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               SUB NT    7.5%35    | 2035-04-15      | 7.5000%  | 0.0000% | $50000.00          | $60057.83          | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41    | 2041-03-01      | 3.1000%  | 0.0000% | $25000.00          | $18874.19          | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $42000.00          | $43780.99          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 29     | 2029-03-15      | 3.5000%  | 0.0000% | $66000.00          | $63372.04          | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 30     | 2030-10-15      | 5.0050%  | 0.0000% | $760000.00         | $788271.79         | Corporate Debt Securities                         |
| KIMM CLO LLC 2024-1            A-1    20361015 FLT | 2036-10-15      | 5.9476%  | 0.0000% | $12500000.00       | $12623242.96       | Asset-Backed Securities                           |
| SOUTHERN COPPER CORP           SR GLBL NT 45       | 2045-04-23      | 5.8750%  | 0.0000% | $7221000.00        | $7433604.29        | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 5.4%40        | 2040-06-15      | 5.4000%  | 0.0000% | $50000.00          | $49843.00          | Corporate Debt Securities                         |
| SOFI PRFSSNAL PRGRM 2020-A     A-2FX  20460515 2.5 | 2046-05-15      | 2.5400%  | 0.0000% | $5000000.00        | $1526123.28        | Asset-Backed Securities                           |
| SKYWORKS SOLUTIONS INC         SR GLBL NT1.8%26    | 2026-06-01      | 1.8000%  | 0.0000% | $50000.00          | $49152.00          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $3922000.00        | $4201745.69        | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.061%071331     | 2031-07-13      | 3.0610%  | 0.0000% | $400000.00         | $361032.51         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC GLBL 31      | 2031-12-01      | 7.1250%  | 0.0000% | $500000.00         | $530088.33         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL REGS 30     | 2030-01-30      | 6.8750%  | 0.0000% | $20000.00          | $20873.36          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62    | 2062-06-15      | 5.2000%  | 0.0000% | $1188000.00        | $1079477.26        | Corporate Debt Securities                         |
| HERBIE RE LTD                  -A-20242 144A 29    | 2029-01-08      | 11.4142% | 0.0000% | $8750000.00        | $8891750.00        | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT6.5%30    | 2030-01-31      | 6.5000%  | 0.0000% | $123000.00         | $129445.95         | Corporate Debt Securities                         |
| TEXAS HEALTH RES               SR SEC 2020 BD50    | 2050-11-15      | 2.3280%  | 0.0000% | $808000.00         | $458107.99         | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 27     | 2027-09-30      | 5.5000%  | 0.0000% | $87000.00          | $89132.71          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 43       | 2043-08-10      | 5.4040%  | 0.0000% | $58000.00          | $58005.92          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.3%43    | 2043-01-31      | 4.3000%  | 0.0000% | $75000.00          | $59979.29          | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $2200000.00        | $1976631.86        | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 30     | 2030-02-08      | 5.4280%  | 0.0000% | $504000.00         | $522555.43         | Corporate Debt Securities                         |
| UWM HLDGS LLC                  SR GLBL 144A 30     | 2030-02-01      | 6.6250%  | 0.0000% | $82000.00          | $83783.73          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT3.4%46    | 2046-11-15      | 3.4000%  | 0.0000% | $65000.00          | $47880.44          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 53       | 2053-02-27      | 5.3750%  | 0.0000% | $2716000.00        | $2596872.47        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR NT 3.55%36       | 2036-03-01      | 3.5500%  | 0.0000% | $407000.00         | $376402.87         | Corporate Debt Securities                         |
| SANDERS RE II LTD ACTING       -A FL 144A BD 28    | 2028-06-07      | 11.1595% | 0.0000% | $1750000.00        | $1750000.00        | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 31     | 2031-07-15      | 7.0000%  | 0.0000% | $2134000.00        | $2260792.80        | Corporate Debt Securities                         |
| LFS TOPCO LLC                  SR 144A NT 30       | 2030-07-15      | 8.7500%  | 0.0000% | $5000000.00        | $4960305.56        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $98000.00          | $90584.12          | Corporate Debt Securities                         |
| SALLY HLDGS LLC                SR GLBL NT 32       | 2032-03-01      | 6.7500%  | 0.0000% | $5000.00           | $5361.18           | Corporate Debt Securities                         |
| RESIDENTIAL MTG LN TR 2019-2   M-1    20590525 FLT | 2059-05-25      | 3.8620%  | 0.0000% | $1249990.00        | $670374.25         | Private Label Collateralized Mortgage Obligations |
| KLA CORP                       SR GLBL NT 5%49     | 2049-03-15      | 5.0000%  | 0.0000% | $10000.00          | $9478.88           | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL 29      | 2029-04-15      | 6.8750%  | 0.0000% | $7476000.00        | $3796987.72        | Corporate Debt Securities                         |
| MANULIFE FINL CORP             SB NT FXD/FLT 32    | 2032-02-24      | 4.0610%  | 0.0000% | $98000.00          | $97071.35          | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 50       | 2050-05-01      | 5.2500%  | 0.0000% | $4351000.00        | $4178997.72        | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT 35       | 2035-07-17      | 8.1250%  | 0.0000% | $1849000.00        | $1971975.45        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 52       | 2052-06-15      | 4.9500%  | 0.0000% | $196000.00         | $178837.26         | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT4.3%48    | 2048-02-21      | 4.3000%  | 0.0000% | $50000.00          | $41914.28          | Corporate Debt Securities                         |
| NABORS INDS INC                SR 144A NT 30       | 2030-01-31      | 9.1250%  | 0.0000% | $1477000.00        | $1521207.64        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2021-NQM2R   B-2    20581025 FLT | 2058-10-25      | 3.9629%  | 0.0000% | $1532750.00        | $1409313.42        | Private Label Collateralized Mortgage Obligations |
| INDIANAPOLIS PWR & LT CO       1M 144A BD6.6%37    | 2037-06-01      | 6.6000%  | 0.0000% | $75000.00          | $84631.00          | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT4.5%47    | 2047-02-15      | 4.5000%  | 0.0000% | $5998000.00        | $5130329.32        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 5%43     | 2043-03-01      | 5.0000%  | 0.0000% | $98000.00          | $90883.46          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 51       | 2051-12-04      | 2.8750%  | 0.0000% | $1085000.00        | $691978.49         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 29       | 2029-02-01      | 9.2500%  | 0.0000% | $5917000.00        | $6249620.87        | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL DB4.5%46    | 2046-04-01      | 4.5000%  | 0.0000% | $7000.00           | $6156.08           | Corporate Debt Securities                         |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $1324000.00        | $1142078.72        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR NT 5.8%27        | 2027-03-05      | 5.8000%  | 0.0000% | $505000.00         | $523636.18         | Corporate Debt Securities                         |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535     | 2035-11-15      | 4.4180%  | 0.0000% | $570000.00         | $560522.67         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 29     | 2029-08-15      | 4.3750%  | 0.0000% | $499000.00         | $486540.66         | Corporate Debt Securities                         |
| LINDBLAD EXPEDITIONS LLC       1LIEN GLBL 30       | 2030-09-15      | 7.0000%  | 0.0000% | $3522000.00        | $3624736.74        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 11.9147% | 0.0000% | $5750000.00        | $5888000.00        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT5.8%62    | 2062-09-15      | 5.8000%  | 0.0000% | $99000.00          | $98814.10          | Corporate Debt Securities                         |
| PROVIDENT FDG MTG TR 2021-1    A-2    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $2000000.00        | $1243522.95        | Private Label Collateralized Mortgage Obligations |
| PETROLEOS MEXICANOS            SR BD 6.375%45      | 2045-01-23      | 6.3750%  | 0.0000% | $221000.00         | $170341.27         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        GLBL NT 4.812%32    | 2032-10-21      | 4.8120%  | 0.0000% | $98000.00          | $100913.47         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD5.5%44    | 2044-06-27      | 5.5000%  | 0.0000% | $436000.00         | $315699.85         | Corporate Debt Securities                         |
| PACIFIC LIFECORP               SR GLBL 144A 50     | 2050-09-15      | 3.3500%  | 0.0000% | $580000.00         | $402271.24         | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR GLBL 144A 27     | 2027-12-15      | 8.8750%  | 0.0000% | $12561000.00       | $11534051.02       | Corporate Debt Securities                         |
| THOMAS JEFFERSON UNIV          GLBL 2022A SNK57    | 2057-11-01      | 3.8470%  | 0.0000% | $48000.00          | $33884.62          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 6.1%40        | 2040-06-01      | 6.1000%  | 0.0000% | $85000.00          | $89449.84          | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $15000.00          | $13789.30          | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD   GLBL NT 3.025%40    | 2040-07-09      | 3.0250%  | 0.0000% | $1347000.00        | $1023263.89        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-05-01      | 4.8750%  | 0.0000% | $1915000.00        | $1911187.55        | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.8%62      | 2062-09-15      | 5.8000%  | 0.0000% | $80000.00          | $80666.58          | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 3%51        | 2051-02-01      | 3.0000%  | 0.0000% | $200000.00         | $128042.67         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $30000000.00       | $30660543.33       | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $120000.00         | $120627.87         | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 29       | 2029-09-15      | 4.7500%  | 0.0000% | $24000.00          | $24092.61          | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28     | 2028-04-01      | 6.1250%  | 0.0000% | $374000.00         | $338892.83         | Corporate Debt Securities                         |
| SABIC CAP II B V               SR GLBL B 144A28    | 2028-10-10      | 4.5000%  | 0.0000% | $200000.00         | $204295.00         | Corporate Debt Securities                         |
| SDR COML MTG TR 2024-DSNY      A      20390516 FLT | 2039-05-16      | 5.7548%  | 0.0000% | $1062000.00        | $1064376.71        | Private Label Collateralized Mortgage Obligations |
| 7-ELEVEN INC                   GLBL 144A NT 41     | 2041-02-10      | 2.5000%  | 0.0000% | $208000.00         | $140358.28         | Corporate Debt Securities                         |
| SANDERS RE III LTD SER 20232   EXTND-A 144A 29     | 2029-06-05      | 11.8842% | 0.0000% | $1195000.00        | $1248538.99        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 54       | 2054-01-15      | 6.6500%  | 0.0000% | $91000.00          | $102187.34         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT55    | 2055-04-01      | 5.8000%  | 0.0000% | $21000.00          | $21732.20          | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT5.2%34    | 2034-01-31      | 5.2000%  | 0.0000% | $90000.00          | $93583.70          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 54       | 2054-09-27      | 5.3750%  | 0.0000% | $50000.00          | $46129.72          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 42       | 2042-10-01      | 3.6250%  | 0.0000% | $65000.00          | $52167.23          | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB GLBL COCO 26    | 2026-08-19      | 4.2500%  | 0.0000% | $3470000.00        | $3460181.83        | Corporate Debt Securities                         |
| UNITED AIRLINES PTC 2019-1     AA     20330225 4.1 | 2033-02-25      | 4.1500%  | 0.0000% | $34000.00          | $20869.48          | Asset-Backed Securities                           |
| SOLOMON RE LTD                 EXTND-A 144A 30     | 2030-06-07      | 9.6843%  | 0.0000% | $2825000.00        | $2884607.50        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD5.1%53    | 2053-05-15      | 5.1000%  | 0.0000% | $59000.00          | $55553.42          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 32       | 2032-01-15      | 2.2500%  | 0.0000% | $7000.00           | $6138.79           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 5.35%012335      | 2035-01-23      | 5.3500%  | 0.0000% | $9800000.00        | $10198958.00       | Corporate Debt Securities                         |
| NBCUNIVERSAL MEDIA LLC         SR NT 5.95%41       | 2041-04-01      | 5.9500%  | 0.0000% | $91000.00          | $96888.71          | Corporate Debt Securities                         |
| NATIXIS CMRCL MTG SEC 2022-RRI D      20350315 FLT | 2035-03-15      | 8.3077%  | 0.0000% | $4749000.00        | $3564805.17        | Private Label Collateralized Mortgage Obligations |
| NETFLIX INC.                   SR GLBL NT5.4%54    | 2054-08-15      | 5.4000%  | 0.0000% | $91000.00          | $89940.76          | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $200000.00         | $209868.44         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2013D 43    | 2043-10-01      | 4.6500%  | 0.0000% | $85000.00          | $73489.87          | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $9062000.00        | $6440313.06        | Corporate Debt Securities                         |
| SMUCKER J M CO                 GLBL NT 6.5%43      | 2043-11-15      | 6.5000%  | 0.0000% | $45000.00          | $49013.00          | Corporate Debt Securities                         |
| MPLX LP                        GLBL NT 2.65%30     | 2030-08-15      | 2.6500%  | 0.0000% | $70000.00          | $64113.74          | Corporate Debt Securities                         |
| ENLINK MIDSTREAM PARTNERS LP   SR NT 5.6%44        | 2044-04-01      | 5.6000%  | 0.0000% | $43000.00          | $40569.31          | Corporate Debt Securities                         |
| OWENS & MINOR INC              SR GLBL 144A 30     | 2030-04-01      | 6.6250%  | 0.0000% | $13000.00          | $11676.29          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $1763000.00        | $1780321.48        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.05%54     | 2054-08-14      | 5.0500%  | 0.0000% | $54000.00          | $50559.35          | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2013-5          B-1    20430525 FLT | 2043-05-25      | 3.4904%  | 0.0000% | $265000.00         | $27694.79          | Private Label Collateralized Mortgage Obligations |
| LOCKHEED MARTIN CORP           SR NT 3.8%45        | 2045-03-01      | 3.8000%  | 0.0000% | $50000.00          | $40683.44          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 3%031040         | 2040-03-10      | 3.0000%  | 0.0000% | $123000.00         | $96404.12          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR NT 4.625%42      | 2042-09-15      | 4.6250%  | 0.0000% | $272000.00         | $250547.21         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2012A 42    | 2042-03-15      | 4.0500%  | 0.0000% | $16000.00          | $12978.72          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36       | 2036-01-29      | 5.5750%  | 0.0000% | $500000.00         | $519702.92         | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR NT 7%36          | 2036-12-01      | 7.0000%  | 0.0000% | $96000.00          | $111202.67         | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $2278000.00        | $2457007.77        | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $3270000.00        | $2318111.17        | Corporate Debt Securities                         |
| AUGUSTAR LIFE INS CO           SUB 144A NT 42      | 2042-06-15      | 6.8750%  | 0.0000% | $94000.00          | $87680.56          | Corporate Debt Securities                         |
| ORGANON & CO                   SR SEC GLBL 28      | 2028-04-30      | 4.1250%  | 0.0000% | $1415000.00        | $1372331.26        | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT5.6%33    | 2033-10-15      | 5.6000%  | 0.0000% | $222000.00         | $235656.21         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $59000.00          | $60913.50          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $124000.00         | $113115.92         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 42       | 2042-02-01      | 4.1250%  | 0.0000% | $429000.00         | $368154.21         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 53       | 2053-07-01      | 5.7500%  | 0.0000% | $192000.00         | $189687.15         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT5.8%29    | 2029-03-08      | 5.8000%  | 0.0000% | $384000.00         | $398906.88         | Corporate Debt Securities                         |
| FLEX INTER HOLDCO LLC          SR SEC 144A NT39    | 2039-12-30      | 4.3170%  | 0.0000% | $95000.00          | $76739.58          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-06-01      | 5.3750%  | 0.0000% | $65000.00          | $65370.43          | Corporate Debt Securities                         |
| BX COML  MTG TR 2020-VIVA      D      20440311 3.6 | 2044-03-11      | 3.6670%  | 0.0000% | $1115000.00        | $1031185.61        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 2024-7      B-3    20550625 FLT | 2055-06-25      | 6.8442%  | 0.0000% | $3545370.00        | $3714277.17        | Private Label Collateralized Mortgage Obligations |
| CMS ENERGY CORP                SR GLBL NT4.7%43    | 2043-03-31      | 4.7000%  | 0.0000% | $78000.00          | $68982.64          | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 52       | 2052-03-17      | 4.9500%  | 0.0000% | $52000.00          | $45897.02          | Corporate Debt Securities                         |
| CHASE HOME LNDG MTG TR 2025-1  A-4    20551125 FLT | 2055-11-25      | 6.0000%  | 0.0000% | $4730000.00        | $4156135.51        | Private Label Collateralized Mortgage Obligations |
| CHENIERE ENERGY PARTNERS L P   SR GLBL 144A 35     | 2035-10-30      | 5.5500%  | 0.0000% | $600000.00         | $611996.50         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43      | 2043-03-15      | 4.4500%  | 0.0000% | $491000.00         | $443467.38         | Corporate Debt Securities                         |
| CNG HOLDINGS INC               SR SEC GLBL 26      | 2026-06-30      | 14.5000% | 0.0000% | $12607000.00       | $11974198.64       | Corporate Debt Securities                         |
| CIT HM EQUITY LN TRUST 2002-1  AF-7   20330225 FLT | 2033-02-25      | 6.1100%  | 0.0000% | $225000000.00      | $778893.95         | Asset-Backed Securities                           |
| AMERICAN WTR CAP CORP          SR GLBL NT 4%46     | 2046-12-01      | 4.0000%  | 0.0000% | $52000.00          | $42292.00          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 54       | 2054-03-01      | 5.4500%  | 0.0000% | $1610000.00        | $1609866.73        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $537000.00         | $561328.79         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 52       | 2052-04-13      | 3.9500%  | 0.0000% | $84000.00          | $67764.67          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-02-01      | 6.5000%  | 0.0000% | $2340000.00        | $1856077.60        | Corporate Debt Securities                         |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 16.5758% | 0.0000% | $5000000.00        | $5771593.43        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46    | 2046-08-01      | 3.9000%  | 0.0000% | $1258000.00        | $1004957.49        | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC A      20410815 FLT | 2041-08-15      | 6.0543%  | 0.0000% | $14872000.00       | $14003743.72       | Private Label Collateralized Mortgage Obligations |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 50       | 2050-11-13      | 2.5500%  | 0.0000% | $2783000.00        | $1655518.57        | Corporate Debt Securities                         |
| BROADSTONE NET LEASE INC       SR GLBL NT2.6%31    | 2031-09-15      | 2.6000%  | 0.0000% | $56000.00          | $49106.65          | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  FR 4.95%060147      | 2047-06-01      | 4.9500%  | 0.0000% | $7000000.00        | $6177360.00        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-02-24      | 3.0700%  | 0.0000% | $15000.00          | $14735.20          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $761000.00         | $798757.23         | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       PERP SUB GLBL       | 2079-12-31      | 9.1250%  | 0.0000% | $250000.00         | $294484.24         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 41       | 2041-12-15      | 3.3750%  | 0.0000% | $5922000.00        | $4508936.77        | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL XXX BD46    | 2046-05-15      | 3.7500%  | 0.0000% | $1852000.00        | $1452807.57        | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL 144A 64     | 2064-07-15      | 4.7000%  | 0.0000% | $20000.00          | $15138.89          | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 46     | 2046-11-01      | 4.2000%  | 0.0000% | $29000.00          | $24317.27          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 52       | 2052-03-15      | 3.8500%  | 0.0000% | $20000.00          | $15717.18          | Corporate Debt Securities                         |
| ENI SPA                        GLBL 144A NT 54     | 2054-05-15      | 5.9500%  | 0.0000% | $4370000.00        | $4349193.94        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL BD 51       | 2051-11-02      | 5.8750%  | 0.0000% | $1000000.00        | $732383.75         | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 4.125%120141     | 2041-12-01      | 4.1250%  | 0.0000% | $40000.00          | $34892.93          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 55       | 2055-01-13      | 6.3750%  | 0.0000% | $12010000.00       | $12284138.25       | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          SR NT 5.6%41        | 2041-07-15      | 5.6000%  | 0.0000% | $90000.00          | $85329.40          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30       | 2030-10-15      | 1.4500%  | 0.0000% | $12000.00          | $10663.89          | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT4.9%30    | 2030-12-15      | 4.9000%  | 0.0000% | $256000.00         | $262789.69         | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR GLBL NT 49       | 2049-04-22      | 4.3750%  | 0.0000% | $565000.00         | $476133.43         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 60       | 2060-08-15      | 2.2500%  | 0.0000% | $485000.00         | $255456.77         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.5%50    | 2050-06-03      | 2.5000%  | 0.0000% | $126000.00         | $76675.06          | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR GLBL NT 4%37     | 2037-12-06      | 4.0000%  | 0.0000% | $686000.00         | $633193.24         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 50       | 2050-05-01      | 3.4500%  | 0.0000% | $3183000.00        | $2294460.24        | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2016-2 AA     20300407 2.8 | 2030-04-07      | 2.8750%  | 0.0000% | $175000.00         | $104809.71         | Asset-Backed Securities                           |
| MARKEL GROUP INC               GLBL NT 6%54        | 2054-05-16      | 6.0000%  | 0.0000% | $52000.00          | $53096.51          | Corporate Debt Securities                         |
| MPLX LP                        5.5%49              | 2049-02-15      | 5.5000%  | 0.0000% | $10518000.00       | $9561060.67        | Corporate Debt Securities                         |
| M&T BANK AR TR 2024-1          A-3    20320217 5.2 | 2032-02-17      | 5.2200%  | 0.0000% | $850000.00         | $862247.65         | Asset-Backed Securities                           |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31     | 2031-09-01      | 5.8750%  | 0.0000% | $1861000.00        | $1133439.47        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT3.5%26    | 2026-08-18      | 3.5000%  | 0.0000% | $988000.00         | $978732.01         | Corporate Debt Securities                         |
| METLIFE INC                    SR NT 4.125%42      | 2042-08-13      | 4.1250%  | 0.0000% | $6000.00           | $5077.04           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT5.7%53    | 2053-09-15      | 5.7000%  | 0.0000% | $96000.00          | $98509.12          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $406000.00         | $402845.38         | Corporate Debt Securities                         |
| METROPOLITAN MUSEUM OF ART     BD 3.4%45           | 2045-07-01      | 3.4000%  | 0.0000% | $525000.00         | $392971.83         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.125%031553     | 2053-03-15      | 5.1250%  | 0.0000% | $476000.00         | $456411.28         | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      4.25%47             | 2047-12-15      | 4.2500%  | 0.0000% | $96000.00          | $79558.67          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-2    20520425 FLT | 2052-04-25      | 3.5000%  | 0.0000% | $4094128.00        | $2929345.64        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-3          B1     20560425 FLT | 2056-04-25      | 4.0392%  | 0.0000% | $256000.00         | $253317.79         | Private Label Collateralized Mortgage Obligations |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 6%32     | 2032-12-01      | 6.0000%  | 0.0000% | $200000.00         | $208105.33         | Corporate Debt Securities                         |
| TRINITY HEALTH CORP DISC COML  -2015 BD4.125%45    | 2045-12-01      | 4.1250%  | 0.0000% | $834000.00         | $696251.00         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29    | 2029-08-15      | 3.8750%  | 0.0000% | $3170000.00        | $3046740.71        | Corporate Debt Securities                         |
| UNIVERSITY SOUTHN CALIF        SR SEC 2011 BD11    | 2111-10-01      | 5.2500%  | 0.0000% | $170000.00         | $159798.87         | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           B-2    20511125 FLT | 2051-11-25      | 3.2260%  | 0.0000% | $959000.00         | $731564.88         | Private Label Collateralized Mortgage Obligations |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 6%30    | 2030-03-25      | 9.2500%  | 0.0000% | $29000.00          | $17972.27          | Corporate Debt Securities                         |
| QUALCOMM INC                   SR NT 4.8%45        | 2045-05-20      | 4.8000%  | 0.0000% | $25000.00          | $23335.75          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54       | 2054-04-15      | 5.3750%  | 0.0000% | $1262000.00        | $1200183.38        | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL NT34    | 2034-08-15      | 5.4500%  | 0.0000% | $10765000.00       | $5027894.91        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.15%110145      | 2045-11-01      | 4.1500%  | 0.0000% | $55000.00          | $45389.45          | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $19000.00          | $20081.64          | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT 41       | 2041-10-01      | 3.0500%  | 0.0000% | $27000.00          | $19799.07          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-1          A2     20580125 FLT | 2058-01-25      | 3.2500%  | 0.0000% | $235000.00         | $229750.75         | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $175000.00         | $170003.94         | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $253000.00         | $88987.48          | Corporate Debt Securities                         |
| FLAGSTAR FINANCIAL INC         LW TIER II 30       | 2030-11-01      | 4.1250%  | 0.0000% | $2491000.00        | $2329336.18        | Corporate Debt Securities                         |
| FORESTAR GROUP INC             SR GLBL 144A 28     | 2028-03-01      | 5.0000%  | 0.0000% | $99000.00          | $100668.37         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $52000.00          | $53258.23          | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC 144A NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $1800000.00        | $1823820.00        | Corporate Debt Securities                         |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $1517000.00        | $1504161.97        | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $1828000.00        | $1941290.30        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $97000.00          | $72806.61          | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT4.5%47    | 2047-05-15      | 4.5000%  | 0.0000% | $40000.00          | $32956.40          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $665000.00         | $535852.49         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA3 M-2    20420425 FLT | 2042-04-25      | 8.6984%  | 0.0000% | $4350000.00        | $4574740.52        | Private Label Collateralized Mortgage Obligations |
| GGAM FIN LTD                   SR 144A NT 29       | 2029-04-15      | 6.8750%  | 0.0000% | $3784000.00        | $4013160.09        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $677297.47         | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2017-2      M-1    20560825 FLT | 2056-08-25      | 4.0000%  | 0.0000% | $290000.00         | $29228.73          | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2023-10      A-6    20540525 FLT | 2054-05-25      | 6.0000%  | 0.0000% | $1800000.00        | $754113.07         | Private Label Collateralized Mortgage Obligations |
| PACIFICORP                     4.15%50             | 2050-02-15      | 4.1500%  | 0.0000% | $35000.00          | $26854.24          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 30     | 2030-02-01      | 3.7500%  | 0.0000% | $99000.00          | $93403.20          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $810965.00         | $875684.74         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 54       | 2054-06-01      | 5.2500%  | 0.0000% | $133000.00         | $134384.97         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR NT 4.85%41       | 2041-05-15      | 4.8500%  | 0.0000% | $9000.00           | $8912.53           | Corporate Debt Securities                         |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $99000.00          | $97412.26          | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31     | 2031-01-30      | 3.7500%  | 0.0000% | $156000.00         | $144658.93         | Corporate Debt Securities                         |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $591000.00         | $618251.67         | Corporate Debt Securities                         |
| APTIV PLC                      SR GLBL NT3.1%51    | 2051-12-01      | 3.1000%  | 0.0000% | $569000.00         | $350070.30         | Corporate Debt Securities                         |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.6647% | 0.0000% | $4150000.00        | $4333015.00        | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD 32       | 2032-09-01      | 3.8500%  | 0.0000% | $20000.00          | $19450.32          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 3%52     | 2052-01-15      | 3.0000%  | 0.0000% | $50000.00          | $32500.33          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34       | 2034-04-05      | 5.7500%  | 0.0000% | $2525000.00        | $2686650.50        | Corporate Debt Securities                         |
| ARBOR  RLTY COML 2025-FL1      A      20430121 FLT | 2043-01-21      | 5.6944%  | 0.0000% | $4735500.00        | $4740157.86        | Private Label Collateralized Mortgage Obligations |
| ALABAMA PWR CO                 SR GLBL 2019A 49    | 2049-10-01      | 3.4500%  | 0.0000% | $13000.00          | $9476.52           | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $97000.00          | $99504.54          | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 4.95%41       | 2041-10-01      | 4.9500%  | 0.0000% | $20000.00          | $19073.40          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 3.125%50    | 2050-05-15      | 3.1250%  | 0.0000% | $37000.00          | $24248.24          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 60       | 2060-08-20      | 2.5500%  | 0.0000% | $40000.00          | $23003.10          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.7%60    | 2060-06-03      | 2.7000%  | 0.0000% | $60000.00          | $35049.00          | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL NT4.5%33    | 2033-08-15      | 4.5000%  | 0.0000% | $135000.00         | $133995.60         | Corporate Debt Securities                         |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 14.3595% | 0.0000% | $8750000.00        | $9289000.00        | Corporate Debt Securities                         |
| APPLE INC                      SR NT 4.375%45      | 2045-05-13      | 4.3750%  | 0.0000% | $47000.00          | $42420.41          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.7%55      | 2055-02-15      | 5.7000%  | 0.0000% | $11454000.00       | $11071283.68       | Corporate Debt Securities                         |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $16556864.00       | $15146679.31       | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.5%44    | 2044-07-15      | 5.5000%  | 0.0000% | $264000.00         | $260418.11         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 2.15%31     | 2031-06-03      | 2.1500%  | 0.0000% | $40000.00          | $36148.24          | Corporate Debt Securities                         |
| WPP FIN 2010                   CR SEN SR NT 43     | 2043-11-15      | 5.6250%  | 0.0000% | $2000000.00        | $1783540.00        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT1.1%31    | 2031-02-15      | 1.1000%  | 0.0000% | $17000.00          | $14656.00          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $1985000.00        | $1442761.96        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50       | 2050-11-20      | 2.8750%  | 0.0000% | $885000.00         | $560776.93         | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.15%45       | 2045-05-15      | 4.1500%  | 0.0000% | $45000.00          | $37570.90          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-11-15      | 4.6250%  | 0.0000% | $1642000.00        | $1490116.82        | Corporate Debt Securities                         |
| OWL ROCK CLO LLC 2024-19       A      20371022 FLT | 2037-10-22      | 5.9820%  | 0.0000% | $38250000.00       | $38658904.85       | Asset-Backed Securities                           |
| PERU LNG S.R.L.                SR GLBL REGS 30     | 2030-03-22      | 5.3750%  | 0.0000% | $464000.00         | $377486.84         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A REGS NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $465000.00         | $479973.00         | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR REGS NT 34       | 2034-04-05      | 5.7500%  | 0.0000% | $605000.00         | $643732.10         | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   LW TIER II 35       | 2035-04-30      | 6.3970%  | 0.0000% | $347000.00         | $366499.89         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.622%040131     | 2031-04-01      | 3.6220%  | 0.0000% | $100000.00         | $98278.04          | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32      | 2032-02-15      | 8.3750%  | 0.0000% | $726000.00         | $739835.34         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $10000.00          | $10408.44          | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54    | 2054-04-15      | 5.7500%  | 0.0000% | $6661000.00        | $6412696.42        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 41       | 2041-11-01      | 3.3660%  | 0.0000% | $35000.00          | $26685.85          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.516%111955     | 2055-11-19      | 5.5160%  | 0.0000% | $75000.00          | $75140.42          | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.5%57    | 2057-02-06      | 4.5000%  | 0.0000% | $86000.00          | $77915.57          | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32    | 2032-07-15      | 8.5000%  | 0.0000% | $150000.00         | $155344.58         | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL NT 29       | 2029-04-01      | 4.7500%  | 0.0000% | $37000.00          | $36649.90          | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 2%31     | 2031-08-19      | 2.0000%  | 0.0000% | $95000.00          | $83465.63          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.32%071935      | 2035-07-19      | 5.3200%  | 0.0000% | $71000.00          | $72962.52          | Corporate Debt Securities                         |
| MOUNTAIN VIEW CLO LTD 2024-18  C      20371016 FLT | 2037-10-16      | 6.5178%  | 0.0000% | $1000000.00        | $1008556.16        | Asset-Backed Securities                           |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 27     | 2027-01-15      | 6.0000%  | 0.0000% | $9315000.00        | $9387501.75        | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 48       | 2048-12-17      | 4.8750%  | 0.0000% | $63000.00          | $56842.38          | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 2.9%51      | 2051-08-25      | 2.9000%  | 0.0000% | $95000.00          | $59866.36          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.8%32    | 2032-03-15      | 3.8000%  | 0.0000% | $11923000.00       | $11413781.92       | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2019-1     B2     20691025 FLT | 2069-10-25      | 3.5000%  | 0.0000% | $1021000.00        | $826472.20         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2022-INV1    A2     20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $14518192.00       | $9855998.16        | Private Label Collateralized Mortgage Obligations |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 49       | 2049-07-15      | 4.2500%  | 0.0000% | $235000.00         | $193873.69         | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 40       | 2040-03-27      | 3.2500%  | 0.0000% | $1783000.00        | $1448548.82        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL 144A 56     | 2056-11-01      | 2.9370%  | 0.0000% | $795000.00         | $471504.03         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.3%54    | 2054-02-26      | 5.3000%  | 0.0000% | $400000.00         | $388792.67         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD4.1%43    | 2043-03-15      | 4.1000%  | 0.0000% | $20000.00          | $17076.56          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT5.2%55    | 2055-01-14      | 5.2000%  | 0.0000% | $75000.00          | $72201.00          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $2010000.00        | $2135988.47        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 55       | 2055-08-15      | 6.2500%  | 0.0000% | $96000.00          | $98205.17          | Corporate Debt Securities                         |
| BX 2021-21M MTG TR             C      20361015 FLT | 2036-10-15      | 5.6545%  | 0.0000% | $558000.00         | $391214.87         | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2079-12-31      | 4.8750%  | 0.0000% | $447000.00         | $446674.99         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR NT 5%43          | 2043-09-30      | 5.0000%  | 0.0000% | $88000.00          | $85890.15          | Corporate Debt Securities                         |
| BX TRUST 2019-OC11             C      20411211 3.8 | 2041-12-11      | 3.8560%  | 0.0000% | $9306000.00        | $8880018.88        | Private Label Collateralized Mortgage Obligations |
| CENOVUS ENERGY INC             SR NT 5.25%37       | 2037-06-15      | 5.2500%  | 0.0000% | $93000.00          | $89920.00          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 29      | 2029-01-15      | 6.0000%  | 0.0000% | $2681000.00        | $2599399.30        | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT6.5%28    | 2028-10-01      | 6.5000%  | 0.0000% | $2947000.00        | $3043373.45        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 6.2%54      | 2054-03-15      | 6.2000%  | 0.0000% | $14401000.00       | $15859453.27       | Corporate Debt Securities                         |
| CSMC TRUST 2021-RPL2           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $1700000.00        | $757348.35         | Asset-Backed Securities                           |
| BX TR 2021-RISE                D      20361117 FLT | 2036-11-17      | 6.2275%  | 0.0000% | $1500000.00        | $1270272.23        | Private Label Collateralized Mortgage Obligations |
| CSX CORP                       SR GLBL NT 40       | 2040-04-30      | 6.2200%  | 0.0000% | $85000.00          | $94197.05          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $6102000.00        | $5999072.82        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $14000.00          | $12725.27          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT3.5%46    | 2046-08-15      | 3.5000%  | 0.0000% | $57000.00          | $42089.43          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 35       | 2035-06-01      | 5.4500%  | 0.0000% | $80000.00          | $83898.64          | Corporate Debt Securities                         |
| CHOBANI HOLDCO II LLC          SR GLBL PIK 29      | 2029-10-01      | 8.7500%  | 0.0000% | $190640.00         | $212034.04         | Corporate Debt Securities                         |
| BXP TRUST 2017-CC              B      20370813 FLT | 2037-08-13      | 3.6699%  | 0.0000% | $2250000.00        | $2098209.04        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON CO         1M GLBL 133 BD52    | 2052-03-15      | 3.8500%  | 0.0000% | $274000.00         | $210226.20         | Corporate Debt Securities                         |
| ENDURANCE INTL GROUP HLDGS INC SR GLBL 144A 29     | 2029-02-15      | 6.0000%  | 0.0000% | $223000.00         | $138222.83         | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42    | 2042-01-15      | 5.5000%  | 0.0000% | $31000.00          | $30799.50          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR NT 5.875%45      | 2045-05-28      | 5.8750%  | 0.0000% | $269000.00         | $203385.71         | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 45       | 2045-10-15      | 4.9500%  | 0.0000% | $85000.00          | $80883.02          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 5.95%41       | 2041-02-01      | 5.9500%  | 0.0000% | $40000.00          | $41787.91          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $20000.00          | $21575.21          | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.906%111935     | 2035-11-19      | 5.9060%  | 0.0000% | $500000.00         | $517967.78         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.5000%  | 0.0000% | $1862000.00        | $1847908.80        | Corporate Debt Securities                         |
| CHILDRENS HOSPITAL OF PHILADE  SR SEC 2020 BD50    | 2050-07-01      | 2.7040%  | 0.0000% | $888000.00         | $549251.48         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $2000000.00        | $2074610.00        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 52       | 2052-02-15      | 3.6250%  | 0.0000% | $71000.00          | $49908.01          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 30      | 2030-11-15      | 9.7500%  | 0.0000% | $3700000.00        | $4183429.67        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29       | 2029-02-01      | 5.7500%  | 0.0000% | $88000.00          | $90565.40          | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%29    | 2029-05-15      | 4.5000%  | 0.0000% | $3427000.00        | $3385430.49        | Corporate Debt Securities                         |
| OBX TR 2024-NQM5               A-1    20640125 FLT | 2064-01-25      | 5.9880%  | 0.0000% | $8600000.00        | $5653519.57        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2019-RPL3      B2     20590725 FLT | 2059-07-25      | 3.9803%  | 0.0000% | $2157000.00        | $1856130.37        | Asset-Backed Securities                           |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT51    | 2051-11-15      | 2.7000%  | 0.0000% | $5158000.00        | $3126985.92        | Corporate Debt Securities                         |
| ORLANDO HEALTH OBLIGATED GROUP -2020A SNK BD 50    | 2050-10-01      | 3.3270%  | 0.0000% | $759000.00         | $545263.83         | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2022A 47    | 2047-04-01      | 4.5000%  | 0.0000% | $55000.00          | $46539.35          | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.7%60    | 2060-04-01      | 3.7000%  | 0.0000% | $13000.00          | $9767.43           | Corporate Debt Securities                         |
| MFA 2021-RPL1 TR               A-1    20600725 FLT | 2060-07-25      | 1.1313%  | 0.0000% | $4500000.00        | $1626951.09        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $81000.00          | $83820.36          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT4.5%50    | 2050-03-15      | 4.5000%  | 0.0000% | $50000.00          | $40229.50          | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53    | 2053-06-01      | 5.7500%  | 0.0000% | $204000.00         | $204394.85         | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2025-3   A-11   20560225 FLT | 2056-02-25      | 5.6484%  | 0.0000% | $1512800.00        | $1407643.85        | Private Label Collateralized Mortgage Obligations |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29     | 2029-10-15      | 4.6250%  | 0.0000% | $1177000.00        | $1144014.90        | Corporate Debt Securities                         |
| COLT TRUST 2020-RPL1           A-1    20650125 FLT | 2065-01-25      | 1.3897%  | 0.0000% | $4150000.00        | $1938146.08        | Asset-Backed Securities                           |
| EXXON MOBIL CORP               SR GLBL NT 45       | 2045-03-06      | 3.5670%  | 0.0000% | $90000.00          | $71113.63          | Corporate Debt Securities                         |
| EQT TRUST 2024-EXTR            A      20410708 FLT | 2041-07-08      | 5.3308%  | 0.0000% | $14521000.00       | $14924323.36       | Private Label Collateralized Mortgage Obligations |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $596000.00         | $612774.35         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51    | 2051-01-15      | 2.5000%  | 0.0000% | $48000.00          | $28766.67          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $166000.00         | $141467.87         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT 61       | 2061-12-15      | 3.0500%  | 0.0000% | $1871000.00        | $1152310.44        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36      | 2036-01-30      | 6.1830%  | 0.0000% | $606000.00         | $630367.71         | Corporate Debt Securities                         |
| WMRK COML MTG TR 2022-WMRK     D      20351115 FLT | 2035-11-15      | 9.2931%  | 0.0000% | $21225200.00       | $21354970.53       | Private Label Collateralized Mortgage Obligations |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $169000.00         | $178125.44         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 7%79    | 2079-04-04      | 7.0000%  | 0.0000% | $80000.00          | $86776.36          | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT4.5%47    | 2047-06-15      | 4.5000%  | 0.0000% | $55000.00          | $47472.15          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $168000.00         | $122833.76         | Corporate Debt Securities                         |
| VERTICAL U S NEWCO INC         SR SEC GLBL 27      | 2027-07-15      | 5.2500%  | 0.0000% | $6448000.00        | $6473577.07        | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $407000.00         | $409185.82         | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $53000.00          | $47042.56          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-01-08      | 2.3500%  | 0.0000% | $154000.00         | $136337.61         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 55       | 2055-04-01      | 6.1410%  | 0.0000% | $836000.00         | $873031.73         | Corporate Debt Securities                         |
| GS MTG BACKED TR 2024-PJ7      A25    20541125 FLT | 2054-11-25      | 5.6997%  | 0.0000% | $300000.00         | $214467.66         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-INV2     B-3-A  20500225 FLT | 2050-02-25      | 3.7092%  | 0.0000% | $521000.00         | $411383.69         | Private Label Collateralized Mortgage Obligations |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $44265000.00       | $42950695.92       | Corporate Debt Securities                         |
| J.P. MORGAN MORTGAGE 2023-9    A-3    20540425 FLT | 2054-04-25      | 5.5000%  | 0.0000% | $30000000.00       | $21235462.04       | Private Label Collateralized Mortgage Obligations |
| KIMMERIDGE TEXAS GAS LLC       SR 144A NT8.5%30    | 2030-02-15      | 8.5000%  | 0.0000% | $5117000.00        | $5306357.43        | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 51       | 2051-12-01      | 3.6500%  | 0.0000% | $194000.00         | $133600.47         | Corporate Debt Securities                         |
| VERTIV GROUP CORP              SR SEC GLBL 28      | 2028-11-15      | 4.1250%  | 0.0000% | $2624000.00        | $2608614.61        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-6        A-11   20491225 FLT | 2049-12-25      | 5.3370%  | 0.0000% | $299993.00         | $8881.35           | Private Label Collateralized Mortgage Obligations |
| JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30    | 2030-04-01      | 10.2500% | 0.0000% | $2400000.00        | $2591616.67        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38    | 2038-11-15      | 8.8750%  | 0.0000% | $499000.00         | $676932.87         | Corporate Debt Securities                         |
| J.P.MORGAN MORTG TR 2022-5     A-9-A  20520925 FLT | 2052-09-25      | 2.5000%  | 0.0000% | $11988000.00       | $8097054.65        | Private Label Collateralized Mortgage Obligations |
| VALE OVERSEAS LTD              SR NT 6.875%39      | 2039-11-10      | 6.8750%  | 0.0000% | $50000.00          | $56155.30          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $103000.00         | $105203.86         | Corporate Debt Securities                         |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.7900%  | 0.0000% | $2000000.00        | $2031400.00        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 27     | 2027-01-31      | 8.5000%  | 0.0000% | $57000.00          | $57247.79          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47       | 2047-10-15      | 3.7500%  | 0.0000% | $520000.00         | $396681.13         | Corporate Debt Securities                         |

### Security 669: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.650000%
- **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):** $1000206890.00
- **C.18.a - Value (excl. sponsor support):** $1000206890.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| SIGHT SCIENCES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1502.00           | $6068.08           | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.03              | Equities   |
| SPDR SERIES TRUST              PRTFLO S&P500 HI | 2500-12-31      | N/A      | 0.0000% | $67.00             | $2993.56           | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $94.00             | $940.94            | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $59779.00          | $45638875.34       | Equities   |
| LIBERTY LATIN AMERICA LTD      COM CL C         | 2500-12-31      | N/A      | 0.0000% | $28994.00          | $240070.32         | Equities   |
| NEURONETICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $12173.00          | $41875.12          | Equities   |
| NORWOOD FINANCIAL CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1011.00           | $27266.67          | Equities   |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $11.00             | $234.30            | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $33.00             | $753.72            | Equities   |
| GIGACLOUD TECHNOLOGY INC       CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $274289.00         | $7164428.68        | Equities   |
| GCM GROSVENOR INC              COM CL A         | 2500-12-31      | N/A      | 0.0000% | $5335.00           | $69515.05          | Equities   |
| WNS HLDGS LTD                  COM SHS          | 2500-12-31      | N/A      | 0.0000% | $19450.00          | $1468280.50        | Equities   |
| SIGNET JEWELERS LIMITED        SHS              | 2500-12-31      | N/A      | 0.0000% | $47.00             | $4223.42           | Equities   |
| SR BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $417.00            | $6313.38           | Equities   |
| MEIRAGTX HLDGS PLC             COM              | 2500-12-31      | N/A      | 0.0000% | $20823.00          | $155964.27         | Equities   |
| SR BANCORP INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1158.00           | $17532.12          | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $14175.00          | $6423684.75        | Equities   |
| AVADEL PHARMACEUTICALS PLC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $32.00             | $467.84            | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $96158.00          | $43575920.86       | Equities   |
| JAMES RIV GROUP LTD            COM              | 2500-12-31      | N/A      | 0.0000% | $1747.00           | $9818.14           | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $12400.00          | $24800.00          | Equities   |
| COCA-COLA EUROPACIFIC PARTNERS SHS              | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2398.41           | Equities   |
| GORILLA TECHNOLOGY GROUP INC   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $9007.00           | $144562.35         | Equities   |
| WISDOMTREE TR                  WISDOMTREE US VA | 2500-12-31      | N/A      | 0.0000% | $9.00              | $815.67            | Equities   |
| IBEX LTD                       SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $806.00            | $23801.18          | Equities   |
| IBEX LTD                       SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $28298.00          | $835639.94         | Equities   |
| CONSTELLIUM SE                 CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $474453.00         | $6893802.09        | Equities   |
| CIMPRESS PLC                   SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $1722.00           | $107573.34         | Equities   |
| UMB FINL CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $1344.70           | Equities   |
| USCB FINANCIAL HOLDINGS INC    CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1917.00           | $33298.29          | Equities   |
| PLUMAS BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $806.00            | $34674.12          | Equities   |
| USCB FINANCIAL HOLDINGS INC    CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $3353.00           | $58241.61          | Equities   |
| NATIONAL HEALTHCARE CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $239.00            | $27047.63          | Equities   |
| RENAISSANCE CAP GREENWICH FDS  IPO ETF          | 2500-12-31      | N/A      | 0.0000% | $638.00            | $32123.30          | Equities   |
| NACCO INDS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $446.00            | $17282.50          | Equities   |
| NEXTCURE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $76.00             | $392.16            | Equities   |
| TOLL BROTHERS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $323.00            | $44858.24          | Equities   |
| RAYONIER ADVANCED MATLS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $364802.00         | $2024651.10        | Equities   |
| NEXTCURE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $85.00             | $438.60            | Equities   |
| NEXTDOOR HOLDINGS INC          COM CL A         | 2500-12-31      | N/A      | 0.0000% | $298959.00         | $612865.95         | Equities   |
| MOTORCAR PTS AMER INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1899.00           | $28674.90          | Equities   |
| 10X GENOMICS INC               CL A COM         | 2500-12-31      | N/A      | 0.0000% | $45.00             | $642.60            | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $349.00            | $34763.89          | Equities   |
| RED RIVER BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $67.00             | $4380.46           | Equities   |
| TETRA TECHNOLOGIES INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $16216.00          | $77026.00          | Equities   |
| BOLT BIOTHERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $142.00            | $752.60            | Equities   |
| EXLSERVICE HOLDINGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3007.71           | Equities   |
| ETFIS SER TR I                 VIRTUS REAVES UT | 2500-12-31      | N/A      | 0.0000% | $44.00             | $3523.52           | Equities   |
| EAGLE BANCORP MONT INC         COM              | 2500-12-31      | N/A      | 0.0000% | $583.00            | $10214.16          | Equities   |
| TRUBRIDGE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1472.00           | $29425.28          | Equities   |
| EAGLE BANCORP INC MD           COM              | 2500-12-31      | N/A      | 0.0000% | $289.00            | $5563.25           | Equities   |
| EXPENSIFY INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $12179.00          | $23749.05          | Equities   |
| DOCGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $12097.00          | $19718.11          | Equities   |
| SUPERIOR GROUP OF CO INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2009.00           | $26558.98          | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $311552.00         | $10521111.04       | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $126753.00         | $11938865.07       | Equities   |
| SUPERIOR GROUP OF CO INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1555.00           | $20557.10          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $110.00            | $200.20            | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4280.00           | $7789.60           | Equities   |
| SUNOPTA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3273.00           | $20750.82          | Equities   |
| OMEGA FLEX INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $718.00            | $25445.92          | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $467.00            | $25049.88          | Equities   |
| ONEWATER MARINE INC            CL A COM         | 2500-12-31      | N/A      | 0.0000% | $762.00            | $13014.96          | Equities   |
| KOREA ELEC PWR CORP            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $149.00            | $2010.01           | Equities   |
| OOMA INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $2262.00           | $29292.90          | Equities   |
| ORION GROUP HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1557.00           | $11864.34          | Equities   |
| PBF ENERGY INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $415.00            | $11051.45          | Equities   |
| ACCO BRANDS CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $17761.00          | $70688.78          | Equities   |
| AINOS INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $30766.00          | $122448.68         | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $11238.00          | $35512.08          | Equities   |
| WK KELLOGG CO                  COM SHS          | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1174.02           | Equities   |
| FIRST BK WILLIAMSTOWN NEW JERS COM              | 2500-12-31      | N/A      | 0.0000% | $2871.00           | $48117.96          | Equities   |
| BIOCRYST PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $1125.00           | $9528.75           | Equities   |
| COMPASS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $177384.00         | $619070.16         | Equities   |
| COLONY BANKCORP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2090.00           | $35718.10          | Equities   |
| ELECTROMED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $669.00            | $16410.57          | Equities   |
| EAGLE BANCORP MONT INC         COM              | 2500-12-31      | N/A      | 0.0000% | $527.00            | $9233.04           | Equities   |
| COTY INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $166795.00         | $722222.35         | Equities   |
| BROADCOM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $161995.00         | $49999756.75       | Equities   |
| BLUE FOUNDRY BANCORP           COM              | 2500-12-31      | N/A      | 0.0000% | $2169.00           | $20453.67          | Equities   |
| EPSILON ENERGY LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $1145.00           | $6721.15           | Equities   |
| FOSTER L B CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $846.00            | $22672.80          | Equities   |
| FOSTER L B CO                  COM              | 2500-12-31      | N/A      | 0.0000% | $1104.00           | $29587.20          | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $355.00            | $21101.20          | Equities   |
| FORRESTER RESH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1298.00           | $12538.68          | Equities   |
| FRANKLIN FINL SVCS CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $88.00             | $4106.08           | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $160827.00         | $1897758.60        | Equities   |
| I MAB                          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $64.00             | $272.00            | Equities   |
| INDUSTRIAL LOGISTICS PPTYS TR  COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $4316.00           | $26068.64          | Equities   |
| INSIGHT ENTERPRISES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $16.00             | $2074.40           | Equities   |
| GENERAC HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $5233.76           | Equities   |
| FIVE POINT HOLDINGS LLC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4578.00           | $26231.94          | Equities   |
| GENCOR INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1420.00           | $23288.00          | Equities   |
| GENCOR INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $4051.00           | $66436.40          | Equities   |
| HIPPO HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1134.92           | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $4060.00           | $33007.80          | Equities   |
| INTERFACE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $103.00            | $2754.22           | Equities   |
| KFORCE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $65.04             | Equities   |
| RIMINI STR INC DEL             COM              | 2500-12-31      | N/A      | 0.0000% | $66.00             | $285.78            | Equities   |
| SPDR SERIES TRUST              HLTH CARE SVCS   | 2500-12-31      | N/A      | 0.0000% | $150.00            | $14756.49          | Equities   |
| FARMERS & MERCHANTS BANCORP IN COM              | 2500-12-31      | N/A      | 0.0000% | $1666.00           | $44432.22          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $438.00            | $28282.23          | Equities   |
| CARTER BANKSHARES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2393.00           | $46567.78          | Equities   |
| BRIGHTVIEW HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $30.00             | $436.50            | Equities   |
| CS DISCO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3298.00           | $17050.66          | Equities   |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $117398.00         | $316974.60         | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $2.00              | $64.58             | Equities   |
| CERIBELL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $226.00            | $2705.22           | Equities   |
| ATLANTICUS HOLDINGS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $662.00            | $44241.46          | Equities   |
| AGIOS PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $21.00             | $801.78            | Equities   |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $13.00             | $630.50            | Equities   |
| AARDVARK THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2578.00           | $21887.22          | Equities   |
| ACRES COMMERCIAL REALTY CORP   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2208.00           | $45926.40          | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $11577.00          | $36583.32          | Equities   |
| ALICO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $161.00            | $5492.52           | Equities   |
| ACCURAY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $12187.00          | $19011.72          | Equities   |
| ACCURAY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $77034.00          | $120173.04         | Equities   |
| ACRES COMMERCIAL REALTY CORP   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $529.00            | $11003.20          | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $233.00            | $20000.72          | Equities   |
| ALICO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $2680.00           | $91428.20          | Equities   |
| ENERGY SVCS ACQUISITION CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $833.00            | $8563.24           | Equities   |
| VESTIS CORPORATION             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $21694.00          | $100226.28         | Equities   |
| FIDELITY D & D BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $308.00            | $13749.12          | Equities   |
| FIDELITY D & D BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $553.00            | $24685.92          | Equities   |
| FVCBANKCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $2162.00           | $29295.10          | Equities   |
| FVCBANKCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $5353.00           | $72533.15          | Equities   |
| FIRST INTERNET BANCORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $28805.31          | Equities   |
| FIVE STAR BANCORP              COM              | 2500-12-31      | N/A      | 0.0000% | $1388.00           | $45547.22          | Equities   |
| GEOSPACE TECHNOLOGIES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $665.00            | $13386.45          | Equities   |
| FIRST SVGS FINL GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $564.00            | $15346.44          | Equities   |
| LCNB CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $1283.00           | $20579.32          | Equities   |
| NI HLDGS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $837.00            | $11065.14          | Equities   |
| IROBOT CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $652.00            | $2340.68           | Equities   |
| RPC INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $109559.00         | $518214.07         | Equities   |
| DAKOTA GOLD CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $43915.00          | $181808.10         | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $3399.00           | $15091.56          | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1790.00           | $8323.50           | Equities   |
| KULICKE & SOFFA INDS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2126.00           | $80362.80          | Equities   |
| TENARIS S A                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $16.00             | $582.08            | Equities   |
| SM ENERGY CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $718.50            | Equities   |
| NEXPOINT DIVERSIFIED REL ET TR COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3466.00           | $13552.06          | Equities   |
| OAK VY BANCORP OAKDALE CALIF   COM              | 2500-12-31      | N/A      | 0.0000% | $836.00            | $23901.24          | Equities   |
| OAK VY BANCORP OAKDALE CALIF   COM              | 2500-12-31      | N/A      | 0.0000% | $1223.00           | $34965.57          | Equities   |
| FIRST MID ILL BANCSHARES INC   COM              | 2500-12-31      | N/A      | 0.0000% | $94.00             | $3807.94           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $10154.48          | Equities   |
| FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $28.00             | $463.40            | Equities   |
| JOHN MARSHALL BANCORP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1735.00           | $34682.65          | Equities   |
| FIRST BANCORP INC ME           COM              | 2500-12-31      | N/A      | 0.0000% | $449.00            | $12131.98          | Equities   |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2401.00           | $7395.08           | Equities   |
| FRONTVIEW REIT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2592.00           | $34992.00          | Equities   |
| ROOT INC                       CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $55.00             | $4964.30           | Equities   |
| NET POWER INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2663.00           | $6817.28           | Equities   |
| NORFOLK SOUTHN CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $179985.00         | $49999833.00       | Equities   |
| INSPIRED ENTMT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $7349.00           | $71505.77          | Equities   |
| INOGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3445.00           | $27422.20          | Equities   |
| HOME BANCORP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $596.00            | $33793.20          | Equities   |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $3424.00           | $13490.56          | Equities   |
| BRIDGEBIO PHARMA INC           COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $315.42            | Equities   |
| CARRIAGE SVCS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $481.00            | $21106.28          | Equities   |
| MEDALLION FINL CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $3644.00           | $38517.08          | Equities   |
| REVOLVE GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $9.00              | $204.21            | Equities   |
| CREXENDO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2376.00           | $15016.32          | Equities   |
| BASSETT FURNITURE INDS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $567.00            | $9511.42           | Equities   |
| BENITEC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1334.00           | $17382.02          | Equities   |
| LIFEMD INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3391.00           | $21905.86          | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $66568.00          | $49999890.48       | Equities   |
| BANCO BBVA ARGENTINA S A       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2878.00           | $36205.24          | Equities   |
| PUMA BIOTECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2641.00           | $13125.77          | Equities   |
| RADCOM LTD                     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $3079.00           | $41012.28          | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1886.00           | Equities   |
| HOME BANCORP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $329.00            | $18654.30          | Equities   |
| HELIOS TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $717.00            | $39370.47          | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $5.40              | Equities   |
| GENIE ENERGY LTD               CL B             | 2500-12-31      | N/A      | 0.0000% | $3399.00           | $51256.92          | Equities   |
| SPOK HLDGS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1736.00           | $31109.12          | Equities   |
| KAMADA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $21586.00          | $151533.72         | Equities   |
| GLOBAL X FDS                   GLB X MLP ENRG I | 2500-12-31      | N/A      | 0.0000% | $811.00            | $49568.32          | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $96213.00          | $760082.70         | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $1216.00           | $27846.40          | Equities   |
| TRONOX HOLDINGS PLC            SHS              | 2500-12-31      | N/A      | 0.0000% | $20280.00          | $84162.00          | Equities   |
| FIRST CMNTY CORP S C           COM              | 2500-12-31      | N/A      | 0.0000% | $1080.00           | $29381.40          | Equities   |
| MAGNOLIA OIL & GAS CORP        CL A             | 2500-12-31      | N/A      | 0.0000% | $4.00              | $99.32             | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $94011.00          | $4636622.52        | Equities   |
| SPHERE ENTERTAINMENT CO        CL A             | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2593.50           | Equities   |
| PARK AEROSPACE CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $310.00            | $5874.50           | Equities   |
| PARK AEROSPACE CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $2321.00           | $43982.95          | Equities   |
| PHATHOM PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $3006.00           | $37154.16          | Equities   |
| GRAVITY CO LTD                 SPONSORED ADS NE | 2500-12-31      | N/A      | 0.0000% | $54.00             | $3467.34           | Equities   |
| MBX BIOSCIENCES INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2409.00           | $34376.43          | Equities   |
| FLEXSTEEL INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $540.00            | $25196.40          | Equities   |
| FORGE GLOBAL HOLDINGS INC      COM SHS          | 2500-12-31      | N/A      | 0.0000% | $683.00            | $13099.94          | Equities   |
| FIRST UTD CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $661.00            | $24638.77          | Equities   |
| GINKGO BIOWORKS HOLDINGS INC   CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $12.17             | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2751.76           | Equities   |
| UNITED SEC BANCSHARES CALIF    COM              | 2500-12-31      | N/A      | 0.0000% | $647.00            | $6127.09           | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $472232.00         | $49999924.16       | Equities   |
| ISHARES INC                    MSCI CDA ETF     | 2500-12-31      | N/A      | 0.0000% | $70.00             | $3392.20           | Equities   |
| KARAT PACKAGING INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1674.00           | $42921.36          | Equities   |
| UPLAND SOFTWARE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $6074.00           | $16764.24          | Equities   |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $4068.00           | $29411.64          | Equities   |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $4897.00           | $42554.93          | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $247.00            | $9689.81           | Equities   |
| EXPENSIFY INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $46133.00          | $89959.35          | Equities   |
| ENHABIT INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4615.00           | $36550.80          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $13431.00          | $16923.06          | Equities   |
| CIVEO CORP CDA                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5.00              | $119.80            | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $277515.00         | $49999877.55       | Equities   |
| OPTICAL CABLE CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16920.00          | $117594.00         | Equities   |
| PALANTIR TECHNOLOGIES INC      CL A             | 2500-12-31      | N/A      | 0.0000% | $316215.00         | $49999915.80       | Equities   |
| TXNM ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $884955.00         | $49999957.50       | Equities   |
| OWLET INC                      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $12.00             | $83.04             | Equities   |
| PCB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $1532.00           | $33903.16          | Equities   |
| ASSEMBLY BIOSCIENCES INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3969.00           | $101209.50         | Equities   |
| CERUS CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $27901.00          | $36550.31          | Equities   |
| CHARGEPOINT HOLDINGS INC       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $11225.00          | $130322.25         | Equities   |
| CHARGEPOINT HOLDINGS INC       COM SHS          | 2500-12-31      | N/A      | 0.0000% | $16065.00          | $186514.65         | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $26613.00          | Equities   |
| BV FINL INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1198.00           | $20066.50          | Equities   |
| FASTENAL CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2759.90           | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $8837.00           | $35171.26          | Equities   |
| AEROVIRONMENT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $12944.36          | Equities   |
| ALPINE INCOME PPTY TR INC      COM              | 2500-12-31      | N/A      | 0.0000% | $963.00            | $14550.93          | Equities   |
| AMPLIFY ENERGY CORP NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $20.35             | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $125618.00         | $8230491.36        | Equities   |
| SELECT SECTOR SPDR TR          SBI HEALTHCARE   | 2500-12-31      | N/A      | 0.0000% | $3.00              | $409.29            | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $14.00             | $441.98            | Equities   |
| SERVICETITAN INC               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $113194.00         | $12227215.88       | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $516898.00         | $1405962.56        | Equities   |
| NATIONAL RESH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $30765.00          | Equities   |
| TALOS ENERGY INC               COM              | 2500-12-31      | N/A      | 0.0000% | $300.00            | $2949.00           | Equities   |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $686.00            | $4726.54           | Equities   |
| ASCENT INDUSTRIES CO           COM              | 2500-12-31      | N/A      | 0.0000% | $904.00            | $10793.76          | Equities   |
| GANNETT CO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $52029.00          | $213318.90         | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $502614.00         | $5061322.98        | Equities   |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $36322.65          | Equities   |
| RADIANT LOGISTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3679.00           | $23692.76          | Equities   |
| LENNAR CORP                    CL B             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $127.10            | Equities   |
| HUDSON PAC PPTYS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $229651.00         | $647615.82         | Equities   |
| SILVERCREST ASSET MGMT GROUP I CL A             | 2500-12-31      | N/A      | 0.0000% | $505.00            | $8317.35           | Equities   |
| RIVERVIEW BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2815.00           | $14384.65          | Equities   |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $1695.00           | $42527.55          | Equities   |
| MOBILEYE GLOBAL INC            COMMON CLASS A   | 2500-12-31      | N/A      | 0.0000% | $819551.00         | $11514691.55       | Equities   |
| MANNKIND CORP                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19688.00          | $88399.12          | Equities   |
| BRIGHT MINDS BIOSCIENCES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1539.00           | $65615.26          | Equities   |
| BICARA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $995.00            | $11850.45          | Equities   |
| DELEK US HLDGS INC NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $53.92             | Equities   |
| EVENTBRITE INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $34857.00          | $92719.62          | Equities   |
| DIGIMARC CORP NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $1368.00           | $11669.04          | Equities   |
| COMMERCE.COM INC               COM SER 1        | 2500-12-31      | N/A      | 0.0000% | $11094.00          | $51698.04          | Equities   |
| CITIZENS & NORTHN CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $1653.00           | $33588.96          | Equities   |
| CNX RES CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $7.00              | $204.75            | Equities   |
| CPI CARD GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $605.00            | $9522.70           | Equities   |
| CLEARWATER PAPER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $42.76             | Equities   |
| CPI CARD GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $827.00            | $13016.98          | Equities   |
| BRIGHT MINDS BIOSCIENCES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $796.00            | $33937.46          | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $1.50              | Equities   |
| CHEMUNG FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $266.00            | $14390.60          | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $513.00            | $4791.42           | Equities   |
| ATRENEW INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $565307.00         | $2639983.69        | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $215889.00         | $49999892.40       | Equities   |
| SOLARIS ENERGY INFRAS INC      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $779.00            | $24709.88          | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $13817.00          | $121865.94         | Equities   |
| OPPFI INC                      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2867.00           | $29128.72          | Equities   |
| STAR HLDGS                     SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $4999.00           | $42741.45          | Equities   |
| SUPER MICRO COMPUTER INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1494.98           | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $4.00              | $141.00            | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1911.36           | Equities   |
| PRIMEENERGY RESOURCES CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $37.00             | $5568.13           | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $12.00             | $3537.72           | Equities   |
| PURETECH HEALTH PLC            ADS              | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $63395.04          | Equities   |
| 4D MOLECULAR THERAPEUTICS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $3698.00           | $22853.64          | Equities   |
| OLD DOMINION FREIGHT LINE INC  COM              | 2500-12-31      | N/A      | 0.0000% | $52.00             | $7784.40           | Equities   |
| OUTSET MED INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2397.00           | $33366.24          | Equities   |
| OUTSET MED INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2648.00           | $36860.16          | Equities   |
| FRANKLIN COVEY CO              COM              | 2500-12-31      | N/A      | 0.0000% | $2183.00           | $42961.44          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $3.00              | $236.10            | Equities   |
| GMS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $374897.00         | $41182435.45       | Equities   |
| SUPERNUS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $233.00            | $10571.21          | Equities   |
| PARK-OHIO HLDGS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $1320.00           | $26624.40          | Equities   |
| ORANGE CNTY BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1454.00           | $38589.16          | Equities   |
| OMEGA FLEX INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $908.00            | $32179.52          | Equities   |
| SURMODICS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $513.00            | $17611.29          | Equities   |
| TYRA BIOSCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $3674.00           | $45447.38          | Equities   |
| PRIMIS FINANCIAL CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $363.00            | $4036.56           | Equities   |
| DNOW INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $93.00             | $1506.60           | Equities   |
| SAGA COMMUNICATIONS INC        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2460.00           | $29766.00          | Equities   |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $9296.00           | $27609.12          | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $543.00            | $16061.94          | Equities   |
| TUCOWS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1015.00           | $18929.75          | Equities   |
| OFFICE PPTYS INCOME TR         COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $9.00              | $1.95              | Equities   |
| USANA HEALTH SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2036.00           | $63889.68          | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $3045.00           | $38275.65          | Equities   |
| OLYMPIC STEEL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1382.00           | $46601.04          | Equities   |
| OMNICELL COM                   COM              | 2500-12-31      | N/A      | 0.0000% | $1583.00           | $52682.24          | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $676315.00         | $49999967.95       | Equities   |
| WESTWOOD HLDGS GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1505.00           | $27074.95          | Equities   |
| SPDR SERIES TRUST              HLTH CR EQUIP    | 2500-12-31      | N/A      | 0.0000% | $39.00             | $3193.36           | Equities   |
| UDR INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $1130.00           | $44070.00          | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $30.00             | $99.30             | Equities   |
| TITAN INTL INC ILL             COM              | 2500-12-31      | N/A      | 0.0000% | $7220.00           | $64691.20          | Equities   |
| OPEN LENDING CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $37938.00          | $77393.52          | Equities   |
| TRUECAR INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $11145.00          | $24184.65          | Equities   |
| THE ONCOLOGY INSTITUTE INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8030.00           | $27944.40          | Equities   |
| ELBIT SYS LTD                  ORD              | 2500-12-31      | N/A      | 0.0000% | $10048.00          | $4874083.84        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $15.00             | $795.45            | Equities   |
| SOUND GROUP INC                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $12884.00          | $161050.00         | Equities   |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $797990.00         | $48517792.00       | Equities   |
| NEWAMSTERDAM PHARMA COMPANY NV ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $68.00             | $1628.60           | Equities   |
| CRISPR THERAPEUTICS AG         NAMEN AKT        | 2500-12-31      | N/A      | 0.0000% | $4233.00           | $224560.65         | Equities   |
| GILAT SATELLITE NETWORKS LTD   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $85.00             | $812.60            | Equities   |
| INTER & CO INC                 CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $401651.00         | $3458215.11        | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $388.92            | Equities   |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $3706.00           | $39543.02          | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $55.00             | $3337.95           | Equities   |
| AEGON LTD                      AMER REG 1 CERT  | 2500-12-31      | N/A      | 0.0000% | $692.00            | $5397.60           | Equities   |
| THE BALDWIN INSURANCE GRP INC  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1801.77           | Equities   |
| LIBERTY LATIN AMERICA LTD      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $5213.00           | $42068.91          | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $26.00             | $18404.62          | Equities   |
| PULMONX CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $53786.00          | $94663.36          | Equities   |
| TRUECAR INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $107782.00         | $233886.94         | Equities   |
| ASBURY AUTOMOTIVE GROUP INC    COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $774.12            | Equities   |
| BANK MARIN BANCORP             COM              | 2500-12-31      | N/A      | 0.0000% | $1275.00           | $31212.00          | Equities   |
| BANKWELL FINL GROUP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $651.00            | $27647.97          | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4594.00           | $3725.73           | Equities   |
| CITI TRENDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $340.00            | $12563.00          | Equities   |
| CONSUMER PORTFOLIO SVCS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $176.00            | $1418.56           | Equities   |
| CITIZENS INC                   CL A             | 2500-12-31      | N/A      | 0.0000% | $1665.00           | $8974.35           | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1567.00           | $3729.46           | Equities   |
| CLAROS MTG TR INC              COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $448591.00         | $1605955.78        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $28.00             | $1685.32           | Equities   |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $5432.00           | $48290.48          | Equities   |
| BK TECHNOLOGIES CORPORATION    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1063.00           | $74208.03          | Equities   |
| BIOAGE LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1635.00           | $7848.00           | Equities   |
| AVIDXCHANGE HOLDINGS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2720.00           | $27009.60          | Equities   |
| DESIGN THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $10964.00          | $61836.96          | Equities   |
| CYTEK BIOSCIENCES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $28002.00          | $116768.34         | Equities   |
| CONDUENT INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $11174.00          | $31287.20          | Equities   |
| DESIGN THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2443.00           | $13778.52          | Equities   |
| EVE HLDG INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $13740.00          | $54410.40          | Equities   |
| EUROPEAN WAX CTR INC           CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $15678.00          | $69139.98          | Equities   |
| BROOKFIELD BUSINESS CORP       CL A EXC SUB VTG | 2500-12-31      | N/A      | 0.0000% | $1323.00           | $46410.84          | Equities   |
| EXCELERATE ENERGY INC          CL A COM         | 2500-12-31      | N/A      | 0.0000% | $36.00             | $893.16            | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $673.00            | $20883.19          | Equities   |
| 1ST SOURCE CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $689.00            | $44571.41          | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $295.00            | $17534.80          | Equities   |
| ISHARES TR                     EXPONENTIAL TECH | 2500-12-31      | N/A      | 0.0000% | $350.00            | $23985.50          | Equities   |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $77.00             | $1400.63           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $274.00            | $20054.06          | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $17.00             | $729.30            | Equities   |
| JOHN MARSHALL BANCORP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $225.00            | $4497.75           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV NO AMER ENERGY   | 2500-12-31      | N/A      | 0.0000% | $1272.00           | $48285.12          | Equities   |
| FINANCE OF AMERICA COMPAN      CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1766.00           | $46640.06          | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2427.60           | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $258.00            | $11184.30          | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $22615.00          | $38445.50          | Equities   |
| PREFORMED LINE PRODS CO        COM              | 2500-12-31      | N/A      | 0.0000% | $125.00            | $24686.25          | Equities   |
| DAKOTA GOLD CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $14891.00          | $61648.74          | Equities   |
| CORECARD CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $489.00            | $13643.10          | Equities   |
| HAWTHORN BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $42.00             | $1400.70           | Equities   |
| HAWTHORN BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $784.00            | $26146.40          | Equities   |
| QUAD / GRAPHICS INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $4018.00           | $26317.90          | Equities   |
| MOLECULAR PARTNERS AG          ADS              | 2500-12-31      | N/A      | 0.0000% | $7681.00           | $27958.84          | Equities   |
| PROVIDENT BANCORP INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2199.00           | $28389.09          | Equities   |
| PRECIGEN INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $5935.00           | $27004.25          | Equities   |
| PRECIGEN INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $66218.00          | $301291.90         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $133748.00         | $31868135.96       | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $1198.00           | $3318.46           | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4894.00           | Equities   |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $84994.00          | $203985.60         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $352.00            | $31144.96          | Equities   |
| KALTURA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $7168.00           | $11540.48          | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $659.00            | $5535.60           | Equities   |
| TARGET HOSPITALITY CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $10.00             | $90.30             | Equities   |
| SKYWATER TECHNOLOGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2519.00           | $30983.70          | Equities   |
| LYELL IMMUNOPHARMA INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4327.00           | $48029.70          | Equities   |
| IHEARTMEDIA INC                COM CL A         | 2500-12-31      | N/A      | 0.0000% | $6566.00           | $14510.86          | Equities   |
| LIFECORE BIOMEDICAL INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2018.00           | $15377.16          | Equities   |
| LENDINGTREE INC NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3842.37           | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $885.00            | $2460.30           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $8.00              | $1125.12           | Equities   |
| WEST BANCORPORATION INC        CAP STK          | 2500-12-31      | N/A      | 0.0000% | $1827.00           | $36521.73          | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $2156.00           | $31412.92          | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $475320.00         | $2362340.40        | Equities   |
| ARDAGH METAL PACKAGING S A     SHS              | 2500-12-31      | N/A      | 0.0000% | $9297.00           | $33841.08          | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $5714.00           | $83252.98          | Equities   |
| VELOCITY FINL INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $27689.64          | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1338.84           | Equities   |
| ALLOGENE THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $308955.00         | $364566.90         | Equities   |
| ARCBEST CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $706.00            | $51650.96          | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $1038.00           | $29520.72          | Equities   |
| BRT APARTMENTS CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $780.00            | $12261.60          | Equities   |
| ARROW FINL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $1496.00           | $44550.88          | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $71015.00          | $49999531.05       | Equities   |
| CITY OFFICE REIT INC           COM              | 2500-12-31      | N/A      | 0.0000% | $3668.00           | $25419.24          | Equities   |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $8887.00           | $32259.81          | Equities   |
| CANGO INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $63.00             | $308.07            | Equities   |
| CRESCENT BIOPHARMA INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $195.00            | $2759.25           | Equities   |
| CRESCENT BIOPHARMA INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $723.00            | $10230.45          | Equities   |
| ZIPRECRUITER INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $146467.00         | $727940.99         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $3103.00           | $31371.33          | Equities   |
| JADE BIOSCIENCES INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $698.00            | $5639.84           | Equities   |
| ALEXANDERS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $17.00             | $3917.99           | Equities   |
| CONTINEUM THERAPEUTICS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $128160.00         | $1288008.00        | Equities   |
| ENERGY RECOVERY INC            COM              | 2500-12-31      | N/A      | 0.0000% | $363.00            | $5230.83           | Equities   |
| BLUE RIDGE BANKSHARES INC VA   COM              | 2500-12-31      | N/A      | 0.0000% | $115246.00         | $458679.08         | Equities   |
| UNISYS CORP                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $56474.00          | $221378.08         | Equities   |
| GOSSAMER BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $39635.00          | $95124.00          | Equities   |
| RICHARDSON ELECTRS LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $540.00            | $5400.00           | Equities   |
| VICOR CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2137.33           | Equities   |
| WEIS MKTS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $30.00             | $2198.10           | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $98108.00          | $49999761.12       | Equities   |
| METHODE ELECTRS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5007.00           | $39054.60          | Equities   |
| MICROVAST HOLDINGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $470.00            | $1316.00           | Equities   |
| REPOSITRAK INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $684.00            | $11169.72          | Equities   |
| PEARSON PLC                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $35.00             | $513.10            | Equities   |
| LIMONEIRA CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $2446.00           | $39136.00          | Equities   |
| HAVERTY FURNITURE COS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1186.00           | $26708.72          | Equities   |
| PEOPLES FINL SVCS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $867.00            | $46315.14          | Equities   |
| MAYVILLE ENGR CO INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1988.00           | $28985.04          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $3615.00           | $5856.30           | Equities   |
| HOMETRUST BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $919.00            | $38074.17          | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $1415.00           | $4443.10           | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $5816.00           | $18262.24          | Equities   |
| THARIMMUNE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $81554.00          | $493401.70         | Equities   |
| MADRIGAL PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $12240.76          | Equities   |
| HOLLEY INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $92607.00          | $373206.21         | Equities   |
| LIFEVANTAGE CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1525.00           | $19977.50          | Equities   |
| HALLADOR ENERGY COMPANY        COM              | 2500-12-31      | N/A      | 0.0000% | $9203.00           | $150745.14         | Equities   |
| HANCOCK WHITNEY CORPORATION    COM              | 2500-12-31      | N/A      | 0.0000% | $84.00             | $5302.08           | Equities   |
| LINDBLAD EXPEDITIONS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1241.00           | $18404.03          | Equities   |
| PIONEER BANCORP INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $336.00            | $4327.68           | Equities   |
| PAYSIGN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1793.00           | $9467.04           | Equities   |
| PARKE BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1196.21           | Equities   |
| 3-D SYS CORP DEL               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $29720.00          | $71625.20          | Equities   |
| TERADYNE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $424124.00         | $49999978.36       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P MIDCP LOW    | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1659.58           | Equities   |
| HAIN CELESTIAL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $547598.00         | $974724.44         | Equities   |
| INTUITIVE SURGICAL INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $105520.00         | $49999596.80       | Equities   |
| HOMESTREET INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2696.00           | $36719.52          | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $76670.00          | $49999573.80       | Equities   |
| MERIDIAN CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $881.00            | $13866.94          | Equities   |
| INVESTAR HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $26891.79          | Equities   |
| MURAL ONCOLOGY PUB LTD CO      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $2.07              | Equities   |
| SPDR SERIES TRUST              S&P 400 MDCP GRW | 2500-12-31      | N/A      | 0.0000% | $223.00            | $20413.42          | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $7.00              | $295.75            | Equities   |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $16910.00          | $57494.00          | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $1539.00           | $2708.64           | Equities   |
| TRUSTMARK CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $243.12            | Equities   |
| VERACYTE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $67.00             | $2006.65           | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $79938.00          | $270989.82         | Equities   |
| WIDEOPENWEST INC               COM              | 2500-12-31      | N/A      | 0.0000% | $7013.00           | $35696.17          | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $105009.00         | $19241849.16       | Equities   |
| RANPAK HOLDINGS CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $925.00            | $4773.00           | Equities   |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $26399.00          | $88436.65          | Equities   |
| PRINCETON BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $345.00            | $11833.50          | Equities   |
| REGENERON PHARMACEUTICALS      COM              | 2500-12-31      | N/A      | 0.0000% | $7493.00           | $4343017.73        | Equities   |
| ANYWHERE REAL ESTATE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3369.00           | $20988.87          | Equities   |
| RECURSION PHARMACEUTICALS INC  CL A             | 2500-12-31      | N/A      | 0.0000% | $170752.00         | $830708.48         | Equities   |
| REPUBLIC BANCORP INC KY        CL A             | 2500-12-31      | N/A      | 0.0000% | $22.00             | $1693.56           | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $670247.00         | $16421051.50       | Equities   |

### Security 670: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **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):** $249922582.50
- **C.18.a - Value (excl. sponsor support):** $249922582.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JPMBB COML MTG SEC TR 2014-C2  C      20480117 FLT | 2048-01-17      | 4.2010%  | 0.0000% | $9086000.00        | $8553900.30        | Private Label Collateralized Mortgage Obligations |
| REGATTA FUNDING LTD 2021-20R   B-R    20380115 FLT | 2038-01-15      | 5.8676%  | 0.0000% | $1000000.00        | $1007404.44        | Asset-Backed Securities                           |
| UNIVERSITY CHICAGO             SR GLBL SINK 45     | 2045-04-01      | 2.7610%  | 0.0000% | $66000.00          | $52146.65          | Corporate Debt Securities                         |
| MARATHON PETE CORP             GLBL NT 6.5%41      | 2041-03-01      | 6.5000%  | 0.0000% | $235000.00         | $256088.64         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M -OO BD4.45%44    | 2044-03-15      | 4.4500%  | 0.0000% | $101000.00         | $86091.61          | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 4.7500%  | 0.0000% | $4620000.00        | $4464612.72        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-10-15      | 6.5000%  | 0.0000% | $527000.00         | $558503.18         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  B-2    20511025 FLT | 2051-10-25      | 3.2045%  | 0.0000% | $508999.00         | $373161.44         | Private Label Collateralized Mortgage Obligations |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL 144A 29     | 2029-04-15      | 5.2500%  | 0.0000% | $192000.00         | $180328.64         | Corporate Debt Securities                         |
| ELP COMMERCIAL MTG TR 2021-ELP A      20381115 FLT | 2038-11-15      | 5.1795%  | 0.0000% | $1785000.00        | $1772708.75        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-J3              A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $205000.00         | $128474.35         | Private Label Collateralized Mortgage Obligations |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $99000.00          | $99102.57          | Corporate Debt Securities                         |
| BXSC COMM MTG TR 2022-WSS      D      20350315 FLT | 2035-03-15      | 7.5520%  | 0.0000% | $7002800.00        | $7054000.97        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  C      20410617 FLT | 2041-06-17      | 7.2521%  | 0.0000% | $7100000.00        | $7095439.05        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020- NQM1     A-1    20600125 FLT | 2060-01-25      | 2.4641%  | 0.0000% | $3105000.00        | $460876.92         | Private Label Collateralized Mortgage Obligations |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $1638000.00        | $1733127.76        | Corporate Debt Securities                         |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL NT6.7%31    | 2031-07-29      | 6.7000%  | 0.0000% | $43000.00          | $45766.76          | Corporate Debt Securities                         |
| FIVE POINT OPERATING COMPANY   SR GLBL STEP 28     | 2028-01-15      | 10.5000% | 0.0000% | $3665072.00        | $3802231.21        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $1257000.00        | $1271185.94        | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -B-20251 144A 29    | 2029-01-08      | 11.9095% | 0.0000% | $3000000.00        | $3004200.00        | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2017-2     A      20310415 3.6 | 2031-04-15      | 3.6000%  | 0.0000% | $30000.00          | $17907.23          | Asset-Backed Securities                           |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27     | 2027-05-01      | 5.1250%  | 0.0000% | $1669000.00        | $1687773.93        | Corporate Debt Securities                         |
| BX TRUST 2019-OC11             C      20411211 3.8 | 2041-12-11      | 3.8560%  | 0.0000% | $3523000.00        | $3361735.07        | Private Label Collateralized Mortgage Obligations |
| AMERICAN EXPRESS CO            SR GLBL NT 36       | 2036-04-25      | 5.6670%  | 0.0000% | $29000.00          | $30932.26          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $57000.00          | $59603.47          | Corporate Debt Securities                         |
| J P MC COML MTG SEC 2024-IGLG  A      20391110 FLT | 2039-11-10      | 5.3468%  | 0.0000% | $320000.00         | $324665.48         | Private Label Collateralized Mortgage Obligations |
| VEGAS TR 2024-TI               A      20391114 FLT | 2039-11-14      | 5.5183%  | 0.0000% | $1432000.00        | $1460004.21        | Private Label Collateralized Mortgage Obligations |
| NEWMONT CORP                   GTD NT 6.25%39      | 2039-10-01      | 6.2500%  | 0.0000% | $11000.00          | $12523.99          | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.875%55      | 2055-02-01      | 3.8750%  | 0.0000% | $8000.00           | $6013.15           | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL O NT4%49    | 2049-06-01      | 4.0000%  | 0.0000% | $90000.00          | $68956.90          | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-INV1  B-2    20551125 FLT | 2055-11-25      | 4.2610%  | 0.0000% | $1534000.00        | $1314165.70        | Private Label Collateralized Mortgage Obligations |
| POLAR US BORROWER LLC / SCHENE SR 144A NT 26       | 2026-05-15      | 6.7500%  | 0.0000% | $100000.00         | $9950.00           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR NT 4.875%42      | 2042-03-15      | 4.8750%  | 0.0000% | $56000.00          | $53964.87          | Corporate Debt Securities                         |
| NELNET STUDENT LNS 2005-1      A-5    20331025 FLT | 2033-10-25      | 4.7123%  | 0.0000% | $1155000.00        | $153867.16         | Asset-Backed Securities                           |
| SMRT COML MTG TR 2022-MINI     D      20390118 FLT | 2039-01-18      | 6.3140%  | 0.0000% | $4360000.00        | $4343454.21        | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT3.2%41    | 2041-05-20      | 3.2000%  | 0.0000% | $60000.00          | $46722.60          | Corporate Debt Securities                         |
| HILT 2025-NVIL                 A      20420715 FLT | 2042-07-15      | 6.1061%  | 0.0000% | $3000000.00        | $3014623.79        | Private Label Collateralized Mortgage Obligations |
| ITAU UNIBANCO HLDG SA CY       FR 6.5%             | 2500-12-31      | 7.8590%  | 0.0000% | $316000.00         | $325629.92         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT4.2%49    | 2049-06-15      | 4.2000%  | 0.0000% | $75000.00          | $59211.25          | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.75%45     | 2045-03-15      | 4.7500%  | 0.0000% | $408000.00         | $380422.83         | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 27     | 2027-01-15      | 8.1250%  | 0.0000% | $165000.00         | $167039.49         | Corporate Debt Securities                         |
| COMM MTG TR 2014-CCRE19        D      20470812 FLT | 2047-08-12      | 4.5723%  | 0.0000% | $1168000.00        | $36636.87          | Private Label Collateralized Mortgage Obligations |
| COREBRIDGE FINL INC            SR GLBL NT 42       | 2042-04-05      | 4.3500%  | 0.0000% | $33000.00          | $28501.44          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR NT 4.95%27       | 2027-02-15      | 4.9500%  | 0.0000% | $18263000.00       | $17841398.64       | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT4.4%45    | 2045-03-15      | 4.4000%  | 0.0000% | $1550000.00        | $1374143.89        | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2024-INV1    A-5    20540425 FLT | 2054-04-25      | 6.0000%  | 0.0000% | $5307700.00        | $5403847.22        | Private Label Collateralized Mortgage Obligations |
| PRUDENTIAL FINL INC            FR 4.418%032748     | 2048-03-27      | 4.4180%  | 0.0000% | $250000.00         | $214215.94         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  A-11   20511225 FLT | 2051-12-25      | 5.0000%  | 0.0000% | $3469000.00        | $2574052.96        | Private Label Collateralized Mortgage Obligations |
| IVY HL MD MRT CR 2017-12RR LTD A-1-RR 20370420 FLT | 2037-04-20      | 5.7255%  | 0.0000% | $39750000.00       | $39770773.91       | Asset-Backed Securities                           |
| GATEWAY RE LTD                 -A-20252 144A 28    | 2028-07-07      | 11.1500% | 0.0000% | $4750000.00        | $4813650.00        | Corporate Debt Securities                         |
| ARES DIRECT LENDING 2024-2     A-1    20361020 FLT | 2036-10-20      | 5.9255%  | 0.0000% | $26000000.00       | $26078995.31       | Asset-Backed Securities                           |
| BARINGS MIDDLE MARKET 2025-1   A      20370415 FLT | 2037-04-15      | 5.7676%  | 0.0000% | $37000000.00       | $36650942.00       | Asset-Backed Securities                           |
| AUDAX SENIOR DEBT CLO 2024-9   A-1    20360421 FLT | 2036-04-21      | 6.4255%  | 0.0000% | $31000000.00       | $31387777.36       | Asset-Backed Securities                           |
| SEALED AIR CORP NEW            SR GLBL 144A 33     | 2033-07-15      | 6.8750%  | 0.0000% | $5000.00           | $5438.61           | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2017-JP7 A-3    20500916 3.3 | 2050-09-16      | 3.3785%  | 0.0000% | $144999.00         | $27583.05          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG 2021-6 TR        A-6    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $12019000.00       | $5806244.71        | Private Label Collateralized Mortgage Obligations |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $650000.00         | $650753.28         | Corporate Debt Securities                         |
| MMAF EQUIP FIN 2020-A          A-3    20270409 0.9 | 2027-04-09      | 0.9700%  | 0.0000% | $1400000.00        | $363085.72         | Asset-Backed Securities                           |
| ABB FIN USA INC                SR NT 4.375%42      | 2042-05-08      | 4.3750%  | 0.0000% | $97000.00          | $87630.73          | Corporate Debt Securities                         |
| ANGI GROUP LLC                 SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $1752000.00        | $1650063.29        | Corporate Debt Securities                         |
| AHS HOSP CORP                  SR SEC 2015 BD45    | 2045-07-01      | 5.0240%  | 0.0000% | $580000.00         | $546339.25         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 6.2%38        | 2038-01-15      | 6.2000%  | 0.0000% | $15000.00          | $16487.67          | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-03-15      | 9.8750%  | 0.0000% | $52000.00          | $55883.23          | Corporate Debt Securities                         |
| EL PASO ELEC CO                SR GLBL NT 5%44     | 2044-12-01      | 5.0000%  | 0.0000% | $75000.00          | $65216.42          | Corporate Debt Securities                         |
| HILT 2025-NVIL                 C      20420715 FLT | 2042-07-15      | 7.0051%  | 0.0000% | $7055000.00        | $7102883.73        | Private Label Collateralized Mortgage Obligations |
| HUNDRED ACRES WD TR 2021-INV1  B3     20510725 FLT | 2051-07-25      | 3.2342%  | 0.0000% | $4582800.00        | $3463831.83        | Private Label Collateralized Mortgage Obligations |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $478683.25         | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR 144A NT 33       | 2033-03-15      | 6.7500%  | 0.0000% | $450000.00         | $484620.75         | Corporate Debt Securities                         |
| XEROX CORP                     2LIEN GLBL 31       | 2031-04-15      | 13.5000% | 0.0000% | $915000.00         | $965727.60         | Corporate Debt Securities                         |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $325000.00         | $290102.53         | Private Label Collateralized Mortgage Obligations |
| KENNEDY WILSON INC             SR GLBL NT 29       | 2029-03-01      | 4.7500%  | 0.0000% | $3458000.00        | $3379386.21        | Corporate Debt Securities                         |
| OBX TRUST 2021-INV2            A-11   20511025 FLT | 2051-10-25      | 5.0000%  | 0.0000% | $900000.00         | $644980.17         | Private Label Collateralized Mortgage Obligations |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 31      | 2031-10-01      | 7.3750%  | 0.0000% | $1000000.00        | $1077009.44        | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $1512000.00        | $1426661.88        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-05-15      | 4.3750%  | 0.0000% | $74000.00          | $57869.40          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT45    | 2045-10-23      | 6.4840%  | 0.0000% | $1337000.00        | $1346003.36        | Corporate Debt Securities                         |
| AXALTA COATING SYS DUTCH HLDG  SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $2781000.00        | $2989225.83        | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 35       | 2035-09-15      | 5.1500%  | 0.0000% | $150000.00         | $149567.42         | Corporate Debt Securities                         |
| JPMDB COML MT SEC TR 2020-COR7 A-5    20530515 FLT | 2053-05-15      | 2.1798%  | 0.0000% | $1857000.00        | $1570296.66        | Private Label Collateralized Mortgage Obligations |
| THERMO FISHER SCIENTIFIC INC   SR NT 5.3%44        | 2044-02-01      | 5.3000%  | 0.0000% | $50000.00          | $49519.61          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.5%030140       | 2040-03-01      | 5.5000%  | 0.0000% | $171000.00         | $179714.92         | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2016-JP2 A-SB   20490817 2.7 | 2049-08-17      | 2.7130%  | 0.0000% | $1325000.00        | $27690.21          | Private Label Collateralized Mortgage Obligations |
| DH EUROPE FIN II S A R L       SR GLBL NT 39       | 2039-11-15      | 3.2500%  | 0.0000% | $385000.00         | $315957.52         | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $1724000.00        | $1662116.06        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.4%090831       | 2031-09-08      | 4.4000%  | 0.0000% | $281000.00         | $288556.09         | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31      | 2031-05-15      | 7.1250%  | 0.0000% | $52000.00          | $55098.85          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B22      E      20540116 2.0 | 2054-01-16      | 2.0000%  | 0.0000% | $4000000.00        | $2600682.22        | Private Label Collateralized Mortgage Obligations |
| DISNEY WALT CO                 SR GLBL NT3.5%40    | 2040-05-13      | 3.5000%  | 0.0000% | $98000.00          | $82388.16          | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR NT 5.6%44        | 2044-04-01      | 5.6000%  | 0.0000% | $71000.00          | $68272.34          | Corporate Debt Securities                         |
| MANHATTAN WEST 2020-1MW MTG TR A      20390912 FLT | 2039-09-12      | 2.1300%  | 0.0000% | $13530032.00       | $12890327.57       | Private Label Collateralized Mortgage Obligations |
| SEASPAN CORP                   SR GLBL REGS 29     | 2029-08-01      | 5.5000%  | 0.0000% | $12000.00          | $11423.01          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.225%112035     | 2035-11-20      | 5.2250%  | 0.0000% | $17000.00          | $17639.18          | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI FR 7.75%            | 2500-12-31      | 7.7500%  | 0.0000% | $2036000.00        | $2136593.67        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36      | 2036-04-01      | 6.1250%  | 0.0000% | $1258000.00        | $1391361.28        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43       | 2043-07-15      | 5.2500%  | 0.0000% | $90000.00          | $80598.30          | Corporate Debt Securities                         |
| MELLO MTG CAP ACPTNC 2021-INV1 A-3    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $5508470.00        | $3379894.95        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 2022-IND    A      20390215 FLT | 2039-02-15      | 6.0131%  | 0.0000% | $4750200.00        | $4364144.45        | Private Label Collateralized Mortgage Obligations |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 30      | 2030-06-30      | 7.3750%  | 0.0000% | $51000.00          | $51957.11          | Corporate Debt Securities                         |

### Security 671: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.730000%
- **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):** $299772777.00
- **C.18.a - Value (excl. sponsor support):** $299772777.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.9000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $3000.00           | $3329.90           | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT32    | 2032-08-15      | 6.6250%  | 0.0000% | $1000000.00        | $999340.28         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT29    | 2029-05-01      | 4.5000%  | 0.0000% | $1300000.00        | $1242215.00        | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $149000.00         | $150573.77         | Corporate Debt Securities |
| VIKING CRUISES LTD             SR GLBL 144A 29     | 2029-02-15      | 7.0000%  | 0.0000% | $2000000.00        | $2021124.44        | Corporate Debt Securities |
| VERDE PURCHASER LLC            SR SEC 144A NT30    | 2030-11-30      | 10.5000% | 0.0000% | $341000.00         | $378499.20         | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $493000.00         | $488170.93         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $2964000.00        | $3132735.58        | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $765000.00         | $757506.61         | Corporate Debt Securities |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 6%30    | 2030-03-25      | 9.2500%  | 0.0000% | $23000.00          | $14253.87          | Corporate Debt Securities |
| TRUCK HERO INC                 SR GLBL 144A 29     | 2029-02-01      | 6.2500%  | 0.0000% | $340000.00         | $250165.58         | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $681000.00         | $631657.77         | Corporate Debt Securities |
| VOYAGER PARENT LLC             SR SEC GLBL 32      | 2032-07-01      | 9.2500%  | 0.0000% | $7991000.00        | $8640686.06        | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 29      | 2029-05-15      | 5.5000%  | 0.0000% | $328000.00         | $328580.20         | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR SEC 144A NT28    | 2028-02-15      | 7.7500%  | 0.0000% | $5300000.00        | $5471899.61        | Corporate Debt Securities |
| EMPIRE RESORTS INC             SR SEC GLBL 26      | 2026-11-01      | 7.7500%  | 0.0000% | $2056000.00        | $2111044.83        | Corporate Debt Securities |
| AMNEAL PHARMACEUTICALS INC     1LIEN GLBL 32       | 2032-08-01      | 6.8750%  | 0.0000% | $2016000.00        | $2084397.28        | Corporate Debt Securities |
| QNITY ELECTRONICS INC          SR 144A NT 33       | 2033-08-15      | 6.2500%  | 0.0000% | $1989000.00        | $2057820.51        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 30     | 2030-01-15      | 5.8750%  | 0.0000% | $438000.00         | $413200.68         | Corporate Debt Securities |
| ERO COPPER CORP                SR GLBL 144A 30     | 2030-02-15      | 6.5000%  | 0.0000% | $624000.00         | $608417.33         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 84    | 2084-01-15      | 8.5000%  | 0.0000% | $14927000.00       | $17086472.51       | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30     | 2030-04-15      | 7.7500%  | 0.0000% | $1318000.00        | $1418796.98        | Corporate Debt Securities |
| CHEVRON CORPORATION            SR GLBL NT 25       | 2025-11-17      | 3.3260%  | 0.0000% | $82000.00          | $82591.52          | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $239000.00         | $253812.03         | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $710000.00         | $754002.25         | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $1000.00           | $1014.99           | Corporate Debt Securities |
| COHERENT CORP                  GLBL 144A NT5%29    | 2029-12-15      | 5.0000%  | 0.0000% | $50000.00          | $49652.89          | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR GLBL 144A 27     | 2027-10-15      | 4.7500%  | 0.0000% | $50000.00          | $50457.03          | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32       | 2032-05-15      | 6.8750%  | 0.0000% | $1852000.00        | $1937151.10        | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $391000.00         | $386363.39         | Corporate Debt Securities |
| KOHLS CORP                     SR GLBL NT 45       | 2045-07-17      | 5.5500%  | 0.0000% | $1118000.00        | $699482.29         | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $1395000.00        | $1448475.78        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-07-15      | 5.2500%  | 0.0000% | $91000.00          | $87008.44          | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 29     | 2029-11-15      | 7.2500%  | 0.0000% | $2396000.00        | $2510539.45        | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT 30       | 2030-01-15      | 5.6250%  | 0.0000% | $1575000.00        | $1511015.62        | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $500000.00         | $505940.28         | Corporate Debt Securities |
| ATI INC                        SR GLBL NT 30       | 2030-08-15      | 7.2500%  | 0.0000% | $830000.00         | $877500.44         | Corporate Debt Securities |
| ARAMARK SVCS INC               SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $42000.00          | $41945.35          | Corporate Debt Securities |
| EMPIRE RESORTS INC             SR SEC GLBL 26      | 2026-11-01      | 7.7500%  | 0.0000% | $364000.00         | $373745.29         | Corporate Debt Securities |
| EMPIRE RESORTS INC             SR SEC GLBL 26      | 2026-11-01      | 7.7500%  | 0.0000% | $665000.00         | $682803.90         | Corporate Debt Securities |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $49000.00          | $54185.28          | Asset-Backed Securities   |
| AVATION CAP S A                FR 8.25%103126      | 2026-10-31      | 8.2500%  | 0.0000% | $8297000.00        | $8429281.83        | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B     | 2500-12-31      | 5.0000%  | 0.0000% | $3000.00           | $2754.62           | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28     | 2028-06-01      | 7.1250%  | 0.0000% | $520000.00         | $531022.27         | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33       | 2033-03-15      | 7.5000%  | 0.0000% | $112000.00         | $114575.81         | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $800000.00         | $819599.78         | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $1320000.00        | $1337356.53        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $2194039.00        | $2222888.18        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP GLBL NT        | 2500-12-31      | 4.1250%  | 0.0000% | $1000.00           | $989.05            | Corporate Debt Securities |
| GETTY IMAGES INC               SR GLBL 144A 27     | 2027-03-01      | 9.7500%  | 0.0000% | $100000.00         | $97861.83          | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $1072000.00        | $1092613.37        | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $162000.00         | $160629.03         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29       | 2029-02-01      | 4.3750%  | 0.0000% | $1279000.00        | $1079543.50        | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC REGS NT32    | 2032-01-15      | 5.0000%  | 0.0000% | $650000.00         | $581451.72         | Corporate Debt Securities |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $700000.00         | $705438.12         | Corporate Debt Securities |
| GOLOMT BANK JSC                SR REGS NT 11%27    | 2027-05-20      | 11.0000% | 0.0000% | $600000.00         | $644496.00         | Corporate Debt Securities |
| STERIGENICS-NORDION HLDGS LLC  SR SEC 144A NT31    | 2031-06-01      | 7.3750%  | 0.0000% | $49000.00          | $52456.35          | Corporate Debt Securities |
| OI EUROPEAN GROUP BV           SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $800000.00         | $760781.78         | Corporate Debt Securities |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41     | 2041-07-22      | 7.1250%  | 0.0000% | $700000.00         | $475666.04         | Corporate Debt Securities |
| PRECISION DRILLING CORP        SR GLBL 144A 29     | 2029-01-15      | 6.8750%  | 0.0000% | $102000.00         | $103576.18         | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29     | 2029-08-15      | 5.6250%  | 0.0000% | $629000.00         | $609411.37         | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $100000.00         | $99441.06          | Corporate Debt Securities |
| FRONERI LUX FINCO S A R L      SR SEC 144A NT32    | 2032-08-01      | 6.0000%  | 0.0000% | $1239000.00        | $1245203.26        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 27      | 2027-10-15      | 5.8750%  | 0.0000% | $1057000.00        | $1080854.43        | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR GLBL STEP 28     | 2028-01-15      | 10.5000% | 0.0000% | $3114576.00        | $3231133.82        | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY   SR GLBL STEP 28     | 2028-01-15      | 10.5000% | 0.0000% | $3933000.00        | $4080185.97        | Corporate Debt Securities |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $1000.00           | $862.60            | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 26     | 2026-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1019177.78        | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-12-15      | 10.7500% | 0.0000% | $21870.00          | $25446.96          | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $5000.00           | $4744.79           | Corporate Debt Securities |
| LBM ACQUISITION LLC            1LIEN GLBL 31       | 2031-06-15      | 9.5000%  | 0.0000% | $2980000.00        | $3142201.40        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $1961338.00        | $2005266.80        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP SUB GLBL -S    | 2500-12-31      | 7.1860%  | 0.0000% | $135000.00         | $136162.61         | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 31     | 2031-02-01      | 5.0000%  | 0.0000% | $39000.00          | $38952.38          | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $125000.00         | $125340.49         | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $2894000.00        | $3025560.44        | Corporate Debt Securities |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $852000.00         | $876638.89         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-03-01      | 7.3750%  | 0.0000% | $2942000.00        | $3152015.49        | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30     | 2030-07-15      | 7.2500%  | 0.0000% | $136000.00         | $138011.67         | Corporate Debt Securities |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $600000.00         | $653161.83         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $3785000.00        | $3799387.21        | Corporate Debt Securities |
| ADAPTHEALTH LLC                SR GLBL 144A 30     | 2030-03-01      | 5.1250%  | 0.0000% | $43000.00          | $42206.23          | Corporate Debt Securities |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32       | 2032-01-15      | 8.7500%  | 0.0000% | $1767000.00        | $1571012.21        | Corporate Debt Securities |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $1738000.00        | $1823870.72        | Corporate Debt Securities |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 33     | 2033-03-15      | 7.3750%  | 0.0000% | $650000.00         | $699602.49         | Corporate Debt Securities |
| EMBECTA CORP                   SR SEC 144A NT30    | 2030-02-15      | 5.0000%  | 0.0000% | $25000.00          | $23548.61          | Corporate Debt Securities |
| CP ATLAS BUYER INC.            1LIEN 144A NT 30    | 2030-07-15      | 9.7500%  | 0.0000% | $675000.00         | $708043.50         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34     | 2034-01-15      | 4.2500%  | 0.0000% | $20000.00          | $17492.29          | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 28     | 2028-06-01      | 7.1250%  | 0.0000% | $1109000.00        | $1132507.10        | Corporate Debt Securities |
| ARCOSA INC                     SR GLBL 144A 32     | 2032-08-15      | 6.8750%  | 0.0000% | $54000.00          | $56513.35          | Corporate Debt Securities |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $22000.00          | $20226.93          | Corporate Debt Securities |
| DOTDASH MEREDITH INC           SR SEC GLBL 32      | 2032-06-15      | 7.6250%  | 0.0000% | $2368000.00        | $2360000.44        | Corporate Debt Securities |
| ARIS MINING CORPORATION        SR REGS NT 8%29     | 2029-10-31      | 8.0000%  | 0.0000% | $200000.00         | $211430.89         | Corporate Debt Securities |
| AAG FH UK PLC/GL AU HL PLC     SR REGS NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $400000.00         | $399976.89         | Corporate Debt Securities |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL 144A 29     | 2029-10-15      | 8.1250%  | 0.0000% | $290000.00         | $311507.29         | Corporate Debt Securities |
| M D C HLDGS INC                SR NT 6%43          | 2043-01-15      | 6.0000%  | 0.0000% | $90000.00          | $83186.40          | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $66000.00          | $67616.98          | Corporate Debt Securities |
| GEOPARK LTD                    SR REGS NT 30       | 2030-01-31      | 8.7500%  | 0.0000% | $200000.00         | $183409.72         | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT5.5%31    | 2031-03-18      | 5.5000%  | 0.0000% | $756000.00         | $655669.14         | Corporate Debt Securities |
| LFS TOPCO LLC                  SR 144A NT 30       | 2030-07-15      | 8.7500%  | 0.0000% | $5620000.00        | $5575383.44        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 27     | 2027-05-13      | 6.6250%  | 0.0000% | $1787000.00        | $1821362.02        | Corporate Debt Securities |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $27000.00          | $26420.12          | Corporate Debt Securities |
| JOHNSON & JOHNSON              SR GLBL NT 5%35     | 2035-03-01      | 5.0000%  | 0.0000% | $512000.00         | $541312.00         | Corporate Debt Securities |
| CARVANA CO                     SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $1757000.00        | $1806172.57        | Corporate Debt Securities |
| BOMBARDIER INC                 GLBL 144A NT 34     | 2034-05-01      | 7.4500%  | 0.0000% | $401000.00         | $447828.56         | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 45     | 2045-07-15      | 4.4500%  | 0.0000% | $862000.00         | $732750.76         | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $244000.00         | $256143.07         | Corporate Debt Securities |
| DANA INC                       SR GLBL NT4.5%32    | 2032-02-15      | 4.5000%  | 0.0000% | $2850000.00        | $2801094.00        | Corporate Debt Securities |
| CHC GROUP LLC / CHC FIN LTD    SR SEC GLBL 30      | 2030-09-01      | 11.7500% | 0.0000% | $6600000.00        | $6606823.67        | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 27     | 2027-01-15      | 6.0000%  | 0.0000% | $2133000.00        | $2149601.85        | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR SEC GLBL 28      | 2028-07-01      | 3.8750%  | 0.0000% | $2032000.00        | $1975552.45        | Corporate Debt Securities |
| CLARIOS GLOBAL LP / CLARIOS US SR SEC GLBL 28      | 2028-05-15      | 6.7500%  | 0.0000% | $415000.00         | $433027.60         | Corporate Debt Securities |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $2963000.00        | $2796885.99        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $1550900.00        | $1565726.60        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $68000.00          | $69912.65          | Corporate Debt Securities |
| ARIS MINING CORPORATION        SR 144A NT 8%29     | 2029-10-31      | 8.0000%  | 0.0000% | $200000.00         | $211430.89         | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $739000.00         | $759887.42         | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $2865000.00        | $2877734.92        | Corporate Debt Securities |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $3000.00           | $3102.95           | Corporate Debt Securities |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $5000.00           | $5141.32           | Corporate Debt Securities |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $492000.00         | $443351.59         | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $21000.00          | $21839.67          | Corporate Debt Securities |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $790000.00         | $815916.39         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $284000.00         | $291988.13         | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $208000.00         | $195757.58         | Corporate Debt Securities |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $22000.00          | $19824.66          | Corporate Debt Securities |
| VM CONS INCORPORATED           SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $280000.00         | $283024.62         | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $2439000.00        | $2493236.58        | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $296000.00         | $319244.14         | Corporate Debt Securities |
| VICTRA HLDGS LLC / VICTRA FIN  SR SEC GLBL 29      | 2029-09-15      | 8.7500%  | 0.0000% | $350000.00         | $381003.39         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 32       | 2032-01-01      | 5.3750%  | 0.0000% | $598000.00         | $606467.51         | Corporate Debt Securities |
| XPO INC                        SR GLBL 144A 32     | 2032-02-01      | 7.1250%  | 0.0000% | $66000.00          | $69661.13          | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL REGS 27     | 2027-05-13      | 6.6250%  | 0.0000% | $659000.00         | $671671.84         | Corporate Debt Securities |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30     | 2030-01-27      | 5.0000%  | 0.0000% | $180000.00         | $167058.80         | Corporate Debt Securities |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41     | 2041-07-22      | 7.1250%  | 0.0000% | $300000.00         | $203856.88         | Corporate Debt Securities |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $382000.00         | $373795.70         | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 27     | 2027-09-30      | 5.5000%  | 0.0000% | $824000.00         | $844199.44         | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $373000.00         | $372270.99         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29      | 2029-11-15      | 10.0000% | 0.0000% | $58000.00          | $59150.66          | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29     | 2029-08-15      | 5.6250%  | 0.0000% | $3539000.00        | $3428786.69        | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL REGS 26     | 2026-05-15      | 5.8750%  | 0.0000% | $390000.00         | $397055.97         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $480000.00         | $473632.27         | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 31     | 2031-09-15      | 4.5000%  | 0.0000% | $693000.00         | $661073.49         | Corporate Debt Securities |
| ILIAD HLDG S A S               SR SEC REGS NT31    | 2031-04-15      | 8.5000%  | 0.0000% | $2890000.00        | $3206047.19        | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $1047000.00        | $986822.51         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29       | 2029-02-01      | 4.3750%  | 0.0000% | $409000.00         | $345217.59         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 30      | 2030-04-15      | 6.6250%  | 0.0000% | $251000.00         | $266955.13         | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $2000.00           | $1885.05           | Corporate Debt Securities |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $4977000.00        | $4039873.76        | Corporate Debt Securities |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $3293000.00        | $3313042.48        | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 32     | 2032-02-15      | 5.0000%  | 0.0000% | $75000.00          | $73230.33          | Corporate Debt Securities |
| ARIS WTR HLDGS LLC             SR GLBL 144A 30     | 2030-04-01      | 7.2500%  | 0.0000% | $35000.00          | $38054.59          | Corporate Debt Securities |
| SMYRNA READY MIX LLC           SR SEC GLBL 28      | 2028-11-01      | 6.0000%  | 0.0000% | $610000.00         | $624576.97         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 5.8750%  | 0.0000% | $178000.00         | $178408.46         | Corporate Debt Securities |
| CALPINE CORPORATION            SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $500000.00         | $496718.61         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 28     | 2028-09-15      | 7.0000%  | 0.0000% | $23000.00          | $24485.54          | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29     | 2029-07-15      | 7.0000%  | 0.0000% | $2000.00           | $2099.17           | Corporate Debt Securities |
| POST HLDGS INC                 SR GLBL 144A 34     | 2034-10-15      | 6.2500%  | 0.0000% | $2470000.00        | $2544455.41        | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $2580000.00        | $2708398.00        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT29    | 2029-04-15      | 6.6250%  | 0.0000% | $1547000.00        | $1606775.65        | Corporate Debt Securities |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32     | 2032-08-15      | 8.0000%  | 0.0000% | $973000.00         | $1018595.86        | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A NT7.5%29    | 2029-02-01      | 7.5000%  | 0.0000% | $1105000.00        | $1161347.63        | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 27     | 2027-04-15      | 7.8750%  | 0.0000% | $49000.00          | $50637.21          | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 27     | 2027-04-15      | 7.8750%  | 0.0000% | $2861000.00        | $2956593.16        | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 33     | 2033-04-15      | 6.2500%  | 0.0000% | $56000.00          | $57671.26          | Corporate Debt Securities |
| EVERGREEN ACQCO 1 LP / TVI INC SR SEC 144A NT28    | 2028-04-26      | 9.7500%  | 0.0000% | $1085000.00        | $1134152.31        | Corporate Debt Securities |
| TELECOM ARGENTINA SA           SR AMZ 144A NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $597000.00         | $627243.69         | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 44     | 2044-06-15      | 5.0000%  | 0.0000% | $452000.00         | $418871.92         | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $1401000.00        | $1472546.73        | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29      | 2029-07-15      | 12.6250% | 0.0000% | $1047000.00        | $1101465.52        | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29      | 2029-07-15      | 12.6250% | 0.0000% | $1880000.00        | $1977798.64        | Corporate Debt Securities |
| HERTZ CORP                     SR SEC GLBL 29      | 2029-07-15      | 12.6250% | 0.0000% | $501000.00         | $527062.30         | Corporate Debt Securities |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $51000.00          | $53833.75          | Corporate Debt Securities |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $454000.00         | $479225.94         | Corporate Debt Securities |
| EVERGREEN ACQCO 1 LP / TVI INC SR SEC 144A NT28    | 2028-04-26      | 9.7500%  | 0.0000% | $630000.00         | $658540.05         | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $1800000.00        | $2067740.00        | Corporate Debt Securities |
| TALOS PRODTN INC               SR SEC GLBL 31      | 2031-02-01      | 9.3750%  | 0.0000% | $843000.00         | $883035.48         | Corporate Debt Securities |
| STEELCASE INC                  SR GLBL NT 29       | 2029-01-18      | 5.1250%  | 0.0000% | $39000.00          | $39191.37          | Corporate Debt Securities |
| VOYAGER PARENT LLC             SR SEC GLBL 32      | 2032-07-01      | 9.2500%  | 0.0000% | $17546000.00       | $18972528.79       | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $6428000.00        | $7384129.29        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL NT4.5%32    | 2032-05-01      | 4.5000%  | 0.0000% | $4095000.00        | $3808309.05        | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $69000.00          | $73372.07          | Corporate Debt Securities |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $791000.00         | $841120.40         | Corporate Debt Securities |
| HEALTHEQUITY INC               SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $4228000.00        | $4176883.48        | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $137000.00         | $144563.31         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $696000.00         | $734423.84         | Corporate Debt Securities |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $1400000.00        | $1477289.33        | Corporate Debt Securities |
| NRG ENERGY INC                 PERP 144A NT        | 2500-12-31      | 10.2500% | 0.0000% | $19516000.00       | $22418896.58       | Corporate Debt Securities |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $4487000.00        | $4494712.65        | Corporate Debt Securities |
| WABASH NATL CORP               SR GLBL 144A 28     | 2028-10-15      | 4.5000%  | 0.0000% | $100000.00         | $93478.00          | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 33     | 2033-04-01      | 6.2500%  | 0.0000% | $32000.00          | $33946.68          | Corporate Debt Securities |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL REGS 29     | 2029-10-15      | 8.1250%  | 0.0000% | $1128000.00        | $1211655.93        | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $1578000.00        | $1638023.61        | Corporate Debt Securities |
| API GROUP DE INC               SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $550000.00         | $529898.42         | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $266000.00         | $250369.84         | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $1992000.00        | $2067771.25        | Corporate Debt Securities |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $680000.00         | $640043.20         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $50000.00          | $53878.54          | Corporate Debt Securities |
| XHR LP                         SR SEC GLBL 29      | 2029-06-01      | 4.8750%  | 0.0000% | $3900000.00        | $3842267.00        | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT4%31    | 2031-04-15      | 4.0000%  | 0.0000% | $1.00              | $0.84              | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $220000.00         | $234350.51         | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $2200000.00        | $2380753.22        | Corporate Debt Securities |
| VZ SECD FING BV                SR SEC 144A NT32    | 2032-01-15      | 5.0000%  | 0.0000% | $2566000.00        | $2295392.49        | Corporate Debt Securities |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 28     | 2028-03-01      | 4.6250%  | 0.0000% | $594000.00         | $597610.37         | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INTL INC     SR SEC GLBL 28      | 2028-08-15      | 4.6250%  | 0.0000% | $2240000.00        | $2208636.89        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $47000.00          | $47520.97          | Corporate Debt Securities |
| FOUNDATION FINANCE TR 2025-1   E      20500415 8.3 | 2050-04-15      | 8.3700%  | 0.0000% | $200000.00         | $203459.00         | Asset-Backed Securities   |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 3.6500%  | 0.0000% | $1000.00           | $977.62            | Corporate Debt Securities |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $7858.00           | $7962.11           | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $820000.00         | $823053.82         | Corporate Debt Securities |
| HOME PT CAPITAL INCORPORATED   SR GLBL 144A 26     | 2026-02-01      | 5.0000%  | 0.0000% | $3625000.00        | $3633949.72        | Corporate Debt Securities |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $147000.00         | $147547.45         | Corporate Debt Securities |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $585000.00         | $538193.91         | Corporate Debt Securities |
| EMERGENT BIOSOLUTIONS INC      SR GLBL 144A 28     | 2028-08-15      | 3.8750%  | 0.0000% | $709000.00         | $598670.34         | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $50000.00          | $50564.28          | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $948000.00         | $997866.91         | Corporate Debt Securities |
| MARLETTE FDG TR 2022-3         D      20321115 7.8 | 2032-11-15      | 7.8000%  | 0.0000% | $1296000.00        | $1320634.80        | Asset-Backed Securities   |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 27     | 2027-03-01      | 6.0000%  | 0.0000% | $1812000.00        | $1864034.60        | Corporate Debt Securities |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $18600000.00       | $16336938.00       | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 27     | 2027-03-01      | 6.0000%  | 0.0000% | $223000.00         | $229403.82         | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC    SR SEC GLBL 29      | 2029-09-30      | 11.7500% | 0.0000% | $750000.00         | $847388.96         | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $1291000.00        | $1358909.47        | Corporate Debt Securities |
| SS&C TECHNOLOGIES INC          SR GLBL 144A 32     | 2032-06-01      | 6.5000%  | 0.0000% | $459000.00         | $485203.80         | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 28      | 2028-01-15      | 6.2500%  | 0.0000% | $1652000.00        | $1664669.00        | Corporate Debt Securities |
| VISTRA CORP                    PERP SUB GLBL       | 2500-12-31      | 8.0000%  | 0.0000% | $165000.00         | $173424.53         | Corporate Debt Securities |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $795000.00         | $825784.61         | Corporate Debt Securities |
| VIKING CRUISES LTD             SR 144A NT 27       | 2027-09-15      | 5.8750%  | 0.0000% | $475000.00         | $487499.10         | Corporate Debt Securities |
| CIVITAS RESOURCES INC          SR 144A NT 31       | 2031-07-01      | 8.7500%  | 0.0000% | $102000.00         | $106272.50         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $2000.00           | $2076.89           | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $25000.00          | $25961.11          | Corporate Debt Securities |
| DISH DBS CORPORATION           SR SEC GLBL 26      | 2026-12-01      | 5.2500%  | 0.0000% | $750000.00         | $737395.00         | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 28     | 2028-05-15      | 7.0000%  | 0.0000% | $1200000.00        | $1226702.67        | Corporate Debt Securities |
| XPO INC                        SR GLBL 144A 31     | 2031-06-01      | 7.1250%  | 0.0000% | $695000.00         | $734981.03         | Corporate Debt Securities |
| FRONTERA ENERGY CORP           SR REGS NT 28       | 2028-06-21      | 7.8750%  | 0.0000% | $2219000.00        | $1591966.07        | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 28      | 2028-01-15      | 6.2500%  | 0.0000% | $759000.00         | $764820.69         | Corporate Debt Securities |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31    | 2031-06-15      | 7.5000%  | 0.0000% | $12000.00          | $12795.92          | Corporate Debt Securities |
| OT MIDCO INC                   SR SEC GLBL 30      | 2030-02-15      | 10.0000% | 0.0000% | $420000.00         | $288010.33         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31     | 2031-05-15      | 7.2500%  | 0.0000% | $1716000.00        | $1781970.67        | Corporate Debt Securities |
| LIGHT & WONDER INTL INC        SR GLBL 144A 31     | 2031-09-01      | 7.5000%  | 0.0000% | $198000.00         | $213723.84         | Corporate Debt Securities |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 29     | 2029-06-30      | 5.8750%  | 0.0000% | $522000.00         | $536818.85         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-04-01      | 4.5000%  | 0.0000% | $9.00              | $8.14              | Corporate Debt Securities |
| CALIFORNIA RES CORP            SR GLBL 144A 26     | 2026-02-01      | 7.1250%  | 0.0000% | $89000.00          | $89310.76          | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $968000.00         | $1008228.47        | Corporate Debt Securities |
| ARSENAL AIC PARENT LLC         SR SEC 144A NT30    | 2030-10-01      | 8.0000%  | 0.0000% | $50000.00          | $54577.44          | Corporate Debt Securities |
| BELLRING BRANDS INC            SR 144A NT 7%30     | 2030-03-15      | 7.0000%  | 0.0000% | $868000.00         | $926892.84         | Corporate Debt Securities |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $203000.00         | $211436.34         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC/ BLUE SR GLBL 144A 26     | 2026-07-15      | 6.6250%  | 0.0000% | $1113000.00        | $1122078.99        | Corporate Debt Securities |
| WEATHERFORD INTL LTD BERMUDA   SR GLBL 144A 30     | 2030-04-30      | 8.6250%  | 0.0000% | $484000.00         | $506798.01         | Corporate Debt Securities |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $11000.00          | $11137.04          | Corporate Debt Securities |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $8000.00           | $7845.73           | Corporate Debt Securities |
| HUDBAY MINERALS INC            SR GLBL 144A 29     | 2029-04-01      | 6.1250%  | 0.0000% | $100000.00         | $103336.06         | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 27     | 2027-02-01      | 8.0000%  | 0.0000% | $2000.00           | $2006.10           | Corporate Debt Securities |
| INGEVITY CORP                  SR GLBL 144A 28     | 2028-11-01      | 3.8750%  | 0.0000% | $161000.00         | $156431.04         | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $4026000.00        | $4086712.08        | Corporate Debt Securities |
| BEAZER HOMES USA INC           SR GLBL NT 29       | 2029-10-15      | 7.2500%  | 0.0000% | $170000.00         | $176712.64         | Corporate Debt Securities |
| POST HLDGS INC                 SR 144A NT 33       | 2033-03-01      | 6.3750%  | 0.0000% | $181000.00         | $188900.80         | Corporate Debt Securities |
| HUB INTL LTD                   SR SEC 144A NT30    | 2030-06-15      | 7.2500%  | 0.0000% | $205000.00         | $217716.72         | Corporate Debt Securities |
| HUB INTL LTD                   SR SEC 144A NT30    | 2030-06-15      | 7.2500%  | 0.0000% | $1200000.00        | $1274439.33        | Corporate Debt Securities |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $2000.00           | $2155.07           | Corporate Debt Securities |
| TALOS PRODTN INC               SR SEC GLBL 31      | 2031-02-01      | 9.3750%  | 0.0000% | $53000.00          | $55517.06          | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A NT 31       | 2031-07-01      | 7.2500%  | 0.0000% | $34000.00          | $36265.78          | Corporate Debt Securities |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $2000.00           | $2070.31           | Corporate Debt Securities |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29      | 2029-06-01      | 9.0000%  | 0.0000% | $152000.00         | $148373.28         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $250000.00         | $251681.11         | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $715.00            | $705.25            | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL COCO 27     | 2027-01-30      | 1.3640%  | 0.0000% | $2701000.00        | $2669530.05        | Corporate Debt Securities |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $705000.00         | $730461.66         | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $991000.00         | $925794.95         | Corporate Debt Securities |
| DANA INC                       SR GLBL NT 30       | 2030-09-01      | 4.2500%  | 0.0000% | $1692000.00        | $1710229.42        | Corporate Debt Securities |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1401000.00        | $1461343.41        | Corporate Debt Securities |
| HUB INTL LTD                   SR SEC 144A NT30    | 2030-06-15      | 7.2500%  | 0.0000% | $93000.00          | $98769.05          | Corporate Debt Securities |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $1900000.00        | $1969861.42        | Corporate Debt Securities |
| HECLA MINING COMPANY           SR GLBL NT 28       | 2028-02-15      | 7.2500%  | 0.0000% | $1600000.00        | $1620095.11        | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $2000.00           | $1926.97           | Corporate Debt Securities |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $2564000.00        | $2551783.96        | Corporate Debt Securities |
| WELLS FARGO & CO               EXT JR SB GLBL86    | 2086-12-01      | 5.9500%  | 0.0000% | $408000.00         | $426576.47         | Corporate Debt Securities |
| STUDIO CITY FIN LTD            SR GLBL 144A 28     | 2028-01-15      | 6.5000%  | 0.0000% | $766000.00         | $769557.64         | Corporate Debt Securities |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $1000.00           | $1050.66           | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR NT 7.6%37        | 2037-07-15      | 7.6000%  | 0.0000% | $619000.00         | $639506.78         | Corporate Debt Securities |
| MADISON IAQ LLC                SR SEC 144A NT28    | 2028-06-30      | 4.1250%  | 0.0000% | $2000.00           | $1960.46           | Corporate Debt Securities |
| VMED O2 UK FING I PLC          SR SEC 144A NT32    | 2032-04-15      | 7.7500%  | 0.0000% | $48000.00          | $51640.19          | Corporate Debt Securities |

### Security 672: 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:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $76600.00          | $36678.42          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $80.50             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $760600.00         | $612274.10         | U.S. Treasuries (including strips)        |
| GNMI SP 784794 X       | 2042-06-15      | 4.0000%  | 0.0000% | $2000000.00        | $585789.26         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $384200.00         | $270318.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $895800.00         | $852234.92         | U.S. Treasuries (including strips)        |
| GNII SF DI3274 C       | 2055-03-20      | 6.0000%  | 0.0000% | $7681996.00        | $7881305.78        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $240500.00         | $228803.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $57.00             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.03             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $42837200.00       | $41689891.74       | U.S. Treasuries (including strips)        |
| GNII SF DG7348 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9024903.00        | $9432798.38        | Agency Mortgage-Backed Securities         |
| GNII SF CU1540 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1314152.00        | $1363584.63        | Agency Mortgage-Backed Securities         |
| GNII SF CU1539 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1502353.00        | $1557986.37        | Agency Mortgage-Backed Securities         |
| GNII SF BT3785 C       | 2050-04-20      | 4.0000%  | 0.0000% | $4620313.00        | $1066628.74        | Agency Mortgage-Backed Securities         |
| GNII SF DG7347 C       | 2055-04-20      | 6.0000%  | 0.0000% | $9722385.00        | $10039732.47       | Agency Mortgage-Backed Securities         |
| GNII SF DH7090 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2062218.00        | $2206985.88        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $200.00            | $163.11            | U.S. Treasuries (including strips)        |
| 03.500 FGPC C91925 G   | 2037-04-01      | 3.5000%  | 0.0000% | $10530000.00       | $1654262.75        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5578   | 2052-09-01      | 3.5000%  | 0.0000% | $1210000.00        | $1023134.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2871   | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $1119851.06        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $1693660.00        | $16944.74          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $8850700.00        | $8090356.66        | U.S. Treasuries (including strips)        |
| GNII SF DH3157 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3634330.00        | $3771955.29        | Agency Mortgage-Backed Securities         |
| GNII SF DI3269 C       | 2055-03-20      | 6.0000%  | 0.0000% | $2944733.00        | $3022670.59        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $1097400.00        | $1118304.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $247412000.00      | $249999902.55      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $20727800.00       | $11491923.77       | U.S. Treasuries (including strips)        |
| GNII SF MA6157 M       | 2049-09-20      | 5.0000%  | 0.0000% | $1042529.00        | $133892.58         | Agency Mortgage-Backed Securities         |
| GNII RG CG2269 C       | 2040-08-20      | 5.0000%  | 0.0000% | $1646711.00        | $1070777.09        | Agency Mortgage-Backed Securities         |
| GNII SF CF7063 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1097365.00        | $579177.53         | Agency Mortgage-Backed Securities         |
| GNII SF DH5694 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1857037.00        | $1905125.92        | Agency Mortgage-Backed Securities         |
| GNII SF CU3426 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1427328.00        | $926108.05         | Agency Mortgage-Backed Securities         |
| GNII SF CU7816 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2077250.00        | $2159941.32        | Agency Mortgage-Backed Securities         |
| GNII ET CX3997 C       | 2063-05-20      | 1.5000%  | 0.0000% | $144797.00         | $97066.41          | Agency Mortgage-Backed Securities         |
| GNII ET CX3996 C       | 2063-08-20      | 2.0000%  | 0.0000% | $371491.00         | $221732.55         | Agency Mortgage-Backed Securities         |
| GNII SF CW7627 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1741287.00        | $1814306.46        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7383 C       | 2054-01-20      | 8.0000%  | 0.0000% | $7192814.00        | $7109086.83        | Agency Mortgage-Backed Securities         |
| GNII SF CU7790 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1136741.00        | $1176543.50        | Agency Mortgage-Backed Securities         |
| GNII SF CU0485 C       | 2053-04-20      | 7.5000%  | 0.0000% | $1051771.00        | $873441.36         | Agency Mortgage-Backed Securities         |
| GNII FS MA8379 M       | 2052-06-20      | 5.0000%  | 0.0000% | $76997.00          | $73980.09          | Agency Mortgage-Backed Securities         |
| GNMI SP 787165 X       | 2052-02-15      | 3.5000%  | 0.0000% | $1256000.00        | $1060710.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA6481 M       | 2038-03-20      | 6.5000%  | 0.0000% | $3087557.00        | $757122.56         | Agency Mortgage-Backed Securities         |
| GNII SF CZ0778 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2184622.00        | $1695335.28        | Agency Mortgage-Backed Securities         |
| GNII SF CY2978 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2712629.00        | $2849266.84        | Agency Mortgage-Backed Securities         |
| GNII FS MA7180 M       | 2051-01-20      | 2.5000%  | 0.0000% | $216328.00         | $160789.67         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8102   | 2050-12-01      | 2.0000%  | 0.0000% | $48826989.00       | $27897434.22       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7518   | 2050-11-01      | 2.0000%  | 0.0000% | $59224960.00       | $32513902.77       | Agency Mortgage-Backed Securities         |
| GNII ET DE0844 C       | 2064-08-20      | 4.0000%  | 0.0000% | $546534.00         | $289255.45         | Agency Mortgage-Backed Securities         |
| GNII SF DB0433 C       | 2054-03-20      | 6.0000%  | 0.0000% | $1701643.00        | $1622488.40        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3123 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1692827.00        | $1530160.15        | Agency Mortgage-Backed Securities         |
| GNII ET DA9234 C       | 2063-06-20      | 2.0000%  | 0.0000% | $153612.00         | $116750.56         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9273   | 2033-09-01      | 4.2700%  | 0.0000% | $33857190.00       | $33606921.41       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9275   | 2033-09-01      | 4.2700%  | 0.0000% | $30880453.00       | $30652188.12       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1710   | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $2016469.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH8856   | 2054-02-01      | 6.0000%  | 0.0000% | $636642.00         | $539332.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3740   | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1710.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6431   | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $837992.23         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q63567 G   | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $367.46            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U50822 G   | 2033-09-01      | 4.0000%  | 0.0000% | $2146020.00        | $187910.79         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $97.57             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $49664400.00       | $26072951.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $8829200.00        | $7207872.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $28993100.00       | $29803803.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $241006900.00      | $249979228.03      | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLRA9384   | 2053-07-01      | 6.0000%  | 0.0000% | $31994336.00       | $26038588.48       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $203681209.00      | $2079289.83        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C04052 G   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $138.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9003   | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $373.37            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3524   | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $157628.07         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05899 G   | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $520.86            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $42621.00          | $607.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3482   | 2047-06-01      | 3.5000%  | 0.0000% | $23767950.00       | $4031639.70        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $127078.00         | $1716.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9526   | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1188061.21        | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ4912   | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $36549.92          | Agency Mortgage-Backed Securities         |
| 06.500 FGPC P51237 G   | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $344.47            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A48052 G   | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $322953.54         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G60081 G   | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $301.87            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q24207 G   | 2044-01-01      | 4.5000%  | 0.0000% | $3033.00           | $168.85            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q18603 G   | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1511223.30        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766   | 2052-02-01      | 2.5000%  | 0.0000% | $1400000.00        | $885207.56         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4914   | 2031-02-01      | 7.5000%  | 0.0000% | $8574059.00        | $35533.23          | Agency Mortgage-Backed Securities         |
| GNII ET DE7709 C       | 2064-10-20      | 4.0000%  | 0.0000% | $147103.00         | $134839.48         | Agency Mortgage-Backed Securities         |
| GNII SF DG6307 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1037298.00        | $1043143.77        | Agency Mortgage-Backed Securities         |
| GNII FS MA6584 M       | 2050-04-20      | 3.5000%  | 0.0000% | $185260.00         | $95279.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA6873 M       | 2037-10-20      | 6.5000%  | 0.0000% | $417185.00         | $135264.21         | Agency Mortgage-Backed Securities         |
| GNII ET DE0802 C       | 2064-08-20      | 3.0000%  | 0.0000% | $169215.00         | $145875.88         | Agency Mortgage-Backed Securities         |
| GNII ET DC2613 C       | 2064-06-20      | 3.5000%  | 0.0000% | $858467.00         | $542625.83         | Agency Mortgage-Backed Securities         |
| GNII SF DH6287 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1237103.00        | $1310229.39        | Agency Mortgage-Backed Securities         |
| GNII FS MA7299 M       | 2051-03-20      | 2.5000%  | 0.0000% | $221346.00         | $165127.44         | Agency Mortgage-Backed Securities         |
| GNII ET DE0829 C       | 2064-07-20      | 3.5000%  | 0.0000% | $621621.00         | $550564.03         | Agency Mortgage-Backed Securities         |
| GNII ET DC2650 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1367409.00        | $1198158.94        | Agency Mortgage-Backed Securities         |
| GNII FS MA8030 M       | 2051-08-20      | 3.0000%  | 0.0000% | $264449.00         | $216620.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA4782 M       | 2047-10-20      | 5.5000%  | 0.0000% | $3540861.00        | $383788.99         | Agency Mortgage-Backed Securities         |
| GNII SF BU3283 C       | 2050-04-20      | 4.0000%  | 0.0000% | $5617731.00        | $3522113.56        | Agency Mortgage-Backed Securities         |
| GNII ET CT5358 C       | 2063-03-20      | 5.5000%  | 0.0000% | $654623.00         | $392861.58         | Agency Mortgage-Backed Securities         |
| GNII SF DH7157 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1074747.00        | $1110916.15        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $37944700.00       | $39303582.20       | U.S. Treasuries (including strips)        |
| GNII SF CZ7381 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1117412.00        | $1154123.04        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $223100.00         | $222116.94         | U.S. Treasuries (including strips)        |
| GNII SF AR8429 C       | 2037-05-20      | 5.5000%  | 0.0000% | $6180363.00        | $696125.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7511   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1903.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8689   | 2047-01-01      | 3.5000%  | 0.0000% | $2038330.00        | $464669.56         | Agency Mortgage-Backed Securities         |
| GNMI SF BD7084 X       | 2047-10-15      | 4.0000%  | 0.0000% | $8159150.00        | $1288489.38        | Agency Mortgage-Backed Securities         |
| GNII FS MA9058 M       | 2050-08-20      | 3.0000%  | 0.0000% | $370372.00         | $307185.12         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0755   | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $37799.35          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $47227816.00       | $36744.54          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9627   | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $264.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0457   | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3686674.83        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q52446 G   | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1436504.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8603   | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $861556.73         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17952 G   | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $606.15            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3UZM9884   | 2026-09-01      | 3.5000%  | 0.0000% | $3033894.00        | $29728.20          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07351 G   | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1784.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5135   | 2048-07-01      | 4.0000%  | 0.0000% | $92822912.00       | $27305062.86       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PRE6016   | 2049-10-01      | 4.0000%  | 0.0000% | $458809.00         | $29938.02          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0064   | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $259059.60         | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G60687 G   | 2031-05-01      | 8.5000%  | 0.0000% | $100000.00         | $3547.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8719   | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $599761.76         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $8000000.00        | $8194439.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $246400300.00      | $248076725.84      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $436000.00         | $446965.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $326800.00         | $280443.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $4092600.00        | $2977945.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1613000.00        | $1456803.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $6797200.00        | $5493898.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $863200.00         | $502866.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $7050000.00        | $6800013.75        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $12502600.00       | $11291033.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $3872900.00        | $3692891.31        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $2000000.00        | $1984579.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $777900.00         | $684986.56         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $498800.00         | $451454.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $257300.00         | $275589.57         | U.S. Treasuries (including strips)        |
| GNRA 2024-097 FT       | 2054-06-20      | 5.4950%  | 0.0000% | $4187.00           | $3969.73           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $2863300.00        | $1976290.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $6000000.00        | $4207422.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $299400.00         | $268156.60         | U.S. Treasuries (including strips)        |
| GNII ET DE7736 C       | 2062-04-20      | 4.0000%  | 0.0000% | $66574.00          | $60307.16          | Agency Mortgage-Backed Securities         |
| GNII ET DF4407 C       | 2064-11-20      | 4.0000%  | 0.0000% | $900835.00         | $824825.95         | Agency Mortgage-Backed Securities         |
| GNII SF CW7625 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2900041.00        | $3000942.83        | Agency Mortgage-Backed Securities         |
| GNII SF CW7624 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2151226.00        | $2227681.48        | Agency Mortgage-Backed Securities         |
| GNII SF CW7620 C       | 2054-01-20      | 7.5000%  | 0.0000% | $3194499.00        | $3324230.35        | Agency Mortgage-Backed Securities         |
| GNII SF CY2424 C       | 2053-11-20      | 7.5000%  | 0.0000% | $3248957.00        | $2640409.78        | Agency Mortgage-Backed Securities         |
| GNII SF CY6019 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2603526.00        | $2441052.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4PZL0907   | 2035-01-01      | 5.0000%  | 0.0000% | $725000.00         | $27431.93          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2022   | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $1935357.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8209   | 2053-01-01      | 5.5000%  | 0.0000% | $3829124.00        | $3357969.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6198   | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $1728971.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $106736903.00      | $83307250.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI2213   | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1829078.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4763   | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $713972.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $84643.83          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $248162500.00      | $249999927.41      | U.S. Treasuries (including strips)        |
| 04.500 FGPC G07692 G   | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $60907.55          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3TZT0906   | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $118807.90         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4698   | 2054-01-01      | 6.0000%  | 0.0000% | $7230944.00        | $6520938.90        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PRE6024   | 2050-01-01      | 3.5000%  | 0.0000% | $759860.00         | $100183.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9478   | 2053-07-01      | 5.5000%  | 0.0000% | $2104876.00        | $1969072.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7496   | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3839071.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9611   | 2053-08-01      | 5.0000%  | 0.0000% | $606000.00         | $530556.28         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC T62264 G   | 2048-07-01      | 4.0000%  | 0.0000% | $900000.00         | $50621.00          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G07137 G   | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $373726.04         | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $11336.00          | $254.32            | Agency Mortgage-Backed Securities         |
| GNII SF BT9274 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2116218.00        | $810787.06         | Agency Mortgage-Backed Securities         |
| GNII SF BU3285 C       | 2050-04-20      | 4.0000%  | 0.0000% | $11569747.00       | $6474356.58        | Agency Mortgage-Backed Securities         |
| GNII SF BU3325 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1108844.00        | $871624.71         | Agency Mortgage-Backed Securities         |
| GNII SF BW9306 C       | 2050-08-20      | 2.0000%  | 0.0000% | $1033106.00        | $419520.46         | Agency Mortgage-Backed Securities         |
| GNII SF BT3786 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1107108.00        | $287382.14         | Agency Mortgage-Backed Securities         |
| GNII SF BT3784 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2231288.00        | $477977.10         | Agency Mortgage-Backed Securities         |
| GNII SF BT1002 C       | 2050-06-20      | 4.5000%  | 0.0000% | $600000.00         | $444611.83         | Agency Mortgage-Backed Securities         |
| GNII SF BT3782 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2664319.00        | $515936.38         | Agency Mortgage-Backed Securities         |
| GNII SF DH8875 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1067980.00        | $1121365.15        | Agency Mortgage-Backed Securities         |
| GNII SF DH6528 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1342632.00        | $1356200.02        | Agency Mortgage-Backed Securities         |
| GNII SF DI3138 C       | 2055-03-20      | 6.0000%  | 0.0000% | $11917283.00       | $12238910.86       | Agency Mortgage-Backed Securities         |
| GNII SF BT9271 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2118072.00        | $1000176.98        | Agency Mortgage-Backed Securities         |
| GNII SF BT9466 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2131633.00        | $726411.14         | Agency Mortgage-Backed Securities         |
| GNII SF BT9465 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2104531.00        | $1074605.22        | Agency Mortgage-Backed Securities         |
| GNII FS MA8381 M       | 2052-09-20      | 5.0000%  | 0.0000% | $70343.00          | $67117.85          | Agency Mortgage-Backed Securities         |
| GNII FS MA7612 M       | 2041-07-20      | 7.0000%  | 0.0000% | $62513.00          | $56123.02          | Agency Mortgage-Backed Securities         |
| GNII FS MA7867 M       | 2051-08-20      | 3.0000%  | 0.0000% | $118034.00         | $96289.89          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7274   | 2052-08-01      | 3.3470%  | 0.0000% | $38223218.00       | $32161098.90       | Agency Mortgage-Backed Securities         |
| GNII SF CY2423 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1438120.00        | $1112700.45        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8941   | 2051-02-01      | 2.0000%  | 0.0000% | $46075597.00       | $25383622.18       | Agency Mortgage-Backed Securities         |
| GNII SF CZ3121 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1489746.00        | $1384827.21        | Agency Mortgage-Backed Securities         |
| GNII SF CU7813 C       | 2053-11-20      | 7.5000%  | 0.0000% | $27841108.00       | $24494209.88       | Agency Mortgage-Backed Securities         |
| GNII SF CY2938 C       | 2053-10-20      | 7.5000%  | 0.0000% | $5891268.00        | $5936811.27        | Agency Mortgage-Backed Securities         |
| GNII SF CZ4872 C       | 2054-01-20      | 6.0000%  | 0.0000% | $1577139.00        | $1621535.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6976   | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $1010745.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5829   | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $146948.20         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8833   | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $548108.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8861   | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3128444.13        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG3914   | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $243959.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5139   | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $80524.40          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6156   | 2053-07-01      | 6.0000%  | 0.0000% | $1861289.00        | $1490775.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $969340.00         | $938269.52         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $20452.32          | Agency Mortgage-Backed Securities         |
| GNII SF BT3788 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1112549.00        | $192547.12         | Agency Mortgage-Backed Securities         |
| GNII ET DE7724 C       | 2063-12-20      | 7.5000%  | 0.0000% | $413245.00         | $427128.97         | Agency Mortgage-Backed Securities         |
| GNII ET DD5359 C       | 2064-08-20      | 3.5000%  | 0.0000% | $871119.00         | $652367.55         | Agency Mortgage-Backed Securities         |
| GNII SF BY1855 C       | 2050-12-20      | 4.0000%  | 0.0000% | $1396540.00        | $770254.84         | Agency Mortgage-Backed Securities         |
| GNII SF BU3284 C       | 2050-04-20      | 4.0000%  | 0.0000% | $7429479.00        | $5217001.72        | Agency Mortgage-Backed Securities         |
| GNII SF CL3171 C       | 2052-01-20      | 4.0000%  | 0.0000% | $1482893.00        | $809729.62         | Agency Mortgage-Backed Securities         |
| GNII ET DE7746 C       | 2056-03-20      | 3.0000%  | 0.0000% | $108616.00         | $93045.83          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1153   | 2046-07-01      | 3.0000%  | 0.0000% | $7039504.00        | $6136298.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $6416016.00        | $2284640.87        | Agency Mortgage-Backed Securities         |
| GNII FS MA7811 M       | 2051-12-20      | 2.5000%  | 0.0000% | $551547.00         | $94084.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA7481 M       | 2038-08-20      | 7.0000%  | 0.0000% | $84789.00          | $75992.31          | Agency Mortgage-Backed Securities         |
| GNII SF CW6047 C       | 2053-11-20      | 6.5000%  | 0.0000% | $2159119.00        | $1017372.83        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7215   | 2050-10-01      | 2.0000%  | 0.0000% | $63932672.00       | $34443417.10       | Agency Mortgage-Backed Securities         |
| GNII ET CQ3338 C       | 2062-09-20      | 4.5000%  | 0.0000% | $695780.00         | $539710.23         | Agency Mortgage-Backed Securities         |
| GNII SF CR0057 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1813857.00        | $1169928.09        | Agency Mortgage-Backed Securities         |
| GNII SF CS5067 C       | 2053-01-20      | 7.5000%  | 0.0000% | $818436.00         | $853399.15         | Agency Mortgage-Backed Securities         |
| GNMI SF AP7290 X       | 2045-10-15      | 4.5000%  | 0.0000% | $1444208.00        | $382489.81         | Agency Mortgage-Backed Securities         |
| GNII SF AE2211 C       | 2036-04-20      | 5.5000%  | 0.0000% | $1412965.00        | $114252.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA6870 M       | 2050-09-20      | 5.0000%  | 0.0000% | $1108209.00        | $258930.64         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $88100.00          | $67511.94          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $20595700.00       | $15782697.13       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $101653300.00      | $77651857.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $304900.00         | $306913.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $146000.00         | $144219.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $277400.00         | $280629.30         | U.S. Treasuries (including strips)        |
| GNII SP 785035 C       | 2050-06-20      | 5.5000%  | 0.0000% | $13199269.00       | $4096650.24        | Agency Mortgage-Backed Securities         |
| GNII ET DE0900 C       | 2064-08-20      | 3.0000%  | 0.0000% | $877777.00         | $756701.92         | Agency Mortgage-Backed Securities         |
| GNII ET DD5420 C       | 2064-08-20      | 4.0000%  | 0.0000% | $840904.00         | $763212.23         | Agency Mortgage-Backed Securities         |
| GNII ET DE0896 C       | 2064-08-20      | 4.0000%  | 0.0000% | $384684.00         | $327470.44         | Agency Mortgage-Backed Securities         |
| GNII ET DE0871 C       | 2064-02-20      | 3.5000%  | 0.0000% | $119952.00         | $106446.49         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $42000.00          | $43958.06          | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD1561   | 2052-09-01      | 5.0000%  | 0.0000% | $1342366.00        | $1000973.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9621   | 2053-08-01      | 5.5000%  | 0.0000% | $25333702.00       | $21980579.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $150360.00         | $108280.48         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1817   | 2054-11-01      | 5.5000%  | 0.0000% | $155000.00         | $155438.71         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6330   | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $931383.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9433   | 2053-07-01      | 5.5000%  | 0.0000% | $28714311.00       | $26444615.98       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7273   | 2053-06-01      | 4.9080%  | 0.0000% | $24311995.00       | $19086216.38       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $196262585.00      | $155005239.21      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6532   | 2054-11-01      | 5.0000%  | 0.0000% | $34091699.00       | $32557123.20       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8853   | 2051-02-01      | 2.0000%  | 0.0000% | $51921408.00       | $28795694.03       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $172383593.00      | $27652656.28       | Agency Mortgage-Backed Securities         |
| GNII SF CR9823 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1988324.00        | $1526471.95        | Agency Mortgage-Backed Securities         |
| GNII SF CO9534 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1118654.00        | $768727.85         | Agency Mortgage-Backed Securities         |
| GNII SF CJ2186 C       | 2052-06-20      | 6.0000%  | 0.0000% | $1716347.00        | $1206639.41        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096   | 2050-08-01      | 2.5000%  | 0.0000% | $1210000.00        | $453622.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA6512 M       | 2035-03-20      | 2.5000%  | 0.0000% | $4480.00           | $793.51            | Agency Mortgage-Backed Securities         |
| GNII SF DE7806 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2075856.00        | $2096307.55        | Agency Mortgage-Backed Securities         |
| GNII ET DE0915 C       | 2064-08-20      | 2.5000%  | 0.0000% | $624596.00         | $499440.65         | Agency Mortgage-Backed Securities         |
| GNII ET DC2577 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1117177.00        | $988409.64         | Agency Mortgage-Backed Securities         |
| GNII ET DE0878 C       | 2063-08-20      | 4.0000%  | 0.0000% | $300788.00         | $275001.60         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $1000000.00        | $1043682.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $11443400.00       | $11567819.61       | U.S. Treasuries (including strips)        |
| GNII ET DE0808 C       | 2064-01-20      | 3.0000%  | 0.0000% | $205028.00         | $176723.70         | Agency Mortgage-Backed Securities         |
| GNII SF CW7621 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2246326.00        | $2333362.18        | Agency Mortgage-Backed Securities         |
| GNII ET DF5602 C       | 2064-10-20      | 6.5000%  | 0.0000% | $9169559.00        | $6675474.15        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3124 C       | 2053-12-20      | 8.0000%  | 0.0000% | $10571327.00       | $9983734.85        | Agency Mortgage-Backed Securities         |
| GNII SF CU7815 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2931230.00        | $2694967.69        | Agency Mortgage-Backed Securities         |
| GNII SF DE7807 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2351415.00        | $2370916.67        | Agency Mortgage-Backed Securities         |
| GNII SF CU9140 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1411464.00        | $955565.99         | Agency Mortgage-Backed Securities         |
| GNII SF CU1534 C       | 2053-09-20      | 7.5000%  | 0.0000% | $7259145.00        | $7443356.18        | Agency Mortgage-Backed Securities         |
| GNMI SF CR2394 X       | 2053-05-15      | 6.0000%  | 0.0000% | $3692183.00        | $3845421.88        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $56300.00          | $59348.44          | U.S. Treasuries (including strips)        |
| GNII SF CP5275 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1532931.00        | $692508.08         | Agency Mortgage-Backed Securities         |
| GNII SF CO9570 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1811398.00        | $911177.07         | Agency Mortgage-Backed Securities         |
| GNII SF BU5005 C       | 2050-05-20      | 3.5000%  | 0.0000% | $2641770.00        | $1305766.86        | Agency Mortgage-Backed Securities         |
| GNII SF BT3781 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1299716.00        | $245544.45         | Agency Mortgage-Backed Securities         |
| GNMI SF 736644 X       | 2031-05-15      | 6.5000%  | 0.0000% | $1231390.00        | $154524.29         | Agency Mortgage-Backed Securities         |
| GNII SF CY2937 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1430184.00        | $1501750.87        | Agency Mortgage-Backed Securities         |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $204740371.00      | $67467356.84       | Agency Mortgage-Backed Securities         |
| GNII ET DC2608 C       | 2064-06-20      | 2.5000%  | 0.0000% | $815327.00         | $651745.17         | Agency Mortgage-Backed Securities         |
| GNII SF CZ7380 C       | 2054-01-20      | 7.5000%  | 0.0000% | $7644325.00        | $6690455.54        | Agency Mortgage-Backed Securities         |
| GNII SF BT9272 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1304938.00        | $498244.16         | Agency Mortgage-Backed Securities         |
| GNII SF BT3783 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1109550.00        | $459973.44         | Agency Mortgage-Backed Securities         |
| GNII ET DB6276 C       | 2064-06-20      | 3.5000%  | 0.0000% | $919015.00         | $311948.65         | Agency Mortgage-Backed Securities         |
| GNII SF CN3251 C       | 2052-04-20      | 5.0000%  | 0.0000% | $1296625.00        | $1181565.56        | Agency Mortgage-Backed Securities         |
| GNII FS MA8997 M       | 2053-07-20      | 6.0000%  | 0.0000% | $87330.00          | $86357.01          | Agency Mortgage-Backed Securities         |
| GNMI SF 798441 X       | 2042-05-15      | 4.5000%  | 0.0000% | $1033579.00        | $278679.18         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $181104900.00      | $184708497.77      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $36428100.00       | $37032687.01       | U.S. Treasuries (including strips)        |
| 05.000 FGPC G05398 G   | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $7307.65           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05566 G   | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $375324.24         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $900.00            | $948.59            | U.S. Treasuries (including strips)        |
| GNII SF 705308 C       | 2039-01-20      | 7.2500%  | 0.0000% | $1310308.00        | $188988.62         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $6137800.00        | $6035237.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $3290100.00        | $2759956.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $6361000.00        | $6306912.83        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $34106100.00       | $33896076.85       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $739000.00         | $730131.27         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $2369500.00        | $2313767.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $454300.00         | $357208.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $3849900.00        | $2417461.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $21668000.00       | $17235690.71       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $41200.00          | $39762.89          | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLQE2763   | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1397957.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $30815.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8195   | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $568119.58         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6243   | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $609732.69         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0468   | 2029-10-01      | 7.5000%  | 0.0000% | $66275064.00       | $29127.19          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $24724649.00       | $19714812.68       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6729   | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $112996.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1552.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1989   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $570.48            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-07-25      | 5.1984%  | 0.0000% | $73631510.00       | $71508996.19       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZL2862   | 2042-03-01      | 3.5000%  | 0.0000% | $2415.00           | $260.59            | Agency Mortgage-Backed Securities         |
| GNII SF BT3787 C       | 2050-04-20      | 4.0000%  | 0.0000% | $10927060.00       | $637981.50         | Agency Mortgage-Backed Securities         |
| GNII SF DH5696 C       | 2055-03-20      | 6.0000%  | 0.0000% | $15742741.00       | $16157033.55       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2670   | 2052-01-01      | 3.0000%  | 0.0000% | $195923.00         | $141122.04         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2054   | 2051-11-01      | 2.0000%  | 0.0000% | $310000.00         | $191483.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5672   | 2055-04-01      | 5.0000%  | 0.0000% | $7137464.00        | $6931681.47        | Agency Mortgage-Backed Securities         |
| GNII SF DC1404 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1845331.00        | $1921625.55        | Agency Mortgage-Backed Securities         |
| GNII ET DE7706 C       | 2063-10-20      | 4.5000%  | 0.0000% | $40486.00          | $37475.24          | Agency Mortgage-Backed Securities         |
| GNII SF DG7345 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1328118.00        | $1378159.52        | Agency Mortgage-Backed Securities         |
| GNII FS MA7461 M       | 2045-04-20      | 3.5000%  | 0.0000% | $88868.00          | $71114.89          | Agency Mortgage-Backed Securities         |
| GNII SF MA6871 M       | 2050-09-20      | 5.5000%  | 0.0000% | $733117.00         | $264220.83         | Agency Mortgage-Backed Securities         |
| GNII FS MA7690 M       | 2051-10-20      | 2.5000%  | 0.0000% | $445304.00         | $232141.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA5819 M       | 2049-03-20      | 5.0000%  | 0.0000% | $1621998.00        | $111490.31         | Agency Mortgage-Backed Securities         |
| GNII FS MA6504 M       | 2050-01-20      | 3.5000%  | 0.0000% | $500740.00         | $252455.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA6872 M       | 2050-09-20      | 6.0000%  | 0.0000% | $823809.00         | $137548.46         | Agency Mortgage-Backed Securities         |
| GNII SF MA6716 M       | 2050-05-20      | 6.0000%  | 0.0000% | $1888947.00        | $319548.74         | Agency Mortgage-Backed Securities         |
| GNII SF CU3444 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1049867.00        | $963341.43         | Agency Mortgage-Backed Securities         |
| GNII SF CD0710 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1670725.00        | $770507.48         | Agency Mortgage-Backed Securities         |
| GNII SF BM9834 C       | 2049-06-20      | 6.0000%  | 0.0000% | $1094008.00        | $402503.65         | Agency Mortgage-Backed Securities         |
| GNII SF BU3391 C       | 2050-05-20      | 5.0000%  | 0.0000% | $813982.00         | $466404.12         | Agency Mortgage-Backed Securities         |
| GNII SF CR2393 C       | 2053-05-20      | 6.0000%  | 0.0000% | $8481684.00        | $8777450.79        | Agency Mortgage-Backed Securities         |
| GNII SF CF7447 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1028306.00        | $424825.44         | Agency Mortgage-Backed Securities         |
| GNII SF BT9273 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2245289.00        | $972819.67         | Agency Mortgage-Backed Securities         |
| GNII SF BU3326 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1669077.00        | $1170551.21        | Agency Mortgage-Backed Securities         |
| GNII FS MA8299 M       | 2052-05-20      | 4.0000%  | 0.0000% | $60241.00          | $52773.90          | Agency Mortgage-Backed Securities         |
| GNII FS MA8304 M       | 2045-10-20      | 3.5000%  | 0.0000% | $110557.00         | $82291.81          | Agency Mortgage-Backed Securities         |
| GNII FS MA8411 M       | 2052-10-20      | 5.0000%  | 0.0000% | $65414.00          | $62724.23          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1256   | 2048-02-01      | 4.5000%  | 0.0000% | $83364108.00       | $21949047.85       | Agency Mortgage-Backed Securities         |
| GNII FS MA5177 M       | 2048-05-20      | 3.5000%  | 0.0000% | $822182.00         | $176253.63         | Agency Mortgage-Backed Securities         |
| GNII SF BT9270 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1576419.00        | $714061.57         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0490   | 2052-01-01      | 2.0000%  | 0.0000% | $3617389.00        | $2378917.78        | Agency Mortgage-Backed Securities         |
| GNII SF 736306 C       | 2031-02-20      | 7.0000%  | 0.0000% | $1628331.00        | $143528.89         | Agency Mortgage-Backed Securities         |
| GNII ET CX4001 C       | 2063-07-20      | 2.0000%  | 0.0000% | $300785.00         | $226606.09         | Agency Mortgage-Backed Securities         |
| GNII ET CW7531 C       | 2063-06-20      | 2.0000%  | 0.0000% | $104592.00         | $78872.23          | Agency Mortgage-Backed Securities         |
| GNII SF BT3780 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1044528.00        | $436675.67         | Agency Mortgage-Backed Securities         |
| GNII SF CW7626 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3177055.00        | $3002775.53        | Agency Mortgage-Backed Securities         |
| GNMI SF 733533 X       | 2041-01-15      | 3.5000%  | 0.0000% | $799920.00         | $91272.36          | Agency Mortgage-Backed Securities         |
| GNMI SF 736641 X       | 2032-05-15      | 6.5000%  | 0.0000% | $1422657.00        | $186955.58         | Agency Mortgage-Backed Securities         |
| GNII ET CV4691 C       | 2063-07-20      | 6.0000%  | 0.0000% | $743234.00         | $345823.55         | Agency Mortgage-Backed Securities         |
| GNII FS MA7556 M       | 2051-08-20      | 3.0000%  | 0.0000% | $213780.00         | $123335.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $1024606.00        | $759150.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0244   | 2054-08-01      | 6.5000%  | 0.0000% | $162935.00         | $140257.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9312   | 2047-09-01      | 3.5000%  | 0.0000% | $250000000.00      | $24633940.38       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2151   | 2052-10-01      | 5.5000%  | 0.0000% | $4070690.00        | $3700313.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $47151962.00       | $37836747.86       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1100   | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $28905.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $90000.00          | $74202.61          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9455   | 2053-08-01      | 6.5000%  | 0.0000% | $79575.00          | $61098.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5777   | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $1996260.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297   | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $848311.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6251   | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $215636.74         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $102576.06         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $2827.00           | $49.04             | Agency Mortgage-Backed Securities         |
| 03.000 FGPC N35004 G   | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $42959.31          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $1533769.00        | $160275.66         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $24068.00          | $1091.69           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01903 G   | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $178392.09         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $12913.00          | $489.19            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $261571400.00      | $242835617.91      | U.S. Treasuries (including strips)        |
| GNMI SP 783274 X       | 2036-05-15      | 6.0000%  | 0.0000% | $18900000.00       | $789958.94         | Agency Mortgage-Backed Securities         |
| GNMI SF 705648 X       | 2038-12-15      | 6.5000%  | 0.0000% | $2337478.00        | $113812.26         | Agency Mortgage-Backed Securities         |
| GNMI SF CJ2187 X       | 2052-06-15      | 5.5000%  | 0.0000% | $1519206.00        | $1529096.20        | Agency Mortgage-Backed Securities         |
| GNII RG CL8529 C       | 2039-07-20      | 5.5000%  | 0.0000% | $1138430.00        | $690603.53         | Agency Mortgage-Backed Securities         |
| GNII SF AF3174 C       | 2035-08-20      | 5.5000%  | 0.0000% | $2760925.00        | $189373.14         | Agency Mortgage-Backed Securities         |
| GNII SF CY6018 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1266090.00        | $1332324.83        | Agency Mortgage-Backed Securities         |
| GNII SF CX7264 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2442392.00        | $2137768.10        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3122 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1343470.00        | $1388308.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA6714 M       | 2050-06-20      | 5.0000%  | 0.0000% | $2212820.00        | $367985.60         | Agency Mortgage-Backed Securities         |
| GNII FS MA7866 M       | 2052-01-20      | 2.5000%  | 0.0000% | $632123.00         | $480542.92         | Agency Mortgage-Backed Securities         |
| GNII FS MA7691 M       | 2051-10-20      | 3.0000%  | 0.0000% | $130158.00         | $105714.35         | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M       | 2048-06-20      | 5.0000%  | 0.0000% | $15000000.00       | $1155480.92        | Agency Mortgage-Backed Securities         |
| GNII SF BU0673 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1283345.00        | $688328.62         | Agency Mortgage-Backed Securities         |
| GNII SF CP5373 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1182272.00        | $958253.97         | Agency Mortgage-Backed Securities         |
| GNII SF CC0198 C       | 2051-04-20      | 3.0000%  | 0.0000% | $9468212.00        | $5121971.10        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29019 G   | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $333.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1840960.00        | $1539374.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3650   | 2053-08-01      | 6.0000%  | 0.0000% | $182408032.00      | $151785262.51      | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q28932 G   | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2162401.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4746   | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $2429324.61        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076   | 2050-12-01      | 2.0000%  | 0.0000% | $45819825.00       | $24543520.06       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7631   | 2050-11-01      | 2.0000%  | 0.0000% | $56714507.00       | $29118805.89       | Agency Mortgage-Backed Securities         |

### Security 673: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.690000%
- **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):** $400131916.00
- **C.18.a - Value (excl. sponsor support):** $400131916.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $16619.00          | $1075249.30        | Equities   |
| SK TELECOM CO LTD              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $68028.00          | $1506820.20        | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $8783.00           | $430542.66         | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $2385.00           | $123948.45         | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $917.00            | $45946.29          | Equities   |
| 2023 ETF SERIES TRUST II       GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $3197.00           | $91881.78          | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $14408.00          | $652538.32         | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $1134.00           | $28729.89          | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $49832.00          | $514764.56         | Equities   |
| INNOVATOR ETFS TRUST           INTERNATIONAL DV | 2500-12-31      | N/A      | 0.0000% | $2913.00           | $98036.43          | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $52360.00          | $545591.20         | Equities   |
| WISDOMTREE TR                  INTRST RATE HDGE | 2500-12-31      | N/A      | 0.0000% | $1124.00           | $25082.06          | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48776.00          | $501905.04         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $103643.00         | $20096377.70       | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $6461856.00        | $20096372.16       | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $133944.00         | $1378283.76        | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $99432.00          | $1085797.44        | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $2676.00           | $1894260.12        | Equities   |
| USCF ETF TR                    MIDSTREAM ENERGY | 2500-12-31      | N/A      | 0.0000% | $8566.00           | $432721.77         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $649.00            | $421149.08         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $88040.00          | $898448.20         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $167668.00         | $1738717.16        | Equities   |
| GLOBALFOUNDRIES INC            ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $3995.00           | $134152.10         | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $24619.00          | $900966.77         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $598640.00         | $20096344.80       | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $141944.00         | $3619572.00        | Equities   |
| ISHARES TR                     DEVSMCP EXNA ETF | 2500-12-31      | N/A      | 0.0000% | $12127.00          | $815116.31         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $84340.00          | $20095691.80       | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $1255.00           | $724235.40         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $56290.00          | $1202917.30        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $269.00            | $14707.58          | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $110282.00         | $6693014.58        | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $50940.00          | $530794.80         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $100516.00         | $1021242.56        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $7114.00           | $431873.87         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $360578.00         | $3028855.20        | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $190139.00         | $9134277.56        | Equities   |
| JOYY INC                       ADS REPSTG COM A | 2500-12-31      | N/A      | 0.0000% | $124904.00         | $6453789.68        | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $13458.00          | $462844.84         | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $248272.00         | $9878742.88        | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $38373.00          | $128549.55         | Equities   |
| ELI LILLY & CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $148.00            | $108330.08         | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $79330.67          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL LOW     | 2500-12-31      | N/A      | 0.0000% | $35685.00          | $1213607.60        | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $116264.00         | $4764498.72        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $30816.00          | $20096346.24       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $183866.00         | $2892212.18        | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $2529.00           | $103955.56         | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $253.00            | $9926.94           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $11222.00          | $281784.42         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $246150.00         | $20095686.00       | Equities   |
| ISHARES TR                     GNMA BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $158.00            | $6971.56           | Equities   |
| ISHARES TR                     ISHS 5-10YR INVT | 2500-12-31      | N/A      | 0.0000% | $374130.00         | $20096392.95       | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $14672.00          | $2707717.60        | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $13558.00          | $838101.33         | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $1570.00           | $370865.40         | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $401120.00         | $20096112.00       | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $16622.00          | $533637.67         | Equities   |
| BLEICHROEDER ACQUISITION CORP  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $92700.00          | $961299.00         | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $69640.00          | $725648.80         | Equities   |
| OAKTREE ACQUISITION CORP III L SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $86412.00          | $902141.28         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $96885.00          | $187956.90         | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $8212.00           | $86636.60          | Equities   |
| SELECT SECTOR SPDR TR          SBI INT-UTILS    | 2500-12-31      | N/A      | 0.0000% | $92646.00          | $7840630.98        | Equities   |
| TOUCHSTONE ETF TRUST           SECURITIZED INCO | 2500-12-31      | N/A      | 0.0000% | $1041.00           | $27263.79          | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $167174.00         | $4461874.06        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2720400.00        | $19342044.00       | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $54796.95          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII LOW DUR STRTGC   | 2500-12-31      | N/A      | 0.0000% | $1542.00           | $29436.78          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SMITH OPPORT FXD | 2500-12-31      | N/A      | 0.0000% | $467.00            | $20571.35          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $12416.00          | $684403.44         | Equities   |
| BENITEC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $88410.00          | $1151982.30        | Equities   |
| BLACKROCK INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $187.00            | $211399.76         | Equities   |
| DBX ETF TR                     XTRACKERS CALIF  | 2500-12-31      | N/A      | 0.0000% | $6957.00           | $168943.79         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $26589.00          | $1146642.65        | Equities   |
| INVESCO EXCH TRADED FD TR II   FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $5791.00           | $143906.93         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $3320.00           | $195631.00         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $244372.16         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $685.00            | $28341.88          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $4808.00           | $180828.88         | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $70907.27          | Equities   |
| SPDR SERIES TRUST              GLB DOW ETF      | 2500-12-31      | N/A      | 0.0000% | $13988.00          | $2201967.18        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $481.00            | $18988.24          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II GERMANY ALPHA    | 2500-12-31      | N/A      | 0.0000% | $9521.00           | $545649.46         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $25903.00          | $1707007.70        | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $534472.00         | $10229794.08       | Equities   |
| PROSHARES TR                   PSHS ULSHT 7-10Y | 2500-12-31      | N/A      | 0.0000% | $4908.00           | $110150.24         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $29186.04          | Equities   |
| SASOL LTD                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $634151.00         | $4299543.78        | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $369.00            | $10207.61          | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $2795.00           | $71789.57          | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $823960.00         | $20096384.40       | Equities   |
| SIX FLAGS ENTERTAINMENT CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $232512.00         | $5387303.04        | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $17682.00          | $1344185.64        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $33689.00          | $20096162.28       | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $9823.00           | $391528.08         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2030.00           | $77393.75          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $276.00            | $11129.87          | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $57189.54          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS CR ETF   | 2500-12-31      | N/A      | 0.0000% | $1473.00           | $75586.99          | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $9106.00           | $230290.74         | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $785.00            | $38134.12          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3876.00           | $97093.80          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $39219.00          | $994397.74         | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $8822.00           | $183084.73         | Equities   |
| ALTRIA GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $431.00            | $28627.02          | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $210212.00         | $800907.72         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $125.00            | $5261.25           | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $35076.00          | $1888842.60        | Equities   |
| EOG RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $82414.00          | $10247356.76       | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL REAL EST  | 2500-12-31      | N/A      | 0.0000% | $27247.00          | $744660.51         | Equities   |
| DIAGEO PLC                     SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $941.00            | $105551.97         | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $361296.00         | $885175.20         | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $189800.00         | $20096024.00       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $47954.00          | $1266465.14        | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $240584.00         | $12219261.36       | Equities   |
| ISHARES TR                     CORE DIV GRWTH   | 2500-12-31      | N/A      | 0.0000% | $19892.00          | $1330774.80        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $248073.00         | $20096393.73       | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $800332.00         | $20096336.52       | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $2978431.00        | $3752823.06        | Equities   |

### Security 674: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.640000%
- **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):** $249952582.50
- **C.18.a - Value (excl. sponsor support):** $249952582.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.7400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $682000.00         | $641170.93         | Corporate Debt Securities |
| KROGER CO                      SR GLBL NT 5%34  | 2034-09-15      | 5.0000%  | 0.0000% | $47000.00          | $48021.68          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR NT 8.875%31   | 2031-05-15      | 8.8750%  | 0.0000% | $7000.00           | $8730.67           | Corporate Debt Securities |
| WISCONSIN PUB SVC CORP         SR NT 3.671%42   | 2042-12-01      | 3.6710%  | 0.0000% | $50000.00          | $39720.18          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.4%38     | 2038-05-15      | 6.4000%  | 0.0000% | $4000.00           | $4559.32           | Corporate Debt Securities |
| WESLEYAN UNIV CONN             SR -2016 BD 16   | 2116-07-01      | 4.7810%  | 0.0000% | $30000.00          | $24040.28          | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT4.5%32 | 2032-05-12      | 4.5000%  | 0.0000% | $2000.00           | $2067.05           | Corporate Debt Securities |
| BPCE                           FR 6.293%011436  | 2036-01-14      | 6.2930%  | 0.0000% | $280000.00         | $297935.75         | Corporate Debt Securities |
| BMW US CAP LLC                 REGS NT 5.05%28  | 2028-08-11      | 5.0500%  | 0.0000% | $70000.00          | $71975.05          | Corporate Debt Securities |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.25%29  | 2029-01-15      | 5.2500%  | 0.0000% | $190000.00         | $195319.37         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.45%40    | 2040-09-01      | 6.4500%  | 0.0000% | $5000.00           | $5685.61           | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL -17TH 35 | 2035-04-15      | 5.2500%  | 0.0000% | $479000.00         | $501255.14         | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 5.1%35   | 2035-02-12      | 5.1000%  | 0.0000% | $5118000.00        | $5274295.19        | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL NT 30    | 2030-01-27      | 5.0760%  | 0.0000% | $255000.00         | $261831.96         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.8%29 | 2029-01-07      | 5.8000%  | 0.0000% | $219000.00         | $229358.21         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 6.491%102334  | 2034-10-23      | 6.4910%  | 0.0000% | $10365000.00       | $11661024.05       | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 4.875%43   | 2043-11-15      | 4.8750%  | 0.0000% | $113000.00         | $105620.35         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 5%34  | 2034-08-01      | 5.0000%  | 0.0000% | $45000.00          | $45796.90          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-04-23      | 5.6666%  | 0.0000% | $18000.00          | $18276.81          | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.85%032527   | 2027-03-25      | 4.8500%  | 0.0000% | $6000.00           | $6167.15           | Corporate Debt Securities |
| INVITATION HOMES OPER PARTNERS SR GLBL NT 2%31  | 2031-08-15      | 2.0000%  | 0.0000% | $14000.00          | $12049.35          | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT 30    | 2030-03-01      | 5.1500%  | 0.0000% | $142000.00         | $150115.02         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.652%041328  | 2028-04-13      | 5.6520%  | 0.0000% | $13425000.00       | $14000556.60       | Corporate Debt Securities |
| BPCE                           FR 5.281%053029  | 2029-05-30      | 5.2810%  | 0.0000% | $3675000.00        | $3829628.59        | Corporate Debt Securities |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 30   | 2030-11-15      | 1.7770%  | 0.0000% | $4000.00           | $3552.61           | Corporate Debt Securities |
| CUMMINS INC                    SR GLBL NT5.3%35 | 2035-05-09      | 5.3000%  | 0.0000% | $187000.00         | $194492.05         | Corporate Debt Securities |
| BANCO GENERAL S A              SR GLBL 144A 27  | 2027-08-07      | 4.1250%  | 0.0000% | $325000.00         | $321464.27         | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR REGS NT 33    | 2033-01-15      | 4.7500%  | 0.0000% | $3000000.00        | $2999973.33        | Corporate Debt Securities |
| HUNTINGTON INGALLS INDS INC    SR GLBL NT 35    | 2035-01-15      | 5.7490%  | 0.0000% | $27000.00          | $28302.12          | Corporate Debt Securities |
| KENVUE INC                     SR GLBL NT 5%30  | 2030-03-22      | 5.0000%  | 0.0000% | $124000.00         | $131057.53         | Corporate Debt Securities |
| STATE STREET BANK & TRUST      SR GLBL NT 29    | 2029-11-23      | 4.7820%  | 0.0000% | $309000.00         | $321549.11         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT5.9%63 | 2063-11-15      | 5.9000%  | 0.0000% | $1600000.00        | $1680455.11        | Corporate Debt Securities |
| WALMART INC                    SR GLBL NT 30    | 2030-04-28      | 4.3500%  | 0.0000% | $40000.00          | $41193.63          | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 29    | 2029-12-15      | 3.5500%  | 0.0000% | $93000.00          | $90307.39          | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL COCO 31  | 2031-03-25      | 5.0660%  | 0.0000% | $250000.00         | $261645.31         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.9%52 | 2052-11-09      | 6.9000%  | 0.0000% | $70000.00          | $78300.83          | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL COCO 34  | 2034-09-11      | 6.1140%  | 0.0000% | $1383000.00        | $1522008.10        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 50    | 2050-04-15      | 3.3500%  | 0.0000% | $2000.00           | $1431.20           | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M BD-MMM6.45%39 | 2039-04-01      | 6.4500%  | 0.0000% | $108000.00         | $122706.00         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $40000.00          | $44080.44          | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 28    | 2028-05-04      | 6.3750%  | 0.0000% | $15358000.00       | $16366476.67       | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT4.5%49 | 2049-12-15      | 4.5000%  | 0.0000% | $5000.00           | $4027.40           | Corporate Debt Securities |
| VALE OVERSEAS LTD              SR GLBL NT 34    | 2034-01-17      | 8.2500%  | 0.0000% | $1900000.00        | $2295570.50        | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 25    | 2025-10-15      | 3.9500%  | 0.0000% | $28000.00          | $28399.64          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT5.2%35 | 2035-07-15      | 5.2000%  | 0.0000% | $9142000.00        | $9317922.55        | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63    | 2063-08-15      | 6.7140%  | 0.0000% | $5000.00           | $5337.06           | Corporate Debt Securities |
| EOG RES INC                    SR GLBL NT 30    | 2030-04-15      | 4.3750%  | 0.0000% | $3392000.00        | $3467488.02        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.3%012745    | 2045-01-27      | 4.3000%  | 0.0000% | $67000.00          | $57908.25          | Corporate Debt Securities |
| STRYKER CORPORATION            SR GLBL NT 30    | 2030-02-10      | 4.8500%  | 0.0000% | $50000.00          | $51436.49          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 30    | 2030-05-14      | 5.4920%  | 0.0000% | $100000.00         | $105765.83         | Corporate Debt Securities |
| MICROSOFT CORP                 SR NT 3.5%35     | 2035-02-12      | 3.5000%  | 0.0000% | $2000.00           | $1884.25           | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR GLBL NT 35    | 2035-07-24      | 5.0500%  | 0.0000% | $1177000.00        | $1193430.59        | Corporate Debt Securities |
| CAIXABANK S A                  FR 5.581%070336  | 2036-07-03      | 5.5810%  | 0.0000% | $200000.00         | $205142.31         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.087%29   | 2029-10-23      | 6.0870%  | 0.0000% | $233000.00         | $250844.19         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 5.2%031435    | 2035-03-14      | 5.2000%  | 0.0000% | $686000.00         | $716700.79         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 4.418%032748  | 2048-03-27      | 4.4180%  | 0.0000% | $1176000.00        | $1007671.80        | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 50  | 2050-09-30      | 2.8000%  | 0.0000% | $35000.00          | $21688.41          | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 31  | 2031-02-09      | 3.3480%  | 0.0000% | $1674000.00        | $1501511.04        | Corporate Debt Securities |
| DANSKE BK A/S                  FR 4.298%040128  | 2028-04-01      | 4.2980%  | 0.0000% | $239000.00         | $243199.12         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.7%46 | 2046-10-15      | 3.7000%  | 0.0000% | $70000.00          | $54030.36          | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 28    | 2028-03-01      | 3.2500%  | 0.0000% | $3697000.00        | $3659436.42        | Corporate Debt Securities |
| EPR PPTYS                      SR GLBL NT4.5%27 | 2027-06-01      | 4.5000%  | 0.0000% | $10000.00          | $10083.00          | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 43    | 2043-08-15      | 6.4970%  | 0.0000% | $55000.00          | $57644.21          | Corporate Debt Securities |
| ENBRIDGE INC                   SR GLBL NT5.9%26 | 2026-11-15      | 5.9000%  | 0.0000% | $3000.00           | $3103.45           | Corporate Debt Securities |
| SURA ASSET MANAGEMENT SA       SR GLBL REGS 32  | 2032-05-13      | 6.3500%  | 0.0000% | $3793000.00        | $4099084.56        | Corporate Debt Securities |
| MINERA MEXICO S A DE C V       SR GLBL 144A 32  | 2032-02-12      | 5.6250%  | 0.0000% | $8000000.00        | $8173250.00        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR NT 3.95%42    | 2042-10-01      | 3.9500%  | 0.0000% | $2000.00           | $1681.20           | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 3%51  | 2051-03-05      | 3.0000%  | 0.0000% | $100000.00         | $68353.00          | Corporate Debt Securities |
| KEYCORP                        FR 6.401%030635  | 2035-03-06      | 6.4010%  | 0.0000% | $2000.00           | $2214.74           | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL 2025A 55 | 2055-02-01      | 5.9000%  | 0.0000% | $553000.00         | $548979.08         | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 5.45%080153   | 2053-08-01      | 5.4500%  | 0.0000% | $453000.00         | $445905.52         | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.95%010930   | 2030-01-09      | 4.9500%  | 0.0000% | $756000.00         | $784202.58         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT4.9%29 | 2029-02-22      | 4.9000%  | 0.0000% | $100000.00         | $102863.28         | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 28     | 2028-09-10      | 4.8370%  | 0.0000% | $578000.00         | $597106.96         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 53    | 2053-03-01      | 5.6500%  | 0.0000% | $2000.00           | $1884.17           | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 34    | 2034-02-15      | 5.2500%  | 0.0000% | $485000.00         | $497281.01         | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 33    | 2033-10-15      | 6.1250%  | 0.0000% | $10000.00          | $10973.49          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT6.3%38 | 2038-01-15      | 6.3000%  | 0.0000% | $5000.00           | $5434.05           | Corporate Debt Securities |
| ADVOCATE HEALTH & HOSPS CORP   SR -2018 BD 48   | 2048-08-15      | 4.2720%  | 0.0000% | $62000.00          | $51249.90          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 26    | 2026-01-15      | 3.8750%  | 0.0000% | $20000.00          | $20038.92          | Corporate Debt Securities |
| AHS HOSP CORP                  SR -2021 BD 51   | 2051-07-01      | 2.7800%  | 0.0000% | $2370000.00        | $1468567.87        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 1.9%081531    | 2031-08-15      | 1.9000%  | 0.0000% | $114000.00         | $99386.21          | Corporate Debt Securities |
| ALLIANT ENERGY FIN LLC         SR GLBL 144A 27  | 2027-06-06      | 5.4000%  | 0.0000% | $115000.00         | $117860.05         | Corporate Debt Securities |
| WEYERHAEUSER CO                4%29             | 2029-11-15      | 4.0000%  | 0.0000% | $100000.00         | $100030.56         | Corporate Debt Securities |
| ALCON FIN CORP                 SR GLBL 144A 49  | 2049-09-23      | 3.8000%  | 0.0000% | $700000.00         | $540558.67         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   4.5%28           | 2028-12-01      | 4.5000%  | 0.0000% | $148000.00         | $149715.32         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%26 | 2026-02-15      | 3.7000%  | 0.0000% | $6000.00           | $5987.45           | Corporate Debt Securities |
| CUMMINS INC                    SR GLBL NT 34    | 2034-02-20      | 5.1500%  | 0.0000% | $461000.00         | $474257.21         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.4%30 | 2030-12-01      | 6.4000%  | 0.0000% | $95000.00          | $104332.27         | Corporate Debt Securities |
| DANSKE BK A/S                  FR 5.019%030431  | 2031-03-04      | 5.0190%  | 0.0000% | $250000.00         | $261126.98         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 6%34  | 2034-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2105.56           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.4%33 | 2033-01-09      | 6.4000%  | 0.0000% | $78000.00          | $83583.15          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $1659000.00        | $1761070.90        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 29    | 2029-06-15      | 5.1500%  | 0.0000% | $12000.00          | $12583.75          | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 34    | 2034-02-20      | 6.3500%  | 0.0000% | $103000.00         | $109602.04         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52 | 2052-03-17      | 3.0010%  | 0.0000% | $30000.00          | $19410.13          | Corporate Debt Securities |
| NORTHWESTERN MUTUAL GLOBAL FDG FR 0.8%011426    | 2026-01-14      | 0.8000%  | 0.0000% | $3000.00           | $2962.32           | Corporate Debt Securities |
| FIRST AMERN FINL CORP          SR GLBL NT2.4%31 | 2031-08-15      | 2.4000%  | 0.0000% | $66000.00          | $57244.66          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%34 | 2034-06-15      | 5.3000%  | 0.0000% | $464000.00         | $485796.14         | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT4.2%44 | 2044-12-15      | 4.2000%  | 0.0000% | $41000.00          | $33931.33          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $2000.00           | $1902.32           | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 30    | 2030-07-28      | 4.7720%  | 0.0000% | $2000.00           | $2033.36           | Corporate Debt Securities |
| AMERICAN EXPRESS CO            PERP JR SB -D NT | 2079-12-31      | 3.5500%  | 0.0000% | $100000.00         | $98476.58          | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  SR GLBL REGS 29  | 2029-09-10      | 5.2500%  | 0.0000% | $2732000.00        | $2867086.02        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT 7%28  | 2028-07-15      | 7.0000%  | 0.0000% | $1000000.00        | $1085965.56        | Corporate Debt Securities |
| ATMOS ENERGY CORP              4.125%49         | 2049-03-15      | 4.1250%  | 0.0000% | $9960000.00        | $8117815.00        | Corporate Debt Securities |
| HP INC                         SR GLBL NT6.1%35 | 2035-04-25      | 6.1000%  | 0.0000% | $897000.00         | $958499.32         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 48 | 2048-05-15      | 4.0500%  | 0.0000% | $120000.00         | $98982.00          | Corporate Debt Securities |
| PUBLIC SVC CO NEW HAMPSHIRE    1M GLBL -V BD 31 | 2031-06-15      | 2.2000%  | 0.0000% | $5000.00           | $4484.76           | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55    | 2055-04-30      | 6.5000%  | 0.0000% | $2054000.00        | $2234333.21        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55 | 2055-05-15      | 3.1550%  | 0.0000% | $2070000.00        | $1349338.70        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT4.9%49 | 2049-03-15      | 4.9000%  | 0.0000% | $2120000.00        | $1951485.91        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53 | 2053-04-01      | 6.7000%  | 0.0000% | $1257000.00        | $1345071.01        | Corporate Debt Securities |
| TUCSON ELEC PWR CO             SR GLBL NT 4%50  | 2050-06-15      | 4.0000%  | 0.0000% | $2000.00           | $1527.36           | Corporate Debt Securities |
| VALE OVERSEAS LTD              SR GLBL NT 36    | 2036-11-21      | 6.8750%  | 0.0000% | $6616000.00        | $7416901.72        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL 144A 43  | 2043-04-15      | 4.7500%  | 0.0000% | $2000.00           | $1536.60           | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       3.45%29          | 2029-03-15      | 3.4500%  | 0.0000% | $330000.00         | $328411.60         | Corporate Debt Securities |
| MEXICO CITY ARPT TR            SR SEC GLBL 47   | 2047-07-31      | 5.5000%  | 0.0000% | $1577000.00        | $1340261.64        | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 45    | 2045-03-01      | 4.0500%  | 0.0000% | $238000.00         | $200187.75         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 28    | 2028-01-23      | 3.8750%  | 0.0000% | $159000.00         | $158342.54         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 26    | 2026-03-02      | 5.5070%  | 0.0000% | $112000.00         | $115047.08         | Corporate Debt Securities |
| RTX CORPORATION                SR NT 6.1%34     | 2034-03-15      | 6.1000%  | 0.0000% | $26000.00          | $28988.93          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.627%110134  | 2034-11-01      | 6.6270%  | 0.0000% | $3545000.00        | $4021348.15        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT 31    | 2031-07-03      | 4.9500%  | 0.0000% | $662000.00         | $690293.88         | Corporate Debt Securities |
| DTE ELEC CO                    SR SEC GLBL A 46 | 2046-06-01      | 3.7000%  | 0.0000% | $65000.00          | $50485.14          | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL NT5.1%35 | 2035-05-23      | 5.1000%  | 0.0000% | $470000.00         | $488062.10         | Corporate Debt Securities |
| UBS GROUP AG                   GLBL COCO 33     | 2033-02-11      | 2.7460%  | 0.0000% | $316000.00         | $279875.83         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 32    | 2032-01-15      | 4.8500%  | 0.0000% | $804000.00         | $824685.13         | Corporate Debt Securities |
| MARKEL GROUP INC               GLBL NT 6%54     | 2054-05-16      | 6.0000%  | 0.0000% | $13695000.00       | $13983781.90       | Corporate Debt Securities |
| TAPESTRY INC                   SR GLBL NT5.1%30 | 2030-03-11      | 5.1000%  | 0.0000% | $2000.00           | $2117.18           | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR NT 6.2%38     | 2038-01-15      | 6.2000%  | 0.0000% | $2000.00           | $2198.36           | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT6.2%34 | 2034-12-15      | 6.2000%  | 0.0000% | $2618000.00        | $2975106.83        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT4.5%28 | 2028-03-01      | 4.5000%  | 0.0000% | $3000.00           | $3062.19           | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    GLBL COCO 29     | 2029-01-10      | 6.5340%  | 0.0000% | $857000.00         | $905629.18         | Corporate Debt Securities |
| CARNIVAL CORP                  SR SEC GLBL 28   | 2028-08-01      | 4.0000%  | 0.0000% | $208000.00         | $205125.67         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 28    | 2028-11-06      | 4.2340%  | 0.0000% | $100000.00         | $101830.01         | Corporate Debt Securities |
| MEMORIAL SLOAN-KETTERING CANCE SR -2020 BD 50   | 2050-01-01      | 2.9550%  | 0.0000% | $17111000.00       | $11175721.69       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 34    | 2034-06-01      | 5.3500%  | 0.0000% | $2000.00           | $2094.06           | Corporate Debt Securities |
| FORD FNDTN                     SR -2020 BD 70   | 2070-06-01      | 2.8150%  | 0.0000% | $30000.00          | $16990.53          | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34 | 2034-03-21      | 5.4000%  | 0.0000% | $45000.00          | $46870.20          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT28 | 2028-11-15      | 3.7000%  | 0.0000% | $51000.00          | $51045.84          | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT5.4%27 | 2027-03-15      | 5.4000%  | 0.0000% | $1773000.00        | $1841739.21        | Corporate Debt Securities |
| APPLIED MATLS INC              SR GLBL NT3.9%25 | 2025-10-01      | 3.9000%  | 0.0000% | $65000.00          | $65996.02          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.375%51 | 2051-07-15      | 3.3750%  | 0.0000% | $59000.00          | $39155.06          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $19701000.00       | $20061298.45       | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 27    | 2027-04-23      | 5.6450%  | 0.0000% | $121000.00         | $124374.39         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR REGS NT 35    | 2035-09-21      | 5.6250%  | 0.0000% | $250000.00         | $255471.88         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34   | 2034-12-30      | 5.7000%  | 0.0000% | $141000.00         | $145681.44         | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 4%47  | 2047-08-15      | 4.0000%  | 0.0000% | $50000.00          | $38913.78          | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL BD 31    | 2031-03-15      | 1.7500%  | 0.0000% | $8000.00           | $7048.74           | Corporate Debt Securities |
| SONOCO PRODS CO                SR NT 5.75%40    | 2040-11-01      | 5.7500%  | 0.0000% | $5000.00           | $5156.79           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.5%50 | 2050-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1792.52           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.3%40 | 2040-08-01      | 3.3000%  | 0.0000% | $100000.00         | $74393.67          | Corporate Debt Securities |
| SOCIETE GENERALE               FR 3.653%070835  | 2035-07-08      | 3.6530%  | 0.0000% | $3000000.00        | $2796645.25        | Corporate Debt Securities |
| SOUTHWESTERN PUB SVC CO        1M GLBL -7 BD 49 | 2049-06-15      | 3.7500%  | 0.0000% | $5000000.00        | $3662541.67        | Corporate Debt Securities |
| SIRIUSPOINT LTD                SR GLBL NT 7%29  | 2029-04-05      | 7.0000%  | 0.0000% | $121000.00         | $131635.90         | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL NT 31    | 2031-03-13      | 5.4500%  | 0.0000% | $35000.00          | $37480.82          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-04-22      | 5.5720%  | 0.0000% | $6656000.00        | $7071645.75        | Corporate Debt Securities |
| HARLEY DAVIDSON FINL SVCS INC  SR 144A NT6.5%28 | 2028-03-10      | 6.5000%  | 0.0000% | $2000.00           | $2147.81           | Corporate Debt Securities |
| VULCAN MATLS CO                SR GLBL NT4.5%47 | 2047-06-15      | 4.5000%  | 0.0000% | $2000.00           | $1726.26           | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 30    | 2030-03-27      | 4.7500%  | 0.0000% | $34000.00          | $35422.75          | Corporate Debt Securities |
| BLACK KNIGHT INFOSERV LLC      SR GLBL 144A 28  | 2028-09-01      | 3.6250%  | 0.0000% | $323000.00         | $312922.60         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64 | 2064-04-18      | 5.9000%  | 0.0000% | $2000.00           | $1912.00           | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 31    | 2031-10-15      | 2.6250%  | 0.0000% | $100000.00         | $89517.08          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 37  | 2037-05-15      | 4.9260%  | 0.0000% | $236000.00         | $233876.16         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 53    | 2053-03-15      | 5.3500%  | 0.0000% | $10359000.00       | $10129571.17       | Corporate Debt Securities |
| BAYER US FIN II LLC            SR GLBL 144A 64  | 2064-07-15      | 4.7000%  | 0.0000% | $10000.00          | $7569.44           | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 36  | 2036-10-24      | 6.1500%  | 0.0000% | $140000.00         | $146720.58         | Corporate Debt Securities |
| TEXAS EASTN TRANSMISSION LP    SR 144A NT 48    | 2048-01-15      | 4.1500%  | 0.0000% | $85000.00          | $67428.14          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT2.8%41 | 2041-09-15      | 2.8000%  | 0.0000% | $2000.00           | $1437.39           | Corporate Debt Securities |
| PARKER-HANNIFIN CORP           FR 6.25%051538   | 2038-05-15      | 6.2500%  | 0.0000% | $2000.00           | $2240.55           | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE GLBL REGS NT 47  | 2047-08-01      | 4.5000%  | 0.0000% | $390000.00         | $306590.70         | Corporate Debt Securities |
| BROOKLYN UNION GAS CO          SR 144A NT 54    | 2054-07-18      | 6.4150%  | 0.0000% | $451000.00         | $471171.41         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT5.3%32 | 2032-02-15      | 5.3000%  | 0.0000% | $829000.00         | $866082.09         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.3%43     | 2043-05-15      | 4.3000%  | 0.0000% | $60000.00          | $53892.73          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.23%011531   | 2031-01-15      | 5.2300%  | 0.0000% | $25000.00          | $25978.06          | Corporate Debt Securities |
| JOHNSON & JOHNSON              SR GLBL NT2.1%40 | 2040-09-01      | 2.1000%  | 0.0000% | $30000.00          | $21222.70          | Corporate Debt Securities |
| MAPLE GROVE FDG TR I           SR 144A NT 51    | 2051-08-15      | 4.1610%  | 0.0000% | $6740000.00        | $4624099.44        | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR NT 6%37       | 2037-05-11      | 6.0000%  | 0.0000% | $108000.00         | $119344.32         | Corporate Debt Securities |
| CUMMINS INC                    SR GLBL NT2.6%50 | 2050-09-01      | 2.6000%  | 0.0000% | $2000.00           | $1217.59           | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT3.5%31 | 2031-01-15      | 3.5000%  | 0.0000% | $3097000.00        | $2954562.09        | Corporate Debt Securities |
| ELEVANCE HEALTH INC            GLBL NT 5.125%53 | 2053-02-15      | 5.1250%  | 0.0000% | $5000.00           | $4474.17           | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 48    | 2048-11-15      | 4.7500%  | 0.0000% | $2000.00           | $1801.08           | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2.25%28  | 2028-04-01      | 2.2500%  | 0.0000% | $24000.00          | $23063.04          | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2025A 35 | 2035-04-02      | 5.1000%  | 0.0000% | $20000.00          | $20706.97          | Corporate Debt Securities |
| PEPSICO INC                    SR GLBL NT 30    | 2030-03-19      | 2.7500%  | 0.0000% | $100000.00         | $95693.22          | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FDG       FR 4.55%012833   | 2033-01-28      | 4.5500%  | 0.0000% | $202000.00         | $200840.13         | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT1.9%28 | 2028-12-10      | 1.9000%  | 0.0000% | $12165000.00       | $11466843.89       | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 4.45%091027   | 2027-09-10      | 4.4500%  | 0.0000% | $731000.00         | $750649.48         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD2.1%27 | 2027-08-01      | 2.1000%  | 0.0000% | $204000.00         | $195861.08         | Corporate Debt Securities |
| SEMPRA                         SR NT 6%39       | 2039-10-15      | 6.0000%  | 0.0000% | $2788000.00        | $2923980.05        | Corporate Debt Securities |
| SOCIETE GENERALE               SUB COCO 55      | 2055-01-19      | 7.1320%  | 0.0000% | $2841000.00        | $2947976.28        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $499000.00         | $386183.86         | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 29  | 2029-12-01      | 4.6250%  | 0.0000% | $28000.00          | $28027.04          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.75%020226   | 2026-02-02      | 4.7500%  | 0.0000% | $800000.00         | $804074.00         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 33    | 2033-03-15      | 6.2500%  | 0.0000% | $34000.00          | $37365.40          | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 29    | 2029-11-17      | 5.6250%  | 0.0000% | $100000.00         | $106880.75         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-05-06      | 3.7020%  | 0.0000% | $50000.00          | $49640.51          | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT 27    | 2027-08-15      | 3.1250%  | 0.0000% | $500000.00         | $491427.64         | Corporate Debt Securities |
| UNION ELEC CO                  SR SEC NT 3.9%42 | 2042-09-15      | 3.9000%  | 0.0000% | $7000.00           | $5830.84           | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT49 | 2049-06-01      | 3.8000%  | 0.0000% | $371000.00         | $280872.56         | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT 25    | 2025-10-15      | 4.9500%  | 0.0000% | $164000.00         | $167026.62         | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL COCO 31  | 2031-04-15      | 5.6940%  | 0.0000% | $2592000.00        | $2764042.27        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 34 BD 50 | 2050-03-01      | 3.2000%  | 0.0000% | $45000.00          | $30636.10          | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT5.2%45 | 2045-09-15      | 5.2000%  | 0.0000% | $2000.00           | $1849.74           | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2008A 38 | 2038-05-15      | 6.1250%  | 0.0000% | $257000.00         | $285931.63         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52 | 2052-09-15      | 4.9500%  | 0.0000% | $2000.00           | $1840.88           | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL NT 29    | 2029-05-15      | 6.3750%  | 0.0000% | $295000.00         | $323982.77         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 5%29  | 2029-05-15      | 5.0000%  | 0.0000% | $57000.00          | $59386.84          | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.9%39 | 2039-02-15      | 5.9000%  | 0.0000% | $688000.00         | $744439.70         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 30    | 2030-07-26      | 5.4630%  | 0.0000% | $428000.00         | $445611.24         | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT4.6%45 | 2045-08-15      | 4.6000%  | 0.0000% | $2000.00           | $1730.12           | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 5%35  | 2035-03-15      | 5.0000%  | 0.0000% | $100000.00         | $102819.78         | Corporate Debt Securities |
| NATWEST GROUP PLC              LW TIER II 34    | 2034-06-01      | 6.4750%  | 0.0000% | $600000.00         | $639730.67         | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 59    | 2059-08-15      | 3.9500%  | 0.0000% | $60000.00          | $44303.17          | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT30 | 2030-05-15      | 4.5000%  | 0.0000% | $2000.00           | $2033.90           | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 6.2%54   | 2054-03-15      | 6.2000%  | 0.0000% | $325000.00         | $357914.19         | Corporate Debt Securities |
| HESS CORP                      SR GLBL NT7.3%31 | 2031-08-15      | 7.3000%  | 0.0000% | $540000.00         | $624034.20         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 30    | 2030-04-03      | 6.1500%  | 0.0000% | $392000.00         | $428433.13         | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.4%48 | 2048-01-30      | 4.4000%  | 0.0000% | $6000000.00        | $4950026.66        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2021G 31 | 2031-06-01      | 2.5000%  | 0.0000% | $142000.00         | $126620.14         | Corporate Debt Securities |

### Security 675: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.690000%
- **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):** $400274412.00
- **C.18.a - Value (excl. sponsor support):** $400274412.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $24985.00          | $1016139.95        | Equities   |
| ISHARES TR                     IBONDS DEC 2034  | 2500-12-31      | N/A      | 0.0000% | $25034.00          | $646262.72         | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $189632.00         | $20078236.16       | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $79330.67          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $2978432.00        | $3752824.32        | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $57189.54          | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $210212.00         | $800907.72         | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $4240.00           | $108904.40         | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $13461.00          | $687318.66         | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $951.00            | $72295.02          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $33659.00          | $20078266.68       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3876.00           | $97093.80          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $974016.00         | $16129704.96       | Equities   |
| CVS HEALTH CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $576.00            | $41552.64          | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $636.00            | $129629.52         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $823200.00         | $20077848.00       | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $369.00            | $10207.61          | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $4372.00           | $124252.24         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $8763.00           | $516359.77         | Equities   |
| GMS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $308.00            | $33833.80          | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $73162.00          | $2523357.38        | Equities   |
| KINSALE CAP GROUP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $24710.00          | $11255157.90       | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $70907.27          | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $805472.00         | $15416734.08       | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $6226.00           | $630507.02         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2444.00           | $101120.50         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI INTL DEV STRNGTH | 2500-12-31      | N/A      | 0.0000% | $3069.00           | $118788.71         | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $397747.00         | $20078268.56       | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUN  | 2500-12-31      | N/A      | 0.0000% | $57623.00          | $1376613.47        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $22726.00          | $364070.52         | Equities   |
| ALLSPRING EXCHANGE TRADED FUND INCOME PLUS ETF  | 2500-12-31      | N/A      | 0.0000% | $9106.00           | $230290.74         | Equities   |
| EA SERIES TRUST                STRIVE NATURAL   | 2500-12-31      | N/A      | 0.0000% | $8256.00           | $311424.58         | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $387248.00         | $5363384.80        | Equities   |
| BENITEC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $41110.00          | $535663.30         | Equities   |
| ETF SER SOLUTIONS              US GBL GLD PRE   | 2500-12-31      | N/A      | 0.0000% | $6755.00           | $219469.95         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $12416.00          | $684403.44         | Equities   |
| FIRST TR EXCHANGE TRAD FD VII  FST TR GLB FD    | 2500-12-31      | N/A      | 0.0000% | $851.00            | $21615.40          | Equities   |
| RIO TINTO PLC                  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $177328.00         | $11150384.64       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $2818949.00        | $20042727.39       | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $95594.00          | $185452.36         | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $49832.00          | $514764.56         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2727446.00        | $19828532.42       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $3638.00           | $96079.58          | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $400760.00         | $20078076.00       | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $17145.00          | $832878.38         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $13558.00          | $838101.33         | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $31304.00          | $1273334.03        | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $20335.00          | $652840.94         | Equities   |
| NIKE INC                       CL B             | 2500-12-31      | N/A      | 0.0000% | $4443.00           | $346198.56         | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $1134.00           | $28729.89          | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $2993.00           | $329828.60         | Equities   |
| ISHARES TR                     ISHS 5-10YR INVT | 2500-12-31      | N/A      | 0.0000% | $373792.00         | $20078237.28       | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $2420.00           | $104361.77         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $74046.00          | $1348895.98        | Equities   |
| PIMCO ETF TR                   BROAD US TIPS    | 2500-12-31      | N/A      | 0.0000% | $12942.00          | $695671.33         | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $225631.00         | $11236423.80       | Equities   |
| COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $119769.00         | $2258843.34        | Equities   |
| HARBOR ETF TRUST               INTERNATNAL COMP | 2500-12-31      | N/A      | 0.0000% | $52623.00          | $1546589.97        | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $38373.00          | $128549.55         | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $504604.00         | $20078193.16       | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $199158.00         | $6321274.92        | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $502800.00         | $970404.00         | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $133944.00         | $1378283.76        | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $13458.00          | $462844.84         | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $613424.00         | $18206424.32       | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $8668.00           | $267798.73         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $7114.00           | $431873.87         | Equities   |
| EATON CORP PLC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $305.00            | $108378.70         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $269.00            | $14707.58          | Equities   |
| HILTON WORLDWIDE HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $31933.00          | $8823087.90        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  GBL LISTED PVT   | 2500-12-31      | N/A      | 0.0000% | $12341.00          | $884082.09         | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $38747.00          | $773390.12         | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $521809.00         | $694005.97         | Equities   |
| PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1072754.00        | $13259239.44       | Equities   |
| ISHARES TR                     DEVSMCP EXNA ETF | 2500-12-31      | N/A      | 0.0000% | $446.00            | $29977.89          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $598096.00         | $20078082.72       | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $54796.95          | Equities   |
| GLOBAL X FDS                   DAX GERMANY ETF  | 2500-12-31      | N/A      | 0.0000% | $190.00            | $8491.10           | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $6443835.00        | $20040326.85       | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $122975.00         | $319735.00         | Equities   |
| D R HORTON INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $71372.00          | $12055444.52       | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $2245.00           | $1456825.40        | Equities   |
| AMBEV SA                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $7662648.00        | $17087705.04       | Equities   |
| AXON ENTERPRISE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $10262.00          | $8023857.80        | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48776.00          | $501905.04         | Equities   |
| INVESCO EXCH TRADED FD TR II   FNDMNTL IG CRP   | 2500-12-31      | N/A      | 0.0000% | $761.00            | $18408.59          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6267.00           | $167297.57         | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $163437.00         | $20078235.45       | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $73839.00          | $3619587.78        | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $817.00            | $40935.79          | Equities   |

### Security 676: 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: ARP1A1DE4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1A1DE4
- **C.18 - Value (incl. sponsor support):** $100015175.00
- **C.18.a - Value (excl. sponsor support):** $100015175.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GS MTG SECS TR 2013-PEMB       A      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $8250000.00        | $7252515.16        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2022-PJ3             B-5    20520825 FLT | 2052-08-25      | 2.9393%  | 0.0000% | $1200000.00        | $521579.51         | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           A      20340912 FLT | 2034-09-12      | 2.9359%  | 0.0000% | $4000000.00        | $3166653.91        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR 2020-L4  F      20530218 FLT | 2053-02-18      | 2.2500%  | 0.0000% | $2500000.00        | $1747840.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH C      20420616 FLT | 2042-06-16      | 7.3037%  | 0.0000% | $22490000.00       | $22510158.51       | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      B      20460817 FLT | 2046-08-17      | 4.2121%  | 0.0000% | $1985000.00        | $1329525.29        | Private Label Collateralized Mortgage Obligations |
| CALI COMMERCIAL MG TR 2024-SUN E      20410715 FLT | 2041-07-15      | 8.9811%  | 0.0000% | $15938000.00       | $16025015.84       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $10453810.00       | $6119851.02        | Private Label Collateralized Mortgage Obligations |
| EFMT 2024-INV2                 B-2    20691025 FLT | 2069-10-25      | 7.6639%  | 0.0000% | $770000.00         | $769321.48         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2023-INV3      B-1    20681125 FLT | 2068-11-25      | 8.1891%  | 0.0000% | $1125000.00        | $1151048.62        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.0 | 2048-01-10      | 3.0520%  | 0.0000% | $9464000.00        | $8829597.59        | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           B      20380812 FLT | 2038-08-12      | 2.7865%  | 0.0000% | $12591000.00       | $9795347.97        | Private Label Collateralized Mortgage Obligations |
| MULTIF CONT AVE SEC TR 2025-01 M-2    20550525 FLT | 2055-05-25      | 7.4484%  | 0.0000% | $5000000.00        | $5036918.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2019- GC44         F      20570817 FLT | 2057-08-17      | 2.7500%  | 0.0000% | $4243000.00        | $2236539.99        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC24       B      20470912 FLT | 2047-09-12      | 4.5262%  | 0.0000% | $2927500.00        | $2799677.76        | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        F      20561215 4.0 | 2056-12-15      | 4.0000%  | 0.0000% | $5000000.00        | $2846375.56        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FND MTG TR 2021-NQM4  B-2    20570125 FLT | 2057-01-25      | 4.1000%  | 0.0000% | $2500000.00        | $1859137.22        | Private Label Collateralized Mortgage Obligations |
| VONTIVE MTG TR 2025-RTL1       A1     20300325 FLT | 2030-03-25      | 6.5070%  | 0.0000% | $5000000.00        | $5086210.00        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              C      20371118 FLT | 2037-11-18      | 7.5276%  | 0.0000% | $4600000.00        | $4521052.00        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECS 2025-NQM2   B-1    20650625 FLT | 2065-06-25      | 7.4108%  | 0.0000% | $1000000.00        | $1034886.52        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  D      20580717 FLT | 2058-07-17      | 4.1058%  | 0.0000% | $4090000.00        | $2853929.98        | Private Label Collateralized Mortgage Obligations |
| BHMS COML MTG TRUST 2025-ATLS  A      20420815 FLT | 2042-08-15      | 6.2000%  | 0.0000% | $7599800.00        | $7641873.34        | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 2015-HBS     D-7    20340807 FLT | 2034-08-07      | 5.3310%  | 0.0000% | $2384500.00        | $2212862.04        | Private Label Collateralized Mortgage Obligations |

### Security 677: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HC2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HC2
- **C.18 - Value (incl. sponsor support):** $1449407182.00
- **C.18.a - Value (excl. sponsor support):** $1449407182.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $100000.00         | $97294.50          | Corporate Debt Securities                         |
| J P MORGAN MTG TR 2024-INV1    A-5-A  20540425 FLT | 2054-04-25      | 5.5000%  | 0.0000% | $3000000.00        | $2973440.33        | Private Label Collateralized Mortgage Obligations |
| ONESKY FLIGHT LLC              SR 144A NT 29       | 2029-12-15      | 8.8750%  | 0.0000% | $268000.00         | $286495.50         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.8%34    | 2034-08-15      | 4.8000%  | 0.0000% | $47000.00          | $47308.63          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 30       | 2030-07-15      | 6.6250%  | 0.0000% | $78000.00          | $80612.72          | Corporate Debt Securities                         |
| GLOBAL MARINE INC              SR GLBL NT 7%28     | 2028-06-01      | 7.0000%  | 0.0000% | $1417000.00        | $1342056.44        | Corporate Debt Securities                         |
| GNRA 2006-17 AF                                    | 2036-04-20      | 4.5549%  | 0.0000% | $7863790.00        | $196.91            | Agency Collateralized Mortgage Obligation         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 12%28    | 2028-10-01      | 12.0000% | 0.0000% | $7128000.00        | $7971551.28        | Corporate Debt Securities                         |
| FLAGSTAR FINANCIAL INC         SB GLBL NT5.9%28    | 2028-11-06      | 7.2963%  | 0.0000% | $5657000.00        | $5392826.65        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 28       | 2028-06-15      | 5.6250%  | 0.0000% | $275000.00         | $286342.72         | Corporate Debt Securities                         |
| NEWFOLD DIGITAL HLDGS GROUP IN SR SEC 144A NT28    | 2028-10-15      | 11.7500% | 0.0000% | $91000.00          | $65973.74          | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL 144A 34     | 2034-03-15      | 6.8750%  | 0.0000% | $88000.00          | $88195.93          | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2023-4      2-A-2  20531125 FLT | 2053-11-25      | 5.5000%  | 0.0000% | $3362300.00        | $2583793.76        | Private Label Collateralized Mortgage Obligations |
| PG&E CORP                      JR SB GLBL NT 55    | 2055-03-15      | 7.3750%  | 0.0000% | $762000.00         | $778944.76         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 5%27     | 2027-03-15      | 5.0000%  | 0.0000% | $175000.00         | $177407.61         | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     SR GLBL 144A 29     | 2029-04-15      | 6.0000%  | 0.0000% | $8000000.00        | $7473217.78        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 34       | 2034-08-24      | 6.1360%  | 0.0000% | $18000.00          | $19608.52          | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $88000.00          | $33015.89          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 31       | 2031-12-01      | 1.9500%  | 0.0000% | $37000.00          | $32266.10          | Corporate Debt Securities                         |
| SPECTRUM BRANDS INC            SR GLBL 144A 31     | 2031-03-15      | 3.8750%  | 0.0000% | $40000.00          | $32706.11          | Corporate Debt Securities                         |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $19884.68          | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $3661000.00        | $3695484.59        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 32    | 2032-08-01      | 9.3750%  | 0.0000% | $14000.00          | $14838.26          | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 29     | 2029-03-15      | 7.1250%  | 0.0000% | $13000.00          | $13740.07          | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2026-03-31      | 4.5000%  | 0.0000% | $41304400.00       | $42179333.51       | U.S. Treasuries (including strips)                |
| UNITED AIRLINES PT CERT 2016-1 AA     20300107 3.1 | 2030-01-07      | 3.1000%  | 0.0000% | $62000.00          | $34672.52          | Asset-Backed Securities                           |
| TRANSDIGM INC                  SR SEC GLBL 31      | 2031-12-01      | 7.1250%  | 0.0000% | $156000.00         | $165387.56         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $1206000.00        | $1353814.73        | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.1%29    | 2029-12-15      | 3.1000%  | 0.0000% | $51000.00          | $49129.43          | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A VR 144A NT 26    | 2026-01-07      | 17.1621% | 0.0000% | $7995000.00        | $8430342.83        | Corporate Debt Securities                         |
| PROLOGIS TA US LOG FD L P      SR 144A NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $40000.00          | $42164.04          | Corporate Debt Securities                         |
| RAVEN ACQUISITION HLDGS LLC    SR SEC 144A NT31    | 2031-11-15      | 6.8750%  | 0.0000% | $75000.00          | $77792.33          | Corporate Debt Securities                         |
| GNII SF MB0207 M                                   | 2055-02-20      | 6.5000%  | 0.0000% | $11264.00          | $11369.29          | Agency Mortgage-Backed Securities                 |
| VALE OVERSEAS LTD              SR GLBL NT 36       | 2036-11-21      | 6.8750%  | 0.0000% | $40000.00          | $44842.21          | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $1095000.00        | $590366.11         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.875%25    | 2025-10-16      | 6.8750%  | 0.0000% | $487000.00         | $499968.47         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28    | 2028-12-06      | 11.1047% | 0.0000% | $4950000.00        | $5030190.00        | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A-20243 144A 28    | 2028-01-07      | 14.6595% | 0.0000% | $14795000.00       | $15339456.00       | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $15000.00          | $14850.77          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT1.8%33    | 2033-03-15      | 1.8000%  | 0.0000% | $10000.00          | $8285.30           | Corporate Debt Securities                         |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 11.6283% | 0.0000% | $4242000.00        | $4262422.43        | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $36000.00          | $38564.50          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 6.5000%  | 0.0000% | $1006000.00        | $1029467.74        | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 31      | 2031-02-15      | 7.8750%  | 0.0000% | $297000.00         | $313196.15         | Corporate Debt Securities                         |
| ALUMINA PTY LTD                SR GLBL 144A 32     | 2032-09-15      | 6.3750%  | 0.0000% | $4365000.00        | $4587473.14        | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    CR SEN SR GLBL27    | 2027-06-15      | 5.0000%  | 0.0000% | $72000.00          | $73210.16          | Corporate Debt Securities                         |
| DK TR 2025-LXP                 D      20370815 FLT | 2037-08-15      | 7.2410%  | 0.0000% | $2200000.00        | $2202260.01        | Private Label Collateralized Mortgage Obligations |
| DOMTAR CORP                    SR NT 6.25%42       | 2042-09-01      | 6.2500%  | 0.0000% | $23000.00          | $12086.10          | Corporate Debt Securities                         |
| DIGITAL RLTY TR LP             SR GLBL NT 28       | 2028-07-15      | 4.4500%  | 0.0000% | $26000.00          | $26334.85          | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT 27       | 2027-11-15      | 5.3750%  | 0.0000% | $836000.00         | $845277.74         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26       | 2026-03-01      | 3.0430%  | 0.0000% | $73000.00          | $73655.97          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.375%34    | 2034-06-15      | 5.3750%  | 0.0000% | $40000.00          | $41458.74          | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC GLBL 27      | 2027-10-15      | 4.2500%  | 0.0000% | $60000.00          | $60164.37          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-01-15      | 3.1250%  | 0.0000% | $24000.00          | $23723.51          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 28       | 2028-02-04      | 4.8750%  | 0.0000% | $11000.00          | $11205.54          | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 35       | 2035-08-12      | 5.1500%  | 0.0000% | $11000.00          | $11025.98          | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $5872000.00        | $4666690.44        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-03-01      | 7.3750%  | 0.0000% | $1391000.00        | $1490296.92        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33       | 2033-03-15      | 7.5000%  | 0.0000% | $43000.00          | $43988.93          | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $98000.00          | $92892.77          | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $11000.00          | $10881.98          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-10      | 3.8870%  | 0.0000% | $12000.00          | $11990.77          | Corporate Debt Securities                         |
| CENTRAL PARENT INC / CENT MERG SR SEC GLBL 29      | 2029-06-15      | 7.2500%  | 0.0000% | $4930000.00        | $4209296.99        | Corporate Debt Securities                         |
| AZORRA FIN LTD                 SR GLBL 144A 30     | 2030-04-15      | 7.7500%  | 0.0000% | $4615000.00        | $4967942.38        | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2031-02-15      | 5.3750%  | 0.0000% | $300.00            | $324.20            | U.S. Treasuries (including strips)                |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33     | 2033-02-15      | 9.7500%  | 0.0000% | $50000.00          | $54564.58          | Corporate Debt Securities                         |
| OSCAR ACQUISITIONCO LLC & OSC  SR 144A NT9.5%30    | 2030-04-15      | 9.5000%  | 0.0000% | $1000.00           | $815.23            | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $1311000.00        | $1279405.63        | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 29      | 2029-02-15      | 8.1250%  | 0.0000% | $2807000.00        | $2875770.72        | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $199000.00         | $80130.67          | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.9147%  | 0.0000% | $1140000.00        | $1170780.00        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 30     | 2030-10-01      | 5.2500%  | 0.0000% | $2959000.00        | $2900362.48        | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28     | 2028-05-15      | 4.8750%  | 0.0000% | $140000.00         | $141022.47         | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 8.4147%  | 0.0000% | $390000.00         | $403260.00         | Corporate Debt Securities                         |
| MIDCAP FINANCIAL ISSUER TRUST  SR 144A NT6.5%28    | 2028-05-01      | 6.5000%  | 0.0000% | $2100000.00        | $2140016.67        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $2090000.00        | $2117481.18        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 35       | 2035-05-11      | 4.1250%  | 0.0000% | $80000.00          | $77182.80          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $35739000.00       | $35669150.11       | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2031-05-15      | 1.6250%  | 0.0000% | $188800.00         | $168871.35         | U.S. Treasuries (including strips)                |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 15.1621% | 0.0000% | $6740000.00        | $7130723.42        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $961000.00         | $993877.95         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.9147%  | 0.0000% | $3475000.00        | $3543457.50        | Corporate Debt Securities                         |
| PIKE CORP                      SR 144A NT5.5%28    | 2028-09-01      | 5.5000%  | 0.0000% | $1767000.00        | $1816996.28        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT3.6%28    | 2028-02-18      | 3.6000%  | 0.0000% | $47000.00          | $46807.77          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 26    | 2026-01-23      | 4.5000%  | 0.0000% | $374000.00         | $374119.68         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 32     | 2032-06-19      | 4.7500%  | 0.0000% | $1000000.00        | $819626.11         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 31       | 2031-10-21      | 1.9500%  | 0.0000% | $95000.00          | $84220.67          | Corporate Debt Securities                         |
| VITAL ENERGY INC               SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $550000.00         | $552619.68         | Corporate Debt Securities                         |
| JONES DESLAURIERS INS MGMT INC SR SEC GLBL 30      | 2030-03-15      | 8.5000%  | 0.0000% | $336000.00         | $368092.11         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 31       | 2031-07-15      | 5.2500%  | 0.0000% | $6667000.00        | $6374563.16        | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL REGS 28     | 2028-01-15      | 6.2500%  | 0.0000% | $58000.00          | $58475.54          | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31     | 2031-06-01      | 5.0000%  | 0.0000% | $896000.00         | $860601.03         | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 34       | 2034-03-05      | 5.8750%  | 0.0000% | $6000.00           | $6469.71           | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             GTD SR NT 6%34      | 2034-09-30      | 6.0000%  | 0.0000% | $74000.00          | $75595.69          | Corporate Debt Securities                         |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $213000.00         | $222459.80         | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $18323000.00       | $15734041.54       | Corporate Debt Securities                         |
| GS MTG SEC CORP 2021-ROSS TR   A      20360616 FLT | 2036-06-16      | 5.7780%  | 0.0000% | $19030000.00       | $17982316.02       | Private Label Collateralized Mortgage Obligations |
| TOUCAN FINCO UK LTD / TOUCAN F SR SEC GLBL 30      | 2030-05-15      | 9.5000%  | 0.0000% | $3007000.00        | $3093284.19        | Corporate Debt Securities                         |
| FEPC 05.500 CLRJ3716                               | 2055-03-01      | 5.5000%  | 0.0000% | $11712.00          | $11507.89          | Agency Mortgage-Backed Securities                 |
| FIRST QUANTUM MINERALS LTD     SR GLBL 144A 27     | 2027-10-15      | 6.8750%  | 0.0000% | $4593000.00        | $4721834.93        | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $114000.00         | $109841.44         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $5956000.00        | $6147783.20        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   SR SEC 144A NT29    | 2029-05-01      | 4.5000%  | 0.0000% | $99000.00          | $94599.45          | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 17.3250% | 0.0000% | $5000000.00        | $5100000.00        | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT32    | 2032-08-15      | 6.6250%  | 0.0000% | $106000.00         | $105930.07         | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2015-1 AA     20290601 3.4 | 2029-06-01      | 3.4500%  | 0.0000% | $2084000.00        | $1158062.03        | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 28       | 2028-09-21      | 4.3290%  | 0.0000% | $14000.00          | $14357.97          | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $10000.00          | $10634.22          | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $605000.00         | $599073.86         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28    | 2028-06-01      | 8.1250%  | 0.0000% | $62000.00          | $65542.13          | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 31     | 2031-02-15      | 6.8750%  | 0.0000% | $725000.00         | $728885.09         | Corporate Debt Securities                         |
| HAH GROUP HLDG CO LLC          SR SEC 144A NT31    | 2031-10-01      | 9.7500%  | 0.0000% | $3555000.00        | $3426178.65        | Corporate Debt Securities                         |
| GALILEO RE LTD                 -B VR 144A NT 30    | 2030-01-08      | 11.1720% | 0.0000% | $12500000.00       | $12685212.58       | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ 144A 35    | 2035-12-10      | 7.6250%  | 0.0000% | $200000.00         | $199126.53         | Corporate Debt Securities                         |
| NEWMARK GROUP INC              CR SEN SR GLBL29    | 2029-01-12      | 7.5000%  | 0.0000% | $3091000.00        | $3342581.64        | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29      | 2029-11-30      | 9.3750%  | 0.0000% | $100000.00         | $108171.71         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $30000.00          | $29788.72          | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 27       | 2027-03-27      | 2.7500%  | 0.0000% | $40000.00          | $39711.64          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $11000.00          | $5786.22           | Corporate Debt Securities                         |
| SPECIALTY BLDG PRODS HLDG LLC  SR SEC 144A NT29    | 2029-10-15      | 7.7500%  | 0.0000% | $50000.00          | $51503.86          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 54       | 2054-10-01      | 6.0500%  | 0.0000% | $75000.00          | $71788.67          | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL 144A 27     | 2027-07-15      | 4.8750%  | 0.0000% | $655000.00         | $656191.01         | Corporate Debt Securities                         |
| EAGLE INTER GLOBAL HLDG B V    SR 144A NT7.5%25    | 2025-12-30      | 7.5000%  | 0.0000% | $235000.00         | $182637.14         | Corporate Debt Securities                         |
| DEVON FING CORP U L C          SR GLBL NT 31       | 2031-09-30      | 7.8750%  | 0.0000% | $75000.00          | $89216.53          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT 31       | 2031-02-15      | 3.3750%  | 0.0000% | $1563000.00        | $995916.25         | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 11.9117% | 0.0000% | $4750000.00        | $4733850.00        | Corporate Debt Securities                         |
| BX 2021-21M MTG TR             C      20361015 FLT | 2036-10-15      | 5.6545%  | 0.0000% | $1991000.00        | $1395893.92        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $142000.00         | $143812.63         | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29     | 2029-11-01      | 6.8750%  | 0.0000% | $1518000.00        | $1575797.43        | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR SEC GLBL 30      | 2030-02-15      | 7.0000%  | 0.0000% | $1000000.00        | $1037762.22        | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $58000.00          | $57781.08          | Corporate Debt Securities                         |
| CIFC FDG 202 5.37182 16JUL35 144A F                | 2035-07-16      | 5.3718%  | 0.0000% | $7500000.00        | $7536940.76        | Asset-Backed Securities                           |
| COMMUNITY HEALTH SYS INC NEW   SR GLBL 144A 28     | 2028-04-01      | 6.8750%  | 0.0000% | $200000.00         | $170152.78         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $82000.00          | $83018.35          | Corporate Debt Securities                         |
| BUNKER HILL LOAN DP TR 2019-3  A-1    20591125 FLT | 2059-11-25      | 2.7240%  | 0.0000% | $1758990.00        | $76547.48          | Private Label Collateralized Mortgage Obligations |
| BHP BILLITON FIN USA LTD       SR GLBL NT 30       | 2030-09-08      | 5.2500%  | 0.0000% | $8000.00           | $8570.14           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 30       | 2030-07-15      | 4.6500%  | 0.0000% | $10000.00          | $10285.05          | Corporate Debt Securities                         |
| RIVERS ENT BOR LLC/FIN CORP    SR SEC GLBL 33      | 2033-02-01      | 6.6250%  | 0.0000% | $210000.00         | $214494.58         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.6%32    | 2032-06-01      | 5.6000%  | 0.0000% | $53000.00          | $56199.55          | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR 144A NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $1297000.00        | $1477949.15        | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-07-15      | 3.1250%  | 0.0000% | $5895000.00        | $5298540.62        | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR 144A NT 31       | 2031-09-13      | 2.6250%  | 0.0000% | $34000.00          | $30141.82          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5%031530         | 2030-03-15      | 5.0000%  | 0.0000% | $40000.00          | $41976.18          | Corporate Debt Securities                         |
| MED COMMERCIAL MTG 2024-MOB    C      20410515 FLT | 2041-05-15      | 6.6536%  | 0.0000% | $18460000.00       | $18292041.32       | Private Label Collateralized Mortgage Obligations |
| ALLISON TRANSMISSION INC       SR GLBL 144A 29     | 2029-06-01      | 5.8750%  | 0.0000% | $29000.00          | $29602.07          | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $542000.00         | $549508.05         | Corporate Debt Securities                         |
| AMERI CR ACCEP RECV TR 2023-3  D      20291012 6.8 | 2029-10-12      | 6.8200%  | 0.0000% | $3000.00           | $3080.83           | Asset-Backed Securities                           |
| AMERICAN WTR CAP CORP          SR GLBL NT 32       | 2032-06-01      | 4.4500%  | 0.0000% | $13000.00          | $13095.13          | Corporate Debt Securities                         |
| AMWINS GROUP INC               SR 144A NT 29       | 2029-06-30      | 4.8750%  | 0.0000% | $76000.00          | $74869.85          | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.6647% | 0.0000% | $5250000.00        | $5343450.00        | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $5950000.00        | $5508172.83        | Corporate Debt Securities                         |
| KOSMOS ENERGY LTD              SR GLBL REGS 26     | 2026-04-04      | 7.1250%  | 0.0000% | $230000.00         | $234111.92         | Corporate Debt Securities                         |
| VERUS SECURITIZATIN TR 2025-R1 A-2    20650525 FLT | 2065-05-25      | 5.6230%  | 0.0000% | $1142000.00        | $1133964.12        | Private Label Collateralized Mortgage Obligations |
| PROVINCIA DE CORDOBA           SR GLBL REGS 32     | 2032-07-02      | 9.7500%  | 0.0000% | $50000.00          | $51171.88          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $76000.00          | $70792.10          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL 144A 34     | 2034-03-15      | 6.1250%  | 0.0000% | $1281000.00        | $1364242.94        | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33    | 2033-11-01      | 3.8750%  | 0.0000% | $8809000.00        | $7962379.24        | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $2500000.00        | $2564926.39        | Corporate Debt Securities                         |
| GCI LLC                        SR GLBL 144A 28     | 2028-10-15      | 4.7500%  | 0.0000% | $250000.00         | $247822.64         | Corporate Debt Securities                         |
| MASTEC INC                     CR SEN SR GLBL29    | 2029-06-15      | 5.9000%  | 0.0000% | $68000.00          | $71973.09          | Corporate Debt Securities                         |
| MATTHEWS INTL CORP             SR SEC GLBL 27      | 2027-10-01      | 8.6250%  | 0.0000% | $11000.00          | $11757.99          | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   B-1    20520325 FLT | 2052-03-25      | 3.3149%  | 0.0000% | $298999.00         | $234171.84         | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 29      | 2029-05-01      | 6.7500%  | 0.0000% | $17758000.00       | $18304147.29       | Corporate Debt Securities                         |
| PNMAC GMSR ISSUER TR           SR 144A 29          | 2029-03-26      | 7.5226%  | 0.0000% | $5000000.00        | $5012848.55        | Corporate Debt Securities                         |
| JELD-WEN INC                   SR GLBL 144A 27     | 2027-12-15      | 4.8750%  | 0.0000% | $16683000.00       | $16643642.02       | Corporate Debt Securities                         |
| PAPA JOHNS INTL INC            SR GLBL 144A 29     | 2029-09-15      | 3.8750%  | 0.0000% | $2836000.00        | $2775090.60        | Corporate Debt Securities                         |
| PG&E CORP                      SR SEC GLBL NT28    | 2028-07-01      | 5.0000%  | 0.0000% | $50000.00          | $49746.28          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL NT 26       | 2026-08-04      | 6.8750%  | 0.0000% | $10000.00          | $10119.34          | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.85%30     | 2030-02-10      | 4.8500%  | 0.0000% | $10000.00          | $10215.00          | Corporate Debt Securities                         |
| FLOWSERVE CORP                 SR GLBL NT2.8%32    | 2032-01-15      | 2.8000%  | 0.0000% | $57000.00          | $50306.62          | Corporate Debt Securities                         |
| FORESTAR GROUP INC             SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $193000.00         | $202372.40         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32     | 2032-06-15      | 7.0000%  | 0.0000% | $5070000.00        | $5352748.27        | Corporate Debt Securities                         |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 26     | 2026-04-01      | 5.3750%  | 0.0000% | $40755000.00       | $41104157.14       | Corporate Debt Securities                         |
| FORD CREDIT AUTO 2023-B        A-3    20261015 5.9 | 2026-10-15      | 5.9100%  | 0.0000% | $1000000.00        | $132687.13         | Asset-Backed Securities                           |
| KINROSS GOLD CORP              SR GLBL NT 33       | 2033-07-15      | 6.2500%  | 0.0000% | $36000.00          | $39200.00          | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $37000.00          | $36917.37          | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            1LIEN GLBL 31       | 2031-06-15      | 9.5000%  | 0.0000% | $7310000.00        | $7707883.30        | Corporate Debt Securities                         |
| GCAT 2022-INV2 TR              A-26   20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $13852500.00       | $10566068.26       | Private Label Collateralized Mortgage Obligations |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $128918.00         | $131805.42         | Corporate Debt Securities                         |
| NEW FLYER HLDGS INC            2LIEN GLBL 30       | 2030-07-01      | 9.2500%  | 0.0000% | $100000.00         | $109262.78         | Corporate Debt Securities                         |
| FKAR 03.070 WNWN3217                               | 2030-06-01      | 3.0700%  | 0.0000% | $13000.00          | $12180.48          | Agency Mortgage-Backed Securities                 |
| FNMS 05.500 CLDC4812                               | 2054-11-01      | 5.5000%  | 0.0000% | $10392.00          | $10401.26          | Agency Mortgage-Backed Securities                 |
| ENTERPRISE PRODS OPER LLC      SR NT 6.65%34       | 2034-10-15      | 6.6500%  | 0.0000% | $29000.00          | $33432.15          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-04-06      | 3.1250%  | 0.0000% | $11000.00          | $10687.09          | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL FDG      GLBL REGS 28        | 2028-06-09      | 4.6500%  | 0.0000% | $10000.00          | $10202.73          | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $4102408.00        | $4111915.33        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.1%081528       | 2028-08-15      | 4.1000%  | 0.0000% | $60000.00          | $60286.47          | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 29     | 2029-01-31      | 11.7500% | 0.0000% | $4505000.00        | $4174987.48        | Corporate Debt Securities                         |
| CHAMP ACQUISITION CORP         SR SEC GLBL 31      | 2031-12-01      | 8.3750%  | 0.0000% | $465000.00         | $506311.63         | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 33       | 2033-07-31      | 5.5480%  | 0.0000% | $4000.00           | $4045.88           | Corporate Debt Securities                         |
| ALGOMA STL INC                 SR SEC GLBL 29      | 2029-04-15      | 9.1250%  | 0.0000% | $315000.00         | $287363.56         | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29      | 2029-04-20      | 5.7500%  | 0.0000% | $862000.00         | $872800.14         | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 29     | 2029-08-01      | 4.6250%  | 0.0000% | $150000.00         | $142865.58         | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33     | 2033-02-15      | 7.5000%  | 0.0000% | $496000.00         | $518645.71         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT4.7%30    | 2030-08-15      | 4.7000%  | 0.0000% | $90000.00          | $92409.10          | Corporate Debt Securities                         |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $15000.00          | $12814.32          | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29    | 2029-06-15      | 8.5000%  | 0.0000% | $230000.00         | $246086.71         | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 8.5121%  | 0.0000% | $955000.00         | $973441.31         | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT 1LIEN GLBL28    | 2028-05-05      | 7.2643%  | 0.0000% | $6898000.00        | $7064931.60        | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       SR SEC GLBL 29      | 2029-08-01      | 4.1250%  | 0.0000% | $3000.00           | $2904.35           | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR 144A NT 31       | 2031-04-15      | 8.2500%  | 0.0000% | $100000.00         | $108585.83         | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28     | 2028-07-01      | 5.5000%  | 0.0000% | $99000.00          | $99375.32          | Corporate Debt Securities                         |
| CVS HEALTH CORP                JR SB GLBL -B 54    | 2054-12-10      | 6.7500%  | 0.0000% | $11000.00          | $11341.03          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-06-15      | 6.3750%  | 0.0000% | $1500000.00        | $1572771.25        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $91266000.00       | $43393129.55       | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 30      | 2030-06-01      | 9.0000%  | 0.0000% | $15601000.00       | $16402042.01       | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 26     | 2026-05-01      | 5.5000%  | 0.0000% | $2448000.00        | $2494947.20        | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $4010000.00        | $4192293.49        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 28       | 2028-02-15      | 3.3750%  | 0.0000% | $1009000.00        | $985200.21         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $37891000.00       | $31945017.98       | Corporate Debt Securities                         |
| CALI COMMERCIAL MG TR 2024-SUN C      20410715 FLT | 2041-07-15      | 7.1469%  | 0.0000% | $3000000.00        | $3017712.99        | Private Label Collateralized Mortgage Obligations |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $959392.50         | Corporate Debt Securities                         |
| CIM TR 2023-R2                 A2     20640825 FLT | 2064-08-25      | 5.7584%  | 0.0000% | $23935000.00       | $23196767.12       | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 51       | 2051-04-15      | 3.4500%  | 0.0000% | $7000.00           | $5029.72           | Corporate Debt Securities                         |
| COVANTA HLDG CORP              SR GLBL NT 5%30     | 2030-09-01      | 5.0000%  | 0.0000% | $483000.00         | $475360.01         | Corporate Debt Securities                         |
| DRYDEN 40 SENIOR LN 2015-40R2  A-R2   20310815 FLT | 2031-08-15      | 5.3614%  | 0.0000% | $31400000.00       | $16366604.03       | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            SR NT 6.5%42        | 2042-02-01      | 6.5000%  | 0.0000% | $50000.00          | $52360.78          | Corporate Debt Securities                         |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 8.1400%  | 0.0000% | $7750000.00        | $7834475.00        | Corporate Debt Securities                         |
| CABLEVISION LIGHTPATH LLC      SR GLBL 144A 28     | 2028-09-15      | 5.6250%  | 0.0000% | $405000.00         | $411396.97         | Corporate Debt Securities                         |
| ROCKCLIFF ENERGY II LLC        SR 144A NT5.5%29    | 2029-10-15      | 5.5000%  | 0.0000% | $100000.00         | $99957.22          | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.9%29    | 2029-10-15      | 3.9000%  | 0.0000% | $6542000.00        | $6422194.17        | Corporate Debt Securities                         |
| OFFICE PPTYS INCOME TR         1LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $1007000.00        | $738070.58         | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.6647% | 0.0000% | $4270000.00        | $4301171.00        | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $160000.00         | $159105.69         | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $6033000.00        | $6249665.14        | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $427000.00         | $449823.62         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 25       | 2025-12-15      | 3.8500%  | 0.0000% | $80000.00          | $80497.91          | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.6596%  | 0.0000% | $4830000.00        | $4831449.00        | Corporate Debt Securities                         |
| UL SOLUTIONS INC               SR 144A NT6.5%28    | 2028-10-20      | 6.5000%  | 0.0000% | $80000.00          | $86464.93          | Corporate Debt Securities                         |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $94000.00          | $91137.13          | Corporate Debt Securities                         |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 5.7500%  | 0.0000% | $4800000.00        | $4922370.00        | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT26    | 2026-08-15      | 7.8750%  | 0.0000% | $41000.00          | $40993.95          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.2%32    | 2032-03-15      | 5.2000%  | 0.0000% | $67000.00          | $70227.24          | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR 144A NT6.5%29    | 2029-02-15      | 6.5000%  | 0.0000% | $20000.00          | $19349.96          | Corporate Debt Securities                         |
| KNIFE RIVER CORP               SR 144A NT 31       | 2031-05-01      | 7.7500%  | 0.0000% | $39000.00          | $41922.38          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.5%060129       | 2029-06-01      | 5.5000%  | 0.0000% | $52000.00          | $54926.27          | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $2000000.00        | $456055.56         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB3.5%29    | 2029-04-01      | 3.5000%  | 0.0000% | $25000.00          | $24796.22          | Corporate Debt Securities                         |
| NCL CORP LTD                   SR 144A NT 32       | 2032-02-01      | 6.7500%  | 0.0000% | $7433000.00        | $7702594.91        | Corporate Debt Securities                         |
| NYMT LN TR 2022-CP1            M-1    20610725 3.2 | 2061-07-25      | 3.2145%  | 0.0000% | $688000.00         | $604406.05         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP4 A-2    20491217 2.9 | 2049-12-17      | 2.9838%  | 0.0000% | $217997.00         | $17206.45          | Private Label Collateralized Mortgage Obligations |
| CLUE OPCO LLC                  SR SEC 144A NT31    | 2031-10-15      | 9.5000%  | 0.0000% | $4502000.00        | $4942345.62        | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2014-2 A      20280303 3.7 | 2028-03-03      | 3.7500%  | 0.0000% | $1000.00           | $476.08            | Asset-Backed Securities                           |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%31    | 2031-06-10      | 2.7000%  | 0.0000% | $5000.00           | $4471.22           | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33     | 2033-05-15      | 8.0000%  | 0.0000% | $13000.00          | $13887.52          | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL REGS 27     | 2027-02-01      | 4.2500%  | 0.0000% | $200000.00         | $198939.11         | Corporate Debt Securities                         |
| VALVOLINE INC                  SR GLBL REGS 31     | 2031-06-15      | 3.6250%  | 0.0000% | $777000.00         | $712509.43         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $12000.00          | $12711.75          | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL REGS 32     | 2032-04-15      | 6.5000%  | 0.0000% | $567000.00         | $589671.18         | Corporate Debt Securities                         |
| GOLUB CAP PARTNERS 2024-46MR   A-1-R  20370420 FLT | 2037-04-20      | 6.1355%  | 0.0000% | $50000000.00       | $50699789.05       | Asset-Backed Securities                           |
| INRETAIL SHOPPING MALLS        SR GLBL REGS 28     | 2028-04-03      | 5.7500%  | 0.0000% | $50000.00          | $51354.97          | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL REGS 28     | 2028-12-15      | 6.6250%  | 0.0000% | $50000.00          | $51786.20          | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           FR 7%121547         | 2047-12-15      | 7.0000%  | 0.0000% | $545000.00         | $461984.99         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $556000.00         | $571521.13         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B    | 2500-12-31      | 6.5000%  | 0.0000% | $3558000.00        | $3603018.58        | Corporate Debt Securities                         |
| DELPHI JERSEY HLDGS PLC        SR GLBL REGS 25     | 2025-10-01      | 5.0000%  | 0.0000% | $60000.00          | $60213.33          | Corporate Debt Securities                         |
| POST HLDGS INC                 SR GLBL REGS 30     | 2030-04-15      | 4.6250%  | 0.0000% | $500000.00         | $490862.64         | Corporate Debt Securities                         |
| SIMPAR EUROPE                  SR GLBL REGS 31     | 2031-01-26      | 5.2000%  | 0.0000% | $615000.00         | $516456.50         | Corporate Debt Securities                         |
| HUNT OIL CO PERU LLC SUCURSA   SR GLBL REGS 33     | 2033-09-18      | 8.5500%  | 0.0000% | $579000.00         | $679113.44         | Corporate Debt Securities                         |
| COMPANIA DE MINAS BUENAVENTURA SR REGS NT6.8%32    | 2032-02-04      | 6.8000%  | 0.0000% | $331000.00         | $342493.06         | Corporate Debt Securities                         |
| SCC PWR PLC                    JR GLBL PIK 28      | 2028-12-31      | 8.0000%  | 0.0000% | $10373.00          | $6570.72           | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 27       | 2027-02-08      | 4.8500%  | 0.0000% | $49000.00          | $49633.04          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 7.5000%  | 0.0000% | $14000.00          | $15026.18          | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $280000.00         | $290733.49         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II NT 41    | 2041-09-17      | 2.9300%  | 0.0000% | $30000.00          | $22161.75          | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 30     | 2030-05-15      | 6.8750%  | 0.0000% | $42000.00          | $43544.39          | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT33    | 2033-03-15      | 8.0000%  | 0.0000% | $712000.00         | $784271.16         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $17522000.00       | $17964892.89       | Corporate Debt Securities                         |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $95000.00          | $92904.77          | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.9%31    | 2031-06-01      | 4.9000%  | 0.0000% | $10000.00          | $10563.78          | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $106000.00         | $113762.70         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT6.1%32    | 2032-08-19      | 6.1000%  | 0.0000% | $56000.00          | $56858.73          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL KK NT 29    | 2029-04-15      | 4.9000%  | 0.0000% | $6000.00           | $6227.51           | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $9000.00           | $10536.41          | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 30       | 2030-04-15      | 3.4500%  | 0.0000% | $57000.00          | $55368.19          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $15000.00          | $14993.94          | Corporate Debt Securities                         |
| MARLON LTD                     -A VR 144A NT 27    | 2027-06-07      | 11.1642% | 0.0000% | $750000.00         | $802347.72         | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27    | 2027-04-15      | 9.2500%  | 0.0000% | $4809000.00        | $4949425.47        | Corporate Debt Securities                         |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $5000000.00        | $4971208.33        | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR 144A NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $200000.00         | $217277.00         | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 29     | 2029-02-01      | 4.1250%  | 0.0000% | $16000.00          | $15376.61          | Corporate Debt Securities                         |
| ITAU UNIBANCO HLDG S A         FR 6%022730         | 2030-02-27      | 6.0000%  | 0.0000% | $771000.00         | $798049.25         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $970000.00         | $980221.11         | Corporate Debt Securities                         |
| HERCULES INC                   JR SB GLBL DB 29    | 2029-06-30      | 6.5000%  | 0.0000% | $1823000.00        | $1837497.91        | Corporate Debt Securities                         |
| FNMS 05.500 CL995113                               | 2036-09-01      | 5.5000%  | 0.0000% | $5967.00           | $95.04             | Agency Mortgage-Backed Securities                 |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL NT29    | 2029-11-01      | 5.8750%  | 0.0000% | $25099872.00       | $25813384.67       | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 27      | 2027-10-15      | 5.8750%  | 0.0000% | $140000.00         | $143159.53         | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $25000.00          | $21511.12          | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL DB7.4%46    | 2046-11-01      | 7.4000%  | 0.0000% | $10000.00          | $10777.16          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $158000.00         | $155627.81         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR SEC GLBL 28      | 2028-12-01      | 5.7500%  | 0.0000% | $10163000.00       | $9711107.85        | Corporate Debt Securities                         |
| BX COML MTG TR 2024-AIR2       A      20411015 FLT | 2041-10-15      | 5.8563%  | 0.0000% | $600000.00         | $577897.63         | Private Label Collateralized Mortgage Obligations |
| BOMBARDIER INC                 SR 144A NT 26       | 2026-06-15      | 7.1250%  | 0.0000% | $999000.00         | $1017497.32        | Corporate Debt Securities                         |
| BELO CORP                      SR GLBL DEB 27      | 2027-06-01      | 7.7500%  | 0.0000% | $33000.00          | $34777.20          | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR 144A NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $1627000.00        | $1634831.29        | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL 144A 28     | 2028-09-01      | 3.8750%  | 0.0000% | $12435000.00       | $12294605.40       | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32    | 2032-04-15      | 6.7500%  | 0.0000% | $200000.00         | $211048.00         | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32       | 2032-07-15      | 7.2500%  | 0.0000% | $140000.00         | $149679.76         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.875%040144     | 2044-04-01      | 4.8750%  | 0.0000% | $4000.00           | $3817.85           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45    | 2045-01-15      | 4.6000%  | 0.0000% | $11000.00          | $8572.21           | Corporate Debt Securities                         |
| SOUTHWEST AIRLS CO             SR GLBL NT 27       | 2027-06-15      | 5.1250%  | 0.0000% | $38000.00          | $38817.94          | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-GPA2 C      20291115 FLT | 2029-11-15      | 6.5545%  | 0.0000% | $1960000.00        | $1969895.93        | Private Label Collateralized Mortgage Obligations |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $809000.00         | $609729.82         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 29       | 2029-07-01      | 5.2500%  | 0.0000% | $40000.00          | $41599.13          | Corporate Debt Securities                         |
| BAUSCH PLUS LOMB CORP          SR SEC GLBL 28      | 2028-10-01      | 8.3750%  | 0.0000% | $14000.00          | $15042.03          | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27     | 2027-01-15      | 0.0000%  | 0.0000% | $628000.00         | $614454.04         | Corporate Debt Securities                         |
| ENERFLEX LTD                   SR SEC 144A NT27    | 2027-10-15      | 9.0000%  | 0.0000% | $601000.00         | $635455.33         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M BD-100 33        | 2033-02-01      | 5.8750%  | 0.0000% | $25000.00          | $26817.74          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $190000.00         | $179573.96         | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      SR SEC GLBL 30      | 2030-07-15      | 6.6250%  | 0.0000% | $1126000.00        | $1161713.59        | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT31    | 2031-07-15      | 6.7500%  | 0.0000% | $3522000.00        | $3673269.90        | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR 144A NT 29       | 2029-07-01      | 5.8750%  | 0.0000% | $1997000.00        | $2017320.03        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.9%27    | 2027-09-12      | 2.9000%  | 0.0000% | $17000.00          | $16951.26          | Corporate Debt Securities                         |
| CEC ENTERTAINMENT INC          SR SEC 144A NT26    | 2026-05-01      | 6.7500%  | 0.0000% | $5000.00           | $5078.23           | Corporate Debt Securities                         |
| BORR IHC LTD / BORR FIN LLC    SR SEC 144A 30      | 2030-11-15      | 10.3750% | 0.0000% | $200000.00         | $192958.63         | Corporate Debt Securities                         |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $79000.00          | $86257.20          | Corporate Debt Securities                         |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27      | 2027-01-15      | 3.7500%  | 0.0000% | $11367000.00       | $11168911.08       | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 28     | 2028-03-15      | 5.1250%  | 0.0000% | $2217000.00        | $2271376.85        | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL 144A 31     | 2031-03-15      | 7.5000%  | 0.0000% | $3591000.00        | $3769712.10        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41      | 2041-09-15      | 4.9500%  | 0.0000% | $12000.00          | $11644.80          | Corporate Debt Securities                         |
| TEXAS COML MTG TR 2025-TWR     D      20420415 FLT | 2042-04-15      | 7.4537%  | 0.0000% | $2250000.00        | $2256521.99        | Private Label Collateralized Mortgage Obligations |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31    | 2031-09-20      | 9.8750%  | 0.0000% | $6210000.00        | $6269846.29        | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI SR SEC GLBL 25      | 2025-10-20      | 4.5000%  | 0.0000% | $4638.00           | $581.74            | Corporate Debt Securities                         |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $2654000.00        | $2663883.94        | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 25      | 2025-09-01      | 7.3750%  | 0.0000% | $365000.00         | $378309.83         | Corporate Debt Securities                         |
| KILIMANJARO III RE LTD         EXT GLBL 144A 29    | 2029-04-08      | 8.7243%  | 0.0000% | $6350000.00        | $6367145.00        | Corporate Debt Securities                         |
| MOUNT NITTANY MED CTR          GLBL 2022 SNK 52    | 2052-11-15      | 3.7990%  | 0.0000% | $1000.00           | $751.63            | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1889000.00        | $1850488.54        | Corporate Debt Securities                         |
| KNDR TRUST 2021-KIND           D      20380816 FLT | 2038-08-16      | 6.7800%  | 0.0000% | $2589270.00        | $2539638.76        | Private Label Collateralized Mortgage Obligations |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $63000.00          | $62914.27          | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 27     | 2027-02-15      | 5.1250%  | 0.0000% | $1500000.00        | $1435369.58        | Corporate Debt Securities                         |
| SMUCKER J M CO                 GLBL NT 5.9%28      | 2028-11-15      | 5.9000%  | 0.0000% | $37000.00          | $39478.79          | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 4.75%28     | 2028-03-21      | 4.7500%  | 0.0000% | $50000.00          | $51818.36          | Corporate Debt Securities                         |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $94000.00          | $93918.95          | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC            SR SEC GLBL 29      | 2029-02-15      | 7.5000%  | 0.0000% | $100000.00         | $82041.67          | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT30    | 2030-11-06      | 7.5000%  | 0.0000% | $410000.00         | $434438.73         | Corporate Debt Securities                         |
| API GROUP DE INC               SR GLBL 144A 29     | 2029-07-15      | 4.1250%  | 0.0000% | $29000.00          | $27940.10          | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26      | 2026-04-20      | 5.5000%  | 0.0000% | $565000.00         | $142215.91         | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 30     | 2030-03-01      | 5.1250%  | 0.0000% | $178000.00         | $174714.17         | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR SEC GLBL 29      | 2029-01-15      | 10.2500% | 0.0000% | $15075000.00       | $15819822.25       | Corporate Debt Securities                         |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $3654000.00        | $3653788.88        | Corporate Debt Securities                         |
| WORLD OMNI AUT LEA SEC 2023-A  A-3    20260915 5.0 | 2026-09-15      | 5.0700%  | 0.0000% | $998000.00         | $10303.48          | Asset-Backed Securities                           |
| IVY HILL MIDMKT CR  2013-7RRR  A-RRR  20361015 FLT | 2036-10-15      | 5.9176%  | 0.0000% | $29000000.00       | $29199228.17       | Asset-Backed Securities                           |
| OHI GROUP SA                   SR SEC REGS 29      | 2029-07-22      | 13.0000% | 0.0000% | $320000.00         | $324216.34         | Corporate Debt Securities                         |
| ARCOSA INC                     SR GLBL REGS 32     | 2032-08-15      | 6.8750%  | 0.0000% | $500000.00         | $523271.81         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $14000.00          | $14133.02          | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL REGS 26     | 2026-12-01      | 4.6250%  | 0.0000% | $17000.00          | $15953.06          | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK REGS NT29    | 2029-09-30      | 11.1750% | 0.0000% | $9509.00           | $9088.84           | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $2509000.00        | $2604436.79        | Corporate Debt Securities                         |
| TRANSALTA CORP                 SR NT 6.5%40        | 2040-03-15      | 6.5000%  | 0.0000% | $135000.00         | $137623.20         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-01-31      | 6.7500%  | 0.0000% | $12000.00          | $12403.50          | Corporate Debt Securities                         |
| TRANSOCEAN AQUILA LTD          SR SEC 144A NT28    | 2028-09-30      | 8.0000%  | 0.0000% | $45000.00          | $38879.94          | Corporate Debt Securities                         |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29      | 2029-05-03      | 7.6250%  | 0.0000% | $95000.00          | $33294.20          | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             SR NT 7.75%31       | 2031-02-15      | 7.7500%  | 0.0000% | $1429000.00        | $1224315.60        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 10.1421% | 0.0000% | $7500000.00        | $7386750.00        | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL 144A 30     | 2030-01-30      | 6.8750%  | 0.0000% | $2350000.00        | $2452620.26        | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A-20251 VR BD29    | 2029-01-15      | 15.7147% | 0.0000% | $1500000.00        | $1592400.00        | Corporate Debt Securities                         |
| RITCHIE BROS HLDGS INC         SR SEC GLBL 28      | 2028-03-15      | 6.7500%  | 0.0000% | $358000.00         | $377700.74         | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.7042% | 0.0000% | $10285000.00       | $10724169.50       | Corporate Debt Securities                         |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $700000.00         | $701236.67         | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR GLBL REGS 29     | 2029-06-01      | 4.8750%  | 0.0000% | $500000.00         | $444593.33         | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29     | 2029-03-25      | 6.2500%  | 0.0000% | $442000.00         | $410933.81         | Corporate Debt Securities                         |
| STEPSTONE CLO LLC 2024-1       A      20370115 FLT | 2037-01-15      | 6.0176%  | 0.0000% | $16726600.00       | $16880165.87       | Asset-Backed Securities                           |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33    | 2033-03-01      | 5.5000%  | 0.0000% | $8000.00           | $7936.84           | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR REGS30    | 2030-01-23      | 6.0000%  | 0.0000% | $1341000.00        | $1404241.56        | Corporate Debt Securities                         |
| AGROSUPER SA                   SR REGS NT4.6%32    | 2032-01-20      | 4.6000%  | 0.0000% | $522000.00         | $502405.86         | Corporate Debt Securities                         |
| UNITED PARKS & RESORTS INC     SR GLBL 144A 29     | 2029-08-15      | 5.2500%  | 0.0000% | $426000.00         | $419244.35         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 6.25%34     | 2034-01-15      | 6.2500%  | 0.0000% | $5000.00           | $5524.84           | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-11-15      | 2.5500%  | 0.0000% | $43000.00          | $39772.28          | Corporate Debt Securities                         |
| SGUS LLC                       SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $790000.00         | $707922.51         | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $528868.00         | $544117.03         | Corporate Debt Securities                         |
| PIKE CORP                      SR 144A NT 31       | 2031-01-31      | 8.6250%  | 0.0000% | $20000.00          | $21567.76          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $100000.00         | $89533.12          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.875%41    | 2041-11-26      | 2.8750%  | 0.0000% | $1000.00           | $731.53            | Corporate Debt Securities                         |
| RAILWORKS HLDGS LP / RAILWORKS SR SEC 144A NT28    | 2028-11-15      | 8.2500%  | 0.0000% | $250000.00         | $261555.83         | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $752000.00         | $611013.79         | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $10075000.00       | $10045435.47       | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 33       | 2033-07-15      | 5.5500%  | 0.0000% | $7000.00           | $7330.84           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR SEC 144A NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $2191000.00        | $2390329.88        | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $4000000.00        | $4131222.22        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A1-20251 144A27    | 2027-06-06      | 12.1647% | 0.0000% | $500000.00         | $505850.00         | Corporate Debt Securities                         |
| MUELLER WTR PRODS INC          SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $42000.00          | $40699.35          | Corporate Debt Securities                         |
| NINE ENERGY SERVICE INC        SR SEC GLBL NT28    | 2028-02-01      | 13.0000% | 0.0000% | $685000.00         | $328876.11         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528      | 2028-09-15      | 7.0500%  | 0.0000% | $32000.00          | $34098.77          | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2053-02-15      | 3.6250%  | 0.0000% | $41600.00          | $33623.58          | U.S. Treasuries (including strips)                |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37    | 2037-04-15      | 5.5000%  | 0.0000% | $10000.00          | $10348.38          | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 8.1006%  | 0.0000% | $2417000.00        | $2507879.20        | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $128209.22         | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT5.7%35    | 2035-03-01      | 5.7000%  | 0.0000% | $59000.00          | $62251.39          | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 30       | 2030-02-15      | 5.1500%  | 0.0000% | $80000.00          | $82598.62          | Corporate Debt Securities                         |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $300000.00         | $301316.67         | Corporate Debt Securities                         |
| WOM MOBILE SPA                 SR 144A NT 31       | 2031-04-01      | 11.0000% | 0.0000% | $1686000.00        | $1713163.33        | Corporate Debt Securities                         |
| PAN AMERN ENERGY S L ARGENTINE GLBL AMZ REGS 32    | 2032-04-30      | 8.5000%  | 0.0000% | $173000.00         | $187747.77         | Corporate Debt Securities                         |
| GPS HOSPITALITY HLDG CO LLC    SR 144A NT 7%28     | 2028-08-15      | 7.0000%  | 0.0000% | $16000.00          | $9430.12           | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 4.95%30     | 2030-02-15      | 4.9500%  | 0.0000% | $66000.00          | $66923.01          | Corporate Debt Securities                         |
| BARINGS PRIVATE CREDIT 2023-1R A-1AR  20361015 FLT | 2036-10-15      | 5.9476%  | 0.0000% | $35000000.00       | $35276270.30       | Asset-Backed Securities                           |
| VICTRA HLDGS LLC / VICTRA FIN  SR SEC GLBL 29      | 2029-09-15      | 8.7500%  | 0.0000% | $100000.00         | $108858.11         | Corporate Debt Securities                         |
| VICTORS MERGER CORPORATION     SR 144A NT 29       | 2029-05-15      | 6.3750%  | 0.0000% | $190000.00         | $97074.17          | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL NT 27       | 2027-09-01      | 6.8750%  | 0.0000% | $8500000.00        | $8792765.97        | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNITI  SR GLBL 144A 29     | 2029-02-15      | 6.5000%  | 0.0000% | $750000.00         | $718115.83         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 30       | 2030-04-28      | 4.3500%  | 0.0000% | $52000.00          | $53551.72          | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28    | 2028-04-15      | 6.0500%  | 0.0000% | $218000.00         | $230615.54         | Corporate Debt Securities                         |
| RESIDENTIAL MTG LN TR 2020-2   B-2    20600525 FLT | 2060-05-25      | 5.4000%  | 0.0000% | $7048000.00        | $6816156.04        | Private Label Collateralized Mortgage Obligations |
| REINSURANCE GROUP AMER INC     3.9%29              | 2029-05-15      | 3.9000%  | 0.0000% | $35000.00          | $34978.18          | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 8.5000%  | 0.0000% | $7645.00           | $7326.03           | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 2.0500%  | 0.0000% | $3972000.00        | $3977958.00        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 30     | 2030-12-31      | 6.0000%  | 0.0000% | $27000.00          | $26907.21          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 28     | 2028-07-15      | 4.0000%  | 0.0000% | $499000.00         | $483695.12         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $4000.00           | $3929.08           | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    ALT TIER I PERP     | 2500-12-31      | 6.4500%  | 0.0000% | $479000.00         | $492823.94         | Corporate Debt Securities                         |
| NELNET ED LN FDG 2004-4        B      20410125 FLT | 2041-01-25      | 4.9023%  | 0.0000% | $690000.00         | $195273.53         | Asset-Backed Securities                           |
| ONEMAIN FIN CORP               SR GLBL NT 31       | 2031-11-15      | 7.1250%  | 0.0000% | $299000.00         | $316549.31         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2035-02-15      | 4.6250%  | 0.0000% | $960000.00         | $995739.37         | U.S. Treasuries (including strips)                |
| OWL ROCK CLO LLC 2024-18       A      20360724 FLT | 2036-07-24      | 6.0187%  | 0.0000% | $30000000.00       | $30278510.70       | Asset-Backed Securities                           |
| WILLIAMS COS INC               SR GLBL NT5.6%35    | 2035-03-15      | 5.6000%  | 0.0000% | $55000.00          | $58634.28          | Corporate Debt Securities                         |
| BRIGHTWOOD CAPITAL MM 2025-1   A-1    20360415 FLT | 2036-04-15      | 5.8896%  | 0.0000% | $30000000.00       | $30018540.00       | Asset-Backed Securities                           |
| BCO CREDITO INVERS             FR 7.5%             | 2500-12-31      | 7.5000%  | 0.0000% | $1403000.00        | $1507792.41        | Corporate Debt Securities                         |
| OPAL BIDCO SAS                 SR SEC REGS NT32    | 2032-03-31      | 6.5000%  | 0.0000% | $500000.00         | $522217.50         | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           GLBL NT 5.25%34     | 2034-06-05      | 5.2500%  | 0.0000% | $16000.00          | $16561.76          | Corporate Debt Securities                         |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $5266000.00        | $5342389.18        | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT2.7%30    | 2030-06-22      | 2.7000%  | 0.0000% | $2688000.00        | $2429159.04        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   A-15   20510925 2.5 | 2051-09-25      | 2.5000%  | 0.0000% | $1527990.00        | $948767.27         | Private Label Collateralized Mortgage Obligations |
| WHIRLPOOL CORP                 SR GLBL NT 43       | 2043-03-01      | 5.1500%  | 0.0000% | $99000.00          | $86249.19          | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $1152000.00        | $1241165.91        | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           SR 144A NT 28       | 2028-03-01      | 6.1250%  | 0.0000% | $17534000.00       | $16833599.50       | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $651000.00         | $586219.71         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR 144A NT 29       | 2029-08-15      | 5.6250%  | 0.0000% | $12104000.00       | $11355337.34       | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT32    | 2032-02-01      | 9.8750%  | 0.0000% | $99000.00          | $108731.76         | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 30       | 2030-07-15      | 4.6500%  | 0.0000% | $30000.00          | $30354.28          | Corporate Debt Securities                         |
| JANUS HENDERSON US HLDGS INC   SR GLBL NT 34       | 2034-09-10      | 5.4500%  | 0.0000% | $79000.00          | $81016.45          | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR NT 8.5%32        | 2032-03-11      | 8.5000%  | 0.0000% | $14000.00          | $16295.81          | Corporate Debt Securities                         |
| VORTEX OPCO LLC                SR SEC FL 144A30    | 2030-04-30      | 10.5424% | 0.0000% | $311000.00         | $310196.07         | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 31       | 2031-08-01      | 8.2500%  | 0.0000% | $1602000.00        | $1711186.98        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27    | 2027-11-01      | 5.1250%  | 0.0000% | $885000.00         | $897689.67         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL REGS 29     | 2029-04-03      | 5.7500%  | 0.0000% | $3185000.00        | $3309404.33        | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR NT     8.5%29    | 2029-07-15      | 8.5000%  | 0.0000% | $6508000.00        | $946190.89         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 33       | 2033-07-01      | 5.1500%  | 0.0000% | $69000.00          | $71407.91          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR SEC GLBL 29      | 2029-11-15      | 3.8750%  | 0.0000% | $958000.00         | $777210.50         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR 144A NT 31       | 2031-01-15      | 8.3750%  | 0.0000% | $14000.00          | $14801.31          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $6.00              | $6.30              | Corporate Debt Securities                         |
| PARKLAND CORP                  SR GLBL 144A 27     | 2027-07-15      | 5.8750%  | 0.0000% | $72000.00          | $72602.68          | Corporate Debt Securities                         |
| NORTH HAVEN PRIVATE INCOME FD  SR GLBL NT 30       | 2030-02-01      | 5.7500%  | 0.0000% | $50000.00          | $50328.61          | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 10.9147% | 0.0000% | $7500000.00        | $7671750.00        | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          PERP SUB GLBL -C    | 2500-12-31      | 9.2500%  | 0.0000% | $16000.00          | $18040.74          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-05-01      | 7.0000%  | 0.0000% | $796000.00         | $845650.06         | Corporate Debt Securities                         |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $31437000.00       | $27974712.20       | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $4934000.00        | $5009366.85        | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT 33       | 2033-06-30      | 6.4500%  | 0.0000% | $14000.00          | $15138.21          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $8350000.00        | $8454022.45        | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 28       | 2028-11-01      | 4.8500%  | 0.0000% | $58000.00          | $59539.16          | Corporate Debt Securities                         |
| BAFFINLAND IRON MINES CORP / B SR SEC GLBL 26      | 2026-07-15      | 8.7500%  | 0.0000% | $683000.00         | $639051.99         | Corporate Debt Securities                         |
| CORNELL UNIVERSITY             2024B BD4.835%34    | 2034-06-15      | 4.8350%  | 0.0000% | $57000.00          | $57959.80          | Corporate Debt Securities                         |
| CALFRAC HLDGS LP               SR GLBL 144A 26     | 2026-03-15      | 10.8750% | 0.0000% | $58799.00          | $61491.50          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 84    | 2084-01-15      | 8.5000%  | 0.0000% | $64000.00          | $73258.81          | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -A-20251 144A 28    | 2028-05-19      | 12.9147% | 0.0000% | $900000.00         | $915300.00         | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS INC       SR GLBL NT 28       | 2028-09-15      | 6.1250%  | 0.0000% | $12000.00          | $12952.35          | Corporate Debt Securities                         |
| CHASE HOME LND MTG 2019-ATR2   B-4    20490825 FLT | 2049-08-25      | 3.9874%  | 0.0000% | $1922790.00        | $1202880.17        | Private Label Collateralized Mortgage Obligations |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 30     | 2030-04-01      | 6.1250%  | 0.0000% | $6045000.00        | $4486239.66        | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $5522000.00        | $5495690.74        | Corporate Debt Securities                         |
| CNX MIDSTREAM PARTNERS LP      SR GLBL 144A 30     | 2030-04-15      | 4.7500%  | 0.0000% | $677000.00         | $654422.43         | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $2771000.00        | $2752814.54        | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30       | 2030-05-15      | 5.6250%  | 0.0000% | $37000.00          | $38480.00          | Corporate Debt Securities                         |
| OLYMPUS WTR US HLDG CORP       SR SEC GLBL 27      | 2027-10-01      | 7.1250%  | 0.0000% | $8300000.00        | $8692769.83        | Corporate Debt Securities                         |
| CAMELOT FIN S A                SR SEC GLBL 26      | 2026-11-01      | 4.5000%  | 0.0000% | $14000.00          | $14045.22          | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 8.5000%  | 0.0000% | $1040000.00        | $794040.00         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $1400000.00        | $1469310.69        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR REGS NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $50000.00          | $53932.00          | Corporate Debt Securities                         |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $254000.00         | $230378.42         | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $3155000.00        | $3301435.82        | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 27       | 2027-04-03      | 7.0510%  | 0.0000% | $10000.00          | $10315.89          | Corporate Debt Securities                         |
| CHURCHILL MMSLF CLO LTD 2024-4 A      20351022 FLT | 2035-10-22      | 5.9320%  | 0.0000% | $18579900.00       | $18699676.16       | Asset-Backed Securities                           |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 30       | 2030-04-01      | 4.6250%  | 0.0000% | $3185000.00        | $3073569.24        | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $5000.00           | $5100.73           | Corporate Debt Securities                         |
| CENTERFIELD MEDIA PARENT INC   SR SEC 144A NT26    | 2026-08-01      | 6.6250%  | 0.0000% | $50000.00          | $48339.14          | Corporate Debt Securities                         |
| ARDN MORTGAGE TR 2025-ARCP     D      20350615 FLT | 2035-06-15      | 7.3631%  | 0.0000% | $23280000.00       | $23312400.59       | Private Label Collateralized Mortgage Obligations |
| ARES COMMER MTG TR 2024-IND    D      20410715 FLT | 2041-07-15      | 7.2530%  | 0.0000% | $10000000.00       | $10075086.19       | Private Label Collateralized Mortgage Obligations |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $17000.00          | $18011.85          | Corporate Debt Securities                         |
| VIKING OCEAN CRUISES SHIP VII  SR SEC GLBL 29      | 2029-02-15      | 5.6250%  | 0.0000% | $20000.00          | $20064.15          | Corporate Debt Securities                         |
| WHITE CAP BUYER LLC            SR GLBL 144A 28     | 2028-10-15      | 6.8750%  | 0.0000% | $985000.00         | $1010383.72        | Corporate Debt Securities                         |
| WACHOVIA ST LN TR 2006-1       B      20400425 FLT | 2040-04-25      | 4.8423%  | 0.0000% | $5735000.00        | $624384.34         | Asset-Backed Securities                           |
| WEYERHAEUSER CO                SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $35000.00          | $35041.61          | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-01-31      | 4.2500%  | 0.0000% | $499000.00         | $462844.68         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55      | 2055-04-15      | 7.1250%  | 0.0000% | $796000.00         | $857817.03         | Corporate Debt Securities                         |
| HERCULES CAPITAL INC           SR GLBL NT 26       | 2026-09-16      | 2.6250%  | 0.0000% | $80000.00          | $79104.43          | Corporate Debt Securities                         |
| HECLA MINING COMPANY           SR GLBL NT 28       | 2028-02-15      | 7.2500%  | 0.0000% | $2330000.00        | $2359263.50        | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $5439000.00        | $5401699.04        | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $16000.00          | $15417.69          | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.9147% | 0.0000% | $18500000.00       | $18403800.00       | Corporate Debt Securities                         |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $698550.00         | $707805.01         | Corporate Debt Securities                         |
| HOLCIM LTD NEW                 SR GLBL NT 36       | 2036-07-15      | 7.1250%  | 0.0000% | $8000.00           | $9216.71           | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29     | 2029-12-15      | 7.8750%  | 0.0000% | $1727000.00        | $1862616.99        | Corporate Debt Securities                         |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 5.8750%  | 0.0000% | $86000.00          | $69393.14          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34     | 2034-02-15      | 6.7500%  | 0.0000% | $10000000.00       | $10104575.00       | Corporate Debt Securities                         |
| PERENTI FIN PTY LTD            SR 144A NT7.5%29    | 2029-04-26      | 7.5000%  | 0.0000% | $166000.00         | $177723.75         | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 11.4147% | 0.0000% | $3300000.00        | $3527660.18        | Corporate Debt Securities                         |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 9.5000%  | 0.0000% | $32000.00          | $27623.00          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.8%25    | 2025-11-10      | 5.8000%  | 0.0000% | $79000.00          | $80570.61          | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27    | 2027-04-15      | 7.8750%  | 0.0000% | $44000.00          | $44646.91          | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR SEC GLBL 28      | 2028-08-15      | 3.6950%  | 0.0000% | $76000.00          | $75257.25          | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP CO      SR GLBL 144A 27     | 2027-10-15      | 5.5000%  | 0.0000% | $975000.00         | $995447.92         | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR SEC 144A NT28    | 2028-08-01      | 5.7500%  | 0.0000% | $78000.00          | $78649.13          | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 28     | 2028-04-15      | 6.8750%  | 0.0000% | $372000.00         | $390142.54         | Corporate Debt Securities                         |
| GNRA 2023-063 TF                                   | 2053-05-20      | 5.3450%  | 0.0000% | $10100.00          | $4540.82           | Agency Collateralized Mortgage Obligation         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $7778000.00        | $7656168.43        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $68000.00          | $69646.62          | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR 144A NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $137000.00         | $143358.70         | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR GLBL NT 28       | 2028-07-15      | 7.1250%  | 0.0000% | $10000.00          | $10924.88          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 31     | 2031-09-01      | 3.8750%  | 0.0000% | $256000.00         | $235350.97         | Corporate Debt Securities                         |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 26      | 2026-02-01      | 8.6250%  | 0.0000% | $61000.00          | $38229.21          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-4          A1     20570625 FLT | 2057-06-25      | 2.7500%  | 0.0000% | $4834970.00        | $441000.34         | Private Label Collateralized Mortgage Obligations |
| JABIL INC                      SR GLBL NT3.6%30    | 2030-01-15      | 3.6000%  | 0.0000% | $37000.00          | $35719.06          | Corporate Debt Securities                         |
| CITIGROUP CAP III              TIER I GLBL 36      | 2036-12-01      | 7.6250%  | 0.0000% | $109000.00         | $122720.80         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR NT 8.125%30      | 2030-08-16      | 8.1250%  | 0.0000% | $9000.00           | $10370.47          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 27       | 2027-09-26      | 4.9500%  | 0.0000% | $10000.00          | $10245.48          | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $722000.00         | $542883.83         | Corporate Debt Securities                         |
| OMNICOM GROUP / OMNICOM CAP    SR GLBL NT3.6%26    | 2026-04-15      | 3.6000%  | 0.0000% | $70000.00          | $70566.30          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.138%101626     | 2026-10-16      | 6.1380%  | 0.0000% | $10000.00          | $10246.06          | Corporate Debt Securities                         |
| OBX TRUST 2022-NQM4            M-1    20620425 FLT | 2062-04-25      | 3.9910%  | 0.0000% | $20350000.00       | $15688223.79       | Private Label Collateralized Mortgage Obligations |
| EMPRESAS PUBLICAS DE MEDELLIN  SR GLBL REGS 31     | 2031-02-15      | 4.3750%  | 0.0000% | $525000.00         | $479803.48         | Corporate Debt Securities                         |
| RYAN SPECIALTY GROUP LLC       SR SEC GLBL 30      | 2030-02-01      | 4.3750%  | 0.0000% | $56000.00          | $54296.64          | Corporate Debt Securities                         |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26    | 2026-03-01      | 9.7500%  | 0.0000% | $70000.00          | $48874.58          | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC           SR GLBL 144A 31     | 2031-11-15      | 4.8750%  | 0.0000% | $199000.00         | $193080.41         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 6.75%092147      | 2047-09-21      | 6.7500%  | 0.0000% | $3223000.00        | $2601815.10        | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 3.85%26     | 2026-12-15      | 3.8500%  | 0.0000% | $77000.00          | $77201.27          | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 30      | 2030-10-15      | 4.0000%  | 0.0000% | $1877000.00        | $1787014.53        | Corporate Debt Securities                         |
| WYNN LAS VEGAS LLC / WYNN      SR GLBL 144A 27     | 2027-05-15      | 5.2500%  | 0.0000% | $46000.00          | $46647.53          | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $66000.00          | $78011.78          | Corporate Debt Securities                         |
| CAMPOSOL S A                   SR GLBL REGS 27     | 2027-02-03      | 6.0000%  | 0.0000% | $438000.00         | $431786.24         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $536000.00         | $607702.73         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               COCO SUB FX/FL31    | 2031-11-23      | 4.3220%  | 0.0000% | $75000.00          | $75549.40          | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P           SR NT 6%26          | 2026-06-01      | 6.0000%  | 0.0000% | $580000.00         | $590797.67         | Corporate Debt Securities                         |
| AMERICAN AIRLN PSTHRU 2019-1   AA     20330815 3.1 | 2033-08-15      | 3.1500%  | 0.0000% | $83000.00          | $54001.62          | Asset-Backed Securities                           |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $5000000.00        | $5027561.81        | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXTND-A 144A 30     | 2030-07-07      | 12.5447% | 0.0000% | $2038000.00        | $2098528.60        | Corporate Debt Securities                         |
| TCL-SYMPHONY CLO LTD 2016-1RR  A-RR   20321013 FLT | 2032-10-13      | 5.6019%  | 0.0000% | $24999900.00       | $13173657.67       | Asset-Backed Securities                           |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51    | 2051-06-10      | 5.5000%  | 0.0000% | $448000.00         | $362561.67         | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $1324000.00        | $1236884.48        | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31     | 2031-06-15      | 2.9500%  | 0.0000% | $9827000.00        | $8430719.79        | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 25       | 2025-10-01      | 4.3750%  | 0.0000% | $25000.00          | $25425.15          | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR 144A NT7.5%32    | 2032-05-15      | 7.5000%  | 0.0000% | $20000.00          | $21104.13          | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52       | 2052-03-15      | 5.1410%  | 0.0000% | $1536000.00        | $997893.29         | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 29       | 2029-12-01      | 2.9500%  | 0.0000% | $12000.00          | $11450.17          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-06-15      | 4.8750%  | 0.0000% | $52033.00          | $49676.86          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-01-15      | 6.0000%  | 0.0000% | $11000.00          | $11215.20          | Corporate Debt Securities                         |
| GNII SF MA7988 M                                   | 2052-04-20      | 3.0000%  | 0.0000% | $32768.00          | $22114.07          | Agency Mortgage-Backed Securities                 |
| HOME PT CAPITAL INCORPORATED   SR GLBL 144A 26     | 2026-02-01      | 5.0000%  | 0.0000% | $2989000.00        | $2996379.51        | Corporate Debt Securities                         |
| INTERCORP PERU LIMITED         SR 144A NT 29       | 2029-08-15      | 3.8750%  | 0.0000% | $376000.00         | $362853.89         | Corporate Debt Securities                         |
| FEPC 06.000 CLQZ2714                               | 2055-09-01      | 6.0000%  | 0.0000% | $2800.00           | $2894.76           | Agency Mortgage-Backed Securities                 |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.7161% | 0.0000% | $1199000.00        | $1274366.82        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.862%010936     | 2036-01-09      | 5.8620%  | 0.0000% | $500000.00         | $525070.83         | Corporate Debt Securities                         |
| COVANTA HLDG CORP              SR 144A NT 29       | 2029-12-01      | 4.8750%  | 0.0000% | $396000.00         | $387417.36         | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR SEC GLBL 27      | 2027-05-15      | 5.6250%  | 0.0000% | $50000.00          | $46578.12          | Corporate Debt Securities                         |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT 26       | 2026-03-15      | 2.2500%  | 0.0000% | $55000.00          | $54755.25          | Corporate Debt Securities                         |
| GNII SF MA7649 M                                   | 2051-10-20      | 2.5000%  | 0.0000% | $8192.00           | $4999.41           | Agency Mortgage-Backed Securities                 |
| GNII SF MA7766 M                                   | 2051-12-20      | 2.0000%  | 0.0000% | $22525.00          | $13811.53          | Agency Mortgage-Backed Securities                 |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-02-15      | 5.2500%  | 0.0000% | $35000.00          | $34967.51          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 32       | 2032-01-29      | 5.6310%  | 0.0000% | $58000.00          | $61126.35          | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 9%30     | 2030-06-15      | 9.0000%  | 0.0000% | $541000.00         | $525700.52         | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 18.5247% | 0.0000% | $7700000.00        | $8060360.00        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     A-3    20550825 FLT | 2055-08-25      | 5.9470%  | 0.0000% | $2217990.00        | $2156191.22        | Private Label Collateralized Mortgage Obligations |
| GNRA 2025-060 KF                                   | 2055-04-20      | 5.3950%  | 0.0000% | $5000.00           | $4924.47           | Agency Collateralized Mortgage Obligation         |
| GARDEN SPINCO CORP             SR 144A NT 30       | 2030-07-20      | 8.6250%  | 0.0000% | $115000.00         | $121389.83         | Corporate Debt Securities                         |
| GM FIN CONS AUTO REC TR 2022-4 A-4    20280816 4.8 | 2028-08-16      | 4.8800%  | 0.0000% | $250000.00         | $252041.31         | Asset-Backed Securities                           |
| GNII SF MA7987 M                                   | 2052-03-20      | 2.5000%  | 0.0000% | $49152.00          | $31812.68          | Agency Mortgage-Backed Securities                 |
| SERVICE PPTYS TR               SR GLBL NT 26       | 2026-10-01      | 4.7500%  | 0.0000% | $5458000.00        | $5512840.77        | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR SEC GLBL 27      | 2027-02-15      | 4.6250%  | 0.0000% | $140000.00         | $139147.21         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT29    | 2029-06-15      | 4.1250%  | 0.0000% | $65000.00          | $64962.90          | Corporate Debt Securities                         |
| MADISON IAQ LLC                SR SEC 144A NT28    | 2028-06-30      | 4.1250%  | 0.0000% | $3643000.00        | $3570979.41        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 36 BD 31    | 2031-01-15      | 1.9000%  | 0.0000% | $60000.00          | $53019.13          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 31       | 2031-04-15      | 5.3750%  | 0.0000% | $80000.00          | $84184.56          | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT5.5%33    | 2033-03-21      | 5.5000%  | 0.0000% | $14000.00          | $14786.64          | Corporate Debt Securities                         |
| QVC INC                        SR SEC NT5.95%43    | 2043-03-15      | 5.9500%  | 0.0000% | $10137000.00       | $4849495.75        | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT 3%32     | 2032-03-15      | 3.0000%  | 0.0000% | $39000.00          | $36411.44          | Corporate Debt Securities                         |
| PHYSICIANS RLTY LP             SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $72000.00          | $71916.32          | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $300000.00         | $274874.50         | Corporate Debt Securities                         |
| DTE ELEC CO                    1M GLBL -C BD 31    | 2031-03-01      | 2.6250%  | 0.0000% | $39000.00          | $36360.45          | Corporate Debt Securities                         |
| WARRIOR MET COAL INC           SR SEC GLBL 28      | 2028-12-01      | 7.8750%  | 0.0000% | $7000.00           | $7244.65           | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT 33       | 2033-08-15      | 5.4500%  | 0.0000% | $26000.00          | $26698.61          | Corporate Debt Securities                         |
| SAFEWAY INC                    SR DEB   7.45%27    | 2027-09-15      | 7.4500%  | 0.0000% | $1538000.00        | $1639506.29        | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 28       | 2028-12-01      | 9.2500%  | 0.0000% | $120000.00         | $129022.93         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-10-01      | 4.9500%  | 0.0000% | $1930000.00        | $1753848.90        | Corporate Debt Securities                         |
| HUDBAY MINERALS INC            SR GLBL 144A 26     | 2026-04-01      | 4.5000%  | 0.0000% | $760000.00         | $769948.40         | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $90000.00          | $88409.30          | Corporate Debt Securities                         |
| JEFF CRIT PAR  DIRE LD 2024-1  A-1    20360725 FLT | 2036-07-25      | 5.9985%  | 0.0000% | $18280800.00       | $18398909.25       | Asset-Backed Securities                           |
| BANCO DAVIVIENDA SA            LW TIER II 35       | 2035-07-02      | 8.1250%  | 0.0000% | $685000.00         | $715047.24         | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 9.3043%  | 0.0000% | $20060000.00       | $20358894.00       | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $473000.00         | $491035.62         | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 25     | 2025-11-01      | 6.5000%  | 0.0000% | $686000.00         | $683465.61         | Corporate Debt Securities                         |
| LUNA 1 5 S A R L               SR GLBL PIK 32      | 2032-07-01      | 12.0000% | 0.0000% | $2000000.00        | $2048213.33        | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 10.3921% | 0.0000% | $550000.00         | $562540.00         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC REGS NT33    | 2033-05-01      | 6.7500%  | 0.0000% | $200000.00         | $211558.00         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31    | 2031-10-15      | 4.5000%  | 0.0000% | $51000.00          | $50765.65          | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 30       | 2030-06-15      | 6.1250%  | 0.0000% | $65000.00          | $66593.85          | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29      | 2029-11-15      | 10.0000% | 0.0000% | $5955000.00        | $6073140.58        | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $300000.00         | $318544.17         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR REGS NT 4%27     | 2027-03-27      | 4.0000%  | 0.0000% | $75000.00          | $75908.17          | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $18745.62          | Corporate Debt Securities                         |
| ENA NORTE TR                   EXT GLBL REGS 28    | 2028-04-25      | 4.9500%  | 0.0000% | $60000.00          | $15685.38          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $190401.13         | Corporate Debt Securities                         |
| KKR GROUP FINANCE CO II LLC    SR GLBL REGS 43     | 2043-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4870.04           | Corporate Debt Securities                         |
| IRIS ESCROW ISSUER CORP        SR GLBL 144A 28     | 2028-12-15      | 10.0000% | 0.0000% | $95000.00          | $88973.73          | Corporate Debt Securities                         |
| BLUE OWL CAP CORP II           SR GLBL NT 26       | 2026-11-15      | 8.4500%  | 0.0000% | $70000.00          | $74300.88          | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-02-15      | 3.5000%  | 0.0000% | $10000.00          | $9563.31           | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT 26       | 2026-07-15      | 2.9500%  | 0.0000% | $13000.00          | $12667.27          | Corporate Debt Securities                         |
| US BANCORP                     FR 3%073029         | 2029-07-30      | 3.0000%  | 0.0000% | $66000.00          | $63211.94          | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $287000.00         | $302769.69         | Corporate Debt Securities                         |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 27       | 2027-02-01      | 6.3750%  | 0.0000% | $24000.00          | $24047.24          | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $5984000.00        | $6122306.86        | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29     | 2029-07-15      | 7.0000%  | 0.0000% | $365000.00         | $383098.73         | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26     | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $627375.00         | Corporate Debt Securities                         |
| CLOROX CO DEL                  SR GLBL NT4.6%32    | 2032-05-01      | 4.6000%  | 0.0000% | $25000.00          | $25475.44          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.1%31    | 2031-04-01      | 2.1000%  | 0.0000% | $13000.00          | $11457.20          | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29      | 2029-07-01      | 8.0000%  | 0.0000% | $2045000.00        | $601116.39         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37      | 2037-05-21      | 5.6410%  | 0.0000% | $7000.00           | $7161.04           | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $9000.00           | $9767.80           | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $482000.00         | $550258.30         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $648000.00         | $666089.37         | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $730000.00         | $780103.14         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $2100000.00        | $1610583.33        | Corporate Debt Securities                         |
| ARDONAGH FINCO LTD             SR SEC 144A NT31    | 2031-02-15      | 7.7500%  | 0.0000% | $900000.00         | $949493.00         | Corporate Debt Securities                         |
| CONCENTRA ESCROW ISSUER CORP   SR GLBL 144A 32     | 2032-07-15      | 6.8750%  | 0.0000% | $14000.00          | $14651.60          | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 27     | 2027-04-01      | 5.5000%  | 0.0000% | $1058000.00        | $1080007.58        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 28     | 2028-01-10      | 4.5000%  | 0.0000% | $1100000.00        | $852142.50         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                             | 2032-02-29      | 4.1250%  | 0.0000% | $5619200.00        | $5813066.98        | U.S. Treasuries (including strips)                |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 7.9147%  | 0.0000% | $4750000.00        | $4761875.00        | Corporate Debt Securities                         |
| US BANCORP                     FR 3.15%042727      | 2027-04-27      | 3.1500%  | 0.0000% | $41000.00          | $40874.34          | Corporate Debt Securities                         |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 9.6096%  | 0.0000% | $450000.00         | $466200.00         | Corporate Debt Securities                         |
| BANCO DE GALICIA Y BUENOS AIRE GLBL REGS NT 28     | 2028-10-10      | 7.7500%  | 0.0000% | $11616.00          | $12181.62          | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $4184000.00        | $4022959.58        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL REGS 32     | 2032-08-15      | 6.5000%  | 0.0000% | $200000.00         | $204833.56         | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $4227000.00        | $4375590.79        | Corporate Debt Securities                         |
| AUDAX SEN DEBT CLO LLC 2024-10 A      20360722 FLT | 2036-07-22      | 6.1520%  | 0.0000% | $45000000.00       | $45546514.52       | Asset-Backed Securities                           |
| PATRICK INDS INC               SR GLBL REGS 32     | 2032-11-01      | 6.3750%  | 0.0000% | $40000.00          | $41444.63          | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   A-15   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1575990.00        | $979134.52         | Private Label Collateralized Mortgage Obligations |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $1090000.00        | $1168389.41        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $79000.00          | $77451.56          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $398000.00         | $445044.04         | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 30     | 2030-06-01      | 9.2500%  | 0.0000% | $2547000.00        | $2614187.03        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.45%010930      | 2030-01-09      | 2.4500%  | 0.0000% | $56000.00          | $52550.00          | Corporate Debt Securities                         |
| BAYV OP MST FD VI TR 2022-INV3 A-1    20520125 FLT | 2052-01-25      | 3.0000%  | 0.0000% | $1000000.00        | $693017.78         | Private Label Collateralized Mortgage Obligations |
| BMP COMMER MTG TR 2024-MF23    D      20410617 FLT | 2041-06-17      | 6.7536%  | 0.0000% | $2000000.00        | $2010878.79        | Private Label Collateralized Mortgage Obligations |
| ASCENT RES UTICA HLDGS LLC / A SR GLBL 144A 29     | 2029-06-30      | 5.8750%  | 0.0000% | $55000.00          | $56561.37          | Corporate Debt Securities                         |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $14000000.00       | $14060176.67       | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2025-8   A-9-A  20560625 FLT | 2056-06-25      | 6.0000%  | 0.0000% | $29000000.00       | $28917599.80       | Private Label Collateralized Mortgage Obligations |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $870000.00         | $906155.75         | Corporate Debt Securities                         |
| CROSS MORTGAGE TR 2024-H2      A-1    20690425 FLT | 2069-04-25      | 6.0930%  | 0.0000% | $499999.00         | $353484.14         | Private Label Collateralized Mortgage Obligations |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33    | 2033-08-15      | 6.6250%  | 0.0000% | $11165000.00       | $11345654.35       | Corporate Debt Securities                         |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 12.4967% | 0.0000% | $5250000.00        | $5539275.00        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B31      E      20541217 2.2 | 2054-12-17      | 2.2500%  | 0.0000% | $1695000.00        | $984027.17         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      A-5    20621215 FLT | 2062-12-15      | 3.0486%  | 0.0000% | $12460.00          | $11778.38          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B1       A-5    20510118 FLT | 2051-01-18      | 3.6660%  | 0.0000% | $1139990.00        | $1124016.84        | Private Label Collateralized Mortgage Obligations |
| BALL CORP                      SR GLBL NT 6%29     | 2029-06-15      | 6.0000%  | 0.0000% | $51000.00          | $52615.00          | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 10.2007% | 0.0000% | $9250000.00        | $9683212.42        | Corporate Debt Securities                         |
| BANCO INDUSTRIAL S A           LW TIER II 31       | 2031-01-29      | 4.8750%  | 0.0000% | $404000.00         | $404429.25         | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR GLBL 144A 29     | 2029-05-01      | 3.6250%  | 0.0000% | $16000.00          | $15297.15          | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $5686000.00        | $3721708.12        | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL NT 32       | 2032-04-01      | 5.3750%  | 0.0000% | $608000.00         | $624852.07         | Corporate Debt Securities                         |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29    | 2029-10-15      | 9.5000%  | 0.0000% | $50000.00          | $40706.56          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 5.625%012346     | 2046-01-23      | 5.6250%  | 0.0000% | $438000.00         | $312699.15         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR NT 4.875%30      | 2030-01-15      | 4.8750%  | 0.0000% | $316000.00         | $317402.51         | Corporate Debt Securities                         |
| HUGHES SATELLITE S             SR GLBL NT 26       | 2026-08-01      | 6.6250%  | 0.0000% | $16000.00          | $15102.12          | Corporate Debt Securities                         |

### Security 678: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HN8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HN8
- **C.18 - Value (incl. sponsor support):** $304911196.20
- **C.18.a - Value (excl. sponsor support):** $304911196.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.8100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BINOM SEC TR 2022-RPL1         B1     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $542650.00         | $301594.74         | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 3.4%012928       | 2028-01-29      | 3.4000%  | 0.0000% | $2000.00           | $1982.33           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.922%102431     | 2031-10-24      | 1.9220%  | 0.0000% | $3000.00           | $2670.97           | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $2395000.00        | $2529161.91        | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL NT 27       | 2027-10-15      | 5.8750%  | 0.0000% | $2000.00           | $2041.54           | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT27    | 2027-01-15      | 1.6500%  | 0.0000% | $5000.00           | $4834.63           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $2005000.00        | $1472129.48        | Corporate Debt Securities                         |
| BP CAP MKTS P L C              SR GLBL NT 27       | 2027-09-19      | 3.2790%  | 0.0000% | $4000.00           | $4000.29           | Corporate Debt Securities                         |
| ASSURANT INC                   CR SEN SR GLBL32    | 2032-01-15      | 2.6500%  | 0.0000% | $4000.00           | $3507.24           | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $75000.00          | $74940.35          | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-04-19      | 4.3750%  | 0.0000% | $3000.00           | $3050.01           | Corporate Debt Securities                         |
| DRYDEN 87 CLO 0.01 20AUG38 144A FRN                | 2038-08-20      | 7.3668%  | 0.0000% | $5000000.00        | $5021486.35        | Asset-Backed Securities                           |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $894.01            | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -D-20251 144A 28    | 2028-05-19      | 17.1642% | 0.0000% | $3000000.00        | $3066900.00        | Corporate Debt Securities                         |
| FEDERAL REALTY OP LP           SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $4000.00           | $3947.45           | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -A-20241 144A 27    | 2027-11-26      | 10.4147% | 0.0000% | $10000000.00       | $10158000.00       | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $3597000.00        | $3621187.83        | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            SR GLBL 144A 29     | 2029-01-15      | 6.2500%  | 0.0000% | $2525000.00        | $2352160.94        | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL REGS 29     | 2029-12-15      | 5.1250%  | 0.0000% | $200000.00         | $195748.94         | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL REGS 30     | 2030-07-15      | 7.2500%  | 0.0000% | $234000.00         | $237461.25         | Corporate Debt Securities                         |
| TRANSCANADA TRUST              JR SB GLBL 82       | 2082-03-07      | 5.6000%  | 0.0000% | $2000.00           | $2009.59           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL FL NT 27    | 2027-06-09      | 5.1285%  | 0.0000% | $2000.00           | $2025.75           | Corporate Debt Securities                         |
| BAIN CAP SPECIALTY FIN INC     SR GLBL NT 30       | 2030-03-15      | 5.9500%  | 0.0000% | $3000.00           | $3110.43           | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT 29       | 2029-02-15      | 4.3750%  | 0.0000% | $3000.00           | $3004.74           | Corporate Debt Securities                         |
| EXELON CORP                    SR NT 7.6%32        | 2032-04-01      | 7.6000%  | 0.0000% | $3000.00           | $3572.02           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT5.1%44    | 2044-01-15      | 5.1000%  | 0.0000% | $5000.00           | $4638.57           | Corporate Debt Securities                         |
| FORVIA SE                      SR GLBL REGS 30     | 2030-06-15      | 8.0000%  | 0.0000% | $2200000.00        | $2354471.78        | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT 29       | 2029-02-01      | 2.8500%  | 0.0000% | $4000.00           | $3774.43           | Corporate Debt Securities                         |
| XTO ENERGY INC                 SR NT 6.75%37       | 2037-08-01      | 6.7500%  | 0.0000% | $1000.00           | $1164.11           | Corporate Debt Securities                         |
| SABINE RE LTD                  EXTND-A 144A 31     | 2027-04-07      | 12.6842% | 0.0000% | $5500000.00        | $5737600.00        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 31       | 2031-06-15      | 7.7500%  | 0.0000% | $2000.00           | $2327.98           | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            SR GLBL NT 30       | 2030-09-15      | 4.7500%  | 0.0000% | $3000.00           | $3074.82           | Corporate Debt Securities                         |
| WILLIAMS PARTNERS L.P.         SR GLBL NT5.4%44    | 2044-03-04      | 5.4000%  | 0.0000% | $2000.00           | $1949.86           | Corporate Debt Securities                         |
| WELLS FARGO & CO               VR 042224-042228    | 2028-04-22      | 5.4453%  | 0.0000% | $1000.00           | $1013.24           | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT2.2%30    | 2030-10-15      | 2.2000%  | 0.0000% | $2000.00           | $1811.52           | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 10.8750% | 0.0000% | $100000.00         | $98156.83          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 5.0220%  | 0.0000% | $7527000.00        | $4275.36           | Asset-Backed Securities                           |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.4%33    | 2033-06-15      | 5.4000%  | 0.0000% | $3000.00           | $3130.08           | Corporate Debt Securities                         |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $4000.00           | $4235.98           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 6.625%062140     | 2040-06-21      | 6.6250%  | 0.0000% | $4000.00           | $4576.98           | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 26 BD 43    | 2043-03-15      | 3.9500%  | 0.0000% | $5000.00           | $4048.72           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT4.7%28    | 2028-12-15      | 4.7000%  | 0.0000% | $4000.00           | $4102.36           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4378.96           | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 35       | 2035-03-01      | 4.9500%  | 0.0000% | $3000.00           | $3113.29           | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-01-31      | 6.7500%  | 0.0000% | $106000.00         | $109564.25         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 5.298%013032     | 2032-01-30      | 5.2980%  | 0.0000% | $4000.00           | $4178.51           | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 32     | 2032-09-15      | 6.1250%  | 0.0000% | $400000.00         | $421001.11         | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE CO      SR DEB 7.625%37     | 2037-04-01      | 7.6250%  | 0.0000% | $2000.00           | $2430.35           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 28       | 2028-02-10      | 4.8750%  | 0.0000% | $4000.00           | $4062.05           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 6.0277%  | 0.0000% | $9705000.00        | $4397.90           | Private Label Collateralized Mortgage Obligations |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $2000.00           | $1615.94           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1046.12           | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 7.3%33        | 2033-08-15      | 7.3000%  | 0.0000% | $4000.00           | $4536.12           | Corporate Debt Securities                         |
| HESTIA RE LTD                  -B-20251 144A 28    | 2028-03-13      | 12.4095% | 0.0000% | $7250000.00        | $7313075.00        | Corporate Debt Securities                         |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3640.48           | Private Label Collateralized Mortgage Obligations |
| HERENS HOLDCO S A R L          SR SEC GLBL 28      | 2028-05-15      | 4.7500%  | 0.0000% | $1110000.00        | $969343.27         | 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 |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4571.97           | Private Label Collateralized Mortgage Obligations |
| IQVIA INC                      SR SEC GLBL NT29    | 2029-02-01      | 6.2500%  | 0.0000% | $2000.00           | $2115.36           | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $3000.00           | $3108.78           | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT 35       | 2035-03-15      | 5.7500%  | 0.0000% | $4000.00           | $4216.22           | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 17.4862% | 0.0000% | $1750000.00        | $1875025.47        | Corporate Debt Securities                         |
| HORMEL FOODS CORP              GLBL NT 1.7%28      | 2028-06-03      | 1.7000%  | 0.0000% | $3000.00           | $2830.59           | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT2.3%31    | 2031-03-15      | 2.3000%  | 0.0000% | $3000.00           | $2717.81           | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 52       | 2052-03-17      | 2.9210%  | 0.0000% | $4000.00           | $2707.86           | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 52       | 2052-02-25      | 3.7500%  | 0.0000% | $2000.00           | $1480.63           | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $2000.00           | $1852.42           | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR NT 5%45          | 2045-05-13      | 5.0000%  | 0.0000% | $4519000.00        | $3202806.10        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $2000.00           | $1909.99           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $7600000.00        | $4253.49           | Asset-Backed Securities                           |
| GATEWAY RE LTD                 -AA VR 144A NT25    | 2025-12-22      | 4.1500%  | 0.0000% | $7750000.00        | $7496575.00        | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2007-HE2       A-5    20371225 FLT | 2037-12-25      | 7.0510%  | 0.0000% | $50000.00          | $992.70            | Asset-Backed Securities                           |
| MORGAN STANLEY                 FR 5.297%042037     | 2037-04-20      | 5.2970%  | 0.0000% | $3000.00           | $3081.18           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1071.00           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT1.7%27    | 2027-06-10      | 1.7000%  | 0.0000% | $5000.00           | $4833.90           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1073.64           | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 5%34     | 2034-03-15      | 5.0000%  | 0.0000% | $2000.00           | $2065.70           | Corporate Debt Securities                         |
| HCA INC.                       SR NT 7.5%33        | 2033-11-06      | 7.5000%  | 0.0000% | $1000.00           | $1169.26           | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 28       | 2028-02-07      | 2.2030%  | 0.0000% | $3000.00           | $2921.69           | Corporate Debt Securities                         |
| PACIFICORP                     JR SB GLBL NT 55    | 2055-09-15      | 7.3750%  | 0.0000% | $97000.00          | $103671.94         | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.6170%  | 0.0000% | $300000.00         | $904.99            | Asset-Backed Securities                           |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.6200%  | 0.0000% | $250000.00         | $263380.36         | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 28     | 2028-07-15      | 7.2500%  | 0.0000% | $4000.00           | $4149.08           | Corporate Debt Securities                         |
| WASTE CONNECTIONS INC          4.25%28             | 2028-12-01      | 4.2500%  | 0.0000% | $4000.00           | $4069.84           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.95%081028      | 2028-08-10      | 4.9500%  | 0.0000% | $4000.00           | $4125.21           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%070127       | 2027-07-01      | 3.5000%  | 0.0000% | $1000.00           | $996.51            | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-1    20510825 FLT | 2051-08-25      | 3.3104%  | 0.0000% | $417000.00         | $324174.05         | Private Label Collateralized Mortgage Obligations |
| ONCOR ELEC DELIVERY CO LLC     5.75%29             | 2029-03-15      | 5.7500%  | 0.0000% | $2000.00           | $2147.23           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.35%25     | 2025-10-15      | 5.3500%  | 0.0000% | $2000.00           | $2040.11           | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 2.55%31     | 2031-04-01      | 2.5500%  | 0.0000% | $4000.00           | $3643.77           | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $558000.00         | $543474.02         | Corporate Debt Securities                         |
| ARCH CAP GROUP LTD             SR GLBL NT 50       | 2050-06-30      | 3.6350%  | 0.0000% | $4000.00           | $2935.03           | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 44    | 2044-05-06      | 5.3000%  | 0.0000% | $4000.00           | $3875.54           | Corporate Debt Securities                         |
| CT TR                          SR GLBL 144A 32     | 2032-02-03      | 5.1250%  | 0.0000% | $376000.00         | $359520.44         | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1ST MTG BD 6.35%    | 2036-06-01      | 6.3500%  | 0.0000% | $1000.00           | $1107.54           | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 5.35%27     | 2027-11-15      | 5.3500%  | 0.0000% | $3000.00           | $3128.33           | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT2.2%31    | 2031-12-15      | 2.2000%  | 0.0000% | $2000.00           | $1752.80           | Corporate Debt Securities                         |
| ARROW ELECTRS INC              SR GLBL NT 28       | 2028-01-12      | 3.8750%  | 0.0000% | $4000.00           | $3969.44           | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -C-20251 144A 28    | 2028-05-19      | 15.4147% | 0.0000% | $5250000.00        | $5295675.00        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 13.9147% | 0.0000% | $4750000.00        | $4789900.00        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 34       | 2034-01-15      | 4.8500%  | 0.0000% | $2000.00           | $2024.80           | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 54       | 2054-10-15      | 4.9500%  | 0.0000% | $4000.00           | $3564.86           | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 9.4143%  | 0.0000% | $5000000.00        | $5158958.22        | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT 6%28     | 2028-11-15      | 6.0000%  | 0.0000% | $2000.00           | $2141.81           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024G 26    | 2026-09-06      | 4.4000%  | 0.0000% | $2000.00           | $2043.47           | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          CR SEN SR GLBL31    | 2031-08-09      | 2.6500%  | 0.0000% | $5000.00           | $4459.66           | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT2.4%31    | 2031-05-15      | 2.4000%  | 0.0000% | $18000.00          | $15322.20          | Corporate Debt Securities                         |
| WEYERHAEUSER CO                SR GLBL DEB 27      | 2027-10-01      | 6.9500%  | 0.0000% | $4000.00           | $4330.09           | Corporate Debt Securities                         |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 8.8976%  | 0.0000% | $2750000.00        | $2817509.13        | Corporate Debt Securities                         |
| WB COML MTG TR 2024-HQ         B      20400316 FLT | 2040-03-16      | 6.6344%  | 0.0000% | $6250000.00        | $6292369.12        | Private Label Collateralized Mortgage Obligations |
| ELECTRICITE DE FRANCE SA       SR REGS NT 35       | 2035-10-13      | 4.7500%  | 0.0000% | $4000.00           | $4015.26           | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4808.95           | Corporate Debt Securities                         |
| HERITAGE PETE CO LTD           GLBL 144A NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $300000.00         | $311430.00         | Corporate Debt Securities                         |
| VMWARE LLC                     SR GLBL NT2.2%31    | 2031-08-15      | 2.2000%  | 0.0000% | $4000.00           | $3514.94           | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $680.20            | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD28    | 2028-02-07      | 3.4000%  | 0.0000% | $2000.00           | $1973.58           | Corporate Debt Securities                         |
| TELEDYNE TECHNOLOGIES INC      SR GLBL NT 31       | 2031-04-01      | 2.7500%  | 0.0000% | $4000.00           | $3716.70           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.861%013128     | 2028-01-31      | 4.8610%  | 0.0000% | $3000.00           | $3062.66           | Corporate Debt Securities                         |
| OFFICE PPTYS INCOME TR         SR SEC GLBL 27      | 2027-03-15      | 3.2500%  | 0.0000% | $5000.00           | $3970.88           | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $131.11            | Asset-Backed Securities                           |
| PROTECTIVE LIFE CORP           SR GLBL 144A 30     | 2030-01-15      | 3.4000%  | 0.0000% | $3000.00           | $2891.21           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.2%31    | 2031-02-15      | 3.2000%  | 0.0000% | $2000.00           | $1884.07           | Corporate Debt Securities                         |
| REPUBLIC SVCS INC              SR GLBL NT 28       | 2028-05-15      | 3.9500%  | 0.0000% | $2000.00           | $2022.20           | Corporate Debt Securities                         |
| RTX CORPORATION                NT 7%28             | 2028-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2171.33           | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $429000.00         | $475314.36         | Corporate Debt Securities                         |
| URSA RE II LIMITED             -G-20251 144A 28    | 2028-06-07      | 13.1642% | 0.0000% | $3000000.00        | $3031500.00        | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR NT 5.7%43        | 2043-09-30      | 5.7000%  | 0.0000% | $2000.00           | $2007.42           | Corporate Debt Securities                         |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 11.4147% | 0.0000% | $4250000.00        | $4315450.00        | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         SR GLBL NT3.3%49    | 2049-09-01      | 3.3000%  | 0.0000% | $3000.00           | $2105.00           | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $3000.00           | $3298.92           | Corporate Debt Securities                         |
| GS MTG BCD SECS TR 2024-PJ1    A-15   20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $250000.00         | $108629.63         | Private Label Collateralized Mortgage Obligations |
| MOSS CREEK RES HLDGS INC       SR 144A NT 31       | 2031-09-01      | 8.2500%  | 0.0000% | $1214000.00        | $1258143.06        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL NT4.5%34    | 2034-12-15      | 4.5000%  | 0.0000% | $31000.00          | $26040.62          | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL REGS 29     | 2029-03-15      | 7.2500%  | 0.0000% | $85000.00          | $88233.21          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-04-01      | 4.5000%  | 0.0000% | $534.00            | $483.26            | Corporate Debt Securities                         |
| M D C HLDGS INC                SR GLBL NT 30       | 2030-01-15      | 3.8500%  | 0.0000% | $1001000.00        | $966911.50         | Corporate Debt Securities                         |
| NEW YORK UNIVERSITY            -2009 SINK BD 32    | 2032-07-01      | 5.2360%  | 0.0000% | $3000.00           | $3119.09           | Corporate Debt Securities                         |
| NSTAR ELEC CO                  SR GLBL DEB 29      | 2029-05-15      | 3.2500%  | 0.0000% | $5000.00           | $4898.29           | Corporate Debt Securities                         |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 5.0370%  | 0.0000% | $942000.00         | $4887.04           | Asset-Backed Securities                           |
| JP MORGAN MTG 2021-6 TR        A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $99984.00          | $55025.59          | Private Label Collateralized Mortgage Obligations |
| GEN DIGITAL INC                SR GLBL 144A 33     | 2033-04-01      | 6.2500%  | 0.0000% | $638000.00         | $676811.84         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       VR 060921-060926    | 2026-06-09      | 4.8385%  | 0.0000% | $2000.00           | $2024.67           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.875%071540     | 2040-07-15      | 4.8750%  | 0.0000% | $2000.00           | $1915.72           | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 8.1300%  | 0.0000% | $4500000.00        | $4532625.00        | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M MM BD5.125%40    | 2040-11-15      | 5.1250%  | 0.0000% | $2000.00           | $1956.95           | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $3000.00           | $3145.60           | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $2912000.00        | $2073342.38        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-2          M1     20550825 FLT | 2055-08-25      | 3.0000%  | 0.0000% | $301000.00         | $159172.52         | Private Label Collateralized Mortgage Obligations |
| PROCTER & GAMBLE CO            SR GLBL NT 28       | 2028-01-26      | 3.9500%  | 0.0000% | $2000.00           | $2018.50           | Corporate Debt Securities                         |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.7570%  | 0.0000% | $338000.00         | $1858.61           | Asset-Backed Securities                           |
| GEN DIGITAL INC                SR GLBL 144A 30     | 2030-09-30      | 7.1250%  | 0.0000% | $57000.00          | $60718.09          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 34       | 2034-02-15      | 5.1250%  | 0.0000% | $2000.00           | $2044.43           | Corporate Debt Securities                         |
| TRANSOCEAN POSEIDON LTD        SR SEC GLBL 27      | 2027-02-01      | 6.8750%  | 0.0000% | $3000.00           | $1360.77           | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 5.35%28     | 2028-12-01      | 5.3500%  | 0.0000% | $4000.00           | $4199.15           | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 31     | 2031-02-15      | 4.5000%  | 0.0000% | $2000.00           | $1909.26           | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  GLBL AMZ REGS 35    | 2035-12-10      | 7.6250%  | 0.0000% | $55000.00          | $54759.80          | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $1203000.00        | $1270389.05        | Corporate Debt Securities                         |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $249.00            | $11.37             | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $99000.00          | $99269.67          | Corporate Debt Securities                         |
| AAG FH UK LTD & GLOBAL         SR 144A NT 32       | 2032-01-15      | 8.7500%  | 0.0000% | $200000.00         | $177816.89         | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT 1LIEN 144A26    | 2026-05-07      | 7.2647%  | 0.0000% | $4750000.00        | $4753800.00        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.75%31     | 2031-06-01      | 2.7500%  | 0.0000% | $4000.00           | $3688.09           | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -M NT 33    | 2033-06-01      | 5.4000%  | 0.0000% | $2000.00           | $2065.74           | Corporate Debt Securities                         |
| BANCO DO BRASIL S A GRAND CAYM ALT TIER I PERP     | 2099-12-31      | 8.7480%  | 0.0000% | $3567000.00        | $3683592.55        | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT4.2%47    | 2047-06-15      | 4.2000%  | 0.0000% | $2000.00           | $1640.07           | Corporate Debt Securities                         |
| LASMO USA INC                  SR DEB 7.3%27       | 2027-11-15      | 7.3000%  | 0.0000% | $4000.00           | $4335.28           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $4972.49           | Asset-Backed Securities                           |
| NABORS INDS INC                SR GLBL 144A 31     | 2031-08-15      | 8.8750%  | 0.0000% | $1459000.00        | $1311657.62        | Corporate Debt Securities                         |
| TITANIA RE LIMITED             EXT GLBL 144A 32    | 2032-07-09      | 20.4142% | 0.0000% | $3250000.00        | $3319550.00        | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-E 144A 30     | 2026-12-07      | 13.4220% | 0.0000% | $1500000.00        | $1565100.00        | 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                           |
| BENCHMARK MTG TR 2020-B17      A-5    20530317 FLT | 2053-03-17      | 2.2890%  | 0.0000% | $201000.00         | $180478.77         | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP           SR GLBL NT 30       | 2030-07-15      | 8.8750%  | 0.0000% | $7000.00           | $8131.67           | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT6.5%34    | 2034-01-15      | 6.5000%  | 0.0000% | $2000.00           | $2167.71           | Corporate Debt Securities                         |
| ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 28      | 2028-09-01      | 3.2500%  | 0.0000% | $1306000.00        | $1246954.29        | Corporate Debt Securities                         |
| BLOOMIN BRANDS INC / OSI RESTA SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $4000.00           | $3559.59           | Corporate Debt Securities                         |
| BOYNE USA INC                  SR GLBL 144A 29     | 2029-05-15      | 4.7500%  | 0.0000% | $43000.00          | $42807.89          | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL 144A 32     | 2032-09-01      | 6.8750%  | 0.0000% | $102000.00         | $109104.61         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 26       | 2026-09-15      | 2.5500%  | 0.0000% | $3000.00           | $2983.13           | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 29       | 2029-02-26      | 4.7500%  | 0.0000% | $64000.00          | $63345.65          | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD5.8%53    | 2053-09-01      | 5.8000%  | 0.0000% | $3000.00           | $3073.85           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL -W BD 42    | 2042-08-01      | 3.5500%  | 0.0000% | $1000.00           | $780.19            | Corporate Debt Securities                         |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $2500.00           | Asset-Backed Securities                           |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $1567000.00        | $1295742.72        | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT 4%29     | 2029-06-15      | 4.0000%  | 0.0000% | $4000.00           | $3991.65           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 2.55%31     | 2031-06-15      | 2.5500%  | 0.0000% | $4000.00           | $3626.45           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 35       | 2035-03-15      | 5.0500%  | 0.0000% | $4000.00           | $4145.95           | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC  GLBL NT 5%34        | 2034-12-06      | 5.0000%  | 0.0000% | $31040000.00       | $31484423.82       | Corporate Debt Securities                         |
| BAYOU RE LTD                   EXTND-A 144A 30     | 2030-05-26      | 16.5547% | 0.0000% | $8420000.00        | $8694492.00        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 46       | 2046-06-15      | 3.3750%  | 0.0000% | $6000.00           | $4205.93           | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -C-20251 144A 28    | 2028-06-07      | 15.9147% | 0.0000% | $2750000.00        | $2880350.00        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.1%28      | 2028-01-07      | 4.1000%  | 0.0000% | $2000.00           | $2011.50           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $10607000.00       | $9892347.48        | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2022-4     A-3    20270615 6.3 | 2027-06-15      | 6.3200%  | 0.0000% | $15000.00          | $191.77            | Asset-Backed Securities                           |
| GATX CORP                      SR GLBL NT 33       | 2033-09-15      | 5.4500%  | 0.0000% | $1000.00           | $1053.04           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2953.74           | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR SEC GLBL 28      | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $3267.69           | Corporate Debt Securities                         |
| PULTE GROUP INC                GTD SR NT 6%35      | 2035-02-15      | 6.0000%  | 0.0000% | $4000.00           | $4238.97           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4459.27           | Corporate Debt Securities                         |
| MAREX GROUP PLC                CR SEN SR GLBL28    | 2028-05-08      | 5.8290%  | 0.0000% | $4000.00           | $4127.33           | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              -A-20241 144A 28    | 2028-01-07      | 9.6647%  | 0.0000% | $6050000.00        | $6060285.00        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.6370%  | 0.0000% | $3981000.00        | $2533.26           | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 26    | 2026-12-09      | 5.1485%  | 0.0000% | $1000.00           | $1012.39           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.4620%  | 0.0000% | $3000000.00        | $2184.01           | Asset-Backed Securities                           |
| GGAM FIN LTD                   SR REGS NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $200000.00         | $208935.89         | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR REGS NT 34       | 2034-04-15      | 6.8750%  | 0.0000% | $3000.00           | $3334.11           | Corporate Debt Securities                         |
| HERBIE RE LTD                  -C-20242 144A 27    | 2027-01-08      | 27.1642% | 0.0000% | $4750000.00        | $4589450.00        | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT3.5%51    | 2051-04-15      | 3.5000%  | 0.0000% | $2000.00           | $1401.06           | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL35    | 2035-03-15      | 5.9500%  | 0.0000% | $2000.00           | $2128.41           | Corporate Debt Securities                         |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 10.4147% | 0.0000% | $9000000.00        | $8937000.00        | Corporate Debt Securities                         |
| ROLLER BEARING CO AMER INC     SR GLBL 144A 29     | 2029-10-15      | 4.3750%  | 0.0000% | $90000.00          | $88984.32          | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 27      | 2027-06-01      | 8.6250%  | 0.0000% | $3000.00           | $3156.86           | Corporate Debt Securities                         |
| TRUIST FINL CORP               SUB NT      6%26    | 2026-02-15      | 6.0000%  | 0.0000% | $2000.00           | $2017.15           | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          JR SB GLBL 61       | 2061-02-01      | 4.3000%  | 0.0000% | $2000000.00        | $1269568.89        | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 4.9%120129       | 2029-12-01      | 4.9000%  | 0.0000% | $3000.00           | $3098.96           | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.9370%  | 0.0000% | $7000000.00        | $3846.91           | Asset-Backed Securities                           |
| ATMOS ENERGY CORP              SR GLBL NT4.3%48    | 2048-10-01      | 4.3000%  | 0.0000% | $2000.00           | $1696.54           | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $19000000.00       | $18250830.00       | Corporate Debt Securities                         |
| PFIZER INC                     GLBL NT 2.625%30    | 2030-04-01      | 2.6250%  | 0.0000% | $5000.00           | $4748.96           | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 27       | 2027-05-15      | 5.2500%  | 0.0000% | $9000.00           | $8919.51           | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL NT26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1300.65           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2981.95           | Corporate Debt Securities                         |
| METHANEX CORP                  SR GLBL NT 29       | 2029-12-15      | 5.2500%  | 0.0000% | $4000.00           | $4012.93           | Corporate Debt Securities                         |
| BEAR STEARNS 2ND LIEN 2007-1A  I-A    20370125 FLT | 2037-01-25      | 4.6270%  | 0.0000% | $2322096.00        | $4985.95           | Asset-Backed Securities                           |
| B & G FOODS INC                SR SEC GLBL 28      | 2028-09-15      | 8.0000%  | 0.0000% | $979000.00         | $997938.21         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.65%071428      | 2028-07-14      | 1.6500%  | 0.0000% | $4000.00           | $3773.89           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT4.8%45    | 2045-12-15      | 4.8000%  | 0.0000% | $3000.00           | $2631.56           | Corporate Debt Securities                         |
| BROADSTREET PARTNERS INC       SR 144A NT 29       | 2029-04-15      | 5.8750%  | 0.0000% | $2000.00           | $2029.46           | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 45     | 2045-11-23      | 4.7600%  | 0.0000% | $2000.00           | $1825.93           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 26      | 2026-05-08      | 5.2312%  | 0.0000% | $2000.00           | $2004.24           | Corporate Debt Securities                         |
| CVR PARTNERS LP/CVR NITROGEN   SR SEC GLBL 28      | 2028-06-15      | 6.1250%  | 0.0000% | $99000.00          | $100134.57         | Corporate Debt Securities                         |
| ALCAN INC                      SR GLBL NT 33       | 2033-12-15      | 6.1250%  | 0.0000% | $1000.00           | $1101.73           | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL DB6.9%38    | 2038-05-15      | 6.9000%  | 0.0000% | $4000.00           | $4644.25           | Corporate Debt Securities                         |
| ALLEGION US HLDG CO INC        SR GLBL NT 27       | 2027-10-01      | 3.5500%  | 0.0000% | $2000.00           | $1998.43           | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 29     | 2029-03-15      | 9.7500%  | 0.0000% | $2198000.00        | $2444652.23        | Corporate Debt Securities                         |
| AIR CANADA 2020-2              B      20270401 9.0 | 2027-04-01      | 9.0000%  | 0.0000% | $20000.00          | $4987.24           | Asset-Backed Securities                           |
| ALLTEL CORP                    SR DEB 6.8%29       | 2029-05-01      | 6.8000%  | 0.0000% | $1000.00           | $1073.20           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT2.5%51    | 2051-05-15      | 2.5000%  | 0.0000% | $4000.00           | $2347.57           | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.3%26    | 2026-03-20      | 5.3000%  | 0.0000% | $2000.00           | $2055.14           | Corporate Debt Securities                         |
| NATURE CONSERVANCY             GLBL 2021A BD 30    | 2030-07-01      | 1.6110%  | 0.0000% | $3000.00           | $2668.85           | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C1-20251 144A25    | 2025-12-22      | 4.1647%  | 0.0000% | $2750000.00        | $2583075.00        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 51       | 2051-04-27      | 3.8750%  | 0.0000% | $5000.00           | $3751.16           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $5000000.00        | $2856.68           | Asset-Backed Securities                           |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $474.00            | $407.86            | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 5.4870%  | 0.0000% | $4078000.00        | $2527.01           | Asset-Backed Securities                           |
| FIRST AMERN FINL CORP          SR GLBL NT2.4%31    | 2031-08-15      | 2.4000%  | 0.0000% | $2000.00           | $1734.69           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $4065.62           | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO            1M GLBL BD 48       | 2048-03-01      | 3.9500%  | 0.0000% | $5000.00           | $4080.00           | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT5.1%32    | 2032-07-15      | 5.1000%  | 0.0000% | $2000.00           | $2059.15           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL DEB 28      | 2028-04-15      | 6.9400%  | 0.0000% | $2000.00           | $2174.60           | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED SR SEC FL 144A26    | 2026-06-04      | 4.9770%  | 0.0000% | $2000.00           | $2029.68           | Corporate Debt Securities                         |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.875%32    | 2032-07-17      | 4.8750%  | 0.0000% | $4000.00           | $4082.19           | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4905.86           | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $5558030.00        | $5097211.26        | Private Label Collateralized Mortgage Obligations |
| GMACM HEQ LN TR 2007-HE2       A-4    20371225 FLT | 2037-12-25      | 7.4240%  | 0.0000% | $70000.00          | $1389.80           | Asset-Backed Securities                           |
| DUKE ENERGY FLA LLC            1M GLBL BD5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $3000.00           | $3302.38           | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT6.9%34    | 2034-05-01      | 6.9000%  | 0.0000% | $3000.00           | $3425.18           | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $386.76            | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT4.3%45    | 2045-12-14      | 4.3000%  | 0.0000% | $2000.00           | $1760.10           | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 28     | 2028-09-09      | 5.4500%  | 0.0000% | $4000.00           | $4073.64           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 4.3%42        | 2042-12-01      | 4.3000%  | 0.0000% | $5000.00           | $4351.91           | Corporate Debt Securities                         |
| NELNET STUDENT LOAN TR 2006-2  A-7    20370126 FLT | 2037-01-26      | 5.1823%  | 0.0000% | $198949000.00      | $72147790.43       | Asset-Backed Securities                           |
| NEVADA POWER CO                GLBL GG NT5.9%53    | 2053-05-01      | 5.9000%  | 0.0000% | $2000.00           | $2036.78           | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-B 144A 32     | 2032-01-12      | 14.4142% | 0.0000% | $5500000.00        | $5588550.00        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      SR GLBL COCO 26     | 2026-10-02      | 5.5926%  | 0.0000% | $2000.00           | $2035.67           | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 30       | 2030-04-24      | 2.3750%  | 0.0000% | $4000.00           | $3690.47           | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.89              | Asset-Backed Securities                           |
| CUBESMART L P                  SR GLBL NT2.5%32    | 2032-02-15      | 2.5000%  | 0.0000% | $4000.00           | $3492.85           | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 5%52     | 2052-09-15      | 5.0000%  | 0.0000% | $3000.00           | $2756.60           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48    | 2048-07-15      | 3.8000%  | 0.0000% | $5000.00           | $3811.87           | Corporate Debt Securities                         |
| DURST COML MTG TR 2025-151     B      20420812 FLT | 2042-08-12      | 5.7681%  | 0.0000% | $15000000.00       | $15355894.59       | Private Label Collateralized Mortgage Obligations |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT5.4%33    | 2033-03-01      | 5.4000%  | 0.0000% | $2000.00           | $2107.78           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 60       | 2060-06-01      | 2.7500%  | 0.0000% | $2000.00           | $1202.74           | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 14.6042% | 0.0000% | $3000000.00        | $3152400.00        | Corporate Debt Securities                         |
| CA INC                         SR NT 4.7%27        | 2027-03-15      | 4.7000%  | 0.0000% | $3000.00           | $3041.58           | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT32    | 2032-05-15      | 8.6250%  | 0.0000% | $300000.00         | $330671.00         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-09-15      | 3.7500%  | 0.0000% | $3000.00           | $3007.69           | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 31     | 2031-12-01      | 4.6250%  | 0.0000% | $2500000.00        | $2396063.89        | Corporate Debt Securities                         |
| NORDSON CORP                   SR GLBL NT5.6%28    | 2028-09-15      | 5.6000%  | 0.0000% | $3000.00           | $3184.56           | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 5%46     | 2046-04-05      | 5.0000%  | 0.0000% | $4000.00           | $3649.72           | Corporate Debt Securities                         |
| MARS INC                       SR 144A NT3.6%34    | 2034-04-01      | 3.6000%  | 0.0000% | $5000.00           | $4618.65           | Corporate Debt Securities                         |
| SPIRIT IP CAYMAN LTD / SP      SR SEC GLBL 30      | 2030-03-12      | 11.0000% | 0.0000% | $960.00            | $455.44            | Corporate Debt Securities                         |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $187394.86         | Corporate Debt Securities                         |
| UNITED RENTALS INC             SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $3000.00           | $2832.89           | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $96000.00          | $102082.88         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL FL NT 26    | 2026-07-15      | 4.8719%  | 0.0000% | $4000.00           | $4028.25           | Corporate Debt Securities                         |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4936%  | 0.0000% | $35433000.00       | $365.05            | Private Label Collateralized Mortgage Obligations |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 5.2440%  | 0.0000% | $2000.00           | $2030.80           | Corporate Debt Securities                         |
| KENTUCKY PWR CO                SR J 144A NT7%33    | 2033-11-15      | 7.0000%  | 0.0000% | $4000.00           | $4418.81           | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 5%33     | 2033-05-15      | 5.0000%  | 0.0000% | $2000.00           | $2074.99           | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB STEP DEB 26     | 2026-08-01      | 7.5740%  | 0.0000% | $3000.00           | $3102.96           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 5.2320%  | 0.0000% | $4000000.00        | $2365.35           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $1918.56           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $4000000.00        | $2305.35           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 6.0870%  | 0.0000% | $5000000.00        | $3431.68           | Asset-Backed Securities                           |
| MURPHY OIL USA INC             SR GLBL REGS 31     | 2031-02-15      | 3.7500%  | 0.0000% | $5000.00           | $4632.19           | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 29       | 2029-03-01      | 6.1250%  | 0.0000% | $3000.00           | $3189.34           | Corporate Debt Securities                         |
| SES GLOBAL AMERS HLDGS GP      SR GLBL REGS 44     | 2044-03-25      | 5.3000%  | 0.0000% | $2000.00           | $1561.10           | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC REGS NT28    | 2028-05-15      | 9.0000%  | 0.0000% | $2000.00           | $2175.92           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-03-09      | 5.1685%  | 0.0000% | $2000.00           | $2025.98           | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 34    | 2034-11-01      | 3.0310%  | 0.0000% | $4000.00           | $3791.70           | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR 144A NT 29       | 2029-01-15      | 5.3750%  | 0.0000% | $431000.00         | $411915.08         | Corporate Debt Securities                         |
| NNN REIT INC                   SR NT 3.5%27        | 2027-10-15      | 3.5000%  | 0.0000% | $3000.00           | $2999.81           | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $5000.00           | $4532.07           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.6%013129       | 2029-01-31      | 4.6000%  | 0.0000% | $3000.00           | $3071.27           | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT5.5%34    | 2034-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3210.92           | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 25       | 2025-10-29      | 0.5500%  | 0.0000% | $5000.00           | $4977.57           | Corporate Debt Securities                         |
| PROLOGIS L P                   GLBL NT 3.375%27    | 2027-12-15      | 3.3750%  | 0.0000% | $4000.00           | $3973.11           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 31       | 2031-03-15      | 1.6250%  | 0.0000% | $5000.00           | $4385.86           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%030134       | 2034-03-01      | 5.2000%  | 0.0000% | $2000.00           | $2111.70           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $4000.00           | $4102.07           | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP              SR GLBL 144A 27     | 2027-05-15      | 8.5000%  | 0.0000% | $1145000.00        | $1178199.91        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $2324000.00        | $2043686.61        | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-06-05      | 14.7442% | 0.0000% | $500000.00         | $513150.00         | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-06-01      | 4.0910%  | 0.0000% | $25000.00          | $23968.51          | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A FL 144A NT 27    | 2027-01-08      | 16.1621% | 0.0000% | $900000.00         | $965650.78         | Corporate Debt Securities                         |
| LENNOX INTL INC                SR GLBL NT1.7%27    | 2027-08-01      | 1.7000%  | 0.0000% | $5000.00           | $4771.11           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 28     | 2028-07-01      | 4.2500%  | 0.0000% | $4000.00           | $3702.39           | Corporate Debt Securities                         |
| LEAR CORP                      SR GLBL NT2.6%32    | 2032-01-15      | 2.6000%  | 0.0000% | $5000.00           | $4383.09           | Corporate Debt Securities                         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.7370%  | 0.0000% | $4508000.00        | $4421.11           | Asset-Backed Securities                           |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3405.99           | Private Label Collateralized Mortgage Obligations |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $113.00            | $116.31            | Corporate Debt Securities                         |
| NUTRIEN LTD                    4.2%29              | 2029-04-01      | 4.2000%  | 0.0000% | $2000.00           | $2029.71           | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 30      | 2030-05-15      | 5.2500%  | 0.0000% | $300000.00         | $271715.00         | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42      | 2042-03-26      | 4.5350%  | 0.0000% | $2000.00           | $1817.93           | Corporate Debt Securities                         |
| AMERICAN AIRLINE PS TH 2021-1B B      20320111 3.9 | 2032-01-11      | 3.9500%  | 0.0000% | $7000.00           | $4921.21           | Asset-Backed Securities                           |
| ANALOG DEVICES INC             SR GLBL NT5.3%45    | 2045-12-15      | 5.3000%  | 0.0000% | $3000.00           | $2953.69           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 011223-011226    | 2026-01-12      | 5.2913%  | 0.0000% | $2000.00           | $2018.93           | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -B-20251 144A 28    | 2028-06-07      | 12.6647% | 0.0000% | $4500000.00        | $4684950.00        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 28       | 2028-03-01      | 4.1010%  | 0.0000% | $2000.00           | $2038.77           | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 33       | 2033-06-01      | 5.3500%  | 0.0000% | $4000.00           | $4209.11           | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $826897.00         | $912957.45         | Corporate Debt Securities                         |
| DOVER CORP                     SR NT 5.375%41      | 2041-03-01      | 5.3750%  | 0.0000% | $2000.00           | $2013.55           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $3000.00           | $3082.94           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT4.2%25    | 2025-11-06      | 4.2000%  | 0.0000% | $2000.00           | $2024.87           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 28       | 2028-09-01      | 3.7500%  | 0.0000% | $3000.00           | $3035.29           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30    | 2030-01-15      | 2.9000%  | 0.0000% | $5000.00           | $4716.07           | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 1.9%31      | 2031-09-01      | 1.9000%  | 0.0000% | $5000.00           | $4381.37           | Corporate Debt Securities                         |
| MASCO CORP                     SR NT 6.5%32        | 2032-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1084.05           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 35       | 2035-07-15      | 4.6250%  | 0.0000% | $2000.00           | $1960.27           | Corporate Debt Securities                         |
| UNIVERSITY MIAMI FLA           AMRTZ 2022 BD 52    | 2052-04-01      | 4.0630%  | 0.0000% | $3000.00           | $2410.54           | Corporate Debt Securities                         |
| TITANIA RE LIMITED             -B-20241 144A 27    | 2027-11-26      | 13.6647% | 0.0000% | $11500000.00       | $11808200.00       | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL REGS 28     | 2028-02-01      | 5.3750%  | 0.0000% | $960000.00         | $887482.13         | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 49       | 2049-08-26      | 3.2500%  | 0.0000% | $4000.00           | $2731.84           | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2019-4       M2     20591025 FLT | 2059-10-25      | 3.7500%  | 0.0000% | $924000.00         | $787122.03         | Private Label Collateralized Mortgage Obligations |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43          | 2043-10-16      | 5.0000%  | 0.0000% | $5000.00           | $4719.96           | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.916%072833     | 2033-07-28      | 4.9160%  | 0.0000% | $3000.00           | $2975.44           | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 4.5%42       | 2042-09-15      | 4.5000%  | 0.0000% | $190000.00         | $155969.10         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 1.95%060530      | 2030-06-05      | 1.9500%  | 0.0000% | $3000.00           | $2711.22           | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $2000.00           | $1952.46           | Corporate Debt Securities                         |
| UDR INC                        FR 3.1%110134       | 2034-11-01      | 3.1000%  | 0.0000% | $3000.00           | $2594.10           | Corporate Debt Securities                         |
| M/I HOMES INC                  SR GLBL NT 28       | 2028-02-01      | 4.9500%  | 0.0000% | $3000.00           | $2980.38           | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $19.00             | $15.30             | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 4.8%031528       | 2028-03-15      | 4.8000%  | 0.0000% | $2000.00           | $2082.79           | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 29     | 2029-04-15      | 5.1250%  | 0.0000% | $499000.00         | $502531.12         | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59      | 2059-09-30      | 3.6250%  | 0.0000% | $1000.00           | $694.28            | Corporate Debt Securities                         |
| JP MORGN COM MT TR 2022-DATA   A      20420612 3.9 | 2042-06-12      | 4.0463%  | 0.0000% | $1200000.00        | $1123464.17        | Private Label Collateralized Mortgage Obligations |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $475.00            | $466.26            | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL -9 BD 52    | 2052-06-01      | 5.1500%  | 0.0000% | $5000.00           | $4283.39           | Corporate Debt Securities                         |
| GREAT LAKES DREDGE & DOCK CORP SR GLBL 144A 29     | 2029-06-01      | 5.2500%  | 0.0000% | $80000.00          | $77929.07          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 32       | 2032-04-23      | 2.3070%  | 0.0000% | $4000.00           | $3591.90           | Corporate Debt Securities                         |

### Security 679: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A2HO6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A2HO6
- **C.18 - Value (incl. sponsor support):** $500322005.00
- **C.18.a - Value (excl. sponsor support):** $500322005.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $9823.00           | $391528.08         | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $6127.00           | $228230.75         | Equities   |
| GOLD FIELDS LTD                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $422225.00         | $13561867.00       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $42035.00          | $25074718.20       | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $172298.00         | $13098093.96       | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $29186.04          | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $560933.00         | $5648595.31        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3876.00           | $97093.80          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $21326.00          | $1227068.18        | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $19538.00          | $69164.52          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $974016.00         | $16129704.96       | Equities   |
| STRUCTURE THERAPEUTICS INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $805472.00         | $15416734.08       | Equities   |
| GMS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $308.00            | $33833.80          | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1371720.00        | $3360714.00        | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $236824.00         | $25074925.12       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $47954.00          | $1266465.14        | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $7540.00           | $470345.20         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2031 CP | 2500-12-31      | N/A      | 0.0000% | $164695.00         | $2740524.80        | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $202.00            | $11273.62          | Equities   |
| ISHARES TR                     IBONDS DEC 2035  | 2500-12-31      | N/A      | 0.0000% | $41108.00          | $1058942.08        | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $1859332.00        | $5708149.24        | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $79330.67          | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1028080.00        | $25074871.20       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $29542.00          | $867737.17         | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $57189.54          | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $60128.00          | $8277220.48        | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE FS ETF | 2500-12-31      | N/A      | 0.0000% | $17145.00          | $832878.38         | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $210212.00         | $800907.72         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV HIGH INCM STRGC  | 2500-12-31      | N/A      | 0.0000% | $2190.00           | $98368.23          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV    | 2500-12-31      | N/A      | 0.0000% | $9706.00           | $906346.28         | Equities   |
| LOMA NEGRA C I A S A MTN  144A SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $272220.00         | $2561590.20        | Equities   |
| GRUPO FINANCIERO GALICIA S.A.  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $334664.00         | $13316280.56       | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $13461.00          | $687318.66         | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $134731.00         | $25074786.41       | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $6427.00           | $121084.68         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2444.00           | $101120.50         | Equities   |
| INVESCO EXCH TRADED FD TR II   FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $5791.00           | $143906.93         | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $114.00            | $85626.54          | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1417504.00        | $1403328.96        | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $18360.00          | $724790.38         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE BOND ETF | 2500-12-31      | N/A      | 0.0000% | $49957.00          | $1078072.06        | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $97842.00          | $189813.48         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $28392.00          | $121801.68         | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $215461.00         | $5750654.09        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $269.00            | $14707.58          | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $746944.00         | $25074910.08       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3526704.00        | $25074865.44       | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $16828.00          | $389231.64         | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $70907.27          | Equities   |
| I MAB                          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1491040.00        | $6336920.00        | Equities   |
| GE AEROSPACE                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $36963.00          | $10201788.00       | Equities   |
| FIRST TR EXCH TRADED FD III    CALIF MUN INCM   | 2500-12-31      | N/A      | 0.0000% | $710.00            | $33898.95          | Equities   |
| BENITEC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $88362.00          | $1151356.86        | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $72492.00          | $2300171.16        | Equities   |
| ETF SER SOLUTIONS              VIDENT US BOND   | 2500-12-31      | N/A      | 0.0000% | $128.00            | $5612.89           | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $15022.00          | $71354.50          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY BLOOMBER | 2500-12-31      | N/A      | 0.0000% | $212.00            | $12406.22          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $307140.00         | $25074909.60       | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $630076.00         | $1335761.12        | Equities   |
| TOUCHSTONE ETF TRUST           SECURITIZED INCO | 2500-12-31      | N/A      | 0.0000% | $4013.00           | $105100.47         | Equities   |
| SPDR SERIES TRUST              MKTAXES INVT GRD | 2500-12-31      | N/A      | 0.0000% | $711.00            | $68109.53          | Equities   |
| BLEICHROEDER ACQUISITION CORP  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $92700.00          | $961299.00         | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $69640.00          | $725648.80         | Equities   |
| HCM II ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $53514.00          | $629859.78         | Equities   |
| TEMA ETF TRUST                 ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $32013.00          | $879397.11         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $102726.00         | $1636425.18        | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5549.00           | $217339.35         | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $1570.00           | $370865.40         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $13558.00          | $838101.33         | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $500496.00         | $25074849.60       | Equities   |
| ISHARES TR                     ISHS 5-10YR INVT | 2500-12-31      | N/A      | 0.0000% | $466814.00         | $25074914.01       | Equities   |
| ISHARES TR                     MSCI ACWI EX US  | 2500-12-31      | N/A      | 0.0000% | $213802.00         | $13478078.08       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 MUNI | 2500-12-31      | N/A      | 0.0000% | $1314.00           | $32186.43          | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $143705.00         | $9267535.45        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6267.00           | $167297.57         | Equities   |
| ISHARES INC                    MSCI JAPN SMCETF | 2500-12-31      | N/A      | 0.0000% | $2660.00           | $242977.70         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48776.00          | $501905.04         | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $129.00            | $6568.46           | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $49832.00          | $514764.56         | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $1134.00           | $28729.89          | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $917.00            | $45946.29          | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $502800.00         | $970404.00         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $13458.00          | $462844.84         | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $152497.00         | $940906.49         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $7114.00           | $431873.87         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $38373.00          | $128549.55         | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $24193.00          | $12329720.52       | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $54796.95          | Equities   |
| ELI LILLY & CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $148.00            | $108330.08         | Equities   |
| INVESCO EXCH TRADED FD TR II   INTL BUYBACK     | 2500-12-31      | N/A      | 0.0000% | $41052.00          | $2139014.46        | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $357056.00         | $11511485.44       | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $51743.00          | $1319446.50        | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $12944.00          | $1303201.92        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $38450.00          | $25074783.00       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $271616.00         | $4272519.68        | Equities   |
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $87531.00          | $2348456.73        | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $87460.00          | $5621054.20        | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $17272.00          | $5359847.04        | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $521809.00         | $694005.97         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $105236.00         | $25074581.72       | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $510.00            | $330949.20         | Equities   |
| MEDTRONIC PLC                  SHS              | 2500-12-31      | N/A      | 0.0000% | $114397.00         | $10519948.12       | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5609608.00        | $25074947.76       | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $167668.00         | $1738717.16        | Equities   |
| GLOBALFOUNDRIES INC            ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $12205.00          | $409843.90         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $52360.00          | $545591.20         | Equities   |
| ESSENT GROUP LTD               COM              | 2500-12-31      | N/A      | 0.0000% | $1385.00           | $87130.35          | Equities   |
| CAPITAL GROUP NEW GEOGRAPHY EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $10113.00          | $300356.10         | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $133944.00         | $1378283.76        | Equities   |
| DBX ETF TR                     XTRACK MSCI EURP | 2500-12-31      | N/A      | 0.0000% | $68499.00          | $3120293.85        | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $9695.00           | $534414.58         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $22726.00          | $364070.52         | Equities   |

### Security 680: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A4MG3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1A4MG3
- **C.18 - Value (incl. sponsor support):** $824869344.75
- **C.18.a - Value (excl. sponsor support):** $824869344.75
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **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                |
|:---|:---|:---|:---|:---|:---|:---|
| BLUEMOUNTAIN CLO LTD 2014-2    SUB NT 20260720 FLT | 2026-07-20      | 0.0000%  | 0.0000% | $17157140.00       | $1548569.14        | Asset-Backed Securities |
| OZLM LTD 2014-9                SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $6000000.00        | $775902.00         | Asset-Backed Securities |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4500000.00        | $1586965.50        | Asset-Backed Securities |
| BNPP IP CLO LTD 2014-2         E      20251030 FLT | 2025-10-30      | 9.8216%  | 0.0000% | $4000000.00        | $762840.13         | Asset-Backed Securities |
| ASSET BACKED FDG NIM 2005-HE2  N1 144 20350726 6.0 | 2035-07-26      | 6.0000%  | 0.0000% | $18251776.00       | $1462.48           | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.8401%  | 0.0000% | $15600000.00       | $1898142.98        | Asset-Backed Securities |
| CWCAPITAL COBALT VR 2007-5     A-2    20321126 FLT | 2032-11-26      | 5.9200%  | 0.0000% | $100000000.00      | $639333.40         | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2014-4 NONCAR 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3300000.00        | $727442.10         | Asset-Backed Securities |
| CITIUS I FDG LTD 2006-1        C      20460505 FLT | 2046-05-05      | 8.8700%  | 0.0000% | $5000000.00        | $47649.77          | Asset-Backed Securities |
| ATTENUS CDO I 2006-1           C-2B   20360510 FLT | 2036-05-10      | 5.9376%  | 0.0000% | $11000000.00       | $2324291.87        | Asset-Backed Securities |
| ATTENTUS CDO 2007-3 LTD        E-1    20421011 FLT | 2042-10-11      | 7.5410%  | 0.0000% | $3750000.00        | $66146.40          | Asset-Backed Securities |
| ASSET BACKED FDG NIM 2005-WMC1 N2     20350726 6.0 | 2035-07-26      | 6.0000%  | 0.0000% | $2596864.00        | $1324.40           | Asset-Backed Securities |
| ASSET BACKED FDG C 8.8 21APR31 144A                | 2031-04-21      | 8.8000%  | 0.0000% | $4997120.00        | $1817.47           | 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 |
| WELLFLEET CLO LTD 2020-1       SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $15975000.00       | $4313250.00        | Asset-Backed Securities |
| SAIF SECURITIZ TR 2025-CES1    A-1    20650625 FLT | 2065-06-25      | 5.4060%  | 0.0000% | $2500000.00        | $2510374.17        | Asset-Backed Securities |
| HASCO NIM CO 2006-WMC1         A      20360726 7.0 | 2036-07-26      | 7.0000%  | 0.0000% | $1999990.00        | $6072.40           | Asset-Backed Securities |
| GSAMP TRUST 2006-FM1           A-2D   20360425 FLT | 2036-04-25      | 4.9770%  | 0.0000% | $1000000.00        | $357571.57         | Asset-Backed Securities |
| WIND RIVER CLO LTD 2024-1      F      20370420 FLT | 2037-04-20      | 10.8255% | 0.0000% | $1733000.00        | $1464259.56        | Asset-Backed Securities |
| GREYWOLF CLO 2018-7            SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $3523684.00        | $1728874.41        | Asset-Backed Securities |
| LEXN 2007                                          | 2051-04-10      | 7.3378%  | 0.0000% | $13000000.00       | $270859.97         | Asset-Backed Securities |
| KKR CLO 2020-32 LTD            SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $3750000.00        | $1837500.00        | Asset-Backed Securities |
| LEXN 2007-5A A3                                    | 2051-04-10      | 2.8178%  | 0.0000% | $45000000.00       | $176154.37         | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-2    20390108 FLT | 2039-01-08      | 8.3000%  | 0.0000% | $18000000.00       | $215818.00         | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          A-2    20400105 FLT | 2040-01-05      | 8.0500%  | 0.0000% | $21865000.00       | $1564233.79        | Asset-Backed Securities |
| VOYA CLO LTD 2017-2            SUB NT 20300607 FLT | 2030-06-07      | 0.0000%  | 0.0000% | $8500000.00        | $255000.00         | Asset-Backed Securities |
| ANCHORAGE CAPITAL LTD 2018-1R  SUB    20310414 FLT | 2031-04-14      | 0.0000%  | 0.0000% | $1998848.00        | $199.88            | Asset-Backed Securities |
| OAKTREE CLO 2015-1             SUB NT 20271020 FLT | 2027-10-20      | 0.0000%  | 0.0000% | $13893632.00       | $1389.36           | Asset-Backed Securities |
| OCTAGON INV PTNRS 24 2015-24   SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $15950000.00       | $3652039.60        | Asset-Backed Securities |
| BLUEMOUNTAIN FUJI CLO II 2017  SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1870000.00        | $37400.00          | Asset-Backed Securities |
| CWABS INC 2006-16              M-1    20460825 FLT | 2046-08-25      | 4.8720%  | 0.0000% | $7819560.00        | $2954164.02        | 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 |
| CWABS INC 2006-7               M-1    20450425 FLT | 2045-04-25      | 4.8570%  | 0.0000% | $16322752.00       | $5736896.00        | 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 |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 4.6477%  | 0.0000% | $40225600.00       | $2763789.20        | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $15000000.00       | $131187.27         | Asset-Backed Securities |
| COMPASS DATACENTERS 2024-2     A-1    20490825 5.0 | 2049-08-25      | 5.0220%  | 0.0000% | $500000.00         | $503027.29         | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.8420%  | 0.0000% | $7040344.00        | $5741534.32        | Asset-Backed Securities |
| CROWN CITY CLO I               SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $5188400.00        | $1400868.00        | Asset-Backed Securities |
| BENEFIT STR P 0.01 15JUL37 144A FRN                | 2037-07-15      | 12.1976% | 0.0000% | $2000000.00        | $1865519.88        | Asset-Backed Securities |
| BELLEMEADE RE LTD 2022-2       M-2    20320927 FLT | 2032-09-27      | 13.5997% | 0.0000% | $999999.00         | $1133590.80        | 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 |
| BEAR STEARNS ASSET BK 2004-FR3 M-2    20340925 FLT | 2034-09-25      | 5.2575%  | 0.0000% | $7822800.00        | $1234351.20        | Asset-Backed Securities |
| GALLERIA CDO CDO 2002-3        C-1    20370919 FLT | 2037-09-19      | 11.0812% | 0.0000% | $9000000.00        | $758250.00         | Asset-Backed Securities |
| ATTENUS CDO I 2006-1           D      20360510 FLT | 2036-05-10      | 7.2376%  | 0.0000% | $5000000.00        | $44506.68          | Asset-Backed Securities |
| ATHILON CAP CORP               SR SB -E 144A 47    | 2047-06-20      | 2.7450%  | 0.0000% | $19200000.00       | $7336953.60        | Asset-Backed Securities |
| ATLAS SENIOR LOAN FND 2019-15  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $2313920.00        | $516698.34         | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 5.5620%  | 0.0000% | $8324592.00        | $3921918.65        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES8          XS     20441025 FLT | 2044-10-25      | 3.2959%  | 0.0000% | $351714816.00      | $23103700.01       | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    E-2    20381217 2.9 | 2038-12-17      | 2.9520%  | 0.0000% | $265000.00         | $244732.63         | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-3    20460406 FLT | 2046-04-06      | 8.0900%  | 0.0000% | $10000000.00       | $1651322.78        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR8      F      20381019 3.1 | 2038-10-19      | 3.1810%  | 0.0000% | $2583000.00        | $2525203.08        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2004-FF10   M-2    20340525 FLT | 2034-05-25      | 6.7620%  | 0.0000% | $5059600.00        | $3015696.28        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-2    20550225 FLT | 2055-02-25      | 8.1080%  | 0.0000% | $4673000.00        | $4757988.89        | Asset-Backed Securities |
| C-BASS ABS 2005-RP2            B-2    20350901 FLT | 2035-09-01      | 6.5000%  | 0.0000% | $3505000.00        | $3799919.66        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-AR1 M3     20350925 FLT | 2035-09-25      | 5.1870%  | 0.0000% | $4385000.00        | $2454515.66        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $5415888.00        | $2712989.66        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2022-2       C      20300115 7.5 | 2030-01-15      | 7.5000%  | 0.0000% | $8900000.00        | $7001045.14        | Asset-Backed Securities |
| PK BLUE CLO 2023-III LTD 2023- SUB    20360421 FLT | 2036-04-21      | 0.0000%  | 0.0000% | $16500000.00       | $8852250.00        | Asset-Backed Securities |
| GSAMP TRUST 2007-HSBC1         M-8    20370225 FLT | 2037-02-25      | 7.8120%  | 0.0000% | $6229576.00        | $4522602.35        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE6    B-1    20340825 FLT | 2034-08-25      | 7.2120%  | 0.0000% | $3000000.00        | $262165.95         | Asset-Backed Securities |
| HOME EQUITY MTG INABS 2006-D   2A-4   20361125 FLT | 2036-11-25      | 4.6770%  | 0.0000% | $5000000.00        | $3262865.49        | Asset-Backed Securities |
| HUNTINGT BK AT CR LK NT 2024-1 E      20320520 FLT | 2032-05-20      | 12.5950% | 0.0000% | $2500000.00        | $1314249.29        | Asset-Backed Securities |
| PREFER TERM SEC XXVI 2007-26   C-1    20370922 FLT | 2037-09-22      | 5.4301%  | 0.0000% | $4000000.00        | $2336152.10        | Asset-Backed Securities |
| GLACIER FDG CDO I 2004-1       B      20390310 FLT | 2039-03-10      | 2.0960%  | 0.0000% | $37500000.00       | $2537793.28        | Asset-Backed Securities |
| GOODLEAP HOME IMPROV SL 2025-1 C      20490220 7.8 | 2049-02-20      | 7.8300%  | 0.0000% | $1400000.00        | $1261629.37        | Asset-Backed Securities |
| VENTURE XXIX CLO 2017-29       E      20300907 FLT | 2030-09-07      | 10.7230% | 0.0000% | $2881000.00        | $2854063.71        | Asset-Backed Securities |
| VOYA CLO 2025-1 LTD            SUB    20380420 FLT | 2038-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $3203555.00        | Asset-Backed Securities |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 5.3370%  | 0.0000% | $2500000.00        | $2296432.51        | Asset-Backed Securities |
| MASTR ABS TRUST 2007-HE1       A-4    20370525 FLT | 2037-05-25      | 4.9970%  | 0.0000% | $1500000.00        | $1271220.37        | Asset-Backed Securities |
| LONG POINT PARK CLO 2017 LTD   SUB    20300117 FLT | 2030-01-17      | 0.0000%  | 0.0000% | $6000000.00        | $1020000.00        | Asset-Backed Securities |
| PARK PLACE SECS 2005-WCW1      M-5    20350525 FLT | 2035-05-25      | 5.4270%  | 0.0000% | $11425920.00       | $4960520.32        | Asset-Backed Securities |
| MASTR ASSET BKD SECS 2004-FRE1 M-7    20340725 FLT | 2034-07-25      | 7.1370%  | 0.0000% | $1400000.00        | $835453.75         | Asset-Backed Securities |
| OPTION ONE CI-4 NIM 2005-3     N1     20350826 5.4 | 2035-08-26      | 5.4380%  | 0.0000% | $38273024.00       | $1428.94           | Asset-Backed Securities |
| GSAMP TRUST 2007-NC1           A-1    20370225 FLT | 2037-02-25      | 4.6970%  | 0.0000% | $16500000.00       | $1704922.15        | Asset-Backed Securities |
| BOYCE PK CLO L 0.0 21APR35 144A FRN                | 2035-04-21      | 0.0000%  | 0.0000% | $375000.00         | $2812.50           | Asset-Backed Securities |
| CENT CLO 17 LTD 2013-17        SUB NT 20310430 FLT | 2031-04-30      | 0.0000%  | 0.0000% | $15000000.00       | $1572075.00        | Asset-Backed Securities |
| CWABS INC NIM 2006-IM1N        NOTE   20361125 6.0 | 2036-11-25      | 6.0000%  | 0.0000% | $2000000.00        | $332.25            | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       E      20301025 FLT | 2030-10-25      | 10.2301% | 0.0000% | $1525000.00        | $1414949.75        | Asset-Backed Securities |
| BLUEMOUNTAIN FUJI US CLO 2018  SUB    20300115 FLT | 2030-01-15      | 0.0000%  | 0.0000% | $13867136.00       | $3356193.59        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-8    20341225 FLT | 2034-12-25      | 7.0620%  | 0.0000% | $281000.00         | $83216.17          | Asset-Backed Securities |
| ENCINA EQUIP FIN LLC 2022-1    E      20300415 6.0 | 2030-04-15      | 6.0000%  | 0.0000% | $18482000.00       | $18288684.45       | Asset-Backed Securities |
| ASSURANT CLO 2018-2            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2000000.00        | $707172.00         | Asset-Backed Securities |
| ANCHORAGE CAP CLO LTD 2015-7R3 F-R3   20370428 FLT | 2037-04-28      | 12.1938% | 0.0000% | $535000.00         | $497078.63         | Asset-Backed Securities |
| CWABS INC 2004-9               MV-5   20341125 FLT | 2034-11-25      | 6.0870%  | 0.0000% | $3000000.00        | $1078070.34        | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-NC1   M-1    20360825 FLT | 2036-08-25      | 4.8720%  | 0.0000% | $15570000.00       | $8705909.02        | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-9    20340225 FLT | 2034-02-25      | 6.9870%  | 0.0000% | $2923000.00        | $787481.13         | Asset-Backed Securities |
| HEMPSTEAD II CLO LTD           SUB    20290810 FLT | 2029-08-10      | 0.0000%  | 0.0000% | $2228224.00        | $222.82            | Asset-Backed Securities |
| HOME EQUITY ASSET TR 2007-2    2-A-3  20370725 FLT | 2037-07-25      | 4.9170%  | 0.0000% | $9193000.00        | $3847639.82        | Asset-Backed Securities |
| KODIAK CDO I LTD 2006-1        D-3    20370807 FLT | 2037-08-07      | 6.5940%  | 0.0000% | $8500000.00        | $1872725.98        | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-1    20390108 FLT | 2039-01-08      | 7.9500%  | 0.0000% | $50000000.00       | $1711469.65        | Asset-Backed Securities |
| STAR 2021-SFR1                 H      20380419 FLT | 2038-04-19      | 8.9285%  | 0.0000% | $1210000.00        | $1214446.94        | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      A-3L   20401117 FLT | 2040-11-17      | 3.5541%  | 0.0000% | $14000000.00       | $20235.22          | Asset-Backed Securities |
| CARBONE CLO LTD 2017           SUB NT 20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $7850000.00        | $2173272.50        | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.9470%  | 0.0000% | $16073820.00       | $4533231.49        | Asset-Backed Securities |
| NORTHWOODS CAP XVII LTD        SUB    20310422 FLT | 2031-04-22      | 0.0000%  | 0.0000% | $850000.00         | $93500.00          | Asset-Backed Securities |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $759620.55         | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $2000000.00        | $40389.71          | Asset-Backed Securities |
| SMB PRIVATE EDU LN TR 2024-A   B      20560315 5.8 | 2056-03-15      | 5.8800%  | 0.0000% | $1000000.00        | $1033106.67        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    X      20630525 FLT | 2063-05-25      | 0.0000%  | 0.0000% | $460918272.00      | $2844366.52        | Asset-Backed Securities |
| CWABS ASSET BACKED CERTFICATES TRUST 2005 10       | 2037-01-25      | 6.0000%  | 0.0000% | $60913000.00       | $889405.70         | Asset-Backed Securities |
| WIND RIVER CLO LTD 2016-1K     F-R2   20341016 FLT | 2034-10-16      | 12.4792% | 0.0000% | $3000000.00        | $1973306.85        | Asset-Backed Securities |
| VOYA CLO LTD 2016-3            SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $4612500.00        | $1065718.12        | Asset-Backed Securities |
| VOYA CLO 2014-3                SUB    20260727 FLT | 2026-07-27      | 0.0000%  | 0.0000% | $5000000.00        | $23965.00          | Asset-Backed Securities |
| VOYA CLO LTD 2018-1            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $5000000.00        | $537500.00         | Asset-Backed Securities |
| WASH MUTUAL WMABS  CI SERIES 2006                  | 2036-09-25      | 8.5000%  | 0.0000% | $2383872.00        | $2253.82           | Asset-Backed Securities |
| HORIZON AIRCRAFT FINANCE II LT B      20390715 4.7 | 2039-07-15      | 4.7030%  | 0.0000% | $6509000.00        | $3113029.51        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2014-2R2  F-R2   20301021 FLT | 2030-10-21      | 12.8471% | 0.0000% | $3000000.00        | $1638023.08        | Asset-Backed Securities |
| MID OCEAN CBO 2001-1           A1L 14 20361105 FLT | 2036-11-05      | 2.3905%  | 0.0000% | $33499968.00       | $182563.49         | Asset-Backed Securities |
| NATIONAL COLLEGIATE 2007 4 CL A 3L 2016 COMMUTATIO | 2038-03-31      | 5.8102%  | 0.0000% | $9343120.00        | $585412.47         | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2006-4  C      20320525 FLT | 2032-05-25      | 4.8870%  | 0.0000% | $2341000.00        | $1505.27           | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-2  C      20330125 FLT | 2033-01-25      | 5.0870%  | 0.0000% | $1484000.00        | $840.28            | Asset-Backed Securities |
| GOLDENTREE LN MGMT US 2024-22  E      20371020 FLT | 2037-10-20      | 9.5755%  | 0.0000% | $1000000.00        | $1015233.45        | Asset-Backed Securities |
| METRONET INFRA ISSUER 2025-2   B      20550820 5.5 | 2055-08-20      | 5.5900%  | 0.0000% | $4750000.00        | $4726944.29        | Asset-Backed Securities |
| OFSI BSL 2018-9 LTD            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4350000.00        | $381177.45         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE6    B-2    20340825 FLT | 2034-08-25      | 7.3620%  | 0.0000% | $250000.00         | $32920.60          | Asset-Backed Securities |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.8420%  | 0.0000% | $6000000.00        | $4340292.59        | Asset-Backed Securities |
| MARLETTE FDG TR 2022-3         C      20321115 6.8 | 2032-11-15      | 6.8900%  | 0.0000% | $100000.00         | $43725.17          | Asset-Backed Securities |
| MARBLE POINT CLO X LTD         SUB    20301015 FLT | 2030-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $586407.50         | Asset-Backed Securities |
| ACAS CLO 2015 1 LTD                                | 2027-04-18      | 0.0000%  | 0.0000% | $10878976.00       | $1087.90           | Asset-Backed Securities |
| WILLIS ENGINE SEC 2021-A TR    B      20460515 5.4 | 2046-05-15      | 5.4380%  | 0.0000% | $8700000.00        | $6826323.38        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-1         C      20550320 8.6 | 2055-03-20      | 8.6590%  | 0.0000% | $2500000.00        | $2605619.38        | Asset-Backed Securities |
| GSAMP TRUST 2006-HE1           M-3    20360125 FLT | 2036-01-25      | 5.0970%  | 0.0000% | $9520736.00        | $5407523.63        | Asset-Backed Securities |
| HOME EQUITY ASSET TR 2006-5    2-A-4  20361025 FLT | 2036-10-25      | 4.9170%  | 0.0000% | $2500000.00        | $1577740.84        | Asset-Backed Securities |
| TABERNA PREF FDG II 2005-2     C2 144 20351105 FLT | 2035-11-05      | 6.2828%  | 0.0000% | $25000000.00       | $275726.33         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-WF4 M8     20351125 FLT | 2035-11-25      | 7.0620%  | 0.0000% | $3200000.00        | $3144707.59        | Asset-Backed Securities |
| GSAMP TRUST 2004-OPT           M-2    20341125 FLT | 2034-11-25      | 3.3963%  | 0.0000% | $10590000.00       | $1010434.77        | Asset-Backed Securities |
| MP CLO III LTD 2013-3R         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2981888.00        | $298.19            | Asset-Backed Securities |
| RR 7 LTD 2019-7                SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $1000000.00        | $300000.00         | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-RZ3     M-2    20360825 FLT | 2036-08-25      | 4.8170%  | 0.0000% | $2000000.00        | $1291196.21        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-2    20440625 FLT | 2044-06-25      | 9.0900%  | 0.0000% | $4466020.00        | $4532117.08        | Asset-Backed Securities |
| RR 2018-4 LTD                  SUB    20300415 FLT | 2030-04-15      | 0.0000%  | 0.0000% | $3000000.00        | $60000.00          | Asset-Backed Securities |
| POPULAR ABS 2006-C             M-1    20360725 FLT | 2036-07-25      | 4.9320%  | 0.0000% | $175000.00         | $78844.43          | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8692% | 0.0000% | $1207500.00        | $941217.81         | Asset-Backed Securities |
| VERTICAL CDO LTD 2003-1        A      20400303 FLT | 2040-03-03      | 5.7897%  | 0.0000% | $24000000.00       | $240313.72         | 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 |
| TABERNA PREF FDG IV 2005-4     C-1    20360505 FLT | 2036-05-05      | 6.0328%  | 0.0000% | $2000000.00        | $15632.37          | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-4    M7     20351225 FLT | 2035-12-25      | 6.2370%  | 0.0000% | $2998272.00        | $2107.79           | Asset-Backed Securities |
| ARROWPOINT CLO LTD 2014-2      SUB NT 20260312 FLT | 2026-03-12      | 0.0000%  | 0.0000% | $8775000.00        | $376851.15         | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-1    B2     20350225 FLT | 2035-02-25      | 0.0000%  | 0.0000% | $1998848.00        | $334.52            | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-1J   20460406 FLT | 2046-04-06      | 7.9200%  | 0.0000% | $10372000.00       | $1630644.35        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-7    20341225 FLT | 2034-12-25      | 4.0868%  | 0.0000% | $6500000.00        | $1906806.02        | Asset-Backed Securities |
| NATIONAL COLLEGIATE VII 2007 3CL A 3L COMMUTATION  | 2038-03-29      | 5.8102%  | 0.0000% | $7023744.00        | $410581.66         | Asset-Backed Securities |
| ASSET BACKED FDG NIM 2005-WMC1 N1     20350726 5.9 | 2035-07-26      | 5.9000%  | 0.0000% | $14417920.00       | $1342.38           | Asset-Backed Securities |
| PIKES PEAK CLO LLC  2021-8     SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $150000.00         | $86138.40          | Asset-Backed Securities |
| VENTR  CLO LTD 2017-28AR       E-R    20341020 FLT | 2034-10-20      | 11.9071% | 0.0000% | $5500000.00        | $4651181.47        | Asset-Backed Securities |
| ARES XXXVII CLO LTD 15-37R     SUB NT 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3000000.00        | $180000.00         | Asset-Backed Securities |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.6709%  | 0.0000% | $72737664.00       | $684579.20         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-NC5    B-1    20340525 FLT | 2034-05-25      | 7.4370%  | 0.0000% | $5000000.00        | $765034.52         | Asset-Backed Securities |
| RCO X MORTGAGE LLC 2025-1      A-1    20300125 FLT | 2030-01-25      | 5.8750%  | 0.0000% | $236000.00         | $202900.14         | Asset-Backed Securities |
| CWABS INC NIM 2006-6N          NT     20370425 6.7 | 2037-04-25      | 6.7500%  | 0.0000% | $750000.00         | $133.55            | Asset-Backed Securities |
| STACK LTD 2004-1               D      20390510 FLT | 2039-05-10      | 8.5644%  | 0.0000% | $5000000.00        | $1467395.30        | Asset-Backed Securities |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $4337243.96        | Asset-Backed Securities |
| CWABS INC NIM 2006-BC2N        N 144A 20470225 6.5 | 2047-02-25      | 6.5000%  | 0.0000% | $1000000.00        | $246.04            | Asset-Backed Securities |
| COLOGIX DATA CNTR LLC 2021-1   A-2    20511226 3.3 | 2051-12-26      | 3.3000%  | 0.0000% | $1890000.00        | $1835213.94        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-7    20341225 FLT | 2034-12-25      | 6.9120%  | 0.0000% | $3000000.00        | $768826.10         | Asset-Backed Securities |
| COLLEGE AVE ST LN 2017-A       C      20461126 5.0 | 2046-11-26      | 5.0000%  | 0.0000% | $500000.00         | $104259.18         | Asset-Backed Securities |
| CSMC SERIES 2014-9R            5-A-2  20361029 FLT | 2036-10-29      | 6.0000%  | 0.0000% | $3992148.00        | $1270181.09        | Asset-Backed Securities |
| COLUMBIA CENT CLO 30 LTD 2020  SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $11120000.00       | $1779200.00        | Asset-Backed Securities |
| ALESCO PREF FDG XIV 2006-14    B 144A 20370923 FLT | 2037-09-23      | 5.2353%  | 0.0000% | $8205000.00        | $6110620.21        | Asset-Backed Securities |
| ASSET BCKD FDG NIM 2005-OPT1   N2 144 20350926 6.0 | 2035-09-26      | 6.0000%  | 0.0000% | $1556480.00        | $242.07            | Asset-Backed Securities |
| CSFB COML MTG PTC 2004-CF1     M-2    20430525 FLT | 2043-05-25      | 7.2870%  | 0.0000% | $8273000.00        | $579735.56         | Asset-Backed Securities |
| CBASS CBO XII LTD 2004-12      A      20341215 FLT | 2034-12-15      | 7.8400%  | 0.0000% | $35918000.00       | $302369.76         | Asset-Backed Securities |
| VCAT LLC 2025-NPL2             A-2    20550125 FLT | 2055-01-25      | 8.8350%  | 0.0000% | $35340000.00       | $35693953.67       | Asset-Backed Securities |
| HALCYON LN ADV FDG 2017-1 LTD  SUB    20290625 FLT | 2029-06-25      | 0.0000%  | 0.0000% | $28665000.00       | $4118472.54        | Asset-Backed Securities |
| TREMAN PARK CLO LTD 2015       SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $1998848.00        | $199.88            | Asset-Backed Securities |
| TRAPEZA CDO I 2002             D 144A 20321130 FLT | 2032-11-30      | 7.5026%  | 0.0000% | $5500000.00        | $2426549.67        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-HE1  M2     20350725 FLT | 2035-07-25      | 5.1570%  | 0.0000% | $360000.00         | $161177.14         | Asset-Backed Securities |
| SYMPHONY CLO LTD 2015-16R      F-R    20311015 FLT | 2031-10-15      | 12.5592% | 0.0000% | $1050000.00        | $415199.97         | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE6          M7     20350725 FLT | 2035-07-25      | 6.4620%  | 0.0000% | $4805936.00        | $3660926.57        | Asset-Backed Securities |
| RCKT MTG TR 2025-CES7          B-1R   20550725 FLT | 2055-07-25      | 6.9700%  | 0.0000% | $793000.00         | $755377.00         | Asset-Backed Securities |
| VENTURE CLO LIMITED 2022-46R   ER     20371020 FLT | 2037-10-20      | 12.5455% | 0.0000% | $1650000.00        | $1665825.06        | Asset-Backed Securities |
| SOUTH COAST FDG V 2004-5       B      20390806 FLT | 2039-08-06      | 5.5663%  | 0.0000% | $15000000.00       | $2774173.85        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  XS     20440625 FLT | 2044-06-25      | 0.0000%  | 0.0000% | $343537664.00      | $16400690.20       | Asset-Backed Securities |
| RCKT MTG TR 2025-CES7          B-2    20550725 FLT | 2055-07-25      | 8.0610%  | 0.0000% | $4483000.00        | $4239262.28        | Asset-Backed Securities |
| RESIDENTIAL ASSET SEC 2005-KS5 M-8    20350625 FLT | 2035-06-25      | 5.6870%  | 0.0000% | $3448000.00        | $2829780.30        | Asset-Backed Securities |
| ROCKFORD TWR CLO LTD 2021-3R   E-R    20380115 FLT | 2038-01-15      | 11.7376% | 0.0000% | $325000.00         | $325510.88         | Asset-Backed Securities |
| SMB PRIV EDU LN TR 2023-C      B      20521115 6.3 | 2052-11-15      | 6.3600%  | 0.0000% | $200000.00         | $212166.67         | Asset-Backed Securities |
| COGENT IPV4 LLC, 2024-1        A-2    20540525 7.9 | 2054-05-25      | 7.9240%  | 0.0000% | $5200000.00        | $5442384.71        | Asset-Backed Securities |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.8120%  | 0.0000% | $31416319.00       | $27583.62          | Asset-Backed Securities |
| OCTAGON LTD 2021-51            F      20340720 FLT | 2034-07-20      | 11.1151% | 0.0000% | $1262750.00        | $1088239.66        | Asset-Backed Securities |
| HOUT BAY LTD 2006-1            A-2    20410705 FLT | 2041-07-05      | 4.8930%  | 0.0000% | $9400000.00        | $68694.42          | Asset-Backed Securities |
| DRYDEN CLO LTD 2018-61         SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $2000000.00        | $793796.00         | Asset-Backed Securities |
| STATIC RESI CDO 2005-B         A-1F   20401114 FLT | 2040-11-14      | 5.1337%  | 0.0000% | $210538752.00      | $422719.22         | Asset-Backed Securities |
| SOUND POINT CLO 2017-17        SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4250000.00        | $212500.00         | Asset-Backed Securities |
| TROPIC CDO V 2006-5            A2L 14 20360715 FLT | 2036-07-15      | 5.1792%  | 0.0000% | $15663312.00       | $11144038.46       | Asset-Backed Securities |
| OPTION ONE MTG LN TR 2005-4    M-4    20351125 FLT | 2035-11-25      | 5.3370%  | 0.0000% | $5383048.00        | $3175510.15        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2024-9       E      20320315 10. | 2032-03-15      | 10.1060% | 0.0000% | $2500000.00        | $2126041.86        | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-3    M3     20350825 FLT | 2035-08-25      | 5.2920%  | 0.0000% | $3055956.00        | $303859.78         | Asset-Backed Securities |
| SYMPHONY CLO XVI 2015-16       SUB NT 20280717 FLT | 2028-07-17      | 0.0000%  | 0.0000% | $3826000.00        | $362257.16         | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-5    20350325 FLT | 2035-03-25      | 5.9370%  | 0.0000% | $4250000.00        | $875046.24         | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2024-2       E1     20310815 11. | 2031-08-15      | 11.5000% | 0.0000% | $2500000.00        | $2569340.36        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2025-3       E      20321215 12. | 2032-12-15      | 12.6260% | 0.0000% | $6000000.00        | $6209088.67        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-3    C1     20311015 7.2 | 2031-10-15      | 7.2970%  | 0.0000% | $9000000.00        | $5289542.31        | Asset-Backed Securities |
| PPM CLO 5 LTD                  SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $4500000.00        | $2788762.50        | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-4    M10    20351225 FLT | 2035-12-25      | 8.9370%  | 0.0000% | $3267990.00        | $3277.80           | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-4    M6     20351225 FLT | 2035-12-25      | 5.4870%  | 0.0000% | $6586368.00        | $4081.37           | Asset-Backed Securities |
| GSAMP TRUST 2006-SD1           M-2    20450725 FLT | 2045-07-25      | 5.7870%  | 0.0000% | $7211000.00        | $4155553.83        | Asset-Backed Securities |
| GMACM HEQ LN TR 2005-HE1       A3     20350825 FLT | 2035-08-25      | 4.9370%  | 0.0000% | $34632000.00       | $266092.53         | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-3      M8     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $4165632.00        | $2859.03           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2005-3      M6     20360225 FLT | 2036-02-25      | 0.0000%  | 0.0000% | $5996544.00        | $3705.88           | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE7    B-3    20340825 FLT | 2034-08-25      | 9.6870%  | 0.0000% | $2900000.00        | $554223.09         | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-FF15   A5     20361125 FLT | 2036-11-25      | 3.9768%  | 0.0000% | $11586000.00       | $149974.34         | Asset-Backed Securities |
| STRUCTURED ASSET INV 2003-BC9  M2     20330825 FLT | 2033-08-25      | 7.0620%  | 0.0000% | $46347000.00       | $566673.98         | Asset-Backed Securities |
| SIERRA MADRE FDG 2004          A1LTB1 20390907 FLT | 2039-09-07      | 4.8639%  | 0.0000% | $4500000.00        | $220012.98         | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-3    B-1    20341225 FLT | 2034-12-25      | 7.2120%  | 0.0000% | $3000000.00        | $118329.71         | Asset-Backed Securities |
| US CAP FDG VI LTD 2007-6       C-1    20430710 FLT | 2043-07-10      | 6.5901%  | 0.0000% | $3000000.00        | $4778145.34        | Asset-Backed Securities |
| OZLM XVIII LTD 2018-18         F      20310415 FLT | 2031-04-15      | 11.8292% | 0.0000% | $1000000.00        | $397306.45         | Asset-Backed Securities |
| GSAMP TRUST 2006-FM1           A-2C   20360425 FLT | 2036-04-25      | 4.7570%  | 0.0000% | $1765000.00        | $199528.42         | Asset-Backed Securities |
| LEXN 2007-5A C                                     | 2051-04-10      | 4.8378%  | 0.0000% | $30000000.00       | $305200.15         | Asset-Backed Securities |
| MERRILL MTG INVESTORS NIM 2005 N1     20360525 4.5 | 2036-05-25      | 4.5000%  | 0.0000% | $19374080.00       | $8691.68           | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-7    M4     20350825 FLT | 2035-08-25      | 5.4120%  | 0.0000% | $475136.00         | $166.31            | Asset-Backed Securities |
| STEELE CREEK CLO 2016-1R LTD   F-R    20310616 FLT | 2031-06-16      | 11.4801% | 0.0000% | $3000000.00        | $429263.83         | Asset-Backed Securities |
| GOODLEAP HM IMP SOL TR 2024-1  A      20461022 5.3 | 2046-10-22      | 5.3500%  | 0.0000% | $125000.00         | $90860.33          | Asset-Backed Securities |
| SECURITY NATL MTG 2004-1       AF-3   20320625 FLT | 2032-06-25      | 6.4200%  | 0.0000% | $19000000.00       | $2017163.72        | Asset-Backed Securities |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $10545000.00       | $1994196.58        | Asset-Backed Securities |
| ANSONIA CDO 2006-1             B 144A 20460728 5.8 | 2046-07-28      | 5.8120%  | 0.0000% | $14000000.00       | $133286.23         | Asset-Backed Securities |
| ATHILON CAP CORP               SUB C VR 144A 47    | 2047-06-20      | 0.0000%  | 0.0000% | $24900000.00       | $8793036.60        | Asset-Backed Securities |
| AQUA FIN TR 2020-A             D      20460717 7.1 | 2046-07-17      | 7.1500%  | 0.0000% | $6030000.00        | $4650201.62        | Asset-Backed Securities |
| RACE POINT IX CLO LTD 2015-9   INC NT 20270415 FLT | 2027-04-15      | 0.0000%  | 0.0000% | $4010000.00        | $80200.00          | Asset-Backed Securities |
| PARK PLACE SECS 2005-WHQ4      M-4    20350925 FLT | 2035-09-25      | 5.3520%  | 0.0000% | $6500000.00        | $3390523.06        | Asset-Backed Securities |
| ORION CLO LTD 2023-1           SUB    20361027 FLT | 2036-10-27      | 0.0000%  | 0.0000% | $8800670.00        | $4062195.66        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-11   E      20320715 10. | 2032-07-15      | 10.3330% | 0.0000% | $6750000.00        | $6970986.57        | Asset-Backed Securities |
| PALISADES CDO LTD 2004-1       C-1    20390722 FLT | 2039-07-22      | 10.7500% | 0.0000% | $10250000.00       | $1166802.26        | Asset-Backed Securities |
| QUEST TRUST 2004-X2            M-3    20340625 FLT | 2034-06-25      | 7.6620%  | 0.0000% | $4000000.00        | $1896337.38        | Asset-Backed Securities |
| MADISON PARK FUNDING XLV LTD   SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $5500000.00        | $3530582.00        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2018-1      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $1100000.00        | $99000.00          | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS9     A-I-4  20361125 FLT | 2036-11-25      | 4.6870%  | 0.0000% | $800000.00         | $438902.31         | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2003-AR3   M-5    20330725 FLT | 2033-07-25      | 2.8343%  | 0.0000% | $2000000.00        | $229165.45         | Asset-Backed Securities |
| APIDOS CLO LTD 2016-14         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1250000.00        | $156250.00         | Asset-Backed Securities |
| ASSET BACKED FDG 2004-HE1      M-5    20330825 FLT | 2033-08-25      | 7.2120%  | 0.0000% | $3000000.00        | $376680.83         | Asset-Backed Securities |
| RENAISSANCE HEQ 2003-2         M-1    20330825 FLT | 2033-08-25      | 3.4619%  | 0.0000% | $7615000.00        | $305196.99         | Asset-Backed Securities |
| MASTR ASSET BKD SECS 2004-OPT2 M-8    20340925 FLT | 2034-09-25      | 7.2870%  | 0.0000% | $4000000.00        | $349759.58         | Asset-Backed Securities |
| MAGNETITE XVI LTD 2015-16      SUB NT 20280118 FLT | 2028-01-18      | 0.0000%  | 0.0000% | $3443632.00        | $34436.32          | Asset-Backed Securities |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $14320000.00       | $5955559.12        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-NC1    B-2    20350125 FLT | 2035-01-25      | 6.3870%  | 0.0000% | $2277000.00        | $285012.43         | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R2    M-1    20340425 FLT | 2034-04-25      | 3.3615%  | 0.0000% | $4380000.00        | $136336.21         | Asset-Backed Securities |
| NATIONAL COLLEGIATE 2007-3     UNT 144A03/31/38    | 2038-03-31      | 0.0000%  | 0.0000% | $2216000.00        | $319592.03         | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2004-OPT1  M-4    20341025 FLT | 2034-10-25      | 5.4420%  | 0.0000% | $1500000.00        | $537602.77         | Asset-Backed Securities |
| CWABS INC 2007-13              1-M-2  20370625 FLT | 2037-06-25      | 6.1870%  | 0.0000% | $8101056.00        | $1497947.76        | Asset-Backed Securities |
| RENAISSANCE HEQ 2006-4         N      20370125 7.1 | 2037-01-25      | 7.1420%  | 0.0000% | $4997120.00        | $996.50            | Asset-Backed Securities |
| BUCKINGHAM CDO II LTD          D      20410405 FLT | 2041-04-05      | 9.1000%  | 0.0000% | $1100000.00        | $12111.51          | Asset-Backed Securities |
| CWABS INC NIM 2006-17N         N 144A 20370525 7.0 | 2037-05-25      | 7.0000%  | 0.0000% | $2498560.00        | $694.57            | Asset-Backed Securities |
| PARK PLACE NIM 2005 WHQN1                          | 2035-02-25      | 4.0000%  | 0.0000% | $69600000.00       | $2015690.37        | Asset-Backed Securities |
| COOF SECURITIZATION TR 2014-1  PTC    20400615 FLT | 2040-06-15      | 3.4124%  | 0.0000% | $100000000.00      | $338463.41         | Asset-Backed Securities |
| COOF SECURITIZ TR II  2016-1   A-1    20420425 FLT | 2042-04-25      | 2.1226%  | 0.0000% | $475065344.00      | $2151559.83        | Asset-Backed Securities |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.7244%  | 0.0000% | $4000000.00        | $3868498.72        | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $11599872.00       | $1159.99           | Asset-Backed Securities |
| ELLINGTON CLO LTD 2017-1R      E-R    20291015 FLT | 2029-10-15      | 11.5792% | 0.0000% | $3000000.00        | $1303721.85        | Asset-Backed Securities |
| DRYDEN 42 SENIOR LOAN 2016-RR  F-RR   20370715 FLT | 2037-07-15      | 12.3576% | 0.0000% | $5955000.00        | $5587504.66        | Asset-Backed Securities |
| DRYDEN CLO LTD 2020-85R2       E-R2   20370715 FLT | 2037-07-15      | 11.3176% | 0.0000% | $3588090.00        | $3685495.65        | Asset-Backed Securities |
| PROGRESS RES TR 2024-SFR2      E-2    20410418 3.6 | 2041-04-18      | 3.6500%  | 0.0000% | $122000.00         | $113210.25         | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-AMC1  M-1    20360925 FLT | 2036-09-25      | 4.8720%  | 0.0000% | $23701312.00       | $9792927.23        | Asset-Backed Securities |
| SIERRA MADRE FDG 2004          A1 LTA 20390907 FLT | 2039-09-07      | 4.8439%  | 0.0000% | $750000.00         | $36689.84          | Asset-Backed Securities |
| CRYSTAL RIVER CDO 2005-1       B      20460302 FLT | 2046-03-02      | 5.2414%  | 0.0000% | $44750000.00       | $8248696.30        | 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 |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 8.1400%  | 0.0000% | $139300000.00      | $3526645.97        | Asset-Backed Securities |
| SPRITE LTD 2021-1              C      20461115 8.8 | 2046-11-15      | 8.8350%  | 0.0000% | $8500000.00        | $1852364.97        | Asset-Backed Securities |
| SOLOSO CDO 2007-1              A-3L   20371007 FLT | 2037-10-07      | 5.4174%  | 0.0000% | $5975000.00        | $2288279.05        | Asset-Backed Securities |
| SOUTH COAST FDG VII 2005-7     B      20410107 FLT | 2041-01-07      | 0.7943%  | 0.0000% | $18050000.00       | $114665.38         | Asset-Backed Securities |
| OWNIT MTG LN TR 2005-3         M-1    20360625 FLT | 2036-06-25      | 5.1120%  | 0.0000% | $27010000.00       | $4457725.27        | Asset-Backed Securities |
| SPRINGCASTLE AMER FDG 2020-A   B      20370925 2.6 | 2037-09-25      | 2.6600%  | 0.0000% | $260000.00         | $213642.40         | Asset-Backed Securities |
| NATIONAL COLLEGIATE III 2007 3CL A 3 L COMMUTATION | 2043-06-01      | 3.1890%  | 0.0000% | $3772948.00        | $225392.01         | Asset-Backed Securities |
| FLEXENTIAL ISSUER LLC 2021-1   C      20511127 6.9 | 2051-11-27      | 6.9300%  | 0.0000% | $7655000.00        | $7536638.39        | Asset-Backed Securities |
| FINANCE AMERICA MTG 2004-2     M-7    20340825 FLT | 2034-08-25      | 7.1370%  | 0.0000% | $2000000.00        | $302186.69         | Asset-Backed Securities |
| FLATIRON CLO LTD 2024-28       SUB    20360715 FLT | 2036-07-15      | 0.0000%  | 0.0000% | $9999984.00        | $7109988.62        | Asset-Backed Securities |
| OCTAGON LTD 2021-56            D      20341016 FLT | 2034-10-16      | 7.7792%  | 0.0000% | $2000000.00        | $1960907.90        | Asset-Backed Securities |
| MKP CBO I 2001-1               A-1L   20360208 FLT | 2036-02-08      | 5.1191%  | 0.0000% | $25000000.00       | $203799.98         | Asset-Backed Securities |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $1425000.00        | Asset-Backed Securities |
| PRET 2024-NPL5 LLC             A-2    20540925 FLT | 2054-09-25      | 8.8350%  | 0.0000% | $1500000.00        | $1507412.50        | Asset-Backed Securities |
| SAYBROOK PT CBO II 2002-2      B2     20350208 FLT | 2035-02-08      | 6.9181%  | 0.0000% | $13000000.00       | $70308.33          | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-1    B-2    20340625 FLT | 2034-06-25      | 7.1370%  | 0.0000% | $8000000.00        | $1790476.06        | Asset-Backed Securities |
| TRIANGLE RE  2023-1 LTD        M-1B   20331125 FLT | 2033-11-25      | 9.5984%  | 0.0000% | $1850000.00        | $1941831.90        | Asset-Backed Securities |
| RCKT MRTG TR 2024-CES6         B-3    20440925 FLT | 2044-09-25      | 9.3955%  | 0.0000% | $2972124.00        | $2635934.41        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-WMC2   B-2    20340725 FLT | 2034-07-25      | 7.5120%  | 0.0000% | $4365000.00        | $122398.68         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2019-1      SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $2983420.00        | $895026.00         | Asset-Backed Securities |
| RR 2 LTD 2017-2                SUB NT 21171015 FLT | 2117-10-15      | 0.0000%  | 0.0000% | $7142000.00        | $2214020.00        | Asset-Backed Securities |
| TRAPEZA CDO XII 2007-12        D-1    20420406 FLT | 2042-04-06      | 5.8974%  | 0.0000% | $6250000.00        | $2308010.49        | Asset-Backed Securities |
| OCTAGON INV PTNS XXII 2014-22  SUB    20251125 FLT | 2025-11-25      | 0.0000%  | 0.0000% | $21770000.00       | $2338337.47        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-2    20441025 FLT | 2044-10-25      | 8.5500%  | 0.0000% | $6568000.00        | $6226234.12        | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     D-1    20360505 FLT | 2036-05-05      | 7.1828%  | 0.0000% | $7500000.00        | $85453.91          | Asset-Backed Securities |
| RCKT MTG TR 2025-CES7          B-2R   20550725 FLT | 2055-07-25      | 8.0610%  | 0.0000% | $340000.00         | $321514.43         | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.8719%  | 0.0000% | $25000000.00       | $844860.42         | Asset-Backed Securities |
| LEHMAN XS NIM 2006-3           A 144A 20360328 5.5 | 2036-03-28      | 5.5000%  | 0.0000% | $2424832.00        | $161.00            | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-NC1 M6     20350225 FLT | 2035-02-25      | 4.3719%  | 0.0000% | $2136000.00        | $1118442.81        | Asset-Backed Securities |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $552025.50         | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $2097030.67        | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $4000000.00        | $80779.42          | Asset-Backed Securities |
| BARINGS CLO LTD 2023-II        C      20360721 FLT | 2036-07-21      | 7.3755%  | 0.0000% | $250000.00         | $255851.44         | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-3    20440625 FLT | 2044-06-25      | 9.0900%  | 0.0000% | $4809992.00        | $4650566.37        | Asset-Backed Securities |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $3750000.00        | $1306571.25        | Asset-Backed Securities |
| RADNOR RE LTD 2021-2           M-2    20311125 FLT | 2031-11-25      | 9.3484%  | 0.0000% | $10000000.00       | $10454030.33       | Asset-Backed Securities |
| YORK CLO-8 LTD 2020-8          SUB    20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $10000000.00       | $7352370.00        | Asset-Backed Securities |
| TERWIN MTG TRUST 2006-5        I-A-2C 20370725 FLT | 2037-07-25      | 5.0370%  | 0.0000% | $1000000.00        | $921497.52         | Asset-Backed Securities |
| LEHMAN ABS MFD HSG 1998-1      II-IO  20280715 FLT | 2028-07-15      | 1.2984%  | 0.0000% | $74555000.00       | $2744.35           | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-C    C      20320915 FLT | 2032-09-15      | 6.1797%  | 0.0000% | $8020000.00        | $2105602.73        | Asset-Backed Securities |
| SBA IO 2018- 2.80842 24MAY44 144A F                | 2044-05-24      | 2.9132%  | 0.0000% | $43684672.00       | $444409.23         | Asset-Backed Securities |
| STAR TRUST 2022-SFR3           E2     20390519 FLT | 2039-05-19      | 8.0631%  | 0.0000% | $2000000.00        | $2007854.00        | Asset-Backed Securities |
| POPULAR ABS 2006-B             M-2    20360525 FLT | 2036-05-25      | 5.1870%  | 0.0000% | $18000000.00       | $6190879.03        | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-FR3 M-6    20340925 FLT | 2034-09-25      | 5.2575%  | 0.0000% | $3000000.00        | $120960.81         | Asset-Backed Securities |
| APL FINANCE 2023-1 LLC         C      20310721 8.5 | 2031-07-21      | 8.5000%  | 0.0000% | $5324000.00        | $5461502.95        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-B    B      20330315 FLT | 2033-03-15      | 5.2797%  | 0.0000% | $5737000.00        | $251362.89         | Asset-Backed Securities |
| SANTANDER BANK N.A 2024-A      E      20320615 7.7 | 2032-06-15      | 7.7620%  | 0.0000% | $1600000.00        | $1259069.95        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2024-5 B-2    20690625 FLT | 2069-06-25      | 7.7841%  | 0.0000% | $890000.00         | $897140.74         | Asset-Backed Securities |
| NELNET STUDENT LN TR 2021-D    B      20620420 2.9 | 2062-04-20      | 2.9000%  | 0.0000% | $293000.00         | $264517.18         | Asset-Backed Securities |
| CSMC TRUST 2006-CF2            B-1    20360525 FLT | 2036-05-25      | 6.2870%  | 0.0000% | $6466000.00        | $4586857.15        | Asset-Backed Securities |
| CWABS INC 2004-11              M-4    20350125 FLT | 2035-01-25      | 6.4620%  | 0.0000% | $2813000.00        | $1955042.71        | Asset-Backed Securities |
| C-BASS CBO XV 2006-15          B      20410219 FLT | 2041-02-19      | 7.9700%  | 0.0000% | $446000.00         | $21575.72          | Asset-Backed Securities |
| ANCHORAGE CAPITAL CLO 2015-7   SUB    20271015 FLT | 2027-10-15      | 0.0000%  | 0.0000% | $16440384.00       | $4438903.68        | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B      20631025 FLT | 2063-10-25      | 0.0000%  | 0.0000% | $45958528.00       | $14622402.81       | Asset-Backed Securities |
| TRINITAS CLO LTD 2018-8        SUB    21170720 FLT | 2117-07-20      | 0.0000%  | 0.0000% | $4500000.00        | $1634283.00        | Asset-Backed Securities |
| CSMC SERIES 2014-2R            3-A-3  20351128 FLT | 2035-11-28      | 3.5000%  | 0.0000% | $790299.00         | $1200630.72        | Asset-Backed Securities |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $11165000.00       | $1846769.16        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $3000000.00        | $1200000.00        | Asset-Backed Securities |
| CWABS INC NIM 2006-12N         NT 144 20370725 7.2 | 2037-07-25      | 7.2500%  | 0.0000% | $1490944.00        | $308.43            | Asset-Backed Securities |
| CSFB HEQ PTC 2004-AA1          M-7    20350225 FLT | 2035-02-25      | 5.0796%  | 0.0000% | $2000000.00        | $40118.21          | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2007-WFHE1 M-2    20370125 FLT | 2037-01-25      | 4.8570%  | 0.0000% | $800000.00         | $509820.09         | Asset-Backed Securities |
| DRYDEN 95 CLO LTD 2021-95      SUB    20340821 FLT | 2034-08-21      | 0.0000%  | 0.0000% | $8750000.00        | $3762500.00        | Asset-Backed Securities |
| DATABANK ISSUER LLC 2023-1     A-2    20530225 5.1 | 2053-02-25      | 5.1160%  | 0.0000% | $1700000.00        | $1695383.55        | Asset-Backed Securities |
| DUTCH HILL FUNDING 2007-2      B      20470326 FLT | 2047-03-26      | 6.0037%  | 0.0000% | $64400000.00       | $5121216.91        | Asset-Backed Securities |
| DUKE FDG VI 2004-6             A3     20390408 FLT | 2039-04-08      | 9.7000%  | 0.0000% | $11000000.00       | $243958.29         | Asset-Backed Securities |
| DRYDEN 64 CLO LTD 2018-64      F      20310418 FLT | 2031-04-18      | 11.7406% | 0.0000% | $4901000.00        | $4620811.68        | Asset-Backed Securities |
| CARLYLE US CLO 2017-2R2        ER-2   20370720 FLT | 2037-07-20      | 11.8855% | 0.0000% | $2250000.00        | $2313125.88        | Asset-Backed Securities |
| TRINITAS CLO IV 2016-4R        F-R    20311020 FLT | 2031-10-20      | 12.8406% | 0.0000% | $2250000.00        | $2031558.10        | Asset-Backed Securities |
| TRAPEZA CDO XIII 2007-13       F      20421109 FLT | 2042-11-09      | 6.9876%  | 0.0000% | $3000000.00        | $21460.88          | Asset-Backed Securities |
| SOUND POINT CLO 2018-21        SUB NT 20311027 FLT | 2031-10-27      | 0.0000%  | 0.0000% | $5000000.00        | $374685.00         | Asset-Backed Securities |
| SPRINGCASTLE AMER FDG 2020-A   A      20370925 1.9 | 2037-09-25      | 1.9700%  | 0.0000% | $574000.00         | $105962.07         | Asset-Backed Securities |
| SOUNDVIEW HM LN 2001-2         M-2    20300325 FLT | 2030-03-25      | 6.2370%  | 0.0000% | $1700000.00        | $35188.71          | Asset-Backed Securities |
| UNITED AIR PASS THRU TR 2019-2 B      20291101 3.5 | 2029-11-01      | 3.5000%  | 0.0000% | $799992.00         | $327505.93         | Asset-Backed Securities |
| SOUNDVIEW HM LN 2004-WMC1      M-5    20350125 FLT | 2035-01-25      | 5.7870%  | 0.0000% | $6800000.00        | $1226873.79        | Asset-Backed Securities |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $375000.00         | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      B-1L   20360805 FLT | 2036-08-05      | 7.3328%  | 0.0000% | $500000.00         | $6005.95           | Asset-Backed Securities |
| SOLOSO CDO 2007-1              A-3F   20371007 FLT | 2037-10-07      | 5.4174%  | 0.0000% | $1100000.00        | $421273.13         | Asset-Backed Securities |
| NEW CENTURY HE TR 2005-3       M-6    20350725 FLT | 2035-07-25      | 5.4870%  | 0.0000% | $900000.00         | $886614.00         | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-3    M-6    20341225 FLT | 2034-12-25      | 6.5370%  | 0.0000% | $1700000.00        | $15468.33          | Asset-Backed Securities |
| LEXN 2007-5A B                                     | 2051-04-10      | 2.9378%  | 0.0000% | $6000000.00        | $24487.25          | Asset-Backed Securities |
| NELNET STUDENT LN TR 2021-A    B-1    20620420 2.8 | 2062-04-20      | 2.8500%  | 0.0000% | $2386000.00        | $2149574.84        | Asset-Backed Securities |
| SACO I TRUST 2004-3            B-1    20350125 FLT | 2035-01-25      | 7.2417%  | 0.0000% | $2200000.00        | $29239.40          | Asset-Backed Securities |
| MP CLO VII LTD 2015-7RR        F-RR   20281018 FLT | 2028-10-18      | 12.5006% | 0.0000% | $5000000.00        | $522279.48         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-5    20360425 FLT | 2036-04-25      | 1.4891%  | 0.0000% | $9000000.00        | $5007.03           | Asset-Backed Securities |
| AEGIS ABS 2004-3               B3     20340925 FLT | 2034-09-25      | 10.9620% | 0.0000% | $1360000.00        | $244386.43         | Asset-Backed Securities |
| ACE SECS HEQ 2004-RM1          M-4    20340725 FLT | 2034-07-25      | 7.3620%  | 0.0000% | $1500000.00        | $119975.73         | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE2          M-7    20350425 FLT | 2035-04-25      | 6.2820%  | 0.0000% | $2000000.00        | $914268.28         | Asset-Backed Securities |
| AEGIS ABS 2004-4               B3     20341025 FLT | 2034-10-25      | 9.6870%  | 0.0000% | $2000000.00        | $358393.37         | Asset-Backed Securities |
| AEGIS ABS 2003-2               M2     20331125 FLT | 2033-11-25      | 6.9870%  | 0.0000% | $3260000.00        | $173136.38         | Asset-Backed Securities |
| AEGIS ABS 2005-2               M3     20350625 FLT | 2035-06-25      | 5.1570%  | 0.0000% | $2000000.00        | $610511.44         | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.8719%  | 0.0000% | $1298000.00        | $45096.27          | Asset-Backed Securities |
| AMMC CLO 23 LTD 2020           SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $6279000.00        | $3892980.00        | Asset-Backed Securities |
| ACREC LLC 2023-FL2             A-S    20380219 FLT | 2038-02-19      | 7.1951%  | 0.0000% | $15000000.00       | $14975754.59       | Asset-Backed Securities |
| LEXINGTON CAPITAL FUNDING V LTD                    | 2051-04-10      | 2.4378%  | 0.0000% | $245999000.00      | $2282977.12        | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          C-1    20400105 FLT | 2040-01-05      | 10.6000% | 0.0000% | $12000000.00       | $155192.32         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2007-1    M-7    20370225 FLT | 2037-02-25      | 5.2870%  | 0.0000% | $2000000.00        | $1194.90           | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE1          M-3    20340325 FLT | 2034-03-25      | 6.4620%  | 0.0000% | $5335000.00        | $5064958.32        | Asset-Backed Securities |
| OAKTOWN RE VII LTD 2021-2      M-2    20340425 FLT | 2034-04-25      | 8.0484%  | 0.0000% | $20008200.00       | $20408838.17       | Asset-Backed Securities |
| ACHV ABS TR 2025-1PL           E      20320426 6.5 | 2032-04-26      | 6.5000%  | 0.0000% | $524000.00         | $516687.70         | Asset-Backed Securities |
| AMSR TRUST 2021-SFR3           I      20261009 5.8 | 2026-10-09      | 5.8840%  | 0.0000% | $1237000.00        | $1225903.42        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2006-CH1     M-8    20360725 FLT | 2036-07-25      | 5.8320%  | 0.0000% | $1298000.00        | $1115198.77        | Asset-Backed Securities |
| GOODLEAP HOME IMPRV SOL 2025-2 B      20490621 5.9 | 2049-06-21      | 5.9800%  | 0.0000% | $1310000.00        | $1333953.35        | Asset-Backed Securities |
| GOODLEAP SUS TR 2023-4         R      20570320 0.0 | 2057-03-20      | 0.0000%  | 0.0000% | $6139160.00        | $3475507.40        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $523773.48         | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-3    20441025 FLT | 2044-10-25      | 9.2680%  | 0.0000% | $6854784.00        | $6191591.93        | Asset-Backed Securities |
| MASTER ASSET TR 2004-HE1       M-9    20340925 FLT | 2034-09-25      | 9.6870%  | 0.0000% | $3182000.00        | $402277.95         | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $22360000.00       | $22453504.56       | Asset-Backed Securities |
| THUNDERBOLT III AIR LEASE 2019 B      20391115 4.7 | 2039-11-15      | 4.7500%  | 0.0000% | $10684000.00       | $5676863.09        | Asset-Backed Securities |
| FIRST NLC TRUST 2005-1         M-7    20350525 FLT | 2035-05-25      | 3.9828%  | 0.0000% | $5996544.00        | $765.51            | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-2      M8     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $2297856.00        | $1577.10           | Asset-Backed Securities |
| TERWIN MTG TR 2004-10SL        B-3    20340925 FLT | 2034-09-25      | 8.0000%  | 0.0000% | $5490000.00        | $51297.72          | Asset-Backed Securities |
| CORONADO CDO 2003              B-1    20380907 FLT | 2038-09-07      | 6.0811%  | 0.0000% | $5000000.00        | $886354.42         | Asset-Backed Securities |
| C-BASS CBO X 2004-10           D 144  20390607 FLT | 2039-06-07      | 7.6537%  | 0.0000% | $7500000.00        | $852307.94         | Asset-Backed Securities |
| BARINGS CLO LTD 2016-II        SUB NT 20280720 FLT | 2028-07-20      | 0.0000%  | 0.0000% | $3000000.00        | $1094151.00        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2014-2R2  E-R2   20301021 FLT | 2030-10-21      | 10.5871% | 0.0000% | $3700000.00        | $3513591.62        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-3      SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4083328.00        | $469582.72         | Asset-Backed Securities |
| THL CREDIT WND RVR LTD 2015-1  SUB    20270720 FLT | 2027-07-20      | 0.0000%  | 0.0000% | $4350000.00        | $405846.30         | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    B-1    20631025 FLT | 2063-10-25      | 3.5496%  | 0.0000% | $13363000.00       | $8834249.90        | Asset-Backed Securities |
| VENTURE 38 CLO LTD 2019-38     SUB    20320730 FLT | 2032-07-30      | 0.0000%  | 0.0000% | $750000.00         | $243390.75         | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-1    20550225 FLT | 2055-02-25      | 7.1160%  | 0.0000% | $8323000.00        | $8470380.90        | Asset-Backed Securities |
| BETONY CLO 2 LTD 2018          SUB    20310430 FLT | 2031-04-30      | 0.0000%  | 0.0000% | $5597968.00        | $1461842.17        | Asset-Backed Securities |
| GREENWOOD PARK CLO 2018-1      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $26720320.00       | $2672032.00        | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          A-2    20400105 FLT | 2040-01-05      | 8.0500%  | 0.0000% | $24165000.00       | $2608318.86        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2006-3         M-1    20361125 FLT | 2036-11-25      | 4.8720%  | 0.0000% | $35138752.00       | $2730852.81        | Asset-Backed Securities |
| STIFEL SBA IO TR 2024-1        A-1    20360915 FLT | 2036-09-15      | 2.1172%  | 0.0000% | $636476160.00      | $26066964.19       | Asset-Backed Securities |
| SOUND POINT CLO XXIV LTD 2019  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $4920000.00        | $1623157.20        | Asset-Backed Securities |
| STATIC RESI CDO 2005-C         D      20380512 FLT | 2038-05-12      | 3.2176%  | 0.0000% | $2981888.00        | $285.70            | Asset-Backed Securities |
| GOLDMAN HOME IMP TR 2022-GRN2  A      20521025 6.8 | 2052-10-25      | 6.8000%  | 0.0000% | $1681000.00        | $384581.41         | Asset-Backed Securities |
| SOUND POINT CLO 2018-6R        E      20311020 FLT | 2031-10-20      | 10.6771% | 0.0000% | $2000000.00        | $1131518.14        | Asset-Backed Securities |
| GENERATE CLO 2024-5R LTD       F-R    20370722 FLT | 2037-07-22      | 12.6320% | 0.0000% | $5625000.00        | $5349058.69        | Asset-Backed Securities |
| INDYMAC MBS SPMD 2004-C        M-9    20350325 FLT | 2035-03-25      | 4.2576%  | 0.0000% | $4500000.00        | $1061412.57        | Asset-Backed Securities |
| MLMI CAYMAN NIM 2004-WMC3      N1     20350125 4.5 | 2035-01-25      | 4.5000%  | 0.0000% | $63995904.00       | $4607.21           | Asset-Backed Securities |
| NATIONAL COLL 2007 3 CL A 3AR3                     | 2038-03-29      | 0.0000%  | 0.0000% | $4491000.00        | $469613.46         | Asset-Backed Securities |
| ML MTG INV NIM 2005-OWN3       N1     20360625 4.5 | 2036-06-25      | 4.5000%  | 0.0000% | $4198395.00        | $2306.26           | Asset-Backed Securities |
| KKR CLO LTD 2021-34            SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $650000.00         | $227500.00         | Asset-Backed Securities |
| FIGRE TRUST 2024-HE1           C      20540325 FLT | 2054-03-25      | 6.7490%  | 0.0000% | $1500000.00        | $1084915.24        | Asset-Backed Securities |
| KDAC AVIA FIN CAY LTD 2017-1   B      20421215 5.9 | 2042-12-15      | 5.9260%  | 0.0000% | $3000000.00        | $1105214.42        | Asset-Backed Securities |
| MASTR SPEC LN TR 2006-03       A      20460725 FLT | 2046-07-25      | 4.9570%  | 0.0000% | $75000000.00       | $3797836.86        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-1    20441025 FLT | 2044-10-25      | 7.3120%  | 0.0000% | $714000.00         | $730660.56         | Asset-Backed Securities |
| METAL 2017-1 LTD               B      20421015 6.5 | 2042-10-15      | 6.5000%  | 0.0000% | $15783000.00       | $2989396.17        | Asset-Backed Securities |
| SALT TR 2021-1                 C      20330228 5.9 | 2033-02-28      | 5.9260%  | 0.0000% | $8590000.00        | $2530269.39        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-NC4    M-1    20340425 FLT | 2034-04-25      | 5.2470%  | 0.0000% | $740000.00         | $149608.41         | Asset-Backed Securities |
| SANTANDER BANK N.A 2024-A      F      20320615 10. | 2032-06-15      | 10.1710% | 0.0000% | $3700000.00        | $2945205.58        | Asset-Backed Securities |
| LCM 41 INCOME NT ISSUER LTD    144A NT 36          | 2036-04-15      | 0.0000%  | 0.0000% | $4300000.00        | $2494000.00        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2005-FF12   M-3    20361125 FLT | 2036-11-25      | 5.1870%  | 0.0000% | $14880624.00       | $5687699.32        | Asset-Backed Securities |
| FIRSTKEY HOMES TR 2020-SFR1    G      20370819 4.7 | 2037-08-19      | 4.7810%  | 0.0000% | $2540000.00        | $2542152.79        | Asset-Backed Securities |
| FREMONT HM LN TR 2004-2        M-7    20340725 FLT | 2034-07-25      | 7.1370%  | 0.0000% | $2000000.00        | $140503.85         | Asset-Backed Securities |
| FIELDSTONE MTG INV 2004-5      M5     20350225 FLT | 2035-02-25      | 7.2120%  | 0.0000% | $1750000.00        | $1419.84           | Asset-Backed Securities |
| FREMONT HM LN TR 2004-4        M-4    20350325 FLT | 2035-03-25      | 5.8620%  | 0.0000% | $15000000.00       | $2056921.02        | Asset-Backed Securities |
| FIRST NLC TRUST 2005-4         M-1    20360225 FLT | 2036-02-25      | 5.1720%  | 0.0000% | $2500000.00        | $2241926.67        | Asset-Backed Securities |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.4620%  | 0.0000% | $2800000.00        | $2038.41           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-S1     M3     20370125 FLT | 2037-01-25      | 5.3670%  | 0.0000% | $4075520.00        | $2471.14           | Asset-Backed Securities |
| GSAMP TRUST 2007-SEA1          M-1    20361225 FLT | 2036-12-25      | 5.5000%  | 0.0000% | $2000000.00        | $1941875.56        | Asset-Backed Securities |
| NATIONAL COLLEGIATE VIII 2007 4 CL A 3L COMU       | 2038-03-29      | 2.5716%  | 0.0000% | $7291088.00        | $589903.72         | Asset-Backed Securities |
| OCTAGON 2021-52 LTD            VAR DI 20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $8999980.00        | $5583965.59        | Asset-Backed Securities |
| FBR SEC TRUST 2005-4           M-11   20351025 FLT | 2035-10-25      | 7.4370%  | 0.0000% | $3002368.00        | $2510.99           | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 11.0000% | 0.0000% | $6999999.00        | $108469.64         | Asset-Backed Securities |
| FBR SEC TRUST 2005-3           M-4    20351025 FLT | 2035-10-25      | 5.3520%  | 0.0000% | $3997696.00        | $2417.29           | Asset-Backed Securities |
| DUKE FDG HIGH GR III 2005-3    C-1    20490802 FLT | 2049-08-02      | 6.1037%  | 0.0000% | $12500000.00       | $81320.72          | Asset-Backed Securities |
| BELLE HAVEN ABS CDO 2004-1     A1SB   20441103 FLT | 2044-11-03      | 7.8600%  | 0.0000% | $2000000.00        | $122479.43         | Asset-Backed Securities |
| ELEVATION CLO 2021-13 LTD      SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $3120000.00        | $821496.00         | Asset-Backed Securities |
| DUNHILL ABS CDO 2004           A-2    20410104 FLT | 2041-01-04      | 5.4037%  | 0.0000% | $2750000.00        | $65709.57          | Asset-Backed Securities |
| CBASS CBO XII LTD 2004-12      C      20400315 FLT | 2040-03-15      | 8.7500%  | 0.0000% | $7000000.00        | $868722.17         | Asset-Backed Securities |
| CASTLE AIR STR TR 2017-1R      C      20410815 6.5 | 2041-08-15      | 6.5000%  | 0.0000% | $250000.00         | $182000.79         | Asset-Backed Securities |
| CARLYLE GLOABL MARKET STRATEGI E      20300715 FLT | 2030-07-15      | 12.4992% | 0.0000% | $2500000.00        | $2273277.38        | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2013-4 INC NT 20251015 FLT | 2025-10-15      | 0.0000%  | 0.0000% | $524000.00         | $24238.14          | Asset-Backed Securities |
| ACREC LLC 2023-FL2             B      20380219 FLT | 2038-02-19      | 7.8441%  | 0.0000% | $3500000.00        | $3529501.21        | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            B      20450112 FLT | 2045-01-12      | 5.1619%  | 0.0000% | $13780000.00       | $1057097.48        | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-9    20360425 FLT | 2036-04-25      | 1.4891%  | 0.0000% | $3538000.00        | $2605.16           | Asset-Backed Securities |
| ACE SECS HEQ 2005-WF1          M-9    20350525 FLT | 2035-05-25      | 6.7870%  | 0.0000% | $2487000.00        | $709650.11         | Asset-Backed Securities |
| C-BASS CBO XIII 2005-13        C      20400317 FLT | 2040-03-17      | 8.5800%  | 0.0000% | $5500000.00        | $635647.83         | Asset-Backed Securities |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $405237.00         | Asset-Backed Securities |
| AEGIS ABS 2006-1               M3     20370125 FLT | 2037-01-25      | 4.9770%  | 0.0000% | $2498560.00        | $1406.70           | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-6    20360425 FLT | 2036-04-25      | 1.4891%  | 0.0000% | $8045000.00        | $4547.24           | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE2          M-6    20341025 FLT | 2034-10-25      | 9.5370%  | 0.0000% | $2680000.00        | $290893.54         | Asset-Backed Securities |
| AEGIS ABS 2004-6               B1     20350325 FLT | 2035-03-25      | 6.1370%  | 0.0000% | $3200000.00        | $700559.65         | Asset-Backed Securities |
| ADIRONDACK LTD 2005-1          A-2    20400709 FLT | 2040-07-09      | 5.3602%  | 0.0000% | $15000000.00       | $2132433.83        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-3    20550225 FLT | 2055-02-25      | 8.8677%  | 0.0000% | $6132930.00        | $6130802.25        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     XS     20550225 FLT | 2055-02-25      | 2.1514%  | 0.0000% | $292042880.00      | $18725225.74       | Asset-Backed Securities |
| CWABS INC 2004-S1              M-3    20350225 FLT | 2035-02-25      | 5.7800%  | 0.0000% | $2000000.00        | $6988.80           | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-FRE1    A-3    20360425 FLT | 2036-04-25      | 4.5870%  | 0.0000% | $650000.00         | $80678.47          | Asset-Backed Securities |
| C-BASS CBO XV 2006-15          A      20410219 FLT | 2041-02-19      | 7.7700%  | 0.0000% | $3391000.00        | $42957.81          | Asset-Backed Securities |
| RESIDENTIAL ASSET 2005-AHL3    M-2    20351126 FLT | 2035-11-26      | 5.0970%  | 0.0000% | $9737984.00        | $5707859.63        | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE2          M4     20350225 FLT | 2035-02-25      | 5.6670%  | 0.0000% | $2500000.00        | $468021.44         | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-RS5     A-4    20360925 FLT | 2036-09-25      | 4.9970%  | 0.0000% | $700000.00         | $130012.32         | Asset-Backed Securities |
| DUKE FDG VI 2004-6             A1J    20390408 FLT | 2039-04-08      | 8.3500%  | 0.0000% | $38000000.00       | $3038847.94        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC3 1-A4   20370625 FLT | 2037-06-25      | 4.7370%  | 0.0000% | $7124000.00        | $5998224.74        | Asset-Backed Securities |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT | 2029-07-16      | 0.0000%  | 0.0000% | $13881056.00       | $2932081.58        | Asset-Backed Securities |
| LENOX CDO 2006-1               A-1J   20431116 FLT | 2043-11-16      | 5.9602%  | 0.0000% | $18225000.00       | $62600.39          | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2007-1    M-9    20370225 FLT | 2037-02-25      | 6.4370%  | 0.0000% | $2000000.00        | $1450.45           | Asset-Backed Securities |
| AEGIS ABS 2004-6               N      20350325 4.7 | 2035-03-25      | 4.7500%  | 0.0000% | $10354685.00       | $331.85            | Asset-Backed Securities |
| AAMES MTG TR 2004-1            M8     20350125 FLT | 2035-01-25      | 7.4370%  | 0.0000% | $1000000.00        | $115836.15         | Asset-Backed Securities |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $75215.72          | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2005-HE4 M-4    20350425 FLT | 2035-04-25      | 4.8108%  | 0.0000% | $1840000.00        | $1409557.76        | Asset-Backed Securities |
| BABSON CLO LTD 2015-I          SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $6130000.00        | $713176.46         | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $600000.00         | $222000.00         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-HE1 M-6    20340225 FLT | 2034-02-25      | 5.6004%  | 0.0000% | $1500000.00        | $129055.62         | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    AIOS   20630525 FLT | 2063-05-25      | 0.1000%  | 0.0000% | $460918272.00      | $1162282.44        | Asset-Backed Securities |
| STATIC RESI CDO 2006-A         E      20381012 FLT | 2038-10-12      | 4.7076%  | 0.0000% | $13000000.00       | $150201.11         | 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 |
| SHARPS SP I NIM 2005-HE4N      N      20350725 5.2 | 2035-07-25      | 5.2500%  | 0.0000% | $7995392.00        | $763.60            | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2005-3  C      20370825 FLT | 2037-08-25      | 5.1470%  | 0.0000% | $6713344.00        | $3906.44           | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-C    B      20320915 FLT | 2032-09-15      | 5.3797%  | 0.0000% | $5485000.00        | $294254.63         | Asset-Backed Securities |
| SBA IO 2019-1 TR                                   | 2045-09-25      | 2.6092%  | 0.0000% | $57476864.00       | $723171.90         | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-B      M-3    20351025 FLT | 2035-10-25      | 5.2020%  | 0.0000% | $15437160.00       | $3682583.47        | Asset-Backed Securities |
| CRYSTAL RIVER CDO 2005-1       A      20460302 FLT | 2046-03-02      | 4.9514%  | 0.0000% | $38762000.00       | $512840.99         | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-8    20360425 FLT | 2036-04-25      | 1.4891%  | 0.0000% | $3500000.00        | $2207.73           | Asset-Backed Securities |
| APIDOS CLO XXVII 2017-27       SUB    20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $3500000.00        | $1026133.50        | Asset-Backed Securities |
| CMO HLDG II BSABS HE11 2005-11 A-1    20351125 5.5 | 2035-11-25      | 5.5000%  | 0.0000% | $704000.00         | $86790.63          | Asset-Backed Securities |
| DUKE FDG V LTD                                     | 2033-08-07      | 8.6000%  | 0.0000% | $15000000.00       | $1284773.33        | Asset-Backed Securities |

### Security 681: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.910000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6OE1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1A6OE1
- **C.18 - Value (incl. sponsor support):** $500097805.00
- **C.18.a - Value (excl. sponsor support):** $500097805.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| HALSEYPOINT CLO II LTD 2020-2R A-R    20370720 FLT | 2037-07-20      | 5.8455%  | 0.0000% | $10000000.00       | $10093326.14       | Asset-Backed Securities |
| PRESTIGE AUTO REC TR 2025-1    C      20300215 5.5 | 2030-02-15      | 5.5200%  | 0.0000% | $16000000.00       | $16274170.67       | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-4 C      20280316 1.3 | 2028-03-16      | 1.3700%  | 0.0000% | $40000.00          | $39638.43          | Asset-Backed Securities |
| SANTANDER CONS AUTO 2021-A     D      20270115 1.5 | 2027-01-15      | 1.5700%  | 0.0000% | $2235000.00        | $1378843.71        | Asset-Backed Securities |
| BMW VEHICLE OWNER TR 2022-A    A-3    20260825 3.2 | 2026-08-25      | 3.2100%  | 0.0000% | $1114000.00        | $23911.32          | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2022-2  A-R    20380125 FLT | 2038-01-25      | 5.4985%  | 0.0000% | $800000.00         | $803212.58         | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $3246540.36        | Asset-Backed Securities |
| CITIGROUP MTG LOAN 2024-RP2    A-1    20630225 FLT | 2063-02-25      | 4.1000%  | 0.0000% | $1000000.00        | $833818.44         | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 C      20340717 6.7 | 2034-07-17      | 6.7100%  | 0.0000% | $100000.00         | $103272.24         | Asset-Backed Securities |
| WESTLK AUT REC TR 2021-3       D      20270115 2.1 | 2027-01-15      | 2.1200%  | 0.0000% | $14000000.00       | $4768437.68        | Asset-Backed Securities |
| WISE CLO 202 9.07456 20OCT36 144A F                | 2036-10-20      | 8.0755%  | 0.0000% | $2000000.00        | $2014996.90        | Asset-Backed Securities |
| HYUNDAI AUTO LEASE SEC TR 24-A A-2-B  20260615 FLT | 2026-06-15      | 4.8427%  | 0.0000% | $500000.00         | $15952.42          | Asset-Backed Securities |
| TRIMARAN CAVU LTD 2019-1R      D-2-R  20370121 FLT | 2037-01-21      | 8.3755%  | 0.0000% | $5500000.00        | $5599722.96        | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2393414.17        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-4      D      20301216 5.8 | 2030-12-16      | 5.8100%  | 0.0000% | $6595000.00        | $6780784.08        | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $260000.00         | $24402.72          | Asset-Backed Securities |
| CREDIT ACC AUTO LN TR 2022-1   B      20320816 4.9 | 2032-08-16      | 4.9500%  | 0.0000% | $3000000.00        | $67256.66          | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5212334.25        | Asset-Backed Securities |
| MER-BENZ  AUTO LEA TR 2023-A   A-3    20270115 4.7 | 2027-01-15      | 4.7400%  | 0.0000% | $265000.00         | $60231.12          | Asset-Backed Securities |
| PROGRESS RES TRUS 2024-SFR4    D      20410718 3.3 | 2041-07-18      | 3.3250%  | 0.0000% | $6000000.00        | $5595234.67        | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2024-1   A-2-B  20270216 FLT | 2027-02-16      | 4.7427%  | 0.0000% | $8994000.00        | $548990.29         | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $10800000.00       | $6887354.43        | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $164000.00         | $161808.02         | Asset-Backed Securities |
| CARLYLE GLBL MKT 2014-1R2      D-R    20310417 FLT | 2031-04-17      | 7.1840%  | 0.0000% | $1480184.00        | $1490620.63        | Asset-Backed Securities |
| AREX  CLO LTD 2016-39R3        A-R3   20370720 FLT | 2037-07-20      | 5.7490%  | 0.0000% | $5000000.00        | $5053535.83        | Asset-Backed Securities |
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 7.1755%  | 0.0000% | $4000000.00        | $4042533.79        | Asset-Backed Securities |
| ANTARES CLO LTD 2020-1R        A-1-R  20331024 FLT | 2033-10-24      | 6.0406%  | 0.0000% | $1840000.00        | $1852601.05        | Asset-Backed Securities |
| ARES LOAN FUNDING LTD 2023-4   D      20361015 FLT | 2036-10-15      | 8.9976%  | 0.0000% | $2000000.00        | $2029053.88        | Asset-Backed Securities |
| AVIS BUDGT RENL FD LC 2020-2   A      20270220 2.0 | 2027-02-20      | 2.0200%  | 0.0000% | $3944000.00        | $3918415.27        | Asset-Backed Securities |
| APIDOS CLO XLIV LTD            B-R    20371026 FLT | 2037-10-26      | 5.9638%  | 0.0000% | $1000000.00        | $1008511.17        | Asset-Backed Securities |
| WENDYS FDG LLC 2019-1          A-2-II 20490615 4.0 | 2049-06-15      | 4.0800%  | 0.0000% | $50000.00          | $43469.89          | Asset-Backed Securities |
| T-MOBILE US TRUST 2024-2       A      20290521 4.2 | 2029-05-21      | 4.2500%  | 0.0000% | $38175000.00       | $38312678.14       | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $2130000.00        | $1012274.38        | Asset-Backed Securities |
| OWL ROCK CLO XVI LLC           C      20360421 FLT | 2036-04-21      | 7.6255%  | 0.0000% | $1000000.00        | $1006960.95        | Asset-Backed Securities |
| 37 CAP CLO LTD 2021-1          D      20341016 FLT | 2034-10-16      | 8.0992%  | 0.0000% | $500000.00         | $504171.97         | Asset-Backed Securities |
| SYMPHONY LTD 2024-41           D-1    20370720 FLT | 2037-07-20      | 7.2755%  | 0.0000% | $1750000.00        | $1767380.62        | Asset-Backed Securities |
| NEUBERGER BERMAN LOAN 2022-52R A-R    20381025 FLT | 2038-10-25      | 5.6687%  | 0.0000% | $500000.00         | $505169.34         | Asset-Backed Securities |
| OHA CR FUNDING LTD 2022-13R    A-R    20370720 FLT | 2037-07-20      | 5.6755%  | 0.0000% | $271000.00         | $273227.20         | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         D      20340221 5.6 | 2034-02-21      | 5.6900%  | 0.0000% | $483000.00         | $487986.73         | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 6.1176%  | 0.0000% | $10000000.00       | $10104269.38       | Asset-Backed Securities |
| PFS FINANCING CORP 2025-F      A      20300815 4.4 | 2030-08-15      | 4.4000%  | 0.0000% | $18278000.00       | $18390978.35       | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    A-2    20271020 5.7 | 2027-10-20      | 5.7100%  | 0.0000% | $287000.00         | $47176.77          | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-3 A-4    20270816 0.7 | 2027-08-16      | 0.7300%  | 0.0000% | $36830000.00       | $15350800.98       | Asset-Backed Securities |
| TRINITYR RAIL LEAS 2021-1 LLC  A      20510719 2.5 | 2051-07-19      | 2.2600%  | 0.0000% | $200000.00         | $156273.89         | Asset-Backed Securities |
| HINNT LLC 2024-A               A      20430316 5.4 | 2043-03-16      | 5.4900%  | 0.0000% | $100000.00         | $55514.95          | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.4871%  | 0.0000% | $2500000.00        | $2529552.56        | Asset-Backed Securities |
| FORD CR AUTO OWNER 2025-REV1   A      20370815 4.8 | 2037-08-15      | 4.8600%  | 0.0000% | $10000000.00       | $10276580.00       | Asset-Backed Securities |
| CREDIT ACCEP AT LN TR 2022-3   C      20330215 8.4 | 2033-02-15      | 8.4500%  | 0.0000% | $2000000.00        | $2029140.22        | Asset-Backed Securities |
| TESLA AUTO LEASE TR 2024-B     A-3    20271020 4.8 | 2027-10-20      | 4.8200%  | 0.0000% | $1000000.00        | $1005092.00        | Asset-Backed Securities |
| HPEFS EQUIPMENT TR 2024-1      D      20311120 5.8 | 2031-11-20      | 5.8200%  | 0.0000% | $260000.00         | $263987.36         | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2024-1  D      20291217 5.9 | 2029-12-17      | 5.9500%  | 0.0000% | $6405000.00        | $6555766.58        | Asset-Backed Securities |
| NMEF FUNDING LLC 2025-B        D      20330118 5.4 | 2033-01-18      | 5.4700%  | 0.0000% | $2000000.00        | $2013398.22        | Asset-Backed Securities |
| GREATAMERICA REC 2021-2        A-4    20270915 1.0 | 2027-09-15      | 1.0400%  | 0.0000% | $639000.00         | $186190.30         | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     D      20301115 5.6 | 2030-11-15      | 5.6100%  | 0.0000% | $3214000.00        | $3292815.85        | Asset-Backed Securities |
| LAD AUTO REC TR 2025-1         C      20300715 5.1 | 2030-07-15      | 5.1100%  | 0.0000% | $1000000.00        | $1019336.22        | Asset-Backed Securities |
| MERCEDES BENZ AUTO REC 2022-1  A-3    20270816 5.2 | 2027-08-16      | 5.2100%  | 0.0000% | $2005000.00        | $650703.03         | Asset-Backed Securities |
| GLS AUTO SELECT REC TR 2024-3  D      20310815 6.3 | 2031-08-15      | 6.3400%  | 0.0000% | $100000.00         | $104046.06         | Asset-Backed Securities |
| HILTON GRAND VAC TR 2023-1     C      20380125 6.9 | 2038-01-25      | 6.9400%  | 0.0000% | $220000.00         | $95130.52          | Asset-Backed Securities |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT | 2038-01-25      | 5.5685%  | 0.0000% | $1350000.00        | $1358969.10        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2017-B      A-5    20400615 2.7 | 2040-06-15      | 2.7200%  | 0.0000% | $19528000.00       | $679491.15         | Asset-Backed Securities |
| MAGNETITE LTD 2020-26R2        A-R2   20380125 FLT | 2038-01-25      | 5.4685%  | 0.0000% | $3750000.00        | $3757299.59        | Asset-Backed Securities |
| PRESTIGE AUTO RCVBLS TR 2021-1 C      20280215 1.5 | 2028-02-15      | 1.5300%  | 0.0000% | $9072000.00        | $1387943.96        | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $2709102.23        | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $4689962.82        | Asset-Backed Securities |
| CEDAR FDG CLO LTD 2018-9R      A-R    20370720 FLT | 2037-07-20      | 5.7455%  | 0.0000% | $13685000.00       | $13818624.19       | Asset-Backed Securities |
| EXETER AUTOMOBILE RECEV 2023-1 C      20280215 5.8 | 2028-02-15      | 5.8200%  | 0.0000% | $1780000.00        | $596369.77         | Asset-Backed Securities |
| EFMT 2025-CES4                 A-1    20600625 FLT | 2060-06-25      | 5.4310%  | 0.0000% | $17000000.00       | $16877830.48       | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $12050000.00       | $12086708.32       | Asset-Backed Securities |
| AMERICAN CR AC REC TR 2022-1   E      20280313 3.6 | 2028-03-13      | 3.6400%  | 0.0000% | $18660000.00       | $18680783.10       | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $1500000.00        | $324369.00         | Asset-Backed Securities |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3100000.00        | $2732069.95        | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2025-LEAF1   A-2    20271216 4.7 | 2027-12-16      | 4.7000%  | 0.0000% | $227000.00         | $228533.89         | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.8185%  | 0.0000% | $1650000.00        | $1656209.78        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3064615.69        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2021-4    D      20271015 1.6 | 2027-10-15      | 1.6700%  | 0.0000% | $6645000.00        | $2412593.34        | Asset-Backed Securities |
| SILVER POINT CLO LTD 2025-7    C      20380115 FLT | 2038-01-15      | 6.1676%  | 0.0000% | $10000000.00       | $10023894.38       | Asset-Backed Securities |
| TOYOTA AUTO REC OWN 2021-C TR  A-4    20270115 0.7 | 2027-01-15      | 0.7200%  | 0.0000% | $356000.00         | $128583.16         | Asset-Backed Securities |
| GOLE LN MAGT US CLO LTD 2025-4 A      20381020 FLT | 2038-10-20      | 5.4285%  | 0.0000% | $10850000.00       | $11054646.97       | Asset-Backed Securities |
| M&T BANK AUTO REC TR 2025-1    A-3    20300617 4.7 | 2030-06-17      | 4.7300%  | 0.0000% | $145000.00         | $147161.87         | Asset-Backed Securities |
| OCP CLO LTD 2017-14R           A-1R   20370720 FLT | 2037-07-20      | 5.6955%  | 0.0000% | $500000.00         | $504130.06         | Asset-Backed Securities |
| OWL ROCK CLO III, LLC 2020-3   A-R    20360421 FLT | 2036-04-21      | 6.1755%  | 0.0000% | $890000.00         | $901169.60         | Asset-Backed Securities |
| FOUNDATION FINANCE TR 2025-1   A      20500415 4.9 | 2050-04-15      | 4.9500%  | 0.0000% | $100000.00         | $86919.54          | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2023-1    D      20291115 6.2 | 2029-11-15      | 6.2700%  | 0.0000% | $2000000.00        | $2050096.67        | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2024-P3 A-2    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $1000000.00        | $274058.10         | Asset-Backed Securities |
| ELMWOOD CLO LTD 2025-39        A-1    20380419 FLT | 2038-04-19      | 5.4239%  | 0.0000% | $36100000.00       | $36909588.13       | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2021-3    A-3    20270820 1.2 | 2027-08-20      | 1.2200%  | 0.0000% | $16750000.00       | $2060728.15        | Asset-Backed Securities |
| AMERICR AUTOMOBILE RECEIVABLES A-2-A  20270419 6.1 | 2027-04-19      | 6.1900%  | 0.0000% | $1000000.00        | $13623.40          | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $165000.00         | $126601.24         | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    D      20280613 4.8 | 2028-06-13      | 4.8500%  | 0.0000% | $34115000.00       | $8925159.13        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 D      20300513 5.8 | 2030-05-13      | 5.8600%  | 0.0000% | $16090000.00       | $16395729.66       | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 8.2255%  | 0.0000% | $1000000.00        | $1014260.95        | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $11000000.00       | $3416254.92        | Asset-Backed Securities |
| VSTRONG AUTO REC 2024-A        A-2    20270816 5.7 | 2027-08-16      | 5.7900%  | 0.0000% | $500000.00         | $11146.70          | Asset-Backed Securities |
| SCHOLAR FDG TR 2011-A          A      20431028 FLT | 2043-10-28      | 5.5021%  | 0.0000% | $690000.00         | $80427.42          | Asset-Backed Securities |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $44480000.00       | $45171535.50       | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-7 A-3    20700825 FLT | 2070-08-25      | 5.5350%  | 0.0000% | $17500000.00       | $17587027.50       | Asset-Backed Securities |
| FLATIRON CLO 2021-21R LTD      A-1-R  20371019 FLT | 2037-10-19      | 5.6855%  | 0.0000% | $540000.00         | $544762.41         | Asset-Backed Securities |
| CIFC FDG LTD 2019-5R           A-1R1  20350116 FLT | 2035-01-16      | 5.7192%  | 0.0000% | $250000.00         | $251724.74         | Asset-Backed Securities |
| AMUR EQUIP FIN REC LLC 2022-2  A-2    20280621 5.3 | 2028-06-21      | 5.3000%  | 0.0000% | $1480000.00        | $255794.56         | Asset-Backed Securities |
| BENEFIT STR PTR 2023-31R       B-R    20380426 FLT | 2038-04-26      | 6.0685%  | 0.0000% | $335000.00         | $337874.26         | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $5100000.00        | $5161336.85        | Asset-Backed Securities |
| CPS AUTO RCVBLS TR 2021-C      D      20270615 1.6 | 2027-06-15      | 1.6900%  | 0.0000% | $210000.00         | $39333.90          | Asset-Backed Securities |
| EXETER AUTOMOBILE REC 2022-3   C      20270915 5.3 | 2027-09-15      | 5.3000%  | 0.0000% | $9527000.00        | $1194274.50        | Asset-Backed Securities |
| PALMER SQUAR 6.8059 15JUL37 144A FR                | 2037-07-15      | 6.4676%  | 0.0000% | $5795000.00        | $5872388.97        | Asset-Backed Securities |
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.8096%  | 0.0000% | $22000000.00       | $22014080.00       | Asset-Backed Securities |
| TRICOLOR AUTO SEC TR 2025-2    C      20310415 5.4 | 2031-04-15      | 5.4300%  | 0.0000% | $6750000.00        | $6846063.75        | Asset-Backed Securities |
| ACM AUTO TR 2025-2             A      20280620 5.5 | 2028-06-20      | 5.5500%  | 0.0000% | $7000000.00        | $5627869.74        | Asset-Backed Securities |
| AMSR TR 2025-SFR1              C      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1500000.00        | $1398710.67        | Asset-Backed Securities |
| AIMCO CLO LTD 2022-17R         A-1-R  20370720 FLT | 2037-07-20      | 5.6820%  | 0.0000% | $523000.00         | $527303.48         | Asset-Backed Securities |
| VOYA CLO 202 7.0561 15JUL34 144A FR                | 2034-07-15      | 7.1176%  | 0.0000% | $2000000.00        | $2017073.88        | Asset-Backed Securities |
| OCP CLO LTD 2021-21R           A-R    20380120 FLT | 2038-01-20      | 5.5055%  | 0.0000% | $1000000.00        | $1006184.28        | Asset-Backed Securities |
| SIXTH STREET CLO LTD 2024-25   A      20370724 FLT | 2037-07-24      | 5.7987%  | 0.0000% | $250000.00         | $252197.17         | Asset-Backed Securities |
| TACO BELL FUNDING LLC 2021-1   A-2III 20510825 2.5 | 2051-08-25      | 2.5420%  | 0.0000% | $325000.00         | $278658.09         | Asset-Backed Securities |
| SBNA AUTO RECEIVABLES 2024-A   B      20290917 5.2 | 2029-09-17      | 5.2900%  | 0.0000% | $5777000.00        | $5871484.12        | Asset-Backed Securities |
| TRINITAS CLO XIX LTD / TRINITAS CLO XIX LL         | 2033-10-20      | 7.2755%  | 0.0000% | $410000.00         | $413301.23         | Asset-Backed Securities |
| WISE CLO 202 8.32456 20OCT36 144A F                | 2036-10-20      | 7.3255%  | 0.0000% | $2800000.00        | $2820820.65        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES5  A-1B   20440725 FLT | 2044-07-25      | 6.0470%  | 0.0000% | $15500000.00       | $11953010.13       | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1468308.75        | Asset-Backed Securities |
| GARRISON MML CLO 2019-1 LP     A-1T-S 20310721 FLT | 2031-07-21      | 6.9871%  | 0.0000% | $5000000.00        | $1702394.89        | Asset-Backed Securities |
| FORD CRDT AT OWR TR 2025-REV2  A      20380215 4.3 | 2038-02-15      | 4.3700%  | 0.0000% | $9100000.00        | $9174971.36        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        D      20280615 6.9 | 2028-06-15      | 6.9700%  | 0.0000% | $130000.00         | $131941.75         | Asset-Backed Securities |
| DRIVE AUTO REC TR 2021-2       D      20290315 1.3 | 2029-03-15      | 1.3900%  | 0.0000% | $4800000.00        | $1749036.95        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-3        C      20290515 6.4 | 2029-05-15      | 6.4000%  | 0.0000% | $9637000.00        | $9803140.81        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT CLO 2021-3 B-R    20340724 FLT | 2034-07-24      | 5.8687%  | 0.0000% | $1845000.00        | $1854794.53        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2023-4     B      20361021 FLT | 2036-10-21      | 6.8255%  | 0.0000% | $525000.00         | $529233.75         | Asset-Backed Securities |
| BATTERY PK CLO 2022-2R LTD     B-R    20371020 FLT | 2037-10-20      | 6.2255%  | 0.0000% | $2000000.00        | $2021048.56        | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 7.4224%  | 0.0000% | $1000000.00        | $985575.65         | Asset-Backed Securities |
| CNH EQUIPMENT TR 2021-C        B      20290416 1.4 | 2029-04-16      | 1.4100%  | 0.0000% | $250000.00         | $246932.33         | Asset-Backed Securities |
| TRICOLOR AUTO SEC TR 2023-1    D      20270715 8.5 | 2027-07-15      | 8.5600%  | 0.0000% | $5750000.00        | $3231280.09        | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2025-A   A-3    20280420 4.8 | 2028-04-20      | 4.8300%  | 0.0000% | $755000.00         | $760580.58         | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 B      20310218 5.0 | 2031-02-18      | 5.0400%  | 0.0000% | $1586000.00        | $1616958.72        | Asset-Backed Securities |
| GM FINA AUTO LEASE TR 2024-2   A-4    20280522 5.3 | 2028-05-22      | 5.3600%  | 0.0000% | $20000.00          | $20257.58          | Asset-Backed Securities |
| LCM LTD 2021-32                D      20340720 FLT | 2034-07-20      | 7.9871%  | 0.0000% | $4000000.00        | $3873250.77        | Asset-Backed Securities |
| LCM LTD 2022-39R               D-R    20341016 FLT | 2034-10-16      | 7.5676%  | 0.0000% | $490000.00         | $494502.82         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1000000.00        | $971270.67         | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $3045957.83        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.9876%  | 0.0000% | $3250000.00        | $3282221.92        | Asset-Backed Securities |
| SYCAMORE TREE CLO 2023-3R      B-R    20370420 FLT | 2037-04-20      | 6.4755%  | 0.0000% | $1200000.00        | $1215414.14        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2024-2    A-2    20270615 5.7 | 2027-06-15      | 5.7700%  | 0.0000% | $1000000.00        | $41660.91          | 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         | $238851.72         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2024-4 A-2    20271015 4.7 | 2027-10-15      | 4.7600%  | 0.0000% | $12000000.00       | $5758134.39        | Asset-Backed Securities |
| BATTERY PK CLO LTD 2019-1R     D-R    20360715 FLT | 2036-07-15      | 8.0676%  | 0.0000% | $900000.00         | $909696.99         | Asset-Backed Securities |
| BRAVO RESDNTIL FDG TR 2021-HE3 A-1    20690826 FLT | 2069-08-26      | 5.1984%  | 0.0000% | $6736000.00        | $1928379.58        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2025-2    D      20311015 5.7 | 2031-10-15      | 5.7400%  | 0.0000% | $2905000.00        | $3000316.60        | Asset-Backed Securities |
| CSMC TRUST 2021-RPL6           A-1    20601025 FLT | 2060-10-25      | 2.0000%  | 0.0000% | $2528848.00        | $1173983.13        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2024-P1    A-2    20270810 5.5 | 2027-08-10      | 5.5000%  | 0.0000% | $1300000.00        | $88262.34          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $265000.00         | $260699.99         | Asset-Backed Securities |
| EXETER AUTO RECEV TR 2024-5    A-2    20270415 4.7 | 2027-04-15      | 4.7900%  | 0.0000% | $7450000.00        | $820010.03         | Asset-Backed Securities |

### Security 682: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 5.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6TE6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1A6TE6
- **C.18 - Value (incl. sponsor support):** $147000000.00
- **C.18.a - Value (excl. sponsor support):** $147000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 5.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.7045%  | 0.0000% | $570000.00         | $488457.17         | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3538340.56        | Private Label Collateralized Mortgage Obligations |
| BDS 2025-FL15 LLC              C      20430319 FLT | 2043-03-19      | 6.4500%  | 0.0000% | $800000.00         | $798928.93         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1277752.33        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.7200%  | 0.0000% | $1890000.00        | $17418.13          | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.2036%  | 0.0000% | $975165.00         | $658371.76         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 E      20541019 FLT | 2054-10-19      | 4.4203%  | 0.0000% | $2574000.00        | $2303713.71        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 5.1091%  | 0.0000% | $6866000.00        | $3940903.93        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-5    20491025 FLT | 2049-10-25      | 4.9419%  | 0.0000% | $1115000.00        | $1069355.36        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- B-2    20631025 FLT | 2063-10-25      | 7.5121%  | 0.0000% | $6665000.00        | $5966979.32        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E C      20320913 FLT | 2032-09-13      | 4.4382%  | 0.0000% | $4350000.00        | $3461742.75        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.4390%  | 0.0000% | $4001000.00        | $1199045.81        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.7971% | 0.0000% | $17480000.00       | $17211118.58       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.9010%  | 0.0000% | $9900000.00        | $9006965.55        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 7.1200%  | 0.0000% | $13700000.00       | $2027128.87        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $12480000.00       | $8455703.83        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.8945%  | 0.0000% | $12060000.00       | $8228780.98        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.9139%  | 0.0000% | $113492000.00      | $1118810.69        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.8029%  | 0.0000% | $15385000.00       | $11723456.49       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.4323%  | 0.0000% | $5940797.00        | $4061469.67        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-HOME1         B-2    20590525 FLT | 2059-05-25      | 7.7624%  | 0.0000% | $1802000.00        | $1817523.25        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $3154020.00        | $2635568.50        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $4690000.00        | $3129645.34        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 E      20481217 FLT | 2048-12-17      | 4.7985%  | 0.0000% | $1500000.00        | $1384809.28        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8925%  | 0.0000% | $3134000.00        | $2764923.32        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 0.0 | 2042-08-15      | 8.8500%  | 0.0000% | $5900000.00        | $5945711.24        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       D      20420815 0.0 | 2042-08-15      | 7.6000%  | 0.0000% | $8000000.00        | $8021015.11        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7355%  | 0.0000% | $11045000.00       | $8783320.71        | 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         | $735490.68         | Private Label Collateralized Mortgage Obligations |
| ILPT COML MTG TR 2025-LPF2     E      20420715 FLT | 2042-07-15      | 8.4723%  | 0.0000% | $9500000.00        | $9876433.39        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 9.1285%  | 0.0000% | $5000000.00        | $335699.82         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.7785%  | 0.0000% | $4385000.00        | $612747.56         | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.9980%  | 0.0000% | $12250000.00       | $9956339.99        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $700000.00         | $649646.90         | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.9131%  | 0.0000% | $18000000.00       | $18055391.71       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZ TR 2024-INV2   B-2    20690825 FLT | 2069-08-25      | 7.9557%  | 0.0000% | $1927000.00        | $1952971.59        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.7773%  | 0.0000% | $5864000.00        | $4122607.19        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2022-NQM1 B-2    20670225 FLT | 2067-02-25      | 4.0750%  | 0.0000% | $9250000.00        | $6632670.36        | Private Label Collateralized Mortgage Obligations |

### Security 683: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.490000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6U12, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A6U12
- **C.18 - Value (incl. sponsor support):** $575015674.50
- **C.18.a - Value (excl. sponsor support):** $575015674.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $517552.00         | $1609586.72        | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $655183.00         | $25552137.00       | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $122975.00         | $319735.00         | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $22726.00          | $364070.52         | Equities   |
| X FINL                         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $78087.00          | $1158030.21        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3876.00           | $97093.80          | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $279464.00         | $2526354.56        | Equities   |
| CAPITAL GROUP INTERNATIONAL C  SHS              | 2500-12-31      | N/A      | 0.0000% | $95811.00          | $2879120.55        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $7114.00           | $431873.87         | Equities   |
| MEDTRONIC PLC                  SHS              | 2500-12-31      | N/A      | 0.0000% | $10977.00          | $1009444.92        | Equities   |
| GLOBALFOUNDRIES INC            ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $12205.00          | $409843.90         | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $70956.00          | $2105974.08        | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $88040.00          | $898448.20         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $13458.00          | $462844.84         | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2367224.00        | $10581491.28       | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $219.00            | $142113.48         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $120916.00         | $28810655.32       | Equities   |
| TAL EDUCATION GROUP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1539450.00        | $16641454.50       | Equities   |
| ISHARES TR                     MSCI EAFE SMCP   | 2500-12-31      | N/A      | 0.0000% | $7026.00           | $260975.15         | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $371407.00         | $28193505.37       | Equities   |
| ISHARES TR                     IBONDS DEC 2044  | 2500-12-31      | N/A      | 0.0000% | $3831.00           | $94500.04          | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $54796.95          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $269.00            | $14707.58          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $512340.00         | $829990.80         | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $187450.00         | $167842.73         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $38797.00          | $1184472.41        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $44179.00          | $28810893.06       | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $3057.84           | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $12144.00          | $620072.64         | Equities   |
| STRIDE INC                     COM              | 2049-01-01      | N/A      | 0.0000% | $60459.00          | $10015637.94       | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $38373.00          | $128549.55         | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $210212.00         | $800907.72         | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2248990.00        | $3530914.30        | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $567256.00         | $28810932.24       | Equities   |
| YALLA GROUP LTD                ADS              | 2500-12-31      | N/A      | 0.0000% | $241833.00         | $1888715.73        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $556465.00         | $3294272.80        | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $1134.00           | $28729.89          | Equities   |
| RBB FD INC                     FM OPPORTUNISTIC | 2500-12-31      | N/A      | 0.0000% | $1711.00           | $88920.67          | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $20335.00          | $652840.94         | Equities   |
| NIKE INC                       CL B             | 2500-12-31      | N/A      | 0.0000% | $25623.00          | $1996544.16        | Equities   |
| NEW ORIENTAL ED & TECHNOLOGY G SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $387548.00         | $18272888.20       | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $95667.00          | $3381828.45        | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $142.00            | $33543.24          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVESCO BULLETSH | 2500-12-31      | N/A      | 0.0000% | $6267.00           | $167297.57         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $52360.00          | $545591.20         | Equities   |
| ISHARES TR                     PARIS ALIGNED CL | 2500-12-31      | N/A      | 0.0000% | $7840.00           | $484637.44         | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $575064.00         | $28810706.40       | Equities   |
| BLEICHROEDER ACQUISITION CORP  SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $92700.00          | $961299.00         | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $11247.00          | $5218383.06        | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $563036.00         | $1193636.32        | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $47872.00          | $54574.08          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $93646.00          | $122676.26         | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $5549.00           | $217339.35         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $12416.00          | $684403.44         | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $85347.00          | $405398.25         | Equities   |
| BRF SA                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $942561.00         | $3478050.09        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $2030.00           | $77393.75          | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $187264.00         | $382018.56         | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $55378.00          | $100787.96         | Equities   |
| DAVITA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $73986.00          | $10064315.58       | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $114074.00         | $3619568.02        | Equities   |
| BLACKROCK INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $178.00            | $201225.44         | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $299640.00         | $2121451.20        | Equities   |
| I MAB                          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1491040.00        | $6336920.00        | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $452920.00         | $602383.60         | Equities   |
| FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS   | 2500-12-31      | N/A      | 0.0000% | $199194.00         | $17465329.92       | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $294511.00         | $6016859.73        | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $858224.00         | $28810579.68       | Equities   |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $276644.00         | $4451201.96        | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $5830.00           | $209786.14         | Equities   |
| FOOT LOCKER INC                COM              | 2500-12-31      | N/A      | 0.0000% | $815222.00         | $20429463.32       | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $304879.00         | $19292743.12       | Equities   |
| MIZUHO FINANCIAL GROUP INC     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $235150.00         | $1568450.50        | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $70907.27          | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $352900.00         | $28810756.00       | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $868.00            | $29239.53          | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $974016.00         | $16129704.96       | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $321700.00         | $482550.00         | Equities   |
| META PLATFORMS INC             CL A             | 2500-12-31      | N/A      | 0.0000% | $3302.00           | $2480165.22        | Equities   |
| ISHARES TR                     NEW YORK MUN ETF | 2500-12-31      | N/A      | 0.0000% | $43220.00          | $2256948.40        | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $440983.00         | $22260821.84       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $3841.00           | $92164.79          | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2444.00           | $101120.50         | Equities   |
| FIRST TR EXCH TRADED FD III    MUNI HI INCM ETF | 2500-12-31      | N/A      | 0.0000% | $1392.00           | $64352.16          | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $324850.00         | $747155.00         | Equities   |
| TELEFONAKTIEBOLAGET LM ERICSS  ADR B SEK 10     | 2500-12-31      | N/A      | 0.0000% | $1749534.00        | $13838813.94       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $29542.00          | $867737.17         | Equities   |
| COMPASS PATHWAYS PLC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $839106.00         | $4036099.86        | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $2615519.00        | $3295553.94        | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $79330.67          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE HEALTH    | 2500-12-31      | N/A      | 0.0000% | $1237.00           | $40004.58          | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $272104.00         | $28810371.52       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MKTS   | 2500-12-31      | N/A      | 0.0000% | $47954.00          | $1266465.14        | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $17964.00          | $1365623.28        | Equities   |
| GMS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $70294.00          | $7721795.90        | Equities   |
| GLOBAL X FDS                   EMERGING MKT GRT | 2500-12-31      | N/A      | 0.0000% | $5095.00           | $152741.48         | Equities   |
| KB FINL GROUP INC              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $19378.00          | $1536869.18        | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $158698.00         | $193611.56         | Equities   |
| SO YOUNG INTERNATIONAL INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $92917.00          | $365163.81         | Equities   |
| EA SERIES TRUST                STRIVE NATURAL   | 2500-12-31      | N/A      | 0.0000% | $1414.00           | $53337.49          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $1666.00           | $116886.56         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $29186.04          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $133613.00         | $3387757.62        | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $87493.00          | $2538171.93        | Equities   |
| TIDAL TRUST I                  ATAC CREDIT ROT  | 2500-12-31      | N/A      | 0.0000% | $921.00            | $14151.17          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $48298.00          | $28810722.96       | Equities   |
| VANECK ETF TRUST               NATURAL RESOURC  | 2500-12-31      | N/A      | 0.0000% | $4162.00           | $230415.81         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1181260.00        | $28810931.40       | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $1128980.00        | $1580572.00        | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $263862.00         | $21876798.42       | Equities   |
| MACQUARIE ETF TRUST            GLOBAL LISTED IN | 2500-12-31      | N/A      | 0.0000% | $369.00            | $10207.61          | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $30696.00          | $1096768.08        | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $75127.00          | $1957058.35        | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $18220.00          | $1172821.40        | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $6980.00           | $260005.00         | Equities   |
| ISHARES TR                     CR 5 10 YR ETF   | 2500-12-31      | N/A      | 0.0000% | $472.00            | $20739.68          | Equities   |

### Security 684: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A7VW1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1A7VW1
- **C.18 - Value (incl. sponsor support):** $200254354.00
- **C.18.a - Value (excl. sponsor support):** $200254354.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $1046000.00        | $670516.22         | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL REGS NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $750000.00         | $751366.25         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.7%31 | 2031-02-15      | 1.7000%  | 0.0000% | $30000.00          | $26149.83          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 27    | 2027-03-01      | 4.1250%  | 0.0000% | $37000.00          | $37672.88          | Corporate Debt Securities |
| MICROSOFT CORP                 SR GLBL NT 62    | 2062-03-17      | 3.0410%  | 0.0000% | $306000.00         | $199415.46         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 29    | 2029-06-15      | 2.9500%  | 0.0000% | $173000.00         | $167786.45         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 3%26  | 2026-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2985.94           | Corporate Debt Securities |
| HYATT HOTELS CORP              GLBL NT 5.25%29  | 2029-06-30      | 5.2500%  | 0.0000% | $390000.00         | $403659.43         | Corporate Debt Securities |
| MICROSOFT CORP                 SR GLBL NT3.7%46 | 2046-08-08      | 3.7000%  | 0.0000% | $87000.00          | $70817.85          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $651000.00         | $619812.04         | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32       | 2032-01-15      | 4.0000%  | 0.0000% | $93000.00          | $87969.53          | Corporate Debt Securities |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34 | 2034-12-15      | 5.3000%  | 0.0000% | $8745000.00        | $8833013.56        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 27    | 2027-11-02      | 1.8780%  | 0.0000% | $62000.00          | $60597.16          | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT 29    | 2029-08-15      | 6.3500%  | 0.0000% | $6000.00           | $6220.20           | Corporate Debt Securities |
| BMW US CAP LLC                 FLT 144A NT 27   | 2027-03-19      | 5.1480%  | 0.0000% | $150000.00         | $152089.11         | Corporate Debt Securities |
| APPLIED MATLS INC              SR GLBL NT 30    | 2030-06-01      | 1.7500%  | 0.0000% | $4000.00           | $3606.03           | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 26    | 2026-04-21      | 3.1250%  | 0.0000% | $2000.00           | $2006.10           | Corporate Debt Securities |
| EQUIFAX INC                    SR NT 7%37       | 2037-07-01      | 7.0000%  | 0.0000% | $5000.00           | $5687.99           | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT2.7%27 | 2027-02-01      | 2.7000%  | 0.0000% | $10000.00          | $9793.40           | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $163000.00         | $122300.53         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26    | 2026-02-25      | 3.7500%  | 0.0000% | $69000.00          | $68830.03          | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 26  | 2026-07-31      | 4.8750%  | 0.0000% | $1049000.00        | $1059287.63        | Corporate Debt Securities |
| PACIFICORP                     1MT 6%39         | 2039-01-15      | 6.0000%  | 0.0000% | $218000.00         | $227466.29         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 26    | 2026-02-25      | 2.7500%  | 0.0000% | $14000.00          | $13895.22          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 28    | 2028-09-01      | 5.6250%  | 0.0000% | $4664000.00        | $4941006.62        | Corporate Debt Securities |
| PEACEHEALTH                    SR GLBL -2020 25 | 2025-11-15      | 1.3750%  | 0.0000% | $868000.00         | $865823.25         | Corporate Debt Securities |
| PROGRESSIVE CORP               SR NT 6.25%32    | 2032-12-01      | 6.2500%  | 0.0000% | $5000.00           | $5617.79           | Corporate Debt Securities |
| PAYPAL HLDGS INC               SR GLBL NT3.9%27 | 2027-06-01      | 3.9000%  | 0.0000% | $153000.00         | $154245.93         | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL DB6.5%28 | 2028-08-01      | 6.5000%  | 0.0000% | $9000.00           | $9581.27           | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT 30    | 2030-03-12      | 2.2500%  | 0.0000% | $9000.00           | $8364.85           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 30    | 2030-03-01      | 5.2500%  | 0.0000% | $25000.00          | $26512.17          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT3.7%29 | 2029-03-23      | 3.7000%  | 0.0000% | $319000.00         | $317718.68         | Corporate Debt Securities |
| VISA INC                       SR GLBL NT 2%50  | 2050-08-15      | 2.0000%  | 0.0000% | $14750000.00       | $7996679.73        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $113000.00         | $110222.46         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 40    | 2040-04-15      | 4.3750%  | 0.0000% | $6020000.00        | $5467151.63        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 27    | 2027-10-20      | 6.6150%  | 0.0000% | $392000.00         | $411185.95         | Corporate Debt Securities |
| TRUIST FINL CORP               ALT TIER I PERP  | 2099-12-31      | 4.9500%  | 0.0000% | $3755000.00        | $3781773.15        | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.55%29    | 2029-02-16      | 4.5500%  | 0.0000% | $16000.00          | $16294.13          | Corporate Debt Securities |
| LENOVO GROUP LTD               SR GLBL REGS 30  | 2030-11-02      | 3.4210%  | 0.0000% | $61285000.00       | $58558935.95       | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.6%35 | 2035-03-15      | 5.6000%  | 0.0000% | $5868000.00        | $6255744.40        | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 27    | 2027-04-05      | 5.0500%  | 0.0000% | $7919000.00        | $8198223.94        | Corporate Debt Securities |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT5.6%32 | 2032-05-15      | 5.6000%  | 0.0000% | $10279000.00       | $10662932.07       | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR DEB 6.8%28    | 2028-08-01      | 6.8000%  | 0.0000% | $5000.00           | $5305.24           | Corporate Debt Securities |
| INGREDION INC                  NT 6.625%37      | 2037-04-15      | 6.6250%  | 0.0000% | $1000.00           | $1126.66           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.3%53 | 2053-02-15      | 3.3000%  | 0.0000% | $1641000.00        | $1089465.37        | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -C NT 28 | 2028-05-15      | 4.6000%  | 0.0000% | $104000.00         | $106529.74         | Corporate Debt Securities |
| AT&T INC                       NT 5.35%40       | 2040-09-01      | 5.3500%  | 0.0000% | $348000.00         | $352472.77         | Corporate Debt Securities |
| BAIDU INC                      SR GLBL NT 27    | 2027-07-06      | 3.6250%  | 0.0000% | $1200000.00        | $1195928.17        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $181000.00         | $204153.66         | Corporate Debt Securities |
| CINTAS CORP NO 2               SR GLBL NT4.2%28 | 2028-05-01      | 4.2000%  | 0.0000% | $1130000.00        | $1151707.30        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-09-19      | 4.5420%  | 0.0000% | $1224000.00        | $1254865.20        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT 33    | 2033-01-15      | 4.9500%  | 0.0000% | $4000.00           | $4036.63           | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT 28    | 2028-02-15      | 3.1500%  | 0.0000% | $13000.00          | $12758.91          | Corporate Debt Securities |
| NRG ENERGY INC                 SR SEC GLBL 33   | 2033-03-15      | 7.0000%  | 0.0000% | $741000.00         | $834631.94         | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT1.8%28 | 2028-01-10      | 1.8000%  | 0.0000% | $33000.00          | $31181.37          | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT 37    | 2037-06-15      | 7.2500%  | 0.0000% | $167000.00         | $191976.98         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.6%35 | 2035-09-01      | 4.6000%  | 0.0000% | $11000.00          | $11017.76          | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37    | 2037-01-15      | 6.6500%  | 0.0000% | $245000.00         | $268139.71         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $16000.00          | $13650.57          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-06-15      | 5.2500%  | 0.0000% | $4510000.00        | $4148576.12        | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC     SR GLBL NT 50    | 2050-11-15      | 2.7500%  | 0.0000% | $20000.00          | $11741.09          | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR REGS BD4.1%51 | 2051-07-14      | 4.1000%  | 0.0000% | $400000.00         | $321314.00         | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL NT4.4%46 | 2046-07-01      | 4.4000%  | 0.0000% | $438000.00         | $369535.73         | Corporate Debt Securities |
| NETFLIX INC.                   SR NT 4.375%26   | 2026-11-15      | 4.3750%  | 0.0000% | $15000.00          | $15276.88          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 32    | 2032-01-15      | 2.2500%  | 0.0000% | $276000.00         | $242043.72         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 30    | 2030-05-15      | 4.6250%  | 0.0000% | $18000.00          | $18599.96          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 4%28  | 2028-03-15      | 4.0000%  | 0.0000% | $10000.00          | $10126.72          | Corporate Debt Securities |
| RALPH LAUREN CORP              SR GLBL NT 5%32  | 2032-06-15      | 5.0000%  | 0.0000% | $71000.00          | $73375.42          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 5.45%34  | 2034-06-15      | 5.4500%  | 0.0000% | $87000.00          | $91104.90          | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT 28    | 2028-07-15      | 4.4500%  | 0.0000% | $97000.00          | $98249.25          | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 3%50  | 2050-07-15      | 3.0000%  | 0.0000% | $16000.00          | $10195.31          | Corporate Debt Securities |
| DUKE ENERGY OHIO INC           1M GLBL BD 30    | 2030-06-01      | 2.1250%  | 0.0000% | $5000000.00        | $4576722.22        | Corporate Debt Securities |
| ALIBABA GROUP HLDG LTD         SR NT 4.2%47     | 2047-12-06      | 4.2000%  | 0.0000% | $3793000.00        | $3180632.79        | Corporate Debt Securities |
| AON CORP                       SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $147000.00         | $139073.60         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 5.375%44   | 2044-01-31      | 5.3750%  | 0.0000% | $907000.00         | $876161.87         | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 31    | 2031-08-15      | 3.3750%  | 0.0000% | $3000.00           | $2808.91           | Corporate Debt Securities |
| ALLEGION US HLDG CO INC        SR GLBL NT 32    | 2032-07-01      | 5.4110%  | 0.0000% | $9000.00           | $9421.18           | Corporate Debt Securities |
| ADVENTIST HEALTH SYS WEST      -2024 BD5.757%34 | 2034-12-01      | 5.7570%  | 0.0000% | $900000.00         | $922295.40         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52  | 2052-08-15      | 4.0500%  | 0.0000% | $25000.00          | $19503.12          | Corporate Debt Securities |
| NARRAGANSETT ELEC CO           SR GLBL 144A 34  | 2034-05-01      | 5.3500%  | 0.0000% | $15000.00          | $15620.19          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 4%27  | 2027-07-13      | 4.0000%  | 0.0000% | $135000.00         | $135164.85         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.9%35 | 2035-05-15      | 3.9000%  | 0.0000% | $4567000.00        | $4183950.49        | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT3.8%28 | 2028-08-01      | 3.8000%  | 0.0000% | $8000.00           | $7979.00           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.5%38 | 2038-04-15      | 6.5000%  | 0.0000% | $40000.00          | $44549.38          | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%33   | 2033-07-31      | 5.4000%  | 0.0000% | $8000.00           | $8311.12           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-04-25      | 5.8510%  | 0.0000% | $373000.00         | $401822.99         | Corporate Debt Securities |
| REPUBLIC SVCS INC              GLBL NT 5.2%34   | 2034-11-15      | 5.2000%  | 0.0000% | $5355000.00        | $5596522.40        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT2.9%51 | 2051-12-15      | 2.9000%  | 0.0000% | $2630000.00        | $1655824.62        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 3%27  | 2027-04-15      | 3.0000%  | 0.0000% | $10000.00          | $9945.07           | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO      SR DEB 4.016%43  | 2043-04-16      | 4.0160%  | 0.0000% | $5000.00           | $4240.58           | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 34   | 2034-07-28      | 5.6250%  | 0.0000% | $20000.00          | $20841.28          | Corporate Debt Securities |
| CENCORA INC                    SR GLBL NT 29    | 2029-12-15      | 4.8500%  | 0.0000% | $4000.00           | $4131.04           | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 28    | 2028-03-02      | 5.1500%  | 0.0000% | $848000.00         | $889510.31         | Corporate Debt Securities |
| EMERSON ELEC CO                SR GLBL NT1.8%27 | 2027-10-15      | 1.8000%  | 0.0000% | $19000.00          | $18316.19          | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 4.7%29   | 2029-03-14      | 4.7000%  | 0.0000% | $2000.00           | $2092.78           | Corporate Debt Securities |
| EMERSON ELEC CO                SR GLBL NT2.8%51 | 2051-12-21      | 2.8000%  | 0.0000% | $100000.00         | $63646.89          | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%29 | 2029-04-01      | 5.5000%  | 0.0000% | $26000.00          | $27571.47          | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 30    | 2030-08-04      | 4.5500%  | 0.0000% | $10000.00          | $10099.60          | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL NT4.5%30 | 2030-09-15      | 4.5000%  | 0.0000% | $9945000.00        | $9972746.55        | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC           1M GLBL BD 34    | 2034-06-01      | 5.4500%  | 0.0000% | $40000.00          | $42165.69          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45    | 2045-10-21      | 4.7500%  | 0.0000% | $564000.00         | $513696.21         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT2.8%29 | 2029-08-19      | 2.8000%  | 0.0000% | $667000.00         | $632814.77         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $21000.00          | $22389.69          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $57000.00          | $41751.47          | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 34    | 2034-04-01      | 5.3500%  | 0.0000% | $4000.00           | $4188.78           | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.85%30  | 2030-02-10      | 4.8500%  | 0.0000% | $2035000.00        | $2078751.93        | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43  | 2043-05-19      | 5.1100%  | 0.0000% | $55000.00          | $53120.34          | Corporate Debt Securities |
| SINOPEC CAP 2013 LTD           GLBL REGS NT 43  | 2043-04-24      | 4.2500%  | 0.0000% | $7500000.00        | $6897127.08        | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $200000.00         | $207098.31         | Corporate Debt Securities |
| SALESFORCE INC                 SR NT 3.7%28     | 2028-04-11      | 3.7000%  | 0.0000% | $136000.00         | $137461.09         | Corporate Debt Securities |
| LAM RESEARCH CORP              3.75%26          | 2026-03-15      | 3.7500%  | 0.0000% | $50000.00          | $50676.67          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 27    | 2027-03-25      | 3.7500%  | 0.0000% | $33000.00          | $33212.91          | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT3.3%50 | 2050-03-01      | 3.3000%  | 0.0000% | $313000.00         | $224244.68         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30    | 2030-07-23      | 5.0490%  | 0.0000% | $72000.00          | $74126.09          | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 28    | 2028-12-01      | 2.1250%  | 0.0000% | $46000.00          | $43243.88          | Corporate Debt Securities |
| KIMBERLY-CLARK CORP            SR GLBL NT3.9%47 | 2047-05-04      | 3.9000%  | 0.0000% | $10000.00          | $8090.88           | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 28    | 2028-10-27      | 6.3610%  | 0.0000% | $42000.00          | $44761.36          | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT5.5%35 | 2035-06-15      | 5.5000%  | 0.0000% | $80000.00          | $83364.98          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 50   | 2050-02-15      | 3.5500%  | 0.0000% | $47000.00          | $34396.51          | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 5.15%31  | 2031-11-15      | 5.1500%  | 0.0000% | $1773000.00        | $1862284.34        | Corporate Debt Securities |
| BROADCOM CORP/BROADCOM CAYMAN  SR GLBL NT 27    | 2027-01-15      | 3.8750%  | 0.0000% | $350000.00         | $350110.64         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.543%27 | 2027-04-06      | 3.5430%  | 0.0000% | $871000.00         | $876525.26         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT4.6%30 | 2030-07-15      | 4.6000%  | 0.0000% | $52000.00          | $52838.41          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT3.4%29 | 2029-06-15      | 3.4000%  | 0.0000% | $84000.00          | $82088.07          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 53    | 2053-02-21      | 5.6250%  | 0.0000% | $76000.00          | $70155.60          | Corporate Debt Securities |
| PIONEER NAT RES CO             SR GLBL NT 26    | 2026-01-15      | 1.1250%  | 0.0000% | $10000.00          | $9893.05           | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 30    | 2030-04-30      | 4.3750%  | 0.0000% | $42000.00          | $42870.32          | Corporate Debt Securities |
| MITSUBISHI HC FIN AMER LLC     GLBL REGS NT 29  | 2029-10-24      | 5.1500%  | 0.0000% | $340000.00         | $354426.86         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.9%50 | 2050-05-15      | 2.9000%  | 0.0000% | $18000.00          | $11338.88          | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     3.9%29           | 2029-05-15      | 3.9000%  | 0.0000% | $4000.00           | $3997.51           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $240000.00         | $247565.70         | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT3.6%30 | 2030-05-01      | 3.6000%  | 0.0000% | $149000.00         | $146201.78         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 32    | 2032-10-15      | 4.9500%  | 0.0000% | $5000000.00        | $4992437.50        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 2.55%33  | 2033-12-01      | 2.5500%  | 0.0000% | $199000.00         | $169146.68         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 39    | 2039-02-15      | 6.5500%  | 0.0000% | $68000.00          | $74614.85          | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 2.05%30  | 2030-05-15      | 2.0500%  | 0.0000% | $15000.00          | $13772.13          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 40    | 2040-06-01      | 4.3500%  | 0.0000% | $45000.00          | $41147.70          | Corporate Debt Securities |
| AMERIPRISE FINL INC            SR GLBL NT5.7%28 | 2028-12-15      | 5.7000%  | 0.0000% | $344000.00         | $364583.81         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 28    | 2028-05-15      | 4.9500%  | 0.0000% | $19000.00          | $19583.87          | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT 30    | 2030-05-01      | 2.8750%  | 0.0000% | $82000.00          | $77512.44          | Corporate Debt Securities |
| META PLATFORMS INC             GLBL NT 4.75%34  | 2034-08-15      | 4.7500%  | 0.0000% | $3344000.00        | $3374354.23        | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -C NT 32 | 2032-11-15      | 5.3750%  | 0.0000% | $38000.00          | $39920.44          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT49 | 2049-06-15      | 5.2500%  | 0.0000% | $5000.00           | $4504.46           | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT 27    | 2027-07-01      | 3.7500%  | 0.0000% | $65000.00          | $64801.21          | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 28    | 2028-01-13      | 4.9500%  | 0.0000% | $1000000.00        | $1020285.00        | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33    | 2033-10-01      | 2.4500%  | 0.0000% | $3009000.00        | $2480957.28        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.4%41 | 2041-06-01      | 5.4000%  | 0.0000% | $2000.00           | $2027.42           | Corporate Debt Securities |
| BLACKROCK INC                  SR GLBL NT2.1%32 | 2032-02-25      | 2.1000%  | 0.0000% | $49000.00          | $42837.43          | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 30    | 2030-05-01      | 2.2500%  | 0.0000% | $85000.00          | $78095.02          | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP        SR GLBL 144A 51  | 2051-09-17      | 3.0750%  | 0.0000% | $1728000.00        | $1115454.24        | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 35    | 2035-11-01      | 5.1250%  | 0.0000% | $14300000.00       | $14121839.88       | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 35 | 2035-02-13      | 5.8270%  | 0.0000% | $3394000.00        | $3506035.19        | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT5.4%43 | 2043-10-01      | 5.4000%  | 0.0000% | $23000.00          | $23570.17          | Corporate Debt Securities |
| CONTINENTAL RES INC            SR GLBL NT4.9%44 | 2044-06-01      | 4.9000%  | 0.0000% | $67000.00          | $54073.54          | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 2.65%30  | 2030-02-01      | 2.6500%  | 0.0000% | $6000.00           | $5637.79           | Corporate Debt Securities |

### Security 685: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 5.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1A9C99, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1A9C99
- **C.18 - Value (incl. sponsor support):** $250191990.00
- **C.18.a - Value (excl. sponsor support):** $250191990.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JPMCC COML MTG SEC TR 2018-AON C      20310708 4.5 | 2031-07-08      | 4.5798%  | 0.0000% | $1000000.00        | $663922.07         | Private Label Collateralized Mortgage Obligations |
| GCAT 2025-NQM3 TRUST           B-2    20700525 FLT | 2070-05-25      | 7.1474%  | 0.0000% | $2800000.00        | $2558458.23        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $21251000.00       | $20531929.91       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-1    20640125 FLT | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17796798.07       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-6    20550625 FLT | 2055-06-25      | 6.1897%  | 0.0000% | $1937781.00        | $1025941.08        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2025-8     A-4    20550925 FLT | 2055-09-25      | 5.5000%  | 0.0000% | $3000000.00        | $3038039.33        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORT 2024-RTL1 A1     20390325 FLT | 2039-03-25      | 6.6640%  | 0.0000% | $390000.00         | $392956.37         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.4718%  | 0.0000% | $4500000.00        | $2238818.71        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    E      20361215 FLT | 2036-12-15      | 7.2275%  | 0.0000% | $7800000.00        | $95757.72          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 6.0700%  | 0.0000% | $5300000.00        | $3054163.57        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2021-DM    F      20361115 FLT | 2036-11-15      | 7.9135%  | 0.0000% | $110000.00         | $109414.83         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2024-CBM           B      20411212 FLT | 2041-12-12      | 6.5110%  | 0.0000% | $800000.00         | $826416.09         | Private Label Collateralized Mortgage Obligations |
| FARM MORTGAGE TRUST 2024-1     A      20530525 FLT | 2053-05-25      | 4.6932%  | 0.0000% | $6250000.00        | $5294051.36        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       C      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $3070000.00        | $1021857.93        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 8.0600%  | 0.0000% | $1261000.00        | $4267.01           | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 7.2785%  | 0.0000% | $6512000.00        | $555607.23         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2013-ALTM D      20350207 FLT | 2035-02-07      | 3.8282%  | 0.0000% | $8500000.00        | $7218433.94        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  M-1    20450725 FLT | 2045-07-25      | 5.9984%  | 0.0000% | $2100000.00        | $2100129.12        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 7.2285%  | 0.0000% | $1168000.00        | $1123029.53        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.7991%  | 0.0000% | $20500000.00       | $20662478.12       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $304299.17         | Private Label Collateralized Mortgage Obligations |
| VRTX 2025 HQ                   D      20420807 6.5 | 2042-08-07      | 6.8155%  | 0.0000% | $7500000.00        | $7686951.99        | Private Label Collateralized Mortgage Obligations |
| VRTX 2025 HQ                   B      20420807 5.4 | 2042-08-07      | 5.6701%  | 0.0000% | $3000000.00        | $3054414.20        | Private Label Collateralized Mortgage Obligations |
| WHARF COMMERCIAL MT TR 2025-DC E      20400717 FLT | 2040-07-17      | 7.9816%  | 0.0000% | $16250000.00       | $16636601.93       | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      D      20380816 FLT | 2038-08-16      | 6.3785%  | 0.0000% | $4700000.00        | $3033681.98        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 5.5110%  | 0.0000% | $5000000.00        | $4647395.83        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          E      20470312 FLT | 2047-03-12      | 4.9113%  | 0.0000% | $3617822.00        | $376614.83         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  C      20580912 FLT | 2058-09-12      | 4.6735%  | 0.0000% | $3250000.00        | $2746100.23        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.6285%  | 0.0000% | $8500000.00        | $6956601.16        | Private Label Collateralized Mortgage Obligations |
| RIDE 2025-SHRE                 E      20470214 FLT | 2047-02-14      | 8.0690%  | 0.0000% | $6611000.00        | $6821162.74        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 4.1133%  | 0.0000% | $8549676.00        | $5456482.27        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C21      D      20480317 FLT | 2048-03-17      | 3.9476%  | 0.0000% | $3800000.00        | $2719167.20        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.8011%  | 0.0000% | $6600000.00        | $6635531.36        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.8345%  | 0.0000% | $2315000.00        | $1299577.03        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2025-8     A-1    20550925 FLT | 2055-09-25      | 5.5000%  | 0.0000% | $40000000.00       | $40299231.11       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2025-6     B-5    20550725 FLT | 2055-07-25      | 6.2219%  | 0.0000% | $1197000.00        | $724007.34         | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  D      20361215 FLT | 2036-12-15      | 6.2785%  | 0.0000% | $4000000.00        | $247317.78         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRD ALT MTG TR 24-RTL4  A-1    20300225 FLT | 2030-02-25      | 7.5000%  | 0.0000% | $8190000.00        | $8286636.54        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 8.5280%  | 0.0000% | $8000000.00        | $4478128.89        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $434806.67         | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 4.1066%  | 0.0000% | $1625000.00        | $973924.34         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-LC15          E      20470412 3.5 | 2047-04-12      | 3.5000%  | 0.0000% | $3000000.00        | $2618166.67        | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTD              B      20380517 FLT | 2038-05-17      | 6.0276%  | 0.0000% | $5018000.00        | $4933316.53        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      G      20380816 FLT | 2038-08-16      | 8.3285%  | 0.0000% | $2500000.00        | $784458.96         | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.6161%  | 0.0000% | $9890000.00        | $5721815.51        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   B      20481113 FLT | 2048-11-13      | 4.3460%  | 0.0000% | $2000000.00        | $1809998.44        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          D      20330310 3.6 | 2033-03-10      | 3.6332%  | 0.0000% | $1630000.00        | $1457020.85        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                G      20640317 FLT | 2064-03-17      | 2.0037%  | 0.0000% | $2500000.00        | $607293.60         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.8027%  | 0.0000% | $7203000.00        | $6581780.26        | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $8000000.00        | $6138973.34        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.8218%  | 0.0000% | $4169000.00        | $3899729.64        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT | 2034-11-15      | 11.5610% | 0.0000% | $4000000.00        | $3799759.78        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 7.3036%  | 0.0000% | $3875000.00        | $3599410.54        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2655394.14        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           B      20340912 FLT | 2034-09-12      | 3.1584%  | 0.0000% | $4000000.00        | $622186.13         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-GC13       D      20460712 FLT | 2046-07-12      | 4.0061%  | 0.0000% | $4792000.00        | $3465219.21        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     B-2    20690325 FLT | 2069-03-25      | 8.4593%  | 0.0000% | $3470000.00        | $3532055.65        | Private Label Collateralized Mortgage Obligations |
| BDS 2025-FL15 LLC              D      20430319 FLT | 2043-03-19      | 6.7000%  | 0.0000% | $5367000.00        | $5348259.03        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.4323%  | 0.0000% | $4059203.00        | $2775104.06        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 B      20541019 2.4 | 2054-10-19      | 2.4940%  | 0.0000% | $135000.00         | $131202.83         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1613716.00        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C6      NR     20490115 FLT | 2049-01-15      | 4.0818%  | 0.0000% | $5000000.00        | $4281027.15        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.8776%  | 0.0000% | $525000.00         | $484986.43         | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1000000.00        | $697839.38         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C5  E      20580717 4.2 | 2058-07-17      | 4.2500%  | 0.0000% | $5033000.00        | $4128456.94        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2011-C3      D      20440317 FLT | 2044-03-17      | 6.0497%  | 0.0000% | $5712000.00        | $513704.47         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-1    D      20520315 4.8 | 2052-03-15      | 4.8180%  | 0.0000% | $2500000.00        | $1159906.90        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            C      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $5315000.00        | $3417190.15        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT | 2062-12-15      | 3.4041%  | 0.0000% | $1500000.00        | $35177.46          | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $1750190.00        | $1024593.14        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.6785%  | 0.0000% | $2160000.00        | $2087173.44        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 3.0343%  | 0.0000% | $3000000.00        | $1862936.93        | Private Label Collateralized Mortgage Obligations |

### Security 686: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 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: ARP1AADP9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1AADP9
- **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:** 4.3600%
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLSL1775 | 2055-06-01      | 5.5000%  | 0.0000% | $55818160.00       | $56567306.87       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3967 | 2049-08-01      | 3.5000%  | 0.0000% | $182419827.00      | $55295020.30       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2361 | 2055-09-01      | 5.5000%  | 0.0000% | $50898782.00       | $51669225.56       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL1844 | 2054-01-01      | 2.5000%  | 0.0000% | $63128944.00       | $52867659.83       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL1846 | 2051-02-01      | 3.5000%  | 0.0000% | $42848152.00       | $39435295.12       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $70000000.00       | $56975233.27       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0353 | 2055-01-01      | 5.0000%  | 0.0000% | $53424441.00       | $51820111.78       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2264 | 2052-03-01      | 3.0000%  | 0.0000% | $62429963.00       | $54613718.66       | Agency Mortgage-Backed Securities |

### Security 687: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AAHZ3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AAHZ3
- **C.18 - Value (incl. sponsor support):** $499889705.00
- **C.18.a - Value (excl. sponsor support):** $499889705.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11331412.42       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2025-3 B-2    20700525 FLT | 2070-05-25      | 7.5121%  | 0.0000% | $1941000.00        | $1948172.31        | Asset-Backed Securities                           |
| KRFF 2021-FL2 LTD              C      20390217 FLT | 2039-02-17      | 6.4776%  | 0.0000% | $3900000.00        | $3867158.33        | Asset-Backed Securities                           |
| LEGACY MTG ASSET TR 2021-GS1   A2     20661025 FLT | 2066-10-25      | 7.8440%  | 0.0000% | $660000.00         | $740067.12         | Asset-Backed Securities                           |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 8.1185%  | 0.0000% | $3880000.00        | $2854349.16        | Private Label Collateralized Mortgage Obligations |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.4590% | 0.0000% | $5000000.00        | $4878577.50        | Asset-Backed Securities                           |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.7776%  | 0.0000% | $7750000.00        | $7770736.88        | Private Label Collateralized Mortgage Obligations |
| AMMC CLO 2025-31 LTD           E      20380222 FLT | 2038-02-22      | 9.7755%  | 0.0000% | $2500000.00        | $2499550.29        | Asset-Backed Securities                           |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $463647.04         | Asset-Backed Securities                           |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.7 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1180722.52        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $3425262.00        | $1824776.36        | Private Label Collateralized Mortgage Obligations |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.5128%  | 0.0000% | $7007000.00        | $7152887.58        | Private Label Collateralized Mortgage Obligations |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.7455% | 0.0000% | $2175000.00        | $2191604.56        | Asset-Backed Securities                           |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83282.36          | Private Label Collateralized Mortgage Obligations |
| GREENSKY HOME IMPRV 2025-2     E      20600625 7.7 | 2060-06-25      | 7.7900%  | 0.0000% | $1000000.00        | $1016289.56        | Asset-Backed Securities                           |
| HERTZ VEHICLE FINANCING 2024-1 D      20290125 9.2 | 2029-01-25      | 9.2200%  | 0.0000% | $700000.00         | $720814.81         | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2024-A E      20360922 9.0 | 2036-09-22      | 9.0200%  | 0.0000% | $1110000.00        | $1153013.61        | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.4292% | 0.0000% | $1400000.00        | $1393429.03        | Asset-Backed Securities                           |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $1485000.00        | Asset-Backed Securities                           |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $5979904.81        | Asset-Backed Securities                           |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.9370%  | 0.0000% | $3000000.00        | $548495.75         | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2024-B  E      20300115 0.0 | 2030-01-15      | 12.1900% | 0.0000% | $3000000.00        | $3033406.67        | Asset-Backed Securities                           |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.7255%  | 0.0000% | $12365300.00       | $2355396.62        | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  A      20361215 FLT | 2036-12-15      | 5.6285%  | 0.0000% | $5000000.00        | $4992194.27        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.7255%  | 0.0000% | $4792000.00        | $3141081.19        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1000000.00        | $1006060.89        | Asset-Backed Securities                           |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $4902000.00        | $2562850.10        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $4927000.00        | $4862735.50        | 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                           |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.7033%  | 0.0000% | $500000.00         | $499622.87         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1488419.11        | Private Label Collateralized Mortgage Obligations |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.8195%  | 0.0000% | $1956000.00        | $840316.09         | Asset-Backed Securities                           |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $448758.95         | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 13.3640% | 0.0000% | $4000000.00        | $4036072.44        | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2065229.00        | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $590000.00         | 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                           |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 6.1785%  | 0.0000% | $6800000.00        | $696473.38         | Private Label Collateralized Mortgage Obligations |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $6642602.01        | Asset-Backed Securities                           |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.5785%  | 0.0000% | $4000000.00        | $170272.44         | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.7141%  | 0.0000% | $3300000.00        | $2308847.54        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              D      20371118 FLT | 2037-11-18      | 7.7776%  | 0.0000% | $3800000.00        | $3681001.54        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC27   D      20480212 FLT | 2048-02-12      | 4.5429%  | 0.0000% | $1200000.00        | $689240.38         | Private Label Collateralized Mortgage Obligations |
| COMMERCIAL EQUI FIN LLC 2024-1 C      20310415 7.3 | 2031-04-15      | 7.3600%  | 0.0000% | $150000.00         | $154076.28         | Asset-Backed Securities                           |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8442%  | 0.0000% | $3850000.00        | $3681824.38        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $1740000.00        | $1785185.67        | Asset-Backed Securities                           |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 6.5110%  | 0.0000% | $5000000.00        | $3875210.29        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTO REC TR 2025-4      E      20330415 6.9 | 2033-04-15      | 6.9900%  | 0.0000% | $6000000.00        | $6068396.00        | Asset-Backed Securities                           |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $4500000.00        | $898620.50         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1088562.53        | Private Label Collateralized Mortgage Obligations |
| DT AUTO OWNER TRUST 2022-1     E      20290315 5.5 | 2029-03-15      | 5.5300%  | 0.0000% | $12700000.00       | $12702331.15       | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE3           XS     20550525 FLT | 2055-05-25      | 3.7123%  | 0.0000% | $29385978.00       | $2421779.28        | Asset-Backed Securities                           |
| MIDOCEAN CR CLO VI 2016-6RR    E-RR   20330420 FLT | 2033-04-20      | 12.6371% | 0.0000% | $2000000.00        | $2022660.38        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2025-A  E      20300515 0.0 | 2030-05-15      | 12.2500% | 0.0000% | $2500000.00        | $2538169.72        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 E2     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $4768000.00        | $4364134.51        | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.2121%  | 0.0000% | $215000.00         | $12996.84          | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2190329.05        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $306240.05         | Asset-Backed Securities                           |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 7.2600%  | 0.0000% | $995000.00         | $3794.65           | Private Label Collateralized Mortgage Obligations |
| GCAT 2025-NQM3 TRUST           B-1    20700525 FLT | 2070-05-25      | 7.1474%  | 0.0000% | $7002000.00        | $7113010.28        | Private Label Collateralized Mortgage Obligations |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 7.4776%  | 0.0000% | $4554000.00        | $13698.20          | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $603067.50         | Asset-Backed Securities                           |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1716225.47        | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1231229.25        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6974%  | 0.0000% | $2000000.00        | $40389.71          | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1235296.81        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3644%  | 0.0000% | $9500000.00        | $9478937.49        | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $6241.62           | Asset-Backed Securities                           |
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 6.1840%  | 0.0000% | $390000.00         | $159028.07         | Private Label Collateralized Mortgage Obligations |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1439400.81        | Asset-Backed Securities                           |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4953640.00        | Asset-Backed Securities                           |
| MARLETTE FUNDING TRUST 2021-1  D      20310616 2.4 | 2031-06-16      | 2.4700%  | 0.0000% | $8860000.00        | $1052050.17        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1919098.96        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.9119%  | 0.0000% | $400000.00         | $404750.27         | Asset-Backed Securities                           |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1156%  | 0.0000% | $5310000.00        | $4869259.88        | Private Label Collateralized Mortgage Obligations |
| AFFIRM ASSET SEC TR 2023-B     B      20280915 7.4 | 2028-09-15      | 7.4400%  | 0.0000% | $4000000.00        | $4015869.33        | Asset-Backed Securities                           |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $6990000.00        | $6997089.80        | Asset-Backed Securities                           |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2719495.00        | Asset-Backed Securities                           |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.8218%  | 0.0000% | $2386000.00        | $2032359.69        | Private Label Collateralized Mortgage Obligations |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 11.3255% | 0.0000% | $660000.00         | $677641.33         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3382%  | 0.0000% | $5752000.00        | $5743637.08        | Asset-Backed Securities                           |
| SEQUOIA MORTGAGE TR 2025-6     B-6    20550725 FLT | 2055-07-25      | 6.2219%  | 0.0000% | $1436950.00        | $706320.67         | Private Label Collateralized Mortgage Obligations |
| SFO COMMERCIAL MTG TR 2021-555 E      20380517 FLT | 2038-05-17      | 7.3775%  | 0.0000% | $2500000.00        | $2444673.52        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 6.2760%  | 0.0000% | $6000000.00        | $5441854.93        | Private Label Collateralized Mortgage Obligations |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51894619.38       | Asset-Backed Securities                           |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3534245.55        | Asset-Backed Securities                           |
| BATTERY PK CLO LTD 2019-1R     D-R    20360715 FLT | 2036-07-15      | 8.0676%  | 0.0000% | $500000.00         | $507433.72         | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2052216.22        | Asset-Backed Securities                           |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $4500000.00        | $3724554.69        | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1575000.00        | Asset-Backed Securities                           |
| ARBOR RLTY COMM RL NT 2021-FL3 D      20340815 FLT | 2034-08-15      | 6.6776%  | 0.0000% | $3000000.00        | $3002810.51        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 7.6275%  | 0.0000% | $7372000.00        | $6759059.71        | Private Label Collateralized Mortgage Obligations |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $2703355.00        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUANCE 2024-B C      20371120 6.6 | 2037-11-20      | 6.6000%  | 0.0000% | $115000.00         | $118154.45         | 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                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1089007.95        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-12       B-5    20520225 FLT | 2052-02-25      | 3.1581%  | 0.0000% | $6587000.00        | $4898732.72        | Private Label Collateralized Mortgage Obligations |
| VOLT LLC 2021-CF1              A-1    20510825 FLT | 2051-08-25      | 5.9918%  | 0.0000% | $470000.00         | $148711.46         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2670%  | 0.0000% | $10505000.00       | $10649116.79       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3514%  | 0.0000% | $6526000.00        | $6523829.27        | Asset-Backed Securities                           |
| VERUS SECURITIZAT TR 2024-8    B-2    20691025 FLT | 2069-10-25      | 7.6161%  | 0.0000% | $5000000.00        | $5039257.54        | Asset-Backed Securities                           |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $19374768.67       | Asset-Backed Securities                           |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2530443.37        | Asset-Backed Securities                           |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 11.3792% | 0.0000% | $3000000.00        | $2952191.85        | Asset-Backed Securities                           |
| MARLETTE FDING TR 2023-2       B      20330615 6.5 | 2033-06-15      | 6.5400%  | 0.0000% | $180000.00         | $20848.53          | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $2278552.92        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5484%  | 0.0000% | $1300000.00        | $873986.80         | Asset-Backed Securities                           |
| OCTAGON INVST LTD 2019-44R     D-R    20341020 FLT | 2034-10-20      | 7.8292%  | 0.0000% | $5000000.00        | $5017782.25        | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $3260950.00        | Asset-Backed Securities                           |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $1892028.44        | Asset-Backed Securities                           |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $4200000.00        | $4340137.67        | Asset-Backed Securities                           |
| HOME PART AMERICA TR 2021-2    F      20381217 3.7 | 2038-12-17      | 3.7990%  | 0.0000% | $200000.00         | $186216.76         | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $206428.60         | Asset-Backed Securities                           |
| HERTZ VEHICLE FIN 2025-2       D      20310925 8.3 | 2031-09-25      | 8.3400%  | 0.0000% | $7260000.00        | $7344351.52        | Asset-Backed Securities                           |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1544043.22        | Asset-Backed Securities                           |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2364665.00        | Asset-Backed Securities                           |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $878990.22         | Asset-Backed Securities                           |
| DT AUTO OWNER TR 2022-3        E      20290716 10. | 2029-07-16      | 10.9900% | 0.0000% | $10000000.00       | $10550608.89       | Asset-Backed Securities                           |
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 11.4290% | 0.0000% | $150000.00         | $151826.07         | Asset-Backed Securities                           |
| ELP COMMERCIAL MTG TR 2021-ELP J      20381115 FLT | 2038-11-15      | 8.0934%  | 0.0000% | $380795.00         | $376949.77         | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $780000.00         | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $13848000.00       | $14704111.06       | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3924756.03        | Asset-Backed Securities                           |
| CSMC TRUST 2017-RPL3           B-2    20570825 FLT | 2057-08-25      | 4.4219%  | 0.0000% | $5000000.00        | $3016260.18        | Asset-Backed Securities                           |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.9445%  | 0.0000% | $6420000.00        | $3681816.17        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.6089%  | 0.0000% | $1786000.00        | $1804785.29        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $761446.46         | Private Label Collateralized Mortgage Obligations |
| AFFIRM ASSET SEC TR 2023-B     E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $11350000.00       | $11423698.07       | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $2021457.78        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-2     E      20330715 7.6 | 2033-07-15      | 7.6500%  | 0.0000% | $5000000.00        | $5056565.00        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-B     A      20280915 6.8 | 2028-09-15      | 6.8200%  | 0.0000% | $3060000.00        | $3070774.94        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $11700000.00       | $11800748.70       | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-1     E      20330215 7.1 | 2033-02-15      | 7.1800%  | 0.0000% | $5000000.00        | $5004976.11        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8441%  | 0.0000% | $2942300.00        | $2138542.72        | Asset-Backed Securities                           |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 12.3875% | 0.0000% | $3500000.00        | $3469600.53        | Asset-Backed Securities                           |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.4335%  | 0.0000% | $8927000.00        | $8443167.71        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8441%  | 0.0000% | $2199350.00        | $1715477.34        | Asset-Backed Securities                           |
| VOLT  C LLC 2021-NPL9          A-1    20510525 FLT | 2051-05-25      | 5.9918%  | 0.0000% | $305000.00         | $54422.34          | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              F-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1650000.00        | $1392855.38        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $4800159.00        | $4489479.37        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2024-A     A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $1682000.00        | $1694076.20        | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $4400000.00        | $4052170.22        | Asset-Backed Securities                           |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1538005.00        | Asset-Backed Securities                           |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $3597900.00        | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.7871% | 0.0000% | $1000000.00        | $958626.03         | Asset-Backed Securities                           |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $528850.73         | Private Label Collateralized Mortgage Obligations |
| EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0 | 2028-01-17      | 4.0200%  | 0.0000% | $200000.00         | $198261.47         | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.0868%  | 0.0000% | $12250000.00       | $4171336.12        | 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                           |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $1948.95           | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.7232%  | 0.0000% | $7639000.00        | $5296018.19        | Asset-Backed Securities                           |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $5000000.00        | $5586538.88        | Asset-Backed Securities                           |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 6.6244%  | 0.0000% | $2500000.00        | $2505007.81        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 22-15R         E-R    20350423 FLT | 2035-04-23      | 10.2577% | 0.0000% | $2460000.00        | $2491332.54        | Asset-Backed Securities                           |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 8.0754%  | 0.0000% | $4000000.00        | $64166.19          | Asset-Backed Securities                           |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $6304683.75        | Asset-Backed Securities                           |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $1061791.35        | Asset-Backed Securities                           |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.3048%  | 0.0000% | $2000000.00        | $1828948.34        | Private Label Collateralized Mortgage Obligations |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 11.1455% | 0.0000% | $2500000.00        | $2495560.70        | Asset-Backed Securities                           |
| FRESB MRTG TR 2025-SB118       A-7F   20311125 FLT | 2031-11-25      | 4.6400%  | 0.0000% | $2500000.00        | $2538611.22        | Private Label Collateralized Mortgage Obligations |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2731640.00        | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 6.4200%  | 0.0000% | $10000000.00       | $4601933.89        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $608823.57         | Asset-Backed Securities                           |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.8345%  | 0.0000% | $1158000.00        | $610137.89         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.8278%  | 0.0000% | $3150000.00        | $178912.62         | Asset-Backed Securities                           |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $8745.82           | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $5900000.00        | $5924672.49        | Asset-Backed Securities                           |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $1125932.80        | Asset-Backed Securities                           |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $12375000.00       | $7496614.12        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $3084908.82        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $160000.00         | $153896.05         | Asset-Backed Securities                           |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.7792% | 0.0000% | $7600000.00        | $7412690.02        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 6.3474%  | 0.0000% | $2000000.00        | $396441.05         | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 5.3828%  | 0.0000% | $12000000.00       | $772243.14         | Asset-Backed Securities                           |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 8.1285%  | 0.0000% | $5000000.00        | $378255.38         | Private Label Collateralized Mortgage Obligations |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $286710.00         | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9468%  | 0.0000% | $10912000.00       | $7692497.55        | Asset-Backed Securities                           |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.2842%  | 0.0000% | $6492000.00        | $5767182.08        | Private Label Collateralized Mortgage Obligations |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 7.1917%  | 0.0000% | $1500000.00        | $1501301.65        | Asset-Backed Securities                           |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1824001.52        | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1174658.76        | Asset-Backed Securities                           |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $440000.00         | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $262500.00         | Asset-Backed Securities                           |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 10.5610% | 0.0000% | $7305000.00        | $6099646.19        | Private Label Collateralized Mortgage Obligations |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4463%  | 0.0000% | $2000000.00        | $27086.45          | 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                           |

### Security 688: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ABJZ9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABJZ9
- **C.18 - Value (incl. sponsor support):** $899905464.00
- **C.18.a - Value (excl. sponsor support):** $899905464.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $132000.00         | $143471.24         | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO SR SEC GLBL 28      | 2028-07-15      | 5.2500%  | 0.0000% | $1686000.00        | $1680565.46        | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $38000.00          | $38421.21          | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $1802000.00        | $1976272.67        | Corporate Debt Securities |
| RAMP SERIES TRUST 2006-RS4     M-1    20360725 FLT | 2036-07-25      | 4.9620%  | 0.0000% | $440594.00         | $333813.84         | Asset-Backed Securities   |
| RESIDENTIAL ASSET 2005-AHL2    M-3    20351025 FLT | 2035-10-25      | 5.1420%  | 0.0000% | $2500000.00        | $2229462.35        | Asset-Backed Securities   |
| ML MTG INVESTORS 2005-AR1      M-2    20360625 FLT | 2036-06-25      | 5.4420%  | 0.0000% | $3492000.00        | $1736456.63        | Asset-Backed Securities   |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $71000.00          | $74403.46          | Corporate Debt Securities |
| MOSS CREEK RES HLDGS INC       SR 144A NT 31       | 2031-09-01      | 8.2500%  | 0.0000% | $1266000.00        | $1312033.87        | Corporate Debt Securities |
| NAVIENT CORPORATION            SR GLBL NT 30       | 2030-07-25      | 9.3750%  | 0.0000% | $199000.00         | $221694.79         | Corporate Debt Securities |
| NMEF FUNDING LLC 2025-B        E      20330118 7.6 | 2033-01-18      | 7.6600%  | 0.0000% | $2266000.00        | $2294350.93        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 2003-NC8    B-3    20330925 FLT | 2033-09-25      | 10.0620% | 0.0000% | $8496000.00        | $1488137.62        | Asset-Backed Securities   |
| NATIONSTAR HEQ LN TR 2007-C    M-1    20370625 FLT | 2037-06-25      | 4.8120%  | 0.0000% | $3832000.00        | $3349132.25        | Asset-Backed Securities   |
| RASC TRUST 2005-KS11           M-4    20351225 FLT | 2035-12-25      | 5.3220%  | 0.0000% | $901000.00         | $820796.53         | Asset-Backed Securities   |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32      | 2032-12-31      | 11.1250% | 0.0000% | $200552.00         | $199371.28         | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2006-BC2 A4     20360925 FLT | 2036-09-25      | 4.6770%  | 0.0000% | $7200000.00        | $4407283.22        | Asset-Backed Securities   |
| COSAN LUXEMBOURG S A           SR REGS NT 31       | 2031-06-27      | 7.2500%  | 0.0000% | $300000.00         | $311230.83         | Corporate Debt Securities |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $399000.00         | $419213.12         | Corporate Debt Securities |
| NEMAK S A B DE C V             SR GLBL REGS 31     | 2031-06-28      | 3.6250%  | 0.0000% | $400000.00         | $344072.94         | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32      | 2032-12-31      | 11.1250% | 0.0000% | $600000.00         | $596467.58         | Corporate Debt Securities |
| ACCREDITED MTG LN TR 2007-1    M-3    20370225 FLT | 2037-02-25      | 4.7270%  | 0.0000% | $12152000.00       | $10405614.51       | Asset-Backed Securities   |
| AAMES MTG TR 2004-1            M7     20350125 FLT | 2035-01-25      | 7.1370%  | 0.0000% | $5499900.00        | $4273004.33        | Asset-Backed Securities   |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 5.8750%  | 0.0000% | $2000.00           | $2004.59           | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $800000.00         | $823273.22         | Corporate Debt Securities |
| ACE SECS HEQ 2006-NC1          M-2    20351225 FLT | 2035-12-25      | 5.0820%  | 0.0000% | $14418900.00       | $7556144.20        | Asset-Backed Securities   |
| ACE SECS HEQ 2006-NC1          M-2    20351225 FLT | 2035-12-25      | 5.0820%  | 0.0000% | $15000000.00       | $7860666.41        | Asset-Backed Securities   |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 27     | 2027-01-15      | 4.6250%  | 0.0000% | $886000.00         | $886082.20         | Corporate Debt Securities |
| ALCOA NEDERLAND HLDG B V       SR GLBL 144A 27     | 2027-12-15      | 5.5000%  | 0.0000% | $1600000.00        | $1611208.89        | Corporate Debt Securities |
| ACE SECS HEQ 2006-OP1          M-1    20360425 FLT | 2036-04-25      | 4.8570%  | 0.0000% | $32290000.00       | $25088641.26       | Asset-Backed Securities   |
| ACE SECS HEQ 2005-HE5          M-5    20350825 FLT | 2035-08-25      | 5.3970%  | 0.0000% | $4750000.00        | $3168999.82        | Asset-Backed Securities   |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $259000.00         | $241549.73         | Corporate Debt Securities |
| NOVASTAR HEQ LN TR 2005-3      M-4    20360125 FLT | 2036-01-25      | 5.3220%  | 0.0000% | $6300000.00        | $5360382.32        | Asset-Backed Securities   |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $2000.00           | $2074.83           | Corporate Debt Securities |
| PMHC II INC                    SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $4501000.00        | $2401283.50        | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $1665000.00        | $1645255.88        | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32      | 2032-12-31      | 11.1250% | 0.0000% | $889075.00         | $883840.69         | Corporate Debt Securities |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $100000.00         | $100380.11         | Corporate Debt Securities |
| STRUCTURED ASSET INV 2005-HE3  M2     20350925 FLT | 2035-09-25      | 5.1720%  | 0.0000% | $1206224.00        | $1042128.17        | Asset-Backed Securities   |
| SUMMIT MIDSTREAM HLDGS LLC /   SR SEC GLBL 29      | 2029-10-31      | 8.6250%  | 0.0000% | $286000.00         | $287065.11         | Corporate Debt Securities |
| STAR PARENT INC                SR SEC 144A NT30    | 2030-10-01      | 9.0000%  | 0.0000% | $20000.00          | $21917.20          | Corporate Debt Securities |
| WINNEBAGO INDS INC             SR SEC GLBL 28      | 2028-07-15      | 6.2500%  | 0.0000% | $1389000.00        | $1398527.00        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 28      | 2028-08-15      | 6.7500%  | 0.0000% | $1282000.00        | $1311646.25        | Corporate Debt Securities |
| ARGENT SECS TR 2006-W2         A-2B   20360325 FLT | 2036-03-25      | 4.8170%  | 0.0000% | $33900000.00       | $3765265.07        | Asset-Backed Securities   |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $4970000.00        | $5418564.59        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $950000.00         | $927718.28         | Corporate Debt Securities |
| CWABS INC 2004-10              MV-5   20341125 FLT | 2034-11-25      | 3.9695%  | 0.0000% | $8000000.00        | $1910364.28        | Asset-Backed Securities   |
| CWABS INC 2004-7               MV-6   20341025 FLT | 2034-10-25      | 6.5370%  | 0.0000% | $16860000.00       | $2829922.23        | Asset-Backed Securities   |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $299000.00         | $225351.32         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 25      | 2025-09-01      | 3.6500%  | 0.0000% | $3802000.00        | $3869512.96        | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR SEC GLBL 28      | 2028-07-01      | 3.8750%  | 0.0000% | $9000.00           | $8749.99           | Corporate Debt Securities |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $8882000.00        | $9923927.68        | Asset-Backed Securities   |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27       | 2027-11-15      | 3.9500%  | 0.0000% | $998000.00         | $977492.21         | Corporate Debt Securities |
| BOMBARDIER INC                 SR 144A NT 7%32     | 2032-06-01      | 7.0000%  | 0.0000% | $26000.00          | $27648.43          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 44     | 2044-06-15      | 5.0000%  | 0.0000% | $388000.00         | $359562.62         | Corporate Debt Securities |
| FIRST FRANKLIN MTG 2007-FF1    A-2D   20380125 FLT | 2038-01-25      | 4.8770%  | 0.0000% | $900000.00         | $170725.16         | Asset-Backed Securities   |
| FIRST FRANKLIN MTG 2006-FF14   A6     20361025 FLT | 2036-10-25      | 4.7470%  | 0.0000% | $4500000.00        | $3667249.33        | Asset-Backed Securities   |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $8000.00           | $7601.94           | Corporate Debt Securities |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 29     | 2029-02-01      | 4.1250%  | 0.0000% | $515000.00         | $494934.74         | Corporate Debt Securities |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27     | 2027-06-01      | 4.7500%  | 0.0000% | $472000.00         | $477891.08         | Corporate Debt Securities |
| GSAMP TRUST 2006-NC1           M-2    20360225 FLT | 2036-02-25      | 5.0070%  | 0.0000% | $2454000.00        | $1861679.40        | Asset-Backed Securities   |
| MASTR ABS TRUST 2006-AM2       A-3    20360625 FLT | 2036-06-25      | 4.7770%  | 0.0000% | $20360000.00       | $3077792.21        | Asset-Backed Securities   |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $241000.00         | $254953.90         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        TIER I PERP GLBL    | 2500-12-31      | 3.8000%  | 0.0000% | $1000.00           | $994.85            | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2007-OSI A4     20370625 FLT | 2037-06-25      | 4.8370%  | 0.0000% | $11673000.00       | $5468686.84        | Asset-Backed Securities   |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320315 7.7 | 2032-03-15      | 7.7300%  | 0.0000% | $1590000.00        | $1673535.60        | Asset-Backed Securities   |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $402402.00         | $405979.35         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $538090.00         | $542873.62         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $1118944.00        | $1128891.41        | Corporate Debt Securities |
| GE-WMC ASSET-BCKD PTC 2005-2   M-1    20351201 FLT | 2035-12-01      | 5.0970%  | 0.0000% | $7000000.00        | $4770685.26        | Asset-Backed Securities   |
| NORTHRIVER MIDSTREAM FINANCE L SR SEC 144A NT32    | 2032-07-15      | 6.7500%  | 0.0000% | $3000.00           | $3111.63           | Corporate Debt Securities |
| HERC HOLDINGS ESCROW INC       SR 144A NT 7%30     | 2030-06-15      | 7.0000%  | 0.0000% | $3159000.00        | $3345275.70        | Corporate Debt Securities |
| FERTITTA ENTMT LLC / FERTITTA  SR SEC 144A NT29    | 2029-01-15      | 4.6250%  | 0.0000% | $41000.00          | $39391.68          | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 27     | 2027-02-01      | 8.0000%  | 0.0000% | $17892000.00       | $17946610.36       | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 33     | 2033-04-15      | 5.7500%  | 0.0000% | $34000.00          | $35020.09          | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $1986000.00        | $2178067.44        | Corporate Debt Securities |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29     | 2029-08-15      | 5.6250%  | 0.0000% | $205000.00         | $198615.79         | Corporate Debt Securities |
| SARANAC CLO VI LTD 2018-6      D      20310813 FLT | 2031-08-13      | 8.1241%  | 0.0000% | $4000000.00        | $3885826.28        | Asset-Backed Securities   |
| SAXON ASSET SEC CO 2005-1      M-4    20350525 FLT | 2035-05-25      | 1.5713%  | 0.0000% | $10000000.00       | $1650338.39        | Asset-Backed Securities   |
| VITAL ENERGY INC               SR GLBL 144A 32     | 2032-04-15      | 7.8750%  | 0.0000% | $200000.00         | $202686.50         | Corporate Debt Securities |
| MORGAN STANLEY CAP 2005-WMC4   B-1    20350425 FLT | 2035-04-25      | 6.2370%  | 0.0000% | $4131000.00        | $1965676.91        | Asset-Backed Securities   |
| FERRELLGAS L P / FERRELLGAS    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $15000.00          | $14241.79          | Corporate Debt Securities |
| CWABS INC 2004-13              MV-7   20350225 FLT | 2035-02-25      | 6.8370%  | 0.0000% | $5408000.00        | $4028063.92        | Asset-Backed Securities   |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $18455553.00       | $18498323.74       | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33     | 2033-06-01      | 4.5000%  | 0.0000% | $976000.00         | $881259.68         | Corporate Debt Securities |
| CITIGROUP MTG LN TR 2006-HE1   M-5    20360125 FLT | 2036-01-25      | 5.1870%  | 0.0000% | $9627404.00        | $9003042.81        | Asset-Backed Securities   |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29    | 2029-08-01      | 9.5000%  | 0.0000% | $2000.00           | $2044.78           | Corporate Debt Securities |
| ACE SECS HEQ 2006-OP2          M-1    20360825 FLT | 2036-08-25      | 4.8120%  | 0.0000% | $32389000.00       | $19598294.34       | Asset-Backed Securities   |
| AEGIS ABS 2005-5               M2     20351226 FLT | 2035-12-26      | 5.1120%  | 0.0000% | $3000000.00        | $1936513.70        | Asset-Backed Securities   |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $2000.00           | $1708.58           | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $36.00             | $36.81             | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $748397.00         | $643969.63         | Corporate Debt Securities |
| NOMURA HEQ LN TR 2006-HE3      II-A-4 20360725 FLT | 2036-07-25      | 4.9970%  | 0.0000% | $3500000.00        | $2970979.29        | Asset-Backed Securities   |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31     | 2031-06-15      | 8.7500%  | 0.0000% | $1180000.00        | $1233366.81        | Corporate Debt Securities |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 6%30    | 2030-03-25      | 9.2500%  | 0.0000% | $1000.00           | $619.73            | Corporate Debt Securities |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $250000.00         | $247551.18         | Corporate Debt Securities |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29     | 2029-10-01      | 3.7500%  | 0.0000% | $8000.00           | $7580.85           | Corporate Debt Securities |
| GE-WMC ASSET-BCKD PTC 2006-1   A1B 14 20360825 FLT | 2036-08-25      | 4.7970%  | 0.0000% | $8312000.00        | $773009.03         | Asset-Backed Securities   |
| UNITED RENTALS INC             SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $750000.00         | $708222.71         | Corporate Debt Securities |
| WINDSTREAM SERVICES LLC/UNIT   SR SEC GLBL 28      | 2028-02-15      | 10.5000% | 0.0000% | $1168000.00        | $1285586.45        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31    | 2031-06-01      | 8.3750%  | 0.0000% | $385000.00         | $411773.76         | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $1232000.00        | $1159487.22        | Corporate Debt Securities |
| HILTON WORLDWIDE FINANCE LLC   SR GLBL NT 27       | 2027-04-01      | 4.8750%  | 0.0000% | $154000.00         | $156645.98         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $480000.00         | $473632.27         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 33     | 2033-01-15      | 6.2500%  | 0.0000% | $890000.00         | $917500.01         | Corporate Debt Securities |
| HOME EQUITY MTG INABS 2007-A   2A-4A  20370425 FLT | 2037-04-25      | 4.7570%  | 0.0000% | $6500000.00        | $1887926.69        | Asset-Backed Securities   |
| FIRST FRANKLIN MTG 2005-FF6    M-4    20360525 FLT | 2036-05-25      | 5.4120%  | 0.0000% | $3500000.00        | $1996477.86        | Asset-Backed Securities   |
| ECOPETROL S A                  SR GLBL NT 32       | 2032-02-01      | 7.7500%  | 0.0000% | $133000.00         | $136214.31         | Corporate Debt Securities |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $642000.00         | $676159.75         | Corporate Debt Securities |
| AMER AIRLINES PT TR 2016-3B    B      20270415 3.7 | 2027-04-15      | 3.7500%  | 0.0000% | $13126000.00       | $4474616.68        | Asset-Backed Securities   |
| PARK PLACE SECS 2004-WCW2      M-5    20341025 FLT | 2034-10-25      | 6.3120%  | 0.0000% | $8532900.00        | $1762174.96        | Asset-Backed Securities   |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-06-15      | 6.3750%  | 0.0000% | $363000.00         | $380610.64         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $407000.00         | $456134.79         | Corporate Debt Securities |
| BEAR STEARNS ABS TR 2006-AQ1   I-2A   20361027 FLT | 2036-10-27      | 4.5321%  | 0.0000% | $24899900.00       | $810841.75         | Asset-Backed Securities   |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29     | 2029-03-15      | 3.7500%  | 0.0000% | $110000.00         | $106169.07         | Corporate Debt Securities |
| STENA INTL SA                  SR SEC 144A NT31    | 2031-02-15      | 7.6250%  | 0.0000% | $648000.00         | $668642.22         | Corporate Debt Securities |
| EMERALD DEBT MERGER SUB LLC    SR SEC 144A NT30    | 2030-12-15      | 6.6250%  | 0.0000% | $2000.00           | $2086.28           | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30     | 2030-08-15      | 5.6250%  | 0.0000% | $214000.00         | $217374.51         | Corporate Debt Securities |
| MADISON PK FDG 2013-40R        D-R    20300528 FLT | 2030-05-28      | 8.0666%  | 0.0000% | $3000000.00        | $3009212.92        | Asset-Backed Securities   |
| SBA COMMUNICATIONS CORP        SR GLBL NT 29       | 2029-02-01      | 3.1250%  | 0.0000% | $224000.00         | $210896.12         | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-10-01      | 6.5000%  | 0.0000% | $35000.00          | $36840.03          | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $500000.00         | $484771.94         | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $85000.00          | $87387.60          | Corporate Debt Securities |
| MORGAN STANLEY CAP 2005-NC2    M-6    20350325 FLT | 2035-03-25      | 5.4720%  | 0.0000% | $6010000.00        | $2700951.61        | Asset-Backed Securities   |
| KENNEDY WILSON INC             SR GLBL NT 5%31     | 2031-03-01      | 5.0000%  | 0.0000% | $138000.00         | $132357.49         | Corporate Debt Securities |
| OPTION ONE MTG LN TR 2007-1    II-A-3 20370125 FLT | 2037-01-25      | 4.7170%  | 0.0000% | $15690000.00       | $4069114.74        | Asset-Backed Securities   |
| QNITY ELECTRONICS INC          SR 144A NT 33       | 2033-08-15      | 6.2500%  | 0.0000% | $3725000.00        | $3853887.07        | Corporate Debt Securities |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28      | 2028-05-01      | 4.8750%  | 0.0000% | $2360000.00        | $2348056.43        | Corporate Debt Securities |
| SECURITIZED ASSET REC 2006-FR2 A-3    20360325 FLT | 2036-03-25      | 4.9370%  | 0.0000% | $2400000.00        | $850094.48         | Asset-Backed Securities   |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 32     | 2032-12-01      | 9.6250%  | 0.0000% | $29000.00          | $33551.20          | Corporate Debt Securities |
| NOBLE FIN II LLC               SR GLBL 144A 30     | 2030-04-15      | 8.0000%  | 0.0000% | $119000.00         | $126882.30         | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 7.7%             | 2099-12-31      | 7.7000%  | 0.0000% | $31430000.00       | $32554879.70       | Corporate Debt Securities |
| HSI ASSET SEC TR 2007-HE1      II-A-3 20370125 FLT | 2037-01-25      | 4.6270%  | 0.0000% | $7535000.00        | $2808755.19        | Asset-Backed Securities   |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $82000.00          | $79865.36          | Corporate Debt Securities |
| CWABS INC 2005-AB4             1-A    20360325 FLT | 2036-03-25      | 4.9170%  | 0.0000% | $401755000.00      | $11094244.16       | Asset-Backed Securities   |
| BOISE CASCADE CO DEL           SR GLBL 144A 30     | 2030-07-01      | 4.8750%  | 0.0000% | $1192000.00        | $1176413.61        | Corporate Debt Securities |
| DISH DBS CORPORATION           SR SEC GLBL 28      | 2028-12-01      | 5.7500%  | 0.0000% | $425000.00         | $406102.61         | Corporate Debt Securities |
| CITIGROUP MTG LN TR 2007-AMC2  A-3A   20370125 FLT | 2037-01-25      | 4.5970%  | 0.0000% | $75395968.00       | $2202361.47        | Asset-Backed Securities   |
| CHEVRON CORPORATION            SR GLBL NT 25       | 2025-11-17      | 3.3260%  | 0.0000% | $18000.00          | $18129.85          | Corporate Debt Securities |
| CWABS INC 2005-1               MF-4   20350425 FLT | 2035-04-25      | 5.6540%  | 0.0000% | $4000000.00        | $2955315.75        | Asset-Backed Securities   |
| CWABS INC 2004-AB2             M-4    20341125 FLT | 2034-11-25      | 5.7120%  | 0.0000% | $4900000.00        | $4392240.78        | Asset-Backed Securities   |
| CWABS INC 2004-7               MV-4   20341225 FLT | 2034-12-25      | 6.0870%  | 0.0000% | $7000000.00        | $495249.77         | Asset-Backed Securities   |
| CWABS INC 2007-5               2-A-4  20360225 FLT | 2036-02-25      | 5.0770%  | 0.0000% | $8000000.00        | $5993395.49        | Asset-Backed Securities   |
| EDISON INTL                    PERP SR GLBL -B     | 2500-12-31      | 5.0000%  | 0.0000% | $2911000.00        | $2672902.84        | Corporate Debt Securities |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $34401000.00       | $38041382.62       | Asset-Backed Securities   |
| CP ATLAS BUYER INC.            2LIEN PIK 144A31    | 2031-01-15      | 12.7500% | 0.0000% | $5000.00           | $4824.45           | Corporate Debt Securities |
| CWABS INC 2006-23              M-1    20351225 FLT | 2035-12-25      | 4.8120%  | 0.0000% | $5000000.00        | $4008471.65        | Asset-Backed Securities   |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $90000.00          | $95055.24          | Corporate Debt Securities |
| FULL HSE RESORTS INC           SR SEC GLBL 28      | 2028-02-15      | 8.2500%  | 0.0000% | $125000.00         | $120434.79         | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $1280000.00        | $1359328.00        | Corporate Debt Securities |
| ALLY BANK CR LKD NT 2024-B     E      20320915 6.6 | 2032-09-15      | 6.6780%  | 0.0000% | $530234.00         | $368031.23         | Asset-Backed Securities   |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 31      | 2031-02-15      | 7.8750%  | 0.0000% | $296000.00         | $312141.62         | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $152000.00         | $151025.68         | Corporate Debt Securities |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT31    | 2031-01-15      | 7.0000%  | 0.0000% | $1312000.00        | $1372647.93        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $10055113.00       | $11101612.85       | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $2000.00           | $1980.33           | Corporate Debt Securities |
| BATT CLO VIII 2020-8R2 LTD     D-1-R2 20300718 FLT | 2030-07-18      | 11.3406% | 0.0000% | $2261544.00        | $2282623.20        | Asset-Backed Securities   |
| DEALER TIRE LLC                SR GLBL 144A 28     | 2028-02-01      | 8.0000%  | 0.0000% | $2000.00           | $1951.32           | Corporate Debt Securities |
| CFG INVESTMENTS LTD 2025-1     B      20360325 9.1 | 2036-03-25      | 9.1600%  | 0.0000% | $3032000.00        | $3122744.05        | Asset-Backed Securities   |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-03-01      | 4.7500%  | 0.0000% | $1058000.00        | $1041237.17        | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $1000000.00        | $788750.00         | Corporate Debt Securities |
| CWABS INC 2007-BC2             1-A    20370625 FLT | 2037-06-25      | 4.8370%  | 0.0000% | $100039900.00      | $13916110.38       | Asset-Backed Securities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33       | 2033-03-15      | 7.5000%  | 0.0000% | $2247000.00        | $2298677.25        | Corporate Debt Securities |
| CWABS INC 2006-15              A-4    20360425 FLT | 2036-04-25      | 4.2672%  | 0.0000% | $4235000.00        | $938665.09         | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2007-AMC1  A-1    20361226 FLT | 2036-12-26      | 4.7570%  | 0.0000% | $5500000.00        | $531522.80         | Asset-Backed Securities   |
| TALOS PRODTN INC               SR SEC GLBL 29      | 2029-02-01      | 9.0000%  | 0.0000% | $6514000.00        | $6755669.40        | Corporate Debt Securities |
| PG&E CORP                      SR SEC GLBL NT30    | 2030-07-01      | 5.2500%  | 0.0000% | $2165000.00        | $2130659.49        | Corporate Debt Securities |
| AVATION CAP S A                FR 8.25%103126      | 2026-10-31      | 8.2500%  | 0.0000% | $200000.00         | $203188.67         | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2005-WF3 M9     20350725 FLT | 2035-07-25      | 7.8120%  | 0.0000% | $2391900.00        | $966902.08         | Asset-Backed Securities   |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT4%47    | 2047-10-02      | 4.0000%  | 0.0000% | $16000.00          | $12641.49          | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31      | 2031-11-15      | 6.0000%  | 0.0000% | $77000.00          | $79469.65          | Corporate Debt Securities |
| BEACON ROOFING SUPPLY          1LIEN GLBL 32       | 2032-04-30      | 6.7500%  | 0.0000% | $1336000.00        | $1416934.88        | Corporate Debt Securities |
| CITIGROUP MTG LN TR 2006-SHL1  M-3    20451127 FLT | 2045-11-27      | 5.7870%  | 0.0000% | $2756000.00        | $2361931.36        | Asset-Backed Securities   |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28    | 2028-06-01      | 8.1250%  | 0.0000% | $981000.00         | $1037045.62        | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL 144A 30     | 2030-02-15      | 4.7500%  | 0.0000% | $1740000.00        | $1702602.57        | Corporate Debt Securities |
| KKR FINAL CLO LTD 2013-1R2     D-R2   20290416 FLT | 2029-04-16      | 10.5676% | 0.0000% | $3261886.00        | $3293198.27        | Asset-Backed Securities   |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30     | 2030-11-15      | 3.8750%  | 0.0000% | $40000.00          | $37206.58          | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-06-01      | 4.0910%  | 0.0000% | $2000.00           | $1917.48           | Corporate Debt Securities |
| CLARIVATE SCIENCE HOLDINGS COR SR GLBL 144A 29     | 2029-07-01      | 4.8750%  | 0.0000% | $70000.00          | $66909.47          | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $524000.00         | $525181.62         | Corporate Debt Securities |
| SOUNDVIEW HM LN 2007-1         M-1    20370325 FLT | 2037-03-25      | 4.9170%  | 0.0000% | $6000000.00        | $5020544.02        | Asset-Backed Securities   |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $222000.00         | $219105.86         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $29000.00          | $28026.42          | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 32     | 2032-07-15      | 6.5000%  | 0.0000% | $250000.00         | $260841.11         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34      | 2034-05-15      | 6.7500%  | 0.0000% | $980000.00         | $945308.00         | Corporate Debt Securities |
| MGM CHINA HOLDINGS LIMITED     SR GLBL 144A 31     | 2031-06-26      | 7.1250%  | 0.0000% | $460000.00         | $485051.03         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $2000.00           | $2186.15           | Corporate Debt Securities |
| GRUBHUB HLDGS INC              SR GLBL 144A 27     | 2027-07-01      | 5.5000%  | 0.0000% | $842000.00         | $857300.08         | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $1388000.00        | $1376253.66        | Corporate Debt Securities |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $3391000.00        | $3362302.72        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP SUB GLBL -S    | 2500-12-31      | 7.1860%  | 0.0000% | $1000.00           | $1008.61           | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $583378.00         | $596444.13         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $900000.00         | $619822.00         | Corporate Debt Securities |
| UNDER ARMOUR INC               SR GLBL 144A 30     | 2030-07-15      | 7.2500%  | 0.0000% | $1753000.00        | $1778929.79        | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $3100000.00        | $3017274.78        | Corporate Debt Securities |
| AIR CANADA 2020-1              C      20260715 10. | 2026-07-15      | 10.5000% | 0.0000% | $222000.00         | $235398.96         | Asset-Backed Securities   |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $244000.00         | $214569.51         | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 28      | 2028-01-15      | 5.5000%  | 0.0000% | $1929000.00        | $1737010.92        | Corporate Debt Securities |
| OPORTUN ISSUANCE TRUST 2025-C  E      20330708 9.2 | 2033-07-08      | 9.2000%  | 0.0000% | $1240000.00        | $1255879.99        | Asset-Backed Securities   |
| LABRADOR AVIA FIN LTD 2016-1   A-1    20420115 FLT | 2042-01-15      | 4.3000%  | 0.0000% | $16350000.00       | $6172517.39        | Asset-Backed Securities   |
| JEFFERSON CAPITAL HOLDINGS LLC SR GLBL 144A 26     | 2026-08-15      | 6.0000%  | 0.0000% | $2099000.00        | $2098650.17        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        VR 091324-091327    | 2027-09-13      | 6.4132%  | 0.0000% | $18292000.00       | $18697955.72       | Corporate Debt Securities |
| COMMSCOPE LLC                  144A NT 9.5%31      | 2031-12-15      | 9.5000%  | 0.0000% | $278000.00         | $293862.06         | Corporate Debt Securities |
| RENAISSANCE HEQ 2005-1         M-1    20350525 5.8 | 2035-05-25      | 5.8570%  | 0.0000% | $6624900.00        | $3134979.42        | Asset-Backed Securities   |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $53000.00          | $48900.89          | Corporate Debt Securities |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $43666964.00       | $78915907.72       | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $56.00             | $56.74             | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.9500%  | 0.0000% | $1000.00           | $1017.84           | Corporate Debt Securities |
| GSAMP TRUST 2005-HE5           M-5    20351126 FLT | 2035-11-26      | 5.3820%  | 0.0000% | $2388000.00        | $2152655.44        | Asset-Backed Securities   |
| FIRST FRANKLIN MTG 2005-FF2    M-6    20350326 FLT | 2035-03-26      | 5.4870%  | 0.0000% | $7583000.00        | $6600066.99        | Asset-Backed Securities   |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $272000.00         | $257313.96         | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $95000.00          | $102188.12         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $650000.00         | $648801.11         | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR GLBL REGS 29     | 2029-01-15      | 7.2500%  | 0.0000% | $210000.00         | $216319.13         | Corporate Debt Securities |
| C-BASS TRUST 2007-CB4          A-1B   20370425 FLT | 2037-04-25      | 2.6356%  | 0.0000% | $30760000.00       | $13909352.29       | Asset-Backed Securities   |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $937000.00         | $994919.61         | Corporate Debt Securities |
| MADISON PARK FDG 2022-55R      E-R    20370720 FLT | 2037-07-20      | 10.3290% | 0.0000% | $4527940.00        | $4545872.91        | Asset-Backed Securities   |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $500000.00         | $600558.06         | Corporate Debt Securities |
| CVR ENERGY INC                 SR GLBL 144A 28     | 2028-02-15      | 5.7500%  | 0.0000% | $546000.00         | $533008.54         | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $276.00            | $272.23            | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  SR GLBL 144A 33     | 2033-09-15      | 10.0000% | 0.0000% | $2000000.00        | $1964351.11        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $240000.00         | $268368.27         | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $620000.00         | $609541.98         | Corporate Debt Securities |
| AMERICAN AIRLINES              SR SEC GLBL 28      | 2028-02-15      | 7.2500%  | 0.0000% | $5000.00           | $5150.35           | Corporate Debt Securities |
| MATTAMY GROUP CORP             SR 144A NT 27       | 2027-12-15      | 5.2500%  | 0.0000% | $220000.00         | $221795.57         | Corporate Debt Securities |
| IQVIA INC                      SR GLBL 144A 27     | 2027-05-15      | 5.0000%  | 0.0000% | $777000.00         | $784804.53         | Corporate Debt Securities |
| MORGAN STANLEY CAP 2005-HE7    M-3    20351125 FLT | 2035-11-25      | 5.1420%  | 0.0000% | $5936189.00        | $4949481.60        | Asset-Backed Securities   |
| ZF NORTH AMER CAP INC          REGS NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $637000.00         | $651185.19         | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $384000.00         | $407513.60         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $17886000.00       | $17973422.79       | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 30      | 2030-06-30      | 7.3750%  | 0.0000% | $12000.00          | $12225.20          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $413000.00         | $457587.02         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $2000.00           | $2151.64           | Corporate Debt Securities |
| RENAISSANCE HEQ 2004-3         M-3    20341125 5.8 | 2034-11-25      | 5.8840%  | 0.0000% | $9920000.00        | $1605647.34        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2007-AMC2  A-3C   20370125 FLT | 2037-01-25      | 4.9370%  | 0.0000% | $10000000.00       | $2153678.73        | Asset-Backed Securities   |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $21000.00          | $22095.87          | Corporate Debt Securities |
| SLM PRIVATE ST LN TR 2007-A    C-1    20411215 FLT | 2041-12-15      | 5.0101%  | 0.0000% | $15000000.00       | $7250881.10        | Asset-Backed Securities   |
| SERVICE PPTYS TR               SR GLBL NT 32       | 2032-06-15      | 8.8750%  | 0.0000% | $532000.00         | $559762.12         | Corporate Debt Securities |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 33      | 2033-09-01      | 6.1250%  | 0.0000% | $1639000.00        | $1650049.14        | Corporate Debt Securities |
| AMERIQUEST MTG SECS 2005-R11   M-6    20360125 FLT | 2036-01-25      | 5.5920%  | 0.0000% | $4830000.00        | $2999995.04        | Asset-Backed Securities   |
| LONG BEACH MTG LN TR 2005-3    M-2    20351125 FLT | 2035-11-25      | 5.1420%  | 0.0000% | $34444238.00       | $24090961.46       | Asset-Backed Securities   |
| ZEBRA TECHNOLOGIES CORPORATION SR GLBL 144A 32     | 2032-06-01      | 6.5000%  | 0.0000% | $3000.00           | $3132.18           | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT4%31    | 2031-04-15      | 4.0000%  | 0.0000% | $63.00             | $52.94             | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29     | 2029-02-15      | 7.2500%  | 0.0000% | $45000.00          | $46753.62          | Corporate Debt Securities |
| UTD AUTO CR SEC TR 2023-1      E      20290910 10. | 2029-09-10      | 10.9800% | 0.0000% | $16926000.00       | $18307026.19       | Asset-Backed Securities   |
| PEOPLES CHOICE HM LN 2005-1    M5     20350225 FLT | 2035-02-25      | 5.9370%  | 0.0000% | $4100000.00        | $3137552.35        | Asset-Backed Securities   |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $105000.00         | $109352.21         | Corporate Debt Securities |
| SAXON ASSET SEC CO 2004-3      M-3    20341225 FLT | 2034-12-25      | 5.5620%  | 0.0000% | $4000000.00        | $435559.18         | Asset-Backed Securities   |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT25    | 2025-10-31      | 0.0000%  | 0.0000% | $1000.00           | $995.00            | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-04-01      | 5.8750%  | 0.0000% | $2000.00           | $2085.31           | Corporate Debt Securities |
| HUNTINGTON AUTO TRUST 2024-2   C      20321020 FLT | 2032-10-20      | 6.9450%  | 0.0000% | $1325193.00        | $883552.51         | Asset-Backed Securities   |
| EXETER AUTO REC TR 2025-4      E      20330415 6.9 | 2033-04-15      | 6.9900%  | 0.0000% | $5000000.00        | $5056996.67        | Asset-Backed Securities   |
| CITIGROUP MTG LN TR 2007-AMC1  A-2B   20361226 FLT | 2036-12-26      | 4.7370%  | 0.0000% | $39699900.00       | $6702623.98        | Asset-Backed Securities   |
| DELEK LOGISTICS PARTNERS LP /  SR GLBL 144A 29     | 2029-03-15      | 8.6250%  | 0.0000% | $1180000.00        | $1280998.17        | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $4764000.00        | $4674780.87        | Corporate Debt Securities |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 30      | 2030-06-15      | 6.8750%  | 0.0000% | $860000.00         | $900105.98         | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $102000.00         | $105771.28         | Corporate Debt Securities |
| NATIONAL COLL ST LN TR 2006-4  A-4    20320525 FLT | 2032-05-25      | 4.7470%  | 0.0000% | $14821000.00       | $1242340.70        | Asset-Backed Securities   |
| CAESARS ENTERTAINMENT INC NEW  SR SEC GLBL 30      | 2030-02-15      | 7.0000%  | 0.0000% | $341000.00         | $353876.92         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   SR SEC GLBL 30      | 2030-06-30      | 7.3750%  | 0.0000% | $1360000.00        | $1385522.86        | Corporate Debt Securities |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30     | 2030-09-01      | 9.7500%  | 0.0000% | $6000000.00        | $5994645.00        | Corporate Debt Securities |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30     | 2030-09-01      | 9.7500%  | 0.0000% | $6276000.00        | $6270398.67        | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 28      | 2028-12-31      | 10.5000% | 0.0000% | $800000.00         | $793542.67         | Corporate Debt Securities |
| SECURITIZED ASSET REC 2005-FR4 M-2    20360125 FLT | 2036-01-25      | 5.3970%  | 0.0000% | $6398400.00        | $700470.17         | Asset-Backed Securities   |
| SPECIALTY UNDRWR FIN 2005-BC2  M-4    20351226 FLT | 2035-12-26      | 5.5020%  | 0.0000% | $7100000.00        | $6409207.89        | Asset-Backed Securities   |
| ATLAS SR LN FD LTD 2022-1      E      20300715 FLT | 2030-07-15      | 12.8276% | 0.0000% | $4421347.00        | $4426115.14        | Asset-Backed Securities   |
| CWABS INC 2007-BC3             2-A-4  20371125 FLT | 2037-11-25      | 4.9370%  | 0.0000% | $3913750.00        | $3133459.61        | Asset-Backed Securities   |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32    | 2032-04-15      | 6.7500%  | 0.0000% | $928000.00         | $979262.72         | Corporate Debt Securities |
| SECURITIZED ASSET REC 2006-OP1 M-6    20351025 FLT | 2035-10-25      | 5.4420%  | 0.0000% | $4000000.00        | $3180337.10        | Asset-Backed Securities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 31       | 2031-02-15      | 7.1250%  | 0.0000% | $891000.00         | $909103.26         | Corporate Debt Securities |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32    | 2032-06-30      | 8.2500%  | 0.0000% | $336000.00         | $364664.44         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 2.45%091528      | 2028-09-15      | 2.4500%  | 0.0000% | $100000.00         | $91554.11          | Corporate Debt Securities |
| LABL ESCROW ISSUER LLC         SR GLBL 144A 27     | 2027-07-15      | 10.5000% | 0.0000% | $35421000.00       | $32408207.81       | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN S A    SR 144A NT 28       | 2028-10-15      | 5.6250%  | 0.0000% | $1351000.00        | $1164234.38        | Corporate Debt Securities |
| CENTRAL PARENT LLC / CDK GLOBA 144A NT 8%29        | 2029-06-15      | 8.0000%  | 0.0000% | $15372000.00       | $13554944.20       | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $894000.00         | $815642.89         | Corporate Debt Securities |
| CWABS INC 2007-10              2-M-1  20361125 FLT | 2036-11-25      | 4.6970%  | 0.0000% | $15432864.00       | $11932316.79       | Asset-Backed Securities   |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1997.84           | Corporate Debt Securities |
| PEOPLES CHOICE HM LN 2005-3    M4     20350825 FLT | 2035-08-25      | 5.4870%  | 0.0000% | $8187000.00        | $6505927.84        | Asset-Backed Securities   |
| US FOODS INC                   SR GLBL 144A 30     | 2030-06-01      | 4.6250%  | 0.0000% | $75000.00          | $74046.42          | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29    | 2029-04-01      | 3.8750%  | 0.0000% | $4299000.00        | $4199179.61        | Corporate Debt Securities |
| HERC HOLDINGS ESCROW INC       SR 144A NT 7%30     | 2030-06-15      | 7.0000%  | 0.0000% | $731000.00         | $774104.63         | Corporate Debt Securities |
| GALLATIN CLO VIII LTD 2017-1R  D-2-R  20310715 6.0 | 2031-07-15      | 6.0000%  | 0.0000% | $4378000.00        | $3690843.71        | Asset-Backed Securities   |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35       | 2035-02-15      | 7.2500%  | 0.0000% | $500000.00         | $490099.72         | Corporate Debt Securities |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $1147000.00        | $1200840.05        | Asset-Backed Securities   |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 26      | 2026-04-15      | 5.7500%  | 0.0000% | $650000.00         | $669691.39         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $42000.00          | $43393.80          | Corporate Debt Securities |
| POPULAR ABS 2006-A             M-3    20360225 FLT | 2036-02-25      | 5.4720%  | 0.0000% | $2151494.00        | $1794228.38        | Asset-Backed Securities   |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $378000.00         | $376834.50         | Corporate Debt Securities |
| POPULAR ABS 2006-A             M-2    20360225 FLT | 2036-02-25      | 5.3070%  | 0.0000% | $1988400.00        | $1639425.20        | Asset-Backed Securities   |
| LEHMAN ABS MTG LN TR 2007-1    2-A3   20370625 FLT | 2037-06-25      | 4.6670%  | 0.0000% | $12137920.00       | $2316804.19        | Asset-Backed Securities   |
| RACE POINT IX CLO LTD 2015-9R  C-R    20301015 FLT | 2030-10-15      | 7.7792%  | 0.0000% | $2650000.00        | $2676510.47        | Asset-Backed Securities   |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 7.2000%  | 0.0000% | $548000.00         | $575153.40         | Corporate Debt Securities |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $2079000.00        | $2277599.94        | Corporate Debt Securities |
| HINNT LLC 2024-A               D      20430316 7.0 | 2043-03-16      | 7.0000%  | 0.0000% | $5197000.00        | $2819714.26        | Asset-Backed Securities   |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $1100000.00        | $1187786.42        | Corporate Debt Securities |
| LITHIA MTRS INC                SR GLBL 144A 29     | 2029-06-01      | 3.8750%  | 0.0000% | $53000.00          | $51293.52          | Corporate Debt Securities |
| GRAY MEDIA INC                 2LIEN 144A NT 32    | 2032-07-15      | 9.6250%  | 0.0000% | $100000.00         | $101374.18         | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2006-WF1 M6     20360225 FLT | 2036-02-25      | 5.2320%  | 0.0000% | $901000.00         | $886366.26         | Asset-Backed Securities   |
| MERLIN ENT GRO U S HLDGS INC   SR SEC 144A NT31    | 2031-02-15      | 7.3750%  | 0.0000% | $400000.00         | $342755.22         | Corporate Debt Securities |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $22798.00          | $23100.05          | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 30     | 2030-01-01      | 5.6250%  | 0.0000% | $634000.00         | $640145.05         | Corporate Debt Securities |
| HOLOGIC INC                    SR GLBL 144A 28     | 2028-02-01      | 4.6250%  | 0.0000% | $1152000.00        | $1147688.32        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 30     | 2030-01-15      | 5.8750%  | 0.0000% | $6999000.00        | $6602720.51        | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 29     | 2029-04-15      | 5.0000%  | 0.0000% | $5000000.00        | $5057905.56        | Corporate Debt Securities |
| TKC HOLDINGS INCORPORATED      SR 144A NT 29       | 2029-05-15      | 10.5000% | 0.0000% | $2445000.00        | $2587062.65        | Corporate Debt Securities |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $3000.00           | $3246.48           | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.8500%  | 0.0000% | $1700000.00        | $1795007.80        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $1000.00           | $1004.18           | Corporate Debt Securities |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $3099000.00        | $3143954.44        | Corporate Debt Securities |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 31      | 2031-10-01      | 7.3750%  | 0.0000% | $208000.00         | $224017.96         | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $7736074.00        | $9883694.10        | Corporate Debt Securities |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29      | 2029-06-01      | 9.0000%  | 0.0000% | $672000.00         | $655966.08         | Corporate Debt Securities |
| SPECIALTY UNDRWR FIN 2006-BC4  A-2D   20370925 FLT | 2037-09-25      | 4.9170%  | 0.0000% | $7611000.00        | $1418460.32        | Asset-Backed Securities   |
| BLOCK INC                      SR GLBL 144A 33     | 2033-08-15      | 6.0000%  | 0.0000% | $1205000.00        | $1235924.32        | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2005-NC1 M5     20350225 FLT | 2035-02-25      | 4.3719%  | 0.0000% | $3078000.00        | $1317018.69        | Asset-Backed Securities   |
| SPECIALTY UNDRWR FIN 2006-BC5  A-1    20371125 FLT | 2037-11-25      | 4.7170%  | 0.0000% | $28942000.00       | $2588814.19        | Asset-Backed Securities   |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $3000.00           | $3085.64           | Corporate Debt Securities |
| REGIONAL MTG ISS TR 2021-2     D      20330815 4.9 | 2033-08-15      | 4.9400%  | 0.0000% | $7067000.00        | $6561710.29        | Asset-Backed Securities   |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $3205000.00        | $3295026.67        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR REGS NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $2000000.00        | $2172770.00        | Corporate Debt Securities |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $17000.00          | $17597.60          | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32    | 2032-06-30      | 8.4990%  | 0.0000% | $900000.00         | $935644.95         | Corporate Debt Securities |
| ALLWYN ENTMT FING UK PLC       SR SEC REGS NT29    | 2029-04-30      | 7.8750%  | 0.0000% | $612000.00         | $643900.50         | Corporate Debt Securities |
| ASSET BACKED FDG 2005-HE1      M-5    20350325 FLT | 2035-03-25      | 5.4870%  | 0.0000% | $24649389.00       | $4838610.83        | Asset-Backed Securities   |
| MASTR ABS TR 2006-HE1          M-2    20360125 FLT | 2036-01-25      | 5.0070%  | 0.0000% | $15235000.00       | $8576029.56        | Asset-Backed Securities   |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $300000.00         | $298570.67         | Corporate Debt Securities |
| CWABS INC 2004-12              MV-6   20350225 FLT | 2035-02-25      | 6.2370%  | 0.0000% | $13500000.00       | $11313283.85       | Asset-Backed Securities   |
| MS HEQ LN TR 2005-2            M-6    20350525 FLT | 2035-05-25      | 5.5020%  | 0.0000% | $6100000.00        | $4898344.48        | Asset-Backed Securities   |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $3548976.00        | $3582904.21        | Corporate Debt Securities |
| RAMP SERIES TRUST 2006-NC3     M-2    20360325 FLT | 2036-03-25      | 4.9770%  | 0.0000% | $4180000.00        | $2867554.71        | Asset-Backed Securities   |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32       | 2032-01-15      | 3.7500%  | 0.0000% | $25000.00          | $23186.33          | Corporate Debt Securities |
| CWABS INC 2006-6               M-1    20350925 FLT | 2035-09-25      | 4.9170%  | 0.0000% | $4000000.00        | $2882803.97        | Asset-Backed Securities   |
| CIVITAS RESOURCES INC          SR GLBL 144A 33     | 2033-06-15      | 9.6250%  | 0.0000% | $1400000.00        | $1510184.28        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $1000.00           | $1012.76           | Corporate Debt Securities |
| CITIGROUP MTG LN TR 2007-AHL3  A-3A   20450725 FLT | 2045-07-25      | 4.4970%  | 0.0000% | $50050000.00       | $2029251.22        | Asset-Backed Securities   |
| ECOPETROL S A                  SR GLBL NT 30       | 2030-04-29      | 6.8750%  | 0.0000% | $67000.00          | $69878.77          | Corporate Debt Securities |
| EXETER AUTO RECV TR 2023-2     E      20301115 9.7 | 2030-11-15      | 9.7500%  | 0.0000% | $3674000.00        | $4021298.32        | Asset-Backed Securities   |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $3000000.00        | $2758863.33        | Corporate Debt Securities |
| WAYFAIR LLC                    SR SEC GLBL 30      | 2030-09-15      | 7.7500%  | 0.0000% | $687000.00         | $735712.50         | Corporate Debt Securities |
| RESIDENTIAL ASSET  2005-EFC2   M-7    20350725 FLT | 2035-07-25      | 6.2370%  | 0.0000% | $2719000.00        | $2434858.00        | Asset-Backed Securities   |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29      | 2029-04-15      | 12.2500% | 0.0000% | $398000.00         | $451896.05         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 31     | 2031-05-01      | 4.0000%  | 0.0000% | $898000.00         | $859369.04         | Corporate Debt Securities |
| GALAXY XXI CLO 2015-21R        F-R    20310421 FLT | 2031-04-21      | 11.8371% | 0.0000% | $1354000.00        | $1265994.77        | Asset-Backed Securities   |
| HAH GROUP HLDG CO LLC          SR SEC 144A NT31    | 2031-10-01      | 9.7500%  | 0.0000% | $255000.00         | $245759.65         | Corporate Debt Securities |
| HOME EQUITY MTG INABS 2007-A   2A-3   20370425 FLT | 2037-04-25      | 4.6770%  | 0.0000% | $18750000.00       | $5849539.78        | Asset-Backed Securities   |
| COINBASE GLOBAL INC            SR GLBL 144A 31     | 2031-10-01      | 3.6250%  | 0.0000% | $666000.00         | $607180.73         | Corporate Debt Securities |
| WHITE CAP BUYER LLC            SR GLBL 144A 28     | 2028-10-15      | 6.8750%  | 0.0000% | $13000.00          | $13335.01          | Corporate Debt Securities |
| C-BASS ABS LLC 2004-CB4        M-2    20340625 FLT | 2034-06-25      | 6.7670%  | 0.0000% | $4300000.00        | $487368.36         | Asset-Backed Securities   |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 29      | 2029-12-01      | 4.5000%  | 0.0000% | $920000.00         | $902004.80         | Corporate Debt Securities |
| SPIRIT AIRLINES INC 2015-1     A      20280401 4.1 | 2028-04-01      | 4.1000%  | 0.0000% | $4053000.00        | $1879152.42        | Asset-Backed Securities   |
| HILLENBRAND INC                SR GLBL NT 29       | 2029-02-15      | 6.2500%  | 0.0000% | $126000.00         | $128937.13         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $944000.00         | $927065.69         | Corporate Debt Securities |
| FREMONT HM LN TR 2005-D        M2     20351125 FLT | 2035-11-25      | 5.0970%  | 0.0000% | $27590627.00       | $13111924.74       | Asset-Backed Securities   |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 6.0000%  | 0.0000% | $1999000.00        | $2019876.22        | Corporate Debt Securities |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 6.5000%  | 0.0000% | $10125000.00       | $10545007.50       | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC     SR GLBL 144A 29     | 2029-08-01      | 4.2500%  | 0.0000% | $186000.00         | $181055.29         | Corporate Debt Securities |
| MADISON PARK FUNDING 2024-67   E      20370427 FLT | 2037-04-27      | 11.1185% | 0.0000% | $1265000.00        | $1270710.99        | Asset-Backed Securities   |
| CROCS INC                      SR GLBL 144A 31     | 2031-08-15      | 4.1250%  | 0.0000% | $139000.00         | $125240.97         | Corporate Debt Securities |
| ASSET BACKED FDG 2005-HE1      M-4    20350325 FLT | 2035-03-25      | 5.4420%  | 0.0000% | $12262860.00       | $2355144.70        | Asset-Backed Securities   |
| CHURCHILL DOWNS INC            SR GLBL 144A 31     | 2031-05-01      | 6.7500%  | 0.0000% | $880000.00         | $924620.40         | Corporate Debt Securities |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $4844000.00        | $4851666.98        | Corporate Debt Securities |
| BEAR STEARNS ABS TR 2007-2     M-1    20370525 FLT | 2037-05-25      | 5.0870%  | 0.0000% | $3650000.00        | $2171217.02        | Asset-Backed Securities   |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 5.5620%  | 0.0000% | $17376799.00       | $8186634.51        | Asset-Backed Securities   |
| MORGAN STANLEY CAP 2005-HE3    M-6    20350725 FLT | 2035-07-25      | 5.5470%  | 0.0000% | $7500000.00        | $4718146.60        | Asset-Backed Securities   |
| IXIS REAL ESTATE TR 2005-HE4   M-2    20360225 FLT | 2036-02-25      | 5.0970%  | 0.0000% | $8000000.00        | $2555052.39        | Asset-Backed Securities   |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-06-15      | 4.8750%  | 0.0000% | $174.00            | $166.12            | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $2000.00           | $2095.01           | Corporate Debt Securities |
| MORGAN STANLEY CAP 2006-HE1    M-1    20360125 FLT | 2036-01-25      | 4.9920%  | 0.0000% | $3600000.00        | $2970198.99        | Asset-Backed Securities   |
| TENET HEALTHCARE CORP          SR SEC GLBL NT30    | 2030-06-15      | 6.1250%  | 0.0000% | $69000.00          | $71000.33          | Corporate Debt Securities |
| OPTION ONE MTG LN TR 2007-6    II-A-2 20370725 FLT | 2037-07-25      | 4.5670%  | 0.0000% | $19800000.00       | $5142659.35        | Asset-Backed Securities   |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $1000.00           | $1054.95           | Corporate Debt Securities |
| OPTION ONE MTG LN TR 2007-6    II-A-2 20370725 FLT | 2037-07-25      | 4.5670%  | 0.0000% | $25700000.00       | $6675067.94        | Asset-Backed Securities   |
| VICTORIAS SECRET AND CO        SR 144A NT 29       | 2029-07-15      | 4.6250%  | 0.0000% | $3253000.00        | $3108640.90        | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $8310000.00        | $8173282.03        | Corporate Debt Securities |
| CWABS INC 2006-2               M-3    20360425 FLT | 2036-04-25      | 5.0970%  | 0.0000% | $3100000.00        | $2102053.74        | Asset-Backed Securities   |
| CWABS INC 2005-14              M-5    20360225 FLT | 2036-02-25      | 5.6070%  | 0.0000% | $2379000.00        | $2090886.19        | Asset-Backed Securities   |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $317000.00         | $323110.17         | Corporate Debt Securities |
| HOLOGIC INC                    SR GLBL 144A 29     | 2029-02-15      | 3.2500%  | 0.0000% | $199000.00         | $190115.42         | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31     | 2031-01-30      | 3.7500%  | 0.0000% | $165000.00         | $153004.64         | Corporate Debt Securities |
| STRUCTURED ASSET SEC 2006-OPT1 M1     20360425 FLT | 2036-04-25      | 4.7370%  | 0.0000% | $5770000.00        | $4201306.90        | Asset-Backed Securities   |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28      | 2028-06-30      | 13.5000% | 0.0000% | $573000.00         | $633944.28         | Corporate Debt Securities |
| STUDIO CITY FIN LTD            SR GLBL 144A 29     | 2029-01-15      | 5.0000%  | 0.0000% | $291000.00         | $277535.75         | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 27      | 2027-08-31      | 3.3750%  | 0.0000% | $352000.00         | $344146.00         | Corporate Debt Securities |

### Security 689: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ABK20, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1ABK20
- **C.18 - Value (incl. sponsor support):** $609932686.50
- **C.18.a - Value (excl. sponsor support):** $609932686.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GROUP 1 AUTOMOTIVE INC         SR GLBL 144A 30     | 2030-01-15      | 6.3750%  | 0.0000% | $4231000.00        | $4375707.25        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 29     | 2029-02-01      | 5.7500%  | 0.0000% | $1792000.00        | $1778331.02        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31    | 2031-05-15      | 7.5000%  | 0.0000% | $1733000.00        | $1854945.43        | Corporate Debt Securities |
| PACIFICORP                     JR SB GLBL NT 55    | 2055-09-15      | 7.3750%  | 0.0000% | $92000.00          | $98328.03          | Corporate Debt Securities |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $731.00            | $740.68            | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29     | 2029-06-01      | 6.5000%  | 0.0000% | $4697000.00        | $4935743.29        | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29      | 2029-07-31      | 6.8850%  | 0.0000% | $18798000.00       | $6192121.42        | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29      | 2029-04-15      | 12.2500% | 0.0000% | $1790000.00        | $2032396.83        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55      | 2055-04-15      | 7.1250%  | 0.0000% | $8806000.00        | $9489870.29        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $13630000.00       | $14194957.82       | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $3879000.00        | $4022419.56        | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 30     | 2030-08-01      | 6.1250%  | 0.0000% | $2849000.00        | $2967089.86        | Corporate Debt Securities |
| APIDOS CLO XXVIII              SUB    20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $341447.00         | $134871.57         | Asset-Backed Securities   |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $7821420.00        | $9992733.10        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 30       | 2030-06-15      | 6.1250%  | 0.0000% | $2000.00           | $2049.04           | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 34       | 2034-03-01      | 5.7500%  | 0.0000% | $470000.00         | $469205.96         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $950000.00         | $996577.84         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 33     | 2033-08-15      | 6.0000%  | 0.0000% | $3848000.00        | $3946752.51        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL -C NT 33    | 2033-11-15      | 6.3750%  | 0.0000% | $950000.00         | $1002199.33        | Corporate Debt Securities |
| ONEMAIN FIN CORP               6.625%28            | 2028-01-15      | 6.6250%  | 0.0000% | $1775000.00        | $1830268.57        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -A 55    | 2055-10-15      | 6.6250%  | 0.0000% | $1760000.00        | $1816284.31        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31       | 2031-11-15      | 7.1250%  | 0.0000% | $1311000.00        | $1387946.96        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31       | 2031-11-15      | 7.1250%  | 0.0000% | $2000000.00        | $2117386.67        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         TIER I PERP GLBL    | 2500-12-31      | 7.0140%  | 0.0000% | $2000000.00        | $2084080.33        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $1735000.00        | $1784530.39        | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 30       | 2030-06-15      | 6.1250%  | 0.0000% | $551000.00         | $564510.98         | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $221000.00         | $227309.06         | Corporate Debt Securities |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $1041000.00        | $1056100.86        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51    | 2051-06-10      | 5.5000%  | 0.0000% | $2401000.00        | $1943103.96        | Corporate Debt Securities |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $743.00            | $646.14            | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33     | 2033-08-01      | 7.3750%  | 0.0000% | $2185000.00        | $2257511.05        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT      | 2099-12-31      | 5.7500%  | 0.0000% | $1000.00           | $998.63            | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $3955000.00        | $3758209.09        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $2167000.00        | $2098515.58        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $1663000.00        | $1807520.24        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $1398000.00        | $1462463.33        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33    | 2033-07-03      | 6.5000%  | 0.0000% | $10459000.00       | $10941276.11       | Corporate Debt Securities |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $618000.00         | $606082.90         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL28    | 2028-11-15      | 6.8500%  | 0.0000% | $66000.00          | $69897.89          | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26       | 2026-09-30      | 4.2500%  | 0.0000% | $1324000.00        | $1339861.89        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI FR 7.75%            | 2500-12-31      | 7.7500%  | 0.0000% | $6562000.00        | $6886212.01        | Corporate Debt Securities |
| AMER SPORTS CO                 SR SEC 144A NT31    | 2031-02-16      | 6.7500%  | 0.0000% | $344000.00         | $370527.56         | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $10744000.00       | $10464309.81       | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32       | 2032-01-15      | 3.7500%  | 0.0000% | $3582000.00        | $3322137.84        | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $3481000.00        | $3668053.47        | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $1000.00           | $963.48            | Corporate Debt Securities |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $265000.00         | $260037.14         | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $7000000.00        | $7068312.22        | Corporate Debt Securities |
| CARVANA AUTO RECS TR 2021-N3   XS     20280612 0.0 | 2028-06-12      | 0.0000%  | 0.0000% | $36000.00          | $73.31             | Asset-Backed Securities   |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $3063000.00        | $3076443.17        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-02-15      | 3.5000%  | 0.0000% | $9036000.00        | $8641407.92        | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 4%30     | 2030-07-15      | 4.0000%  | 0.0000% | $2685000.00        | $2578160.87        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -A 55    | 2055-10-15      | 6.6250%  | 0.0000% | $1722000.00        | $1777069.08        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $6429000.00        | $6993901.94        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27     | 2027-12-15      | 5.0000%  | 0.0000% | $1271000.00        | $1277034.43        | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $776.00            | $765.41            | Corporate Debt Securities |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32    | 2032-08-15      | 5.7500%  | 0.0000% | $2000.00           | $2040.39           | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 32     | 2032-04-15      | 6.8750%  | 0.0000% | $1862000.00        | $2003177.36        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $56000.00          | $56273.72          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $2634000.00        | $2646874.41        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $7428000.00        | $7464306.41        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 6.0816%  | 0.0000% | $3000000.00        | $2870873.92        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $8000000.00        | $8702942.22        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 10.0000% | 0.0000% | $10411000.00       | $11747841.81       | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30    | 2030-04-14      | 7.1250%  | 0.0000% | $4815000.00        | $4922224.03        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $1.00              | $1.01              | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2099-12-31      | 6.7500%  | 0.0000% | $799000.00         | $816741.79         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 6.7500%  | 0.0000% | $3518000.00        | $3586609.79        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 6.7500%  | 0.0000% | $3581000.00        | $3650838.45        | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 32     | 2032-07-15      | 6.6250%  | 0.0000% | $2236000.00        | $2327982.83        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 7.5000%  | 0.0000% | $11364000.00       | $11536240.36       | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $2293000.00        | $2334633.24        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $1234000.00        | $1249939.17        | Corporate Debt Securities |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $1597000.00        | $1667926.32        | Corporate Debt Securities |
| OPTICS BIDCO S P A             SR SEC GLBL 38      | 2038-06-04      | 7.7210%  | 0.0000% | $280000.00         | $290340.44         | Corporate Debt Securities |
| PG&E CORP                      SR SEC GLBL NT30    | 2030-07-01      | 5.2500%  | 0.0000% | $4829000.00        | $4752404.01        | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $1198000.00        | $1183793.72        | Corporate Debt Securities |
| GENWORTH HLDGS INC             SR GLBL NT6.5%34    | 2034-06-15      | 6.5000%  | 0.0000% | $1253000.00        | $1301129.12        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP SUB GLBL -S    | 2500-12-31      | 7.1860%  | 0.0000% | $522000.00         | $526495.43         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 28      | 2028-01-15      | 3.8750%  | 0.0000% | $4506000.00        | $4469784.28        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $3179000.00        | $2189349.04        | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34      | 2034-05-15      | 6.7500%  | 0.0000% | $1305000.00        | $1258803.00        | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 28     | 2028-02-01      | 6.1250%  | 0.0000% | $2000.00           | $2038.93           | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 4.6000%  | 0.0000% | $1476000.00        | $1334641.84        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $3037000.00        | $3092141.80        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 10.0000% | 0.0000% | $4999000.00        | $5640904.93        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A NT 32       | 2032-03-15      | 6.1250%  | 0.0000% | $1228000.00        | $1235039.85        | Corporate Debt Securities |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 26      | 2026-04-15      | 5.7500%  | 0.0000% | $9114000.00        | $9390103.57        | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 6.0000%  | 0.0000% | $2300000.00        | $2324019.67        | Corporate Debt Securities |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26       | 2026-10-15      | 2.8750%  | 0.0000% | $601000.00         | $595020.88         | Corporate Debt Securities |
| SENSATA TECH BV                SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $374000.00         | $364193.30         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $13599000.00       | $15265776.54       | Corporate Debt Securities |
| UNITED RENTALS INC             SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $4552000.00        | $4298439.69        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $1705000.00        | $1751376.00        | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $10250000.00       | $10528800.00       | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B     | 2500-12-31      | 5.0000%  | 0.0000% | $1000.00           | $918.21            | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32       | 2032-02-01      | 7.7500%  | 0.0000% | $1213000.00        | $1242315.51        | Corporate Debt Securities |
| FOUNDATION FINANCE TR 2025-1   E      20500415 8.3 | 2050-04-15      | 8.3700%  | 0.0000% | $1383000.00        | $1406918.99        | Asset-Backed Securities   |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-05-15      | 8.7500%  | 0.0000% | $289000.00         | $309359.41         | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 84    | 2084-01-15      | 8.5000%  | 0.0000% | $303000.00         | $346834.67         | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $2724000.00        | $2697207.95        | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $395400.00         | $399180.02         | Corporate Debt Securities |
| CHEVRON CORPORATION            SR GLBL NT 25       | 2025-11-17      | 3.3260%  | 0.0000% | $1320000.00        | $1329522.04        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $1828000.00        | $1780413.10        | Corporate Debt Securities |
| AVATION CAP S A                FR 8.25%103126      | 2026-10-31      | 8.2500%  | 0.0000% | $9134000.00        | $9279626.40        | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30      | 2030-01-01      | 7.5000%  | 0.0000% | $2041000.00        | $2165977.23        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32       | 2032-02-01      | 7.7500%  | 0.0000% | $7361000.00        | $7538899.01        | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP SUB GLBL -G    | 2079-12-31      | 7.1250%  | 0.0000% | $1000.00           | $1046.99           | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $4576000.00        | $4074312.78        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31       | 2031-08-01      | 4.2500%  | 0.0000% | $7848000.00        | $6987588.88        | Corporate Debt Securities |
| ALTICE FINANCING S.A.          SR SEC GLBL 29      | 2029-08-15      | 5.7500%  | 0.0000% | $2000000.00        | $1589472.22        | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31     | 2031-01-30      | 3.7500%  | 0.0000% | $2263000.00        | $2098481.79        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $1666000.00        | $1754642.31        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-02-15      | 5.6250%  | 0.0000% | $2774000.00        | $2784007.21        | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 5%44     | 2044-01-15      | 5.0000%  | 0.0000% | $6171000.00        | $4249912.85        | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT 29       | 2029-03-30      | 8.1250%  | 0.0000% | $2000.00           | $2152.82           | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-03-15      | 7.8750%  | 0.0000% | $1169000.00        | $1277804.68        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30       | 2030-05-15      | 6.1250%  | 0.0000% | $1696000.00        | $1727227.36        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30     | 2030-08-15      | 5.6250%  | 0.0000% | $2000000.00        | $2031537.50        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30     | 2030-08-15      | 5.6250%  | 0.0000% | $5248000.00        | $5330754.40        | Corporate Debt Securities |
| SPIRIT IP CAYMAN LTD / SP      SR SEC GLBL 30      | 2030-03-12      | 11.0000% | 0.0000% | $1.00              | $0.47              | Corporate Debt Securities |
| EDISON INTL                    PERP SUB GLBL -A    | 2500-12-31      | 5.3750%  | 0.0000% | $1000.00           | $990.56            | Corporate Debt Securities |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $4000.00           | $3764.57           | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55      | 2055-04-15      | 7.1250%  | 0.0000% | $5832000.00        | $6284910.69        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 28     | 2028-03-18      | 3.7500%  | 0.0000% | $1203000.00        | $1212697.18        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $42.00             | $42.94             | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 45     | 2045-07-15      | 4.4500%  | 0.0000% | $109000.00         | $92656.42          | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $3175000.00        | $3558299.67        | Corporate Debt Securities |
| AIRCASTLE LTD                  PERP JR -A 144A     | 2500-12-31      | 5.2500%  | 0.0000% | $4752000.00        | $4847071.68        | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $5497000.00        | $5012262.33        | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP     | 2500-12-31      | 4.7000%  | 0.0000% | $8425000.00        | $7682064.78        | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34       | 2034-09-13      | 5.8750%  | 0.0000% | $5549000.00        | $5663643.88        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $8524000.00        | $9731123.89        | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $18689000.00       | $21335637.54       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62    | 2062-02-15      | 3.8750%  | 0.0000% | $50000.00          | $48560.85          | Corporate Debt Securities |
| ABRA GLOBAL FIN                SR SEC GLBL 29      | 2029-10-22      | 14.0000% | 0.0000% | $1224300.00        | $1095544.45        | Corporate Debt Securities |
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27      | 2027-11-15      | 6.0000%  | 0.0000% | $1983000.00        | $2020207.69        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 6.5000%  | 0.0000% | $1958000.00        | $2003675.79        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $5006000.00        | $4949860.49        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $1989000.00        | $1966694.47        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $1152240.00        | $1154910.32        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40       | 2040-06-01      | 6.3500%  | 0.0000% | $2158000.00        | $1689977.76        | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $1112000.00        | $1167775.45        | Corporate Debt Securities |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $1144000.00        | $1201380.50        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $2000.00           | $1585.44           | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30    | 2030-11-15      | 7.0500%  | 0.0000% | $2000.00           | $2120.97           | Corporate Debt Securities |
| FORD MTR CO                    SR NT 4.75%43       | 2043-01-15      | 4.7500%  | 0.0000% | $6786000.00        | $5324808.32        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 32       | 2032-01-01      | 5.3750%  | 0.0000% | $2000.00           | $2028.32           | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $10000000.00       | $8984690.28        | Corporate Debt Securities |
| STANDARD CHARTERED PLC         TIER I PERP GLBL    | 2500-12-31      | 7.0140%  | 0.0000% | $22000000.00       | $22924883.67       | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 26       | 2026-03-15      | 7.1250%  | 0.0000% | $1442000.00        | $1508632.42        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 4.7500%  | 0.0000% | $7899000.00        | $7866067.75        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 28     | 2028-09-15      | 7.0000%  | 0.0000% | $2000.00           | $2129.18           | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30      | 2030-04-15      | 7.8750%  | 0.0000% | $1350000.00        | $1430071.88        | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $3302000.00        | $3428578.50        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-05-01      | 7.0000%  | 0.0000% | $2000.00           | $2124.75           | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.6000%  | 0.0000% | $1055000.00        | $1058270.50        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31       | 2031-06-17      | 3.6250%  | 0.0000% | $200000.00         | $181560.00         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46       | 2046-12-08      | 5.2910%  | 0.0000% | $130000.00         | $108106.02         | Corporate Debt Securities |
| DYE & DURHAM CORP              SR SEC 144A NT29    | 2029-04-15      | 8.6250%  | 0.0000% | $1000.00           | $1077.53           | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC     GLBL NT 2.95%31     | 2031-06-15      | 2.9500%  | 0.0000% | $2000.00           | $1715.83           | Corporate Debt Securities |
| CIENA CORP                     SR GLBL 144A 30     | 2030-01-31      | 4.0000%  | 0.0000% | $1680000.00        | $1598826.13        | Corporate Debt Securities |
| CARVANA AUTO RECB TR 2021-N2   XS     20280310 0.0 | 2028-03-10      | 0.0000%  | 0.0000% | $76000.00          | $0.01              | Asset-Backed Securities   |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $1681000.00        | $1533664.09        | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $1550000.00        | $1540064.50        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38       | 2038-06-04      | 7.7210%  | 0.0000% | $1580000.00        | $1756043.82        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI ALT TIER I PERP     | 2500-12-31      | 9.3750%  | 0.0000% | $2800000.00        | $3147253.67        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 9.3750%  | 0.0000% | $19975000.00       | $21813507.33       | Corporate Debt Securities |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 7.7500%  | 0.0000% | $22044000.00       | $22894984.13       | Corporate Debt Securities |
| BARCLAYS PLC                   ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $4124000.00        | $4336895.77        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $2161000.00        | $2241853.81        | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $3975000.00        | $4292422.52        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55    | 2055-07-15      | 6.9500%  | 0.0000% | $1443000.00        | $1409543.24        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $5143000.00        | $5347274.25        | Corporate Debt Securities |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $2.00              | $0.09              | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $1349000.00        | $1307357.68        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55    | 2055-01-15      | 7.6000%  | 0.0000% | $1858000.00        | $1931797.70        | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $24684000.00       | $24430786.74       | Corporate Debt Securities |
| RXO INC                        GLBL 144A NT 27     | 2027-11-15      | 7.5000%  | 0.0000% | $557000.00         | $578832.54         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33    | 2033-03-01      | 5.5000%  | 0.0000% | $98000.00          | $97226.24          | Corporate Debt Securities |
| NEMAK S A B DE C V             SR GLBL REGS 31     | 2031-06-28      | 3.6250%  | 0.0000% | $2804000.00        | $2411951.34        | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30       | 2030-10-15      | 10.2500% | 0.0000% | $8200000.00        | $8829855.67        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2500-12-31      | 9.3750%  | 0.0000% | $2354000.00        | $2570663.14        | Corporate Debt Securities |
| S & S HLDGS LLC                SR SEC 144A NT31    | 2031-10-01      | 8.3750%  | 0.0000% | $552000.00         | $552806.23         | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $2155000.00        | $2342276.68        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38       | 2038-06-04      | 7.7210%  | 0.0000% | $1652000.00        | $1836066.07        | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -B 55    | 2055-10-15      | 7.0000%  | 0.0000% | $1603000.00        | $1667096.85        | Corporate Debt Securities |
| OCP S A                        SR 144A BD6.7%36    | 2036-03-01      | 6.7000%  | 0.0000% | $200000.00         | $211049.44         | Corporate Debt Securities |
| PILGRIMS PRIDE CORP            SR NT 6.25%33       | 2033-07-01      | 6.2500%  | 0.0000% | $1702000.00        | $1810467.51        | Corporate Debt Securities |
| PHINIA INC                     SR GLBL 144A 32     | 2032-10-15      | 6.6250%  | 0.0000% | $2124000.00        | $2233342.93        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 6%35     | 2035-01-13      | 6.0000%  | 0.0000% | $1800000.00        | $1789806.00        | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28       | 2028-01-15      | 4.8750%  | 0.0000% | $7620000.00        | $7632255.50        | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 6.8500%  | 0.0000% | $3000000.00        | $3167660.83        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42       | 2042-03-15      | 5.0500%  | 0.0000% | $33351000.00       | $23281517.85       | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 31      | 2031-02-15      | 4.7500%  | 0.0000% | $5902000.00        | $5044009.87        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2030-11-18      | 5.3750%  | 0.0000% | $3200000.00        | $2990527.56        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP     | 2030-11-18      | 5.3750%  | 0.0000% | $4699000.00        | $4391402.81        | Corporate Debt Securities |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $676000.00         | $665158.46         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $10595000.00       | $10894048.29       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $3808000.00        | $3915482.39        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $3073000.00        | $3044950.34        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT6.2%40    | 2040-03-15      | 6.2000%  | 0.0000% | $2000.00           | $2030.33           | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30     | 2030-04-15      | 6.8750%  | 0.0000% | $3324000.00        | $3426612.80        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46    | 2046-10-01      | 4.1000%  | 0.0000% | $1812000.00        | $1353392.87        | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 29     | 2029-07-15      | 4.9500%  | 0.0000% | $745000.00         | $739211.35         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 45       | 2045-06-15      | 4.6250%  | 0.0000% | $2126000.00        | $1646367.90        | Corporate Debt Securities |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $649.00            | $667.71            | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 27     | 2027-10-01      | 4.7500%  | 0.0000% | $192000.00         | $194238.29         | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29     | 2029-07-15      | 7.7500%  | 0.0000% | $7899000.00        | $8509847.22        | Corporate Debt Securities |
| PRUMO PARTICIPACOES E INVEST   SR SEC GLBL 31      | 2031-12-31      | 7.5000%  | 0.0000% | $3500000.00        | $2431322.57        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28      | 2028-06-01      | 4.8750%  | 0.0000% | $7068000.00        | $6457301.24        | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30     | 2030-03-01      | 5.5000%  | 0.0000% | $229000.00         | $188969.53         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 30       | 2030-04-01      | 4.3750%  | 0.0000% | $2489000.00        | $2339252.08        | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26      | 2026-04-20      | 5.5000%  | 0.0000% | $2000.00           | $503.42            | Corporate Debt Securities |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $1940.00           | $785.05            | Corporate Debt Securities |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $332000.00         | $346853.31         | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL REGS 25     | 2025-09-17      | 3.5220%  | 0.0000% | $300000.00         | $304271.70         | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $200000.00         | $208168.75         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL32    | 2032-07-15      | 6.8790%  | 0.0000% | $895000.00         | $930153.51         | Corporate Debt Securities |

### Security 690: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ADHL8, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1ADHL8
- **C.18 - Value (incl. sponsor support):** $272346149.82
- **C.18.a - Value (excl. sponsor support):** $272346149.82
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **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? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $5339.00           | Equities   |
| LITHIUM AMERS CORP NEW         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $2172208.00        | $6451457.76        | Equities   |
| SKILLZ INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $51156.00          | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $22600.00          | $40680.00          | Equities   |
| KYVERNA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $34263.00          | $126773.10         | Equities   |
| TIDAL TRUST II                 DEFIANCE R2000   | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1689.22           | Equities   |
| GT BIOPHARMA INC               COM              | 2500-12-31      | N/A      | 0.0000% | $12009.00          | $11582.68          | Equities   |
| SPDR SERIES TRUST              PRTFLO S&P500 VL | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2731.50           | Equities   |
| MOLECULIN BIOTECH INC          COM              | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $2358.60           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $133613.00         | $3387757.62        | Equities   |
| Q32 BIO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $24623.00          | $43582.71          | Equities   |
| AEMETIS INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $355827.00         | $964291.17         | Equities   |
| ALLARITY THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $30500.00          | $45750.00          | Equities   |
| AUTONOMIX MED INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $5940.00           | Equities   |
| AMERICAN CENTY ETF TR          FOCUSED DYNAMIC  | 2500-12-31      | N/A      | 0.0000% | $15114.00          | $1767243.75        | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $2155.00           | $50804.12          | Equities   |
| ENSYSCE BIOSCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10075.00          | $21157.50          | Equities   |
| BANK MONTREAL QUE              CAL LKD 43       | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $9801.00           | Equities   |
| ENVOY MEDICAL INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $2057.00           | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $27875.00          | $136866.25         | Equities   |
| BOLLINGER INNOVATIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3613.00           | $1157.97           | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $91763.00          | $263359.81         | Equities   |
| UNITED HOMES GROUP INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $1936.00           | $8228.00           | Equities   |
| SIDUS SPACE INC                CL A COM NEW     | 2500-12-31      | N/A      | 0.0000% | $23600.00          | $31388.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CURRENCY STRATEG | 2500-12-31      | N/A      | 0.0000% | $8889.00           | $238745.21         | Equities   |
| GCT SEMICONDUCTOR HLDG INC     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $69325.00          | $93588.75          | Equities   |
| JUPITER NEUROSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $735.00            | $1073.10           | Equities   |
| PSQ HOLDINGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $22583.00          | $37487.78          | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2123.25           | Equities   |
| STEM INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $32991.00          | Equities   |
| NEXGEN ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $1067792.00        | $7944372.48        | Equities   |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $869.00            | $2711.28           | Equities   |
| TRON INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $17784.00          | Equities   |
| PERASO INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $1011.09           | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $204400.00         | $257544.00         | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $192551.00         | $164053.45         | Equities   |
| VANECK ETF TRUST               OFFICE AND COMME | 2500-12-31      | N/A      | 0.0000% | $324.00            | $13398.66          | Equities   |
| VERMILION ENERGY INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $7.68              | Equities   |
| PURE CYCLE CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $10.10             | Equities   |
| NIXXY INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $6516.00           | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $176642.00         | $13604966.84       | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $84550.00          | $148808.00         | Equities   |
| SPDR SERIES TRUST              BBG CONV SEC ETF | 2500-12-31      | N/A      | 0.0000% | $28960.00          | $2501854.40        | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $414379.00         | $729307.04         | Equities   |
| NEWTEKONE INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $12.27             | Equities   |
| LOCAL BOUNTI CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2051.00           | $5045.46           | Equities   |
| AMPLITECH GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $800.00            | $2736.00           | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $19190.00          | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $36416.00          | $138744.96         | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1747.00           | $1734.60           | Equities   |
| HAFNIA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $6.14              | Equities   |
| PIMCO ETF TR                   MULTISECTOR BD   | 2500-12-31      | N/A      | 0.0000% | $536.00            | $14305.84          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $1026.00           | $27192.69          | Equities   |
| LOGITECH INTL S A              SHS              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $415.96            | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $8154.00           | $270427.41         | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $27400.00          | $428262.00         | Equities   |
| NORTH EUROPEAN OIL RTY TR      SH BEN INT       | 2500-12-31      | N/A      | 0.0000% | $500.00            | $2652.50           | Equities   |
| NAUTICUS ROBOTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6100.00           | $5624.20           | Equities   |
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $506800.00         | $440916.00         | Equities   |
| PHIO PHARMACEUTICALS CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $2574.00           | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE INCOME | 2500-12-31      | N/A      | 0.0000% | $3313.00           | $174131.28         | Equities   |
| FIBROBIOLOGICS INC             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $4279.38           | Equities   |
| PACER FDS TR                   LUNT MDCAP MLT   | 2500-12-31      | N/A      | 0.0000% | $904.00            | $42698.09          | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $15353.00          | $529524.97         | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $30385.00          | $114247.60         | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $1320.00           | $37646.40          | Equities   |
| SUNATION ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11200.00          | $16576.00          | Equities   |
| UNIFI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $703.00            | $3121.32           | Equities   |
| UNICYCIVE THERAPEUTICS INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11800.00          | $49560.00          | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $3.00              | $37.83             | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $78000.00          | $95160.00          | Equities   |
| THORNBURG ETF TR               MULTI SECTOR BD  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $2425.82           | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $25.00             | $2108.75           | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $61431.00          | $216237.12         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $44.00             | $3822.72           | Equities   |
| THEMES ETF TR                  SILVER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $871.00            | $36847.65          | Equities   |
| NEWTON GOLF COMPANY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $1692.00           | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $932.00            | $3504.32           | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $4806.00           | $43061.76          | Equities   |
| NATURAL HEALTH TRENDS CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $7866.00           | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $179.00            | $16357.02          | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1648.36           | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $2320.00           | $32834.73          | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $2535.00           | $95341.35          | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13092.00          | $24089.28          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII INCOME OPPRTNTES | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2186.40           | Equities   |
| FLEXSHARES TR                  DEV MRK EX LOW   | 2049-12-31      | N/A      | 0.0000% | $4009.00           | $125779.97         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $11624.00          | $335933.60         | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $2911.00           | $11003.58          | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $10400.00          | $23088.00          | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $588.00            | $1305.36           | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS MACRO  | 2500-12-31      | N/A      | 0.0000% | $1643.00           | $58129.34          | Equities   |
| CIBUS INC                      CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $25500.00          | $34680.00          | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $75.00             | $3204.00           | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $1032244.00        | $13604975.92       | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $20500.00          | $347475.00         | Equities   |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $84995.50          | Equities   |
| DIREXION SHS ETF TR            DAILY NVDA 2X SH | 2500-12-31      | N/A      | 0.0000% | $396.00            | $49519.80          | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $3520.00           | $109837.38         | Equities   |
| DEFSEC TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $5900.00           | $19529.00          | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $16.15             | Equities   |
| CAPSTONE HLDG CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $6832.00           | Equities   |
| HILLEVAX INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $17900.00          | $37232.00          | Equities   |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $51430.00          | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $59339.00          | $1154736.94        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $23977.00          | $1045776.04        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $6.00              | $3579.12           | Equities   |
| FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS   | 2500-12-31      | N/A      | 0.0000% | $1440.00           | $126259.20         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII EXPANDED TECHNOL | 2500-12-31      | N/A      | 0.0000% | $1928.00           | $66555.14          | Equities   |
| FLEXSHOPPER INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $1726.40           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $76808.00          | $3022394.80        | Equities   |
| FIRST TR EXCHNG TRADED FD VIII FLEXIBL MUN HIGH | 2500-12-31      | N/A      | 0.0000% | $141.00            | $2327.91           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $2840.00           | $56288.80          | Equities   |
| CPS TECHNOLOGIES CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $491.00            | $1693.95           | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $234420.00         | $7438146.60        | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $628.00            | $1331.36           | Equities   |
| CUE BIOPHARMA INC              COM              | 2500-12-31      | N/A      | 0.0000% | $22100.00          | $17713.15          | Equities   |
| CELLECTAR BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1876.00           | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $108525.90         | Equities   |
| DIREXION SHS ETF TR            DAILY AMD BULL   | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $95277.00          | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $548146.00         | $13604983.72       | Equities   |
| BLACKROCK ETF TRUST            ISHARES A I INNO | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3229.00           | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $284560.00         | $13604813.60       | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $434085.00         | $607719.00         | Equities   |
| SOCIETY PASS INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1008.00           | $1340.64           | Equities   |
| WELLCHANGE HLDGS CO LTD        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1.00              | $0.21              | Equities   |
| ASIASTRATEGY                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4300.00           | $20855.00          | Equities   |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $2184.00           | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1280.00           | $2508.80           | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $75400.00          | $3893656.00        | Equities   |
| STABILIS SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $540.00            | $2176.20           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS US  | 2500-12-31      | N/A      | 0.0000% | $121.00            | $8815.08           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $1055.00           | $58536.99          | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $55375.00          | $203780.00         | Equities   |
| MILLENNIUM GROUP INTL HLDGS LT ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $2844.27           | Equities   |
| PHETON HLDGS LTD               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $2.00              | $1.50              | Equities   |
| PAINREFORM LTD                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $700.00            | $1029.00           | Equities   |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $364.00            | $11163.88          | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $107200.00         | $198320.00         | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $1380.00           | $39601.45          | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $276.00            | $8329.71           | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $189774.00         | $13604898.06       | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $20200.00          | $33734.00          | Equities   |
| DIGI PWR X INC                 COM SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $15520.00          | $35385.60          | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $134164.00         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1885.00           | Equities   |
| BRIDGE INVT GROUP HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $136.00            | $1311.04           | Equities   |
| BIOVIE INC                     COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $14060.00          | Equities   |
| AMTECH SYS INC                 COM PAR $0.01N   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $6.39              | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $11354.00          | $41669.18          | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1267.00           | $33296.76          | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $28429.00          | $198150.13         | Equities   |
| CAE INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1566.58           | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $7203.00           | $24922.38          | Equities   |
| BANK MONTREAL QUE              NT LKD 41        | 2500-12-31      | N/A      | 0.0000% | $44.00             | $8871.72           | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $206.00            | $4855.09           | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $11288.00          | $20544.16          | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $85344.00          | $405384.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $893.00            | $16351.63          | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $650956.00         | $13604980.40       | Equities   |
| SURF AIR MOBILITY INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $11225.00          | Equities   |
| INTELLIGENT BIO SOLUTIONS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $7508.00           | $12388.20          | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $25128.00          | $848572.56         | Equities   |
| TIVIC HEALTH SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3860.00           | $11927.40          | Equities   |
| PROKIDNEY CORP                 SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $65533.00          | $163832.50         | Equities   |
| ROGERS COMMUNICATIONS INC      CL B             | 2500-12-31      | N/A      | 0.0000% | $381092.00         | $13604984.40       | Equities   |
| OR ROYALTIES INC.              COM SHS          | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2154.87           | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $93280.00          | $13604888.00       | Equities   |
| KYVERNA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7400.00           | $27380.00          | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $47696.00          | $55804.32          | Equities   |
| ONCONETIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $4500.00           | Equities   |
| THE BRAND HOUSE COLLECTIVE INC COM              | 2500-12-31      | N/A      | 0.0000% | $7400.00           | $11470.00          | Equities   |
| AXT INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $8799.00           | $25693.08          | Equities   |
| NEUROONE MED TECHNOLOGIES CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19476.00          | $14390.82          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $97842.00          | $189813.48         | Equities   |
| ORIENTAL CULTURE HOLDING LTD   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $337.00            | $1368.22           | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $827.00            | $37628.50          | Equities   |
| ACURX PHARMACEUTICALS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $265.00            | $1264.05           | Equities   |
| ADVERUM BIOTECHNOLOGIES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17900.00          | $54237.00          | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $354635.00         | $269026.11         | Equities   |
| AINOS INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $308.00            | $1225.84           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $3803.00           | $219202.26         | Equities   |
| ABACUS GLOBAL MGMT INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $6.93              | Equities   |
| WHITEHAWK THERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $8600.00           | $15222.00          | Equities   |
| ETFS GOLD TR                   PHYSCL GOLD SHS  | 2500-12-31      | N/A      | 0.0000% | $8381.00           | $273388.22         | Equities   |
| RUANYUN EDAI TECHNOLOGY INC    SHS              | 2500-12-31      | N/A      | 0.0000% | $1266.00           | $1848.36           | Equities   |
| STEVANATO GROUP S P A          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2.00              | $46.92             | Equities   |
| CULP INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $326.00            | $1378.98           | Equities   |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $25800.00          | $151962.00         | Equities   |
| AMERICAN BEACON SELECT FUNDS   GLG NATURAL RESO | 2500-12-31      | N/A      | 0.0000% | $23794.00          | $862565.81         | Equities   |
| BIOMEA FUSION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7790.00           | $14956.80          | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $1.00              | $88.00             | Equities   |
| COASTALSOUTH BANCSHARES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2.00              | $43.50             | Equities   |
| EA SERIES TRUST                INTL QUAN MOMNTM | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1248.30           | Equities   |
| BROOKFIELD CORP                CL A LTD VT SH   | 2500-12-31      | N/A      | 0.0000% | $148150.00         | $9743825.50        | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $1380.00           | $96884.83          | Equities   |
| BIGLARI HLDGS INC              COM STK CL A     | 2500-12-31      | N/A      | 0.0000% | $18.00             | $28614.06          | Equities   |
| DEUTSCHE BANK A G              NAMEN AKT        | 2500-12-31      | N/A      | 0.0000% | $337900.00         | $11944765.00       | Equities   |
| XOS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $800.00            | $2392.00           | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $52.00             | $33743.84          | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $6766.00           | $333259.33         | Equities   |
| SPDR INDEX SHS FDS             DJ INTL RL ETF   | 2500-12-31      | N/A      | 0.0000% | $784.00            | $21912.80          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $7826.00           | $280170.80         | Equities   |
| LASER PHOTONICS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $27076.00          | $124549.60         | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $14.00             | $10492686.26       | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $185254.00         | $2300854.68        | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $23607.00          | $42728.67          | Equities   |
| ETHZILLA CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $33769.00          | $96917.03          | Equities   |
| T ROWE PRICE ETF INC           INTERMEDIATE MUN | 2500-12-31      | N/A      | 0.0000% | $1635.00           | $81561.97          | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $23616.00          | $34007.04          | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $186750.00         | $13604737.50       | Equities   |
| TWIN HOSPITALITY GROUP INC     SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $8900.00           | $30883.00          | Equities   |
| PMGC HLDGS INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5199.00           | $9722.13           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $70.00             | $4409.30           | Equities   |
| UL SOLUTIONS INC               CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $103826.00         | $6575300.58        | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $842.00            | $2231.30           | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $2650.00           | Equities   |
| CHEETAH MOBILE INC             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1596.00           | $8873.76           | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $14200.00          | $29110.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $395236.00         | $10959894.28       | Equities   |
| SONNET BIOTHERAPEUTC HLDNG INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1352.00           | Equities   |
| AWARE INC MASS                 COM              | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $2453.00           | Equities   |
| BANK MONTREAL QUE              COM              | 2500-12-31      | N/A      | 0.0000% | $14342.00          | $1709566.40        | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $3443.00           | $119093.37         | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $188300.00         | $289982.00         | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $358000.00         | $930800.00         | Equities   |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $41400.00          | $138690.00         | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $247633.00         | $480408.02         | Equities   |
| DIREXION SHS ETF TR            DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $7451.00           | $130168.97         | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2960.00           | $3877.60           | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $88700.00          | $116197.00         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X LONG IN | 2500-12-31      | N/A      | 0.0000% | $86.00             | $14398.71          | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $511891.00         | $578436.83         | Equities   |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $8095.00           | $147248.05         | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $54.92             | Equities   |
| BIORESTORATIVE THERAPIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1601.00           | $2913.82           | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $552340.00         | $282411.44         | Equities   |
| BLACKROCK ETF TRUST            ISHARES U S INDU | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1195.51           | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $101600.00         | $4310888.00        | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $27289.00          | $85687.46          | Equities   |
| LM FDG AMER INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $36800.00          | $47840.00          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $3833.00           | $137551.42         | Equities   |
| FIEE INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $3432.00           | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $40700.00          | $76923.00          | Equities   |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $49.00             | $3414.32           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $9757.00           | $330749.62         | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $169542.00         | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $4060.00           | Equities   |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $672848.00         | $13604986.56       | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12.00             | $339.00            | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8796.00           | $15832.80          | Equities   |
| VERITONE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $134200.00         | $385154.00         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $15378.00          | $22298.10          | Equities   |
| VERSUS SYSTEMS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2465.00           | $4880.70           | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $61245.00          | Equities   |
| GREENTREE HOSPITALITY GROUP    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $4126.00           | $8744.64           | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $397.00            | $13670.70          | Equities   |
| SAFETY SHOT INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $697184.00         | $279222.19         | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $16390.00          | $1701937.60        | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $15503.00          | $497801.33         | Equities   |
| ALPS ETF TR                    INTER MUNI BD    | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $93118.32          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI WINSLOW FOC | 2500-12-31      | N/A      | 0.0000% | $43.00             | $2282.43           | Equities   |
| KRANESHARES TRUST              MSCI ALL CHINA   | 2500-12-31      | N/A      | 0.0000% | $87.00             | $1714.77           | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $79.00             | $1826.48           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2809.00           | $96150.10          | Equities   |
| SENSUS HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1975.00           | $6517.50           | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $2835.00           | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $129.00            | $33035.61          | Equities   |
| OPENDOOR TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1088868.00        | $4649466.36        | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $27494.00          | $53063.42          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2446.00           | $279405.11         | Equities   |
| MING SHING GROUP HLDGS LTD     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $540.00            | $993.60            | Equities   |
| BAIYA INTL GROUP INC           ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $1421.40           | Equities   |
| DOGNESS INTERNATIONAL CORP     SHS NEW USD CL A | 2500-12-31      | N/A      | 0.0000% | $1.00              | $10.58             | Equities   |
| ALAUNOS THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6523.00           | $13698.30          | Equities   |
| VIEWBIX INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1431.00           | $4106.97           | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $1.00              | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $304457.00         | $481042.06         | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $27849.00          | $3737892.78        | Equities   |
| ZENVIA INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $845.00            | $1330.88           | Equities   |
| EUDA HEALTH HOLDINGS LTD       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6861.00           | $15197.11          | Equities   |
| EUDA HEALTH HOLDINGS LTD       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $2658.00           | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1530.00           | $4957.20           | Equities   |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2485.00           | $5069.40           | Equities   |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $24480.00          | Equities   |
| DOGWOOD THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4300.00           | $20296.00          | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $440574.00         | $515471.58         | Equities   |
| BRAG HSE HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $25927.00          | $30723.50          | Equities   |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $8692.00           | $322299.36         | Equities   |
| TCW ETF TRUST                  COMPOUNDERS ETF  | 2500-12-31      | N/A      | 0.0000% | $1055.00           | $34624.57          | Equities   |
| BLINK CHARGING CO              COM              | 2500-12-31      | N/A      | 0.0000% | $963.00            | $1174.86           | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5448.00           | $16670.88          | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15500.00          | $31000.00          | Equities   |
| CARIBOU BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $105500.00         | $204670.00         | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1618.00           | $2491.72           | Equities   |
| CANADIAN SOLAR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5.00              | $47.55             | Equities   |
| CDT EQUITY INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2860.00           | $3861.00           | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $364600.00         | $867748.00         | Equities   |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $900.00            | $23976.00          | Equities   |
| ALPHA MODUS HLDGS INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $22300.00          | $24307.00          | Equities   |
| AMERICAN REBEL HLDGS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17354.00          | $13607.27          | Equities   |
| ALMONTY INDS INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $50945.00          | $227214.70         | Equities   |
| CAMBIUM NETWORKS CORP          SHS              | 2500-12-31      | N/A      | 0.0000% | $3161.00           | $2487.39           | Equities   |
| EBANG INTL HLDGS INC           CL A ORD SH NEW  | 2500-12-31      | N/A      | 0.0000% | $1539.00           | $6756.21           | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $60666.00          | $168651.48         | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $33523.00          | $65369.85          | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $32255.00          | $841532.95         | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $2470852.00        | $5015829.56        | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $251813.00         | $204220.34         | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $49880.00          | $93774.40          | Equities   |
| MUSTANG BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $34595.00          | $53449.27          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $944.00            | $67417.74          | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7292.00           | $25376.16          | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE MUNIC | 2500-12-31      | N/A      | 0.0000% | $3932.00           | $175799.72         | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $73296.00          | Equities   |
| VENTURE GLOBAL INC             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $139601.00         | $1789684.82        | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $6268.00           | $7396.24           | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $927.00            | $64727.50          | Equities   |
| LICHEN INTL LTD                SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1362.00           | Equities   |
| PRIMEGA GROUP HLDGS LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $68700.00          | $33663.00          | Equities   |
| SEALSQ CORP                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $42800.00          | $119412.00         | Equities   |
| YSX TECH CO  LTD               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $24616.00          | $60801.52          | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $230.00            | $5837.40           | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1154022.00        | $2838894.12        | Equities   |
| PULMATRIX INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $399.00            | $1979.04           | Equities   |
| PDS BIOTECHNOLOGY CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $94800.00          | $117552.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   PFD ETF          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $11.49             | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1053.00           | $16384.68          | Equities   |
| NRX PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11000.00          | $27720.00          | Equities   |
| MICROBOT MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $10800.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $3236.00           | $99475.93          | Equities   |
| CORPORACION AMER ARPTS S A     COM              | 2500-12-31      | N/A      | 0.0000% | $92.00             | $2003.76           | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $85.00             | $3058.30           | Equities   |
| ENLIVEX THERAPEUTICS LTD       COM              | 2500-12-31      | N/A      | 0.0000% | $40900.00          | $42536.00          | Equities   |
| SKYLINE BLDRS GROUP HLDG LTD   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $7210.00           | $6539.47           | Equities   |
| COLLPLANT BIOTECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $831.00            | $2301.87           | Equities   |
| WNS HLDGS LTD                  COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1.00              | $75.49             | Equities   |
| BROOKFIELD WEALTH SOL LTD      CL A EXCHANGEAB  | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1383.06           | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $10285.00          | $13679.05          | Equities   |
| VS MEDIA HOLDINGS LTD.         COM CLASS A NEW  | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $21660.00          | Equities   |
| BIT ORIGIN LTD                 ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $11148.00          | $4704.46           | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $41.00             | $1018.03           | Equities   |
| SELECT SECTOR SPDR TR          SBI CONS STPLS   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $80.26             | Equities   |
| BRIDGER AEROSPACE GRP HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $6699.00           | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $213240.00         | $375302.40         | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $219904.00         | $8252997.12        | Equities   |
| JAGUAR HEALTH INC              COM              | 2500-12-31      | N/A      | 0.0000% | $8104.00           | $12966.40          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN INTL VL | 2500-12-31      | N/A      | 0.0000% | $16333.00          | $1200573.50        | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $250806.00         | $406305.72         | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $582.00            | $14912.94          | Equities   |
| SUNLANDS TECHNOLOGY GROUP      SPONSRD ADS NEW  | 2500-12-31      | N/A      | 0.0000% | $456.00            | $4480.20           | Equities   |
| THERAPEUTICSMD INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $33998.00          | $38077.76          | Equities   |
| CROSS TIMBERS RTY TR           TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $24612.00          | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4.00              | $225.60            | Equities   |
| DBX ETF TR                     XTRACK USD HIGH  | 2500-12-31      | N/A      | 0.0000% | $62485.00          | $2313819.55        | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $438894.00         | $899732.70         | Equities   |
| TANDY LEATHER FACTORY INC      COM              | 2500-12-31      | N/A      | 0.0000% | $631.00            | $1962.41           | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $6910.00           | $284038.31         | Equities   |
| INNOVATOR ETFS TRUST           GRADIENT TACTIC  | 2500-12-31      | N/A      | 0.0000% | $3663.00           | $93564.01          | Equities   |
| PROCURE ETF TRUST II           SPACE ETF        | 2500-12-31      | N/A      | 0.0000% | $305.00            | $10268.98          | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $18100.00          | $23711.00          | Equities   |
| VERA BRADLEY INC               COM              | 2500-12-31      | N/A      | 0.0000% | $34232.00          | $69833.28          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $4637.00           | $132865.35         | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $44866.00          | $117997.58         | Equities   |
| NEXALIN TECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2783.00           | $2546.72           | Equities   |
| INNOVATOR ETFS TRUST           EMRGNG MKT JAN   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3278.92           | Equities   |
| SENESTECH INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6263.00           | $30563.44          | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $423648.00         | $588870.72         | Equities   |
| PROSHARES TR                   ULTRASHORT SEMIC | 2500-12-31      | N/A      | 0.0000% | $9200.00           | $96600.00          | Equities   |
| BTCS INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3950.00           | $17182.50          | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $79500.00          | $142305.00         | Equities   |

### Security 691: 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: ARP1AG7V0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AG7V0
- **C.18 - Value (incl. sponsor support):** $400046544.00
- **C.18.a - Value (excl. sponsor support):** $400046544.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| BENEFIT STR PT CLO LTD 2025-39 D-2    20380415 FLT | 2038-04-15      | 7.9065%  | 0.0000% | $1046000.00        | $1069751.38        | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    B      20270419 2.7 | 2027-04-19      | 2.7700%  | 0.0000% | $25000.00          | $9425.27           | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  D      20310616 5.1 | 2031-06-16      | 5.1600%  | 0.0000% | $4000000.00        | $4033096.00        | Asset-Backed Securities |
| FORD CR AUTO LEA TR 2024-A     A-4    20270615 5.0 | 2027-06-15      | 5.0500%  | 0.0000% | $1700000.00        | $1713875.21        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        C      20270415 6.4 | 2027-04-15      | 6.4300%  | 0.0000% | $2852000.00        | $2888461.55        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2021-D D      20271215 2.3 | 2027-12-15      | 2.3100%  | 0.0000% | $18900000.00       | $4989570.18        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-2        B      20290215 5.4 | 2029-02-15      | 5.4100%  | 0.0000% | $13102000.00       | $2219455.66        | Asset-Backed Securities |
| EXTER AUTOMOBILE REC TR 2025-3 D      20311015 5.5 | 2031-10-15      | 5.5700%  | 0.0000% | $5000000.00        | $5108965.55        | Asset-Backed Securities |
| AGL CLO LTD 2022-22R           D-1R   20370121 FLT | 2037-01-21      | 7.0255%  | 0.0000% | $510000.00         | $509286.48         | Asset-Backed Securities |
| AGL CORE CLO LTD 2023-27       A      20361021 FLT | 2036-10-21      | 6.0555%  | 0.0000% | $12325000.00       | $12424340.91       | Asset-Backed Securities |
| OCTAGON INVEST PART 2019-20RR  C-RR   20370812 FLT | 2037-08-12      | 6.3264%  | 0.0000% | $750000.00         | $754648.11         | Asset-Backed Securities |
| PRET TR 2025-RPL1              A-1    20690725 FLT | 2069-07-25      | 4.0000%  | 0.0000% | $362800.00         | $333219.83         | Asset-Backed Securities |
| TESLA AUTO LEASE TRUST 2023-B  A-3    20260921 6.1 | 2026-09-21      | 6.1300%  | 0.0000% | $3322000.00        | $934334.77         | Asset-Backed Securities |
| TOYOTA LEASE OWNER TR 2023-B   A-3    20261120 5.6 | 2026-11-20      | 5.6600%  | 0.0000% | $125000.00         | $60853.90          | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      D      20291015 6.0 | 2029-10-15      | 6.0200%  | 0.0000% | $5205000.00        | $5317792.93        | Asset-Backed Securities |
| SANTR DRIVE AUTO REC TR 2023-2 B      20280515 5.2 | 2028-05-15      | 5.2400%  | 0.0000% | $135000.00         | $98313.29          | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2021-3   D      20270915 1.3 | 2027-09-15      | 1.3300%  | 0.0000% | $1348000.00        | $183003.24         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2020-4 E      20280417 2.8 | 2028-04-17      | 2.8500%  | 0.0000% | $3100000.00        | $1682553.45        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  D      20301216 5.6 | 2030-12-16      | 5.6700%  | 0.0000% | $270000.00         | $273191.13         | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      A-2    20591125 FLT | 2059-11-25      | 3.0000%  | 0.0000% | $3567000.00        | $3266741.83        | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 8.3255%  | 0.0000% | $250000.00         | $252109.82         | Asset-Backed Securities |
| GREENSTATE AUTO RECV TR 2024-1 A-2    20270816 5.5 | 2027-08-16      | 5.5300%  | 0.0000% | $6000000.00        | $1428339.20        | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.7655%  | 0.0000% | $1000000.00        | $1006565.95        | Asset-Backed Securities |
| WORLD OMNI SLCT AUTO T R2021-A D      20271115 1.4 | 2027-11-15      | 1.4400%  | 0.0000% | $2000000.00        | $1992224.00        | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2024-1   A-2-A  20270216 5.1 | 2027-02-16      | 5.1200%  | 0.0000% | $500000.00         | $30540.68          | Asset-Backed Securities |
| BLACKROCK ELBERT CLO 2020-5R   A-1-R  20340615 FLT | 2034-06-15      | 6.1685%  | 0.0000% | $5000000.00        | $5066133.43        | Asset-Backed Securities |
| CCG RECEIVABLES TR 2025-1      B      20321014 4.6 | 2032-10-14      | 4.6900%  | 0.0000% | $2801000.00        | $2826523.18        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2650000.00        | $847884.43         | Asset-Backed Securities |
| CARLYLE DIRECT LENDNG 2015-1RR B-R    20360715 FLT | 2036-07-15      | 7.0676%  | 0.0000% | $1300000.00        | $1308130.77        | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6218219.33        | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2024-3    A-4    20310320 5.0 | 2031-03-20      | 5.0600%  | 0.0000% | $2481000.00        | $2540055.24        | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3775000.00        | $2490748.32        | Asset-Backed Securities |
| FDF LTD 2019-5R                D-R    20380125 5.7 | 2038-01-25      | 5.7690%  | 0.0000% | $2000000.00        | $1925977.00        | Asset-Backed Securities |
| CROSSROADS ASSET TR 2025-A     C      20320220 5.5 | 2032-02-20      | 5.5100%  | 0.0000% | $2500000.00        | $2552738.75        | Asset-Backed Securities |
| DOMNOS PIZZA MSTR 2018-1       A-2-I  20480725 4.1 | 2048-07-25      | 4.1160%  | 0.0000% | $11875000.00       | $11281101.60       | Asset-Backed Securities |
| FOURSI CAP AUTO RECV TR 2023-1 A-3    20271215 5.3 | 2027-12-15      | 5.3900%  | 0.0000% | $630000.00         | $42767.40          | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        A-3    20261015 5.9 | 2026-10-15      | 5.9100%  | 0.0000% | $120000.00         | $15922.46          | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 A2     20300415 4.7 | 2030-04-15      | 4.7100%  | 0.0000% | $110000.00         | $100632.40         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 A-3    20270915 6.1 | 2027-09-15      | 6.1200%  | 0.0000% | $16475000.00       | $3188703.07        | Asset-Backed Securities |
| LENDMARK FUNDING TR 2025-1     C      20340920 5.6 | 2034-09-20      | 5.6800%  | 0.0000% | $1713000.00        | $1750184.09        | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       B      20350319 7.9 | 2035-03-19      | 7.9500%  | 0.0000% | $2500000.00        | $2586882.50        | Asset-Backed Securities |
| NP SPE X LP 2021-1             A1     20510319 2.2 | 2051-03-19      | 2.2300%  | 0.0000% | $290000.00         | $277799.52         | Asset-Backed Securities |
| KUBOTA CR OWNER TR 2025-2      A-4    20301115 4.5 | 2030-11-15      | 4.5700%  | 0.0000% | $833000.00         | $847431.08         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2020-2     E      20270915 8.2 | 2027-09-15      | 8.2200%  | 0.0000% | $9350000.00        | $5587383.30        | Asset-Backed Securities |
| FIRST NATL MASTER NT TR 2025-1 A      20300215 4.8 | 2030-02-15      | 4.8500%  | 0.0000% | $16745000.00       | $17107145.99       | Asset-Backed Securities |
| TRICOLOR AUT SECU TR 2024-2    D      20280815 7.6 | 2028-08-15      | 7.6100%  | 0.0000% | $3500000.00        | $3580977.55        | Asset-Backed Securities |
| OAKTREE CLO 2024-27 LTD        A-2    20371022 FLT | 2037-10-22      | 5.9020%  | 0.0000% | $250000.00         | $251627.47         | Asset-Backed Securities |
| RR LTD 23-26R                  A-2-R  20380415 FLT | 2038-04-15      | 5.8176%  | 0.0000% | $305000.00         | $306729.94         | Asset-Backed Securities |
| OHA CREDIT FDG LTD 2019-3R2    A-R2   20380120 FLT | 2038-01-20      | 5.6455%  | 0.0000% | $2000000.00        | $2018711.89        | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 8.5755%  | 0.0000% | $2400000.00        | $2341728.27        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $17456000.00       | $2829188.31        | Asset-Backed Securities |
| MADISON PARK FDG LTD 2017-42R  A-R    20301121 FLT | 2030-11-21      | 5.4690%  | 0.0000% | $300000.00         | $156348.62         | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 6.5176%  | 0.0000% | $2390000.00        | $2409208.28        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-7 A-1B   20700825 FLT | 2070-08-25      | 5.1290%  | 0.0000% | $3200000.00        | $3208826.31        | Asset-Backed Securities |
| VENTURE 33 CLO 2018            D      20310715 FLT | 2031-07-15      | 7.7392%  | 0.0000% | $2500000.00        | $2405459.88        | Asset-Backed Securities |
| CCG REC TR 2022-1              A-2    20290716 3.9 | 2029-07-16      | 3.9100%  | 0.0000% | $31127000.00       | $984036.45         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P2    A-3    20270410 4.1 | 2027-04-10      | 4.1300%  | 0.0000% | $6725000.00        | $40525.04          | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-IVR      A-R    20380119 FLT | 2038-01-19      | 5.5424%  | 0.0000% | $1750000.00        | $1765610.16        | Asset-Backed Securities |
| CIFC FUNDING LTD 2021-5R       C-R    20380115 FLT | 2038-01-15      | 6.1176%  | 0.0000% | $3400000.00        | $3435247.59        | Asset-Backed Securities |
| ELMWOOD CLO XII LTD            D-1-R  20371015 FLT | 2037-10-15      | 7.4176%  | 0.0000% | $500000.00         | $506900.97         | Asset-Backed Securities |
| VERIZON MASTER TR 2025-3       A-1A   20300320 4.5 | 2030-03-20      | 4.5100%  | 0.0000% | $15000.00          | $15110.20          | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 8.4992%  | 0.0000% | $3000000.00        | $3024461.85        | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 8.0792%  | 0.0000% | $2000000.00        | $1986037.90        | Asset-Backed Securities |
| ANTARES CLO LTD 2020-1R        C-R    20331024 FLT | 2033-10-24      | 7.0306%  | 0.0000% | $3000000.00        | $3012437.68        | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $25107.75          | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 5.1927%  | 0.0000% | $1450000.00        | $1456080.41        | Asset-Backed Securities |
| PPM CLO LTD 2025-8             A-1    20380420 FLT | 2038-04-20      | 5.5955%  | 0.0000% | $250000.00         | $251702.95         | Asset-Backed Securities |
| OWL ROCK CLO LTD 2022-7        A-R    20380420 FLT | 2038-04-20      | 5.7255%  | 0.0000% | $45250000.00       | $45482250.78       | Asset-Backed Securities |
| GOLDENTREE LN MGMT 2023-17R    C-R    20390120 FLT | 2039-01-20      | 6.1255%  | 0.0000% | $5850000.00        | $5905726.79        | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2025-A   A-4    20310215 4.5 | 2031-02-15      | 4.5200%  | 0.0000% | $4610000.00        | $4688829.98        | Asset-Backed Securities |
| AGL CLO 2021-10 LTD            D      20340417 FLT | 2034-04-17      | 7.4792%  | 0.0000% | $500000.00         | $505209.47         | Asset-Backed Securities |
| AMERICAN CR AC REC TR 2022-1   D      20280313 2.4 | 2028-03-13      | 2.4600%  | 0.0000% | $3295000.00        | $97848.46          | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $1094736.78        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES 2025-A    D      20310415 5.6 | 2031-04-15      | 5.6600%  | 0.0000% | $1410000.00        | $1439806.15        | Asset-Backed Securities |
| AMERN CR ACCEP REC TR 2023-2   C      20290813 5.9 | 2029-08-13      | 5.9600%  | 0.0000% | $1976000.00        | $785871.44         | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-113R2      A-R2   20371020 FLT | 2037-10-20      | 5.5676%  | 0.0000% | $370000.00         | $372826.59         | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2786001.60        | Asset-Backed Securities |
| TRICON RES TR  2024-SFR3       C      20410819 5.2 | 2041-08-19      | 5.2500%  | 0.0000% | $500000.00         | $502882.67         | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $1993585.67        | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2018-1   D      20300715 FLT | 2030-07-15      | 7.4792%  | 0.0000% | $850000.00         | $857317.61         | Asset-Backed Securities |
| PENFED AUTO REC TR 2022-A      A-4    20281215 4.1 | 2028-12-15      | 4.1800%  | 0.0000% | $133000.00         | $41597.66          | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2025-A C      20380520 5.6 | 2038-05-20      | 5.6900%  | 0.0000% | $4310000.00        | $4402490.45        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $5365000.00        | $3502293.07        | Asset-Backed Securities |
| TRICOLOR AUTO SEC TR 2024-3    A      20280615 5.2 | 2028-06-15      | 5.2200%  | 0.0000% | $225000.00         | $76531.80          | Asset-Backed Securities |
| SANTANDR DR AUTO REC TR 2025-3 D      20310915 5.1 | 2031-09-15      | 5.1100%  | 0.0000% | $5980000.00        | $6038180.75        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  A-3    20271015 5.6 | 2027-10-15      | 5.6100%  | 0.0000% | $418000.00         | $25269.47          | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.9844%  | 0.0000% | $20000000.00       | $20303699.10       | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.8701%  | 0.0000% | $184000.00         | $45139.59          | Asset-Backed Securities |
| PRESTIGE AUTO RECV TR 2023-1   C      20280215 5.6 | 2028-02-15      | 5.6500%  | 0.0000% | $15000.00          | $14552.56          | Asset-Backed Securities |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $122528.56         | Asset-Backed Securities |
| PALMER SQUARE CLO 2021-1R LTD  A-1A-R 20380420 FLT | 2038-04-20      | 5.4755%  | 0.0000% | $530000.00         | $532984.84         | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  A-1A   20440625 FLT | 2044-06-25      | 6.1470%  | 0.0000% | $100000.00         | $77145.57          | Asset-Backed Securities |
| RISERVA CLO LTD 2016RR         D-RR   20340118 FLT | 2034-01-18      | 7.8406%  | 0.0000% | $700000.00         | $705493.17         | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   B      20280215 4.9 | 2028-02-15      | 4.9800%  | 0.0000% | $285000.00         | $40379.99          | Asset-Backed Securities |
| HONDA AUTO REC OWNER TR 2024-3 A-2    20270222 4.8 | 2027-02-22      | 4.8900%  | 0.0000% | $88000.00          | $44698.12          | Asset-Backed Securities |
| MORGAN STAN ETN VNCCLO 2021-1  A      20341023 FLT | 2034-10-23      | 5.7406%  | 0.0000% | $2000000.00        | $2014720.12        | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR4 B      20300819 4.7 | 2030-08-19      | 4.7000%  | 0.0000% | $4000000.00        | $3966126.66        | Asset-Backed Securities |
| ICG US CLO 2020-1R LTD         C-RR   20350122 FLT | 2035-01-22      | 6.5255%  | 0.0000% | $5000000.00        | $5035374.39        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER 2020-3    E      20270715 4.3 | 2027-07-15      | 4.3100%  | 0.0000% | $5300000.00        | $1797127.06        | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9700%  | 0.0000% | $2000000.00        | $2000200.00        | Asset-Backed Securities |
| EXETER AUTO REC 2021-1         E      20280215 2.2 | 2028-02-15      | 2.2100%  | 0.0000% | $10655000.00       | $9785529.61        | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2022-2 A-3    20270216 3.4 | 2027-02-16      | 3.4900%  | 0.0000% | $3078000.00        | $312571.48         | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-2R     D-2R   20380420 FLT | 2038-04-20      | 8.2755%  | 0.0000% | $4250000.00        | $4280196.73        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.6871%  | 0.0000% | $4000000.00        | $4006390.76        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2020-4R    D1A-R  20361020 FLT | 2036-10-20      | 9.0755%  | 0.0000% | $1000000.00        | $1013081.78        | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.6955%  | 0.0000% | $1960000.00        | $1977307.02        | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   B      20300510 5.6 | 2030-05-10      | 5.6300%  | 0.0000% | $860000.00         | $872503.87         | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2022-1    A-3    20270415 3.1 | 2027-04-15      | 3.1700%  | 0.0000% | $1069000.00        | $213159.04         | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $11000000.00       | $10909637.33       | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-3 A-4    20310115 4.4 | 2031-01-15      | 4.4700%  | 0.0000% | $4655000.00        | $4729160.36        | Asset-Backed Securities |
| CARMAX AUTO OWN TR 2021-4      B      20270517 1.0 | 2027-05-17      | 1.0400%  | 0.0000% | $98000.00          | $96970.26          | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $129663.68         | Asset-Backed Securities |
| GOLUB CAP PAR CLO 2016-31(M)RR C-RR   20341106 FLT | 2034-11-06      | 6.6212%  | 0.0000% | $3800000.00        | $3796633.78        | Asset-Backed Securities |
| WIND RIVER CLO LTD 2022-2      A-1-R  20350720 FLT | 2035-07-20      | 5.6720%  | 0.0000% | $770000.00         | $775680.76         | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $596426.42         | Asset-Backed Securities |
| T-MOBILE US TR 2022-1          A      20280522 4.9 | 2028-05-22      | 4.9100%  | 0.0000% | $1110000.00        | $158416.49         | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $1574191.49        | Asset-Backed Securities |
| MARANON LOAN FUNDING 2023-2    A-1    20360115 FLT | 2036-01-15      | 6.8176%  | 0.0000% | $13000000.00       | $13140295.19       | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1R LTD   A-R    20300715 FLT | 2030-07-15      | 5.5092%  | 0.0000% | $530000.00         | $186682.95         | Asset-Backed Securities |
| SYMPHONY CLO 2022-37R LTD      B-1-R  20370121 FLT | 2037-01-21      | 6.7255%  | 0.0000% | $500000.00         | $504497.97         | Asset-Backed Securities |
| HILTON GR VACATIONS TR 2024-2  C      20380325 5.9 | 2038-03-25      | 5.9900%  | 0.0000% | $100000.00         | $63574.20          | Asset-Backed Securities |
| OHA CREDIT FDG 10-R 2021-10R   B      20380718 FLT | 2038-07-18      | 5.8788%  | 0.0000% | $10000000.00       | $10061062.04       | Asset-Backed Securities |
| MMAF EQUIPMENT FINANCE 2024-A  A-4    20490713 5.1 | 2049-07-13      | 5.1000%  | 0.0000% | $2986638.00        | $3092435.67        | Asset-Backed Securities |
| HONDA AUTO REC OWNR TR 2022-1  A-4    20281215 2.0 | 2028-12-15      | 2.0400%  | 0.0000% | $1846000.00        | $1768013.12        | Asset-Backed Securities |
| WIND RIVER CLO LTD 2021-2      B      20340720 FLT | 2034-07-20      | 6.2371%  | 0.0000% | $15000000.00       | $15089202.87       | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 5.4218%  | 0.0000% | $1800000.00        | $1842455.87        | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2022-1    A-3    20280120 3.2 | 2028-01-20      | 3.2700%  | 0.0000% | $2074000.00        | $1458216.07        | Asset-Backed Securities |
| BOWLING GREEN PARK CLO 2019-1A B-RR   20350418 FLT | 2035-04-18      | 5.7195%  | 0.0000% | $6500000.00        | $6525234.08        | Asset-Backed Securities |
| COLUMBIA CENT CLO LTD 2025-30  A-2-R  20340120 FLT | 2034-01-20      | 5.8555%  | 0.0000% | $4350000.00        | $4376245.50        | Asset-Backed Securities |
| AMERICAN CR REC TR 2023-4      C      20300912 6.9 | 2030-09-12      | 6.9900%  | 0.0000% | $6000000.00        | $6090401.00        | Asset-Backed Securities |
| AVIS BUDGET CAR FDG LLC 2021-2 A      20280220 1.6 | 2028-02-20      | 1.6600%  | 0.0000% | $14808000.00       | $14321971.82       | Asset-Backed Securities |
| AMERICREDIT AUTO  2021-2 TR    D      20270618 1.2 | 2027-06-18      | 1.2900%  | 0.0000% | $7510000.00        | $7411853.06        | Asset-Backed Securities |
| BCC MIDDLE MKT CLO LLC 2024-1  C      20360717 FLT | 2036-07-17      | 7.0724%  | 0.0000% | $3750000.00        | $3797765.96        | Asset-Backed Securities |
| BBAM US CLO 2022-1R LLC        A-R    20380330 FLT | 2038-03-30      | 5.5176%  | 0.0000% | $830000.00         | $835475.46         | Asset-Backed Securities |
| AMERICAN CREDIT ACCEPTANCE 202 A      20270212 5.9 | 2027-02-12      | 5.9000%  | 0.0000% | $4000000.00        | $32235.66          | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    E      20280613 6.5 | 2028-06-13      | 6.5700%  | 0.0000% | $7000000.00        | $7033943.00        | Asset-Backed Securities |
| AGL CLO LTD 2024-35            A-1    20380121 FLT | 2038-01-21      | 5.6655%  | 0.0000% | $800000.00         | $807118.09         | Asset-Backed Securities |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-B  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $6000000.00        | $4826667.54        | Asset-Backed Securities |
| CARLYLE GLBL MKT 2014-1R2      D-R    20310417 FLT | 2031-04-17      | 7.1840%  | 0.0000% | $569816.00         | $573833.72         | Asset-Backed Securities |
| COOPR RES MTG TR 2025-CES2     A-1A   20600625 FLT | 2060-06-25      | 5.5020%  | 0.0000% | $39453000.00       | $39219154.04       | Asset-Backed Securities |
| CARMAX AUTO OWNER TRUST 2025-3 D      20320517 5.2 | 2032-05-17      | 5.2200%  | 0.0000% | $4229000.00        | $4286150.71        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2025-2 D      20310115 5.5 | 2031-01-15      | 5.5900%  | 0.0000% | $3379000.00        | $3447434.51        | Asset-Backed Securities |
| WENDYS FDG LLC 2019-1          A-2-I  20490615 3.7 | 2049-06-15      | 3.7830%  | 0.0000% | $226000.00         | $199711.00         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 C      20300315 4.9 | 2030-03-15      | 4.9300%  | 0.0000% | $100000.00         | $101278.82         | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2024-A B      20360922 5.6 | 2036-09-22      | 5.6800%  | 0.0000% | $125000.00         | $127614.00         | Asset-Backed Securities |
| OCCU AUTO REC TR 2022-1        A-3    20271015 5.5 | 2027-10-15      | 5.5000%  | 0.0000% | $270000.00         | $59234.10          | Asset-Backed Securities |
| OHA LOAN FUNDING LTD 2013-1R3  C-R3   20370423 FLT | 2037-04-23      | 6.6690%  | 0.0000% | $250000.00         | $251928.56         | Asset-Backed Securities |
| NP SPE II LLC 2017-1           A-2    20471020 4.2 | 2047-10-20      | 4.2190%  | 0.0000% | $2000000.00        | $1845939.50        | Asset-Backed Securities |

### Security 692: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AHOT4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AHOT4
- **C.18 - Value (incl. sponsor support):** $450475524.00
- **C.18.a - Value (excl. sponsor support):** $450475524.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $908046.00         | $1598160.96        | Equities   |
| SPDR SERIES TRUST              PORTFOLIO LN COR | 2500-12-31      | N/A      | 0.0000% | $157965.00         | $3574747.95        | Equities   |
| BBB FOODS INC                  CL A COM         | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1137.78           | Equities   |
| BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $11316.00          | Equities   |
| NEW CENTY LOGISTICS BVI LTD    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2382.00           | $1463.50           | Equities   |
| ALCON AG                       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $76500.00          | $6077160.00        | Equities   |
| BIOCERES CROP SOLUTIONS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $1910.00           | $5481.70           | Equities   |
| XOS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $2224.00           | $6649.76           | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $423648.00         | $588870.72         | Equities   |
| MACQUARIE ETF TRUST            NATIONAL HIGH YL | 2500-12-31      | N/A      | 0.0000% | $9600.00           | $225408.00         | Equities   |
| MAGNA INTL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $489662.00         | $22499968.90       | Equities   |
| MESA AIR GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4234.00           | $5165.48           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $231.00            | $12249.93          | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $29613.00          | $60706.65          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1053.00           | $16384.68          | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $3653.00           | $112294.68         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $42713.00          | $1175461.76        | Equities   |
| FITELL CORP                    SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $33200.00          | $15016.36          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $4637.00           | $132865.35         | Equities   |
| GREENIDGE GENERATION HLDGS INC CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $1765.00           | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $10433.00          | $36098.18          | Equities   |
| VANECK ETF TRUST               PREFERRED SECURT | 2500-12-31      | N/A      | 0.0000% | $759.00            | $13517.79          | Equities   |
| QUALIGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $1253.00           | Equities   |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $308850.00         | $22499722.50       | Equities   |
| INTCHAINS GROUP LTD            ADS REPSTG CL A  | 2500-12-31      | N/A      | 0.0000% | $1738.00           | $3423.86           | Equities   |
| HOTH THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1673.00           | $2024.33           | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3928.00           | $10723.44          | Equities   |
| ORCHESTRA BIOMED HLDGS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $51452.00          | $139434.92         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $375109.00         | $656440.75         | Equities   |
| SOHO HOUSE & CO INC            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $47657.00          | $420811.31         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $944.00            | $67417.74          | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $17224.00          | $196698.08         | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $9843.00           | Equities   |
| PRAXIS FDS                     IMPACT LARGE CAP | 2500-12-31      | N/A      | 0.0000% | $700.00            | $24253.74          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $9757.00           | $330749.62         | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $700971.00         | $1191650.70        | Equities   |
| FEDERATED HERMES ETF TRUST     US STRATEGIC DIV | 2500-12-31      | N/A      | 0.0000% | $2225.00           | $63902.00          | Equities   |
| ZW DATA ACTION TECHNOLOGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $915.00            | $1381.65           | Equities   |
| FREIGHTOS LTD                  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $7944.00           | Equities   |
| WEBUY GLOBAL LTD               SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $7233.00           | $23000.94          | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $678200.00         | $9399852.00        | Equities   |
| ALPHA MODUS HLDGS INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $2701.00           | $2944.09           | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $405492.00         | $965070.96         | Equities   |
| CID HOLDCO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $3017.00           | $12912.76          | Equities   |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $50232.42          | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $36300.00          | $3994089.00        | Equities   |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $17069.00          | $469397.50         | Equities   |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $72281.00          | $7027881.63        | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $582.00            | $14912.94          | Equities   |
| GRANITESHARES ETF TR           2X LONG PLTR     | 2500-12-31      | N/A      | 0.0000% | $2465.00           | $61255.25          | Equities   |
| MANULIFE FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $733615.00         | $22499972.05       | Equities   |
| PACER FDS TR                   BLUESTAR DIG ENT | 2500-12-31      | N/A      | 0.0000% | $1703.00           | $58642.81          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1133474.00        | $1836227.88        | Equities   |
| GREENLANE HLDGS INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $7843.00           | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4784.00           | $8611.20           | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4032.00           | $11208.96          | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $33524.00          | $65371.80          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $2409.00           | $51480.33          | Equities   |
| PROFOUND MED CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24100.00          | $109173.00         | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1041.96           | Equities   |
| TIDAL TRUST II                 HILTON SMALL-MID | 2500-12-31      | N/A      | 0.0000% | $800.00            | $21462.88          | Equities   |
| TIDAL TRUST II                 YIELDMAX ULTRA O | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $46575.00          | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $409686.00         | $22499955.12       | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $41132.00          | $1401367.24        | Equities   |
| GEN RESTAURENT GROUP           CL A COM         | 2500-12-31      | N/A      | 0.0000% | $800.00            | $2552.00           | Equities   |
| GAIN THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $3384.00           | Equities   |
| DARE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $866.00            | $1753.65           | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1055.45           | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $8647.00           | $22482.20          | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $106717.00         | $213434.00         | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $7838.00           | $44441.46          | Equities   |
| AYTU BIOPHARMA INC             COM              | 2500-12-31      | N/A      | 0.0000% | $26863.00          | $62053.53          | Equities   |
| ATOSSA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $201607.00         | $152031.84         | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $251813.00         | $204220.34         | Equities   |
| BABCOCK & WILCOX ENTERPRISES I COM              | 2500-12-31      | N/A      | 0.0000% | $516354.00         | $1058525.70        | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $14900.00          | $2930383.00        | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $123162.00         | $3056880.84        | Equities   |
| BANK MONTREAL QUE              COM              | 2500-12-31      | N/A      | 0.0000% | $188758.00         | $22499953.60       | Equities   |
| SCIENJOY HOLDING CORP          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $17200.00          | $11180.00          | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $9131.00           | $30223.61          | Equities   |
| TIDAL TRUST II                 YIELDMAX AI OPT  | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $10920.00          | Equities   |
| TIDAL TRUST I                  ADASINA SOCIAL   | 2500-12-31      | N/A      | 0.0000% | $9785.00           | $198929.05         | Equities   |
| TAMBORAN RES CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $300.00            | $6000.00           | Equities   |
| REITAR LOGTECH HLDGS LTD       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $700.00            | $3353.00           | Equities   |
| ENERGYS GROUP LTD              SHS              | 2500-12-31      | N/A      | 0.0000% | $20100.00          | $85425.00          | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $39576.00          | Equities   |
| PRESTIGE WEALTH INC            USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $13427.00          | $6982.04           | Equities   |
| CASI PHARMACEUTICALS INC       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $268016.00         | $653959.04         | Equities   |
| INNEOVA HOLDINGS LTD.          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6675.00           | $8343.75           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $65266.00          | $2757488.50        | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $35291.00          | $1263417.80        | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2888.00           | $329894.51         | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $2809.00           | $96150.10          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $109.00            | $6560.71           | Equities   |
| INTEGRATED MEDIA TECHNLOGY LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1144.26           | Equities   |
| INFLARX NV                     COM              | 2500-12-31      | N/A      | 0.0000% | $440574.00         | $515471.58         | Equities   |
| ABVC BIOPHARMA INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2519.00           | $7758.52           | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $126586.00         | $144308.04         | Equities   |
| ADVISORS INNER CIRCLE FD       LSV DISCIPLINED  | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1578.30           | Equities   |
| ALPS ETF TR                    INTER MUNI BD    | 2500-12-31      | N/A      | 0.0000% | $3656.00           | $93118.32          | Equities   |
| JEWETT CAMERON TRADING LTD     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $453.00            | $1635.33           | Equities   |
| KINROSS GOLD CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $1112756.00        | $22499926.32       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $395236.00         | $10959894.28       | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $93.00             | $4495.62           | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $15972.00          | $1081943.28        | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $1564.16           | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $2155.00           | $50804.12          | Equities   |
| DIREXION SHS ETF TR            CSI 300 BULL2X   | 2500-12-31      | N/A      | 0.0000% | $20615.00          | $400343.30         | Equities   |
| EPICQUEST EDUCATN GRP INTL LTD COM              | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $2698.92           | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $68321.00          | $124344.22         | Equities   |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $25091.00          | $45665.62          | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL DIV | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1605.39           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $322100.00         | $9189513.00        | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $85344.00          | $405384.00         | Equities   |
| ENTREPRENEURSHARES SERIES TRUS ERSHARES PRIVATE | 2500-12-31      | N/A      | 0.0000% | $51454.00          | $1034225.40        | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1150210.00        | $2933035.50        | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE ETHER  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5442.00           | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $134468.00         | $515012.44         | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $6320184.00        | $8342642.88        | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $13600.00          | $34272.00          | Equities   |
| AMPLIFY ETF TR                 ONLIN RETL ETF   | 2500-12-31      | N/A      | 0.0000% | $2382.00           | $174839.28         | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $284200.00         | Equities   |
| CAESARSTONE LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20988.00          | $29383.20          | Equities   |
| RENOVARO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $25003.00          | $6338.26           | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $134164.00         | Equities   |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $6660.00           | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $17068.00          | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $832401.00         | $940613.13         | Equities   |
| NOCERA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $847.00            | $1262.03           | Equities   |
| TIDAL TRUST I                  AZTLAN GBL STOCK | 2500-12-31      | N/A      | 0.0000% | $1380.00           | $39601.45          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $171826.00         | $5245847.78        | Equities   |
| GRAB HOLDINGS LIMITED          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $116600.00         | $579502.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX COIN OP | 2500-12-31      | N/A      | 0.0000% | $18945.00          | $131288.85         | Equities   |
| PHETON HLDGS LTD               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $13877.00          | $10414.69          | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $207021.00         | $4289475.12        | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1950.00           | $7176.00           | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $97842.00          | $189813.48         | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13404.00          | $21446.40          | Equities   |
| NRX PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20470.00          | $51584.40          | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $55470.00          | $2197721.40        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  JPMORGAN NASDAQ  | 2500-12-31      | N/A      | 0.0000% | $1055.00           | $58536.99          | Equities   |
| NEW ERA ENERGY & DIGITAL INC   COM              | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $1235.25           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2650.36           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P GBL WATER    | 2500-12-31      | N/A      | 0.0000% | $2187.00           | $141389.55         | Equities   |
| SOLARMAX TECHNOLOGY INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $6872.00           | $8246.40           | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $112974.00         | $393149.52         | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $77385.00          | $214356.45         | Equities   |
| WATSCO INC                     CL B CONV        | 2500-12-31      | N/A      | 0.0000% | $83.00             | $34279.83          | Equities   |
| WELLCHANGE HLDGS CO LTD        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $14699.00          | $3064.74           | Equities   |
| KANDI TECHNOLOGIES GROUP INC   USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $4356.00           | $6490.44           | Equities   |
| XBP GLOBAL HOLDINGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1578518.00        | $936219.03         | Equities   |
| DIREXION SHS ETF TR            DAILY DJ BULL    | 2500-12-31      | N/A      | 0.0000% | $800.00            | $25752.00          | Equities   |
| DIREXION SHS ETF TR            DAILY CSI 2X SH  | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3065.04           | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $10392.00          | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $79130.00          | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $470612.00         | $22499959.72       | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $62.00             | $2344.22           | Equities   |
| ETF SER SOLUTIONS              DEFIANCE QUANTUM | 2500-12-31      | N/A      | 0.0000% | $87.00             | $8382.45           | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $239020.00         | Equities   |
| BIOMEA FUSION INC              COM              | 2500-12-31      | N/A      | 0.0000% | $211625.00         | $406320.00         | Equities   |
| BIOFRONTERA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17911.00          | $15251.22          | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $11166.00          | $565584.70         | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $644.00            | $14889.28          | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $2480.00           | $77385.42          | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BULL  | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $134992.00         | Equities   |
| MODULAR MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2178.00           | $1612.37           | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 BR 1X | 2500-12-31      | N/A      | 0.0000% | $304332.00         | $3018973.44        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P 500 ECONOMIC | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1689.84           | Equities   |
| JANUS DETROIT STR TR           HENDERSN SML ETF | 2500-12-31      | N/A      | 0.0000% | $2092.00           | $174420.29         | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7494.00           | $26678.64          | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $175400.00         | $350800.00         | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $7415.00           | $371298.71         | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $418433.00         | $556515.89         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $80.00             | $8056.00           | Equities   |
| BANK NOVA SCOTIA HALIFAX       COM              | 2500-12-31      | N/A      | 0.0000% | $291500.00         | $18186685.00       | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $1976.04           | Equities   |
| PROSHARES TR                   SHRT 20+YR TRE   | 2500-12-31      | N/A      | 0.0000% | $128.00            | $3137.28           | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $346790.00         | $173429.68         | Equities   |
| EDESA BIOTECH INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $640.00            | $1536.00           | Equities   |
| ENERGY VAULT HOLDINGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $225686.00         | $428803.40         | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $206.00            | $4855.09           | Equities   |
| DIREXION SHS ETF TR            DAILY ROBOTICS   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2339.00           | Equities   |
| CROWN CRAFTS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $3000.00           | Equities   |
| DIREXION SHS ETF TR            DAILY BA BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $84995.50          | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS FA  | 2500-12-31      | N/A      | 0.0000% | $15400.00          | $88088.00          | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM BUFFER | 2500-12-31      | N/A      | 0.0000% | $5910.00           | $157235.55         | Equities   |
| AEMETIS INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1309.00           | $3547.39           | Equities   |
| ADVANCED BIOMED INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $1247.29           | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $236419.00         | $1016601.70        | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $320727.00         | $1013497.32        | Equities   |
| CANADA GOOSE HLDGS INC         SHS SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $244592.00         | $3223722.56        | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $28886.00          | $1234009.92        | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $286.00            | $27121.38          | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM 6 MONT | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1036.50           | Equities   |
| ALAMOS GOLD INC NEW            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1186.00           | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $524251.00         | $397696.81         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $19015.00          | $751986.20         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT  | 2500-12-31      | N/A      | 0.0000% | $183.00            | $7334.62           | Equities   |
| FLEXSHARES TR                  M STAR DEV MKT   | 2500-12-31      | N/A      | 0.0000% | $8945.00           | $781135.54         | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $760.00            | $1010.80           | Equities   |
| FLEXSHARES TR                  DEV MRK EX LOW   | 2049-12-31      | N/A      | 0.0000% | $4009.00           | $125779.97         | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $57111.00          | $2598550.50        | Equities   |
| RBB FD INC                     SGI US LARGE CAP | 2500-12-31      | N/A      | 0.0000% | $400.00            | $14320.20          | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $30787.00          | $99749.88          | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $17024.00          | $46986.24          | Equities   |
| TIDAL TRUST II                 DEF DLY TGT 2X L | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $37425.00          | Equities   |
| NOVONIX LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1362.00           | $1947.66           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2180.17           | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $1592.00           | $2117.36           | Equities   |
| NUTRIEN LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $245400.00         | $14434428.00       | Equities   |
| 2023 ETF SERIES TRUST          PACIFIC NOS GLOB | 2500-12-31      | N/A      | 0.0000% | $54.00             | $1605.42           | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $5271.00           | $194658.03         | Equities   |
| SPDR SERIES TRUST              S&P 600 SMCP GRW | 2500-12-31      | N/A      | 0.0000% | $3261.00           | $308294.94         | Equities   |
| NEUROONE MED TECHNOLOGIES CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13062.00          | $9651.51           | Equities   |
| GSI TECHNOLOGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1827.00           | $5627.16           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV STRUCTURED CR IN | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $162162.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $73.00             | $1974.72           | Equities   |
| HILLEVAX INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1027.00           | $2136.16           | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR OPTIMUM YIELD    | 2500-12-31      | N/A      | 0.0000% | $19880.00          | $263012.40         | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $1076552.00        | $22499936.80       | Equities   |
| AB ACTIVE ETFS INC             MODERATE BUFFER  | 2500-12-31      | N/A      | 0.0000% | $551.00            | $20728.12          | Equities   |
| SPINNAKER ETF SERIES           INDEXPERTS GORIL | 2500-12-31      | N/A      | 0.0000% | $1370.00           | $15699.38          | Equities   |
| STELLANTIS N.V                 SHS              | 2500-12-31      | N/A      | 0.0000% | $1593614.00        | $15362438.96       | Equities   |
| POLESTAR AUTOMOTIVE HLDG UK    ADS A            | 2500-12-31      | N/A      | 0.0000% | $56492.00          | $72874.68          | Equities   |
| TIDAL TRUST I                  FUNDSTRAT GRANNY | 2500-12-31      | N/A      | 0.0000% | $1749.00           | $41451.30          | Equities   |
| TRIDENT DIGITAL TECH HOLDINGS  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2599.00           | $1898.31           | Equities   |
| WISDOMTREE TR                  GLB HIGH DIV FD  | 2500-12-31      | N/A      | 0.0000% | $1068.00           | $63744.54          | Equities   |
| ECARX HOLDINGS INC             CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $52369.00          | $82743.02          | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $335.00            | $1276.35           | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $126852.00         | $465546.84         | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $229.00            | $15381.93          | Equities   |
| DIREXION SHS ETF TR            DAILY FINL BEAR  | 2500-12-31      | N/A      | 0.0000% | $1327.00           | $5427.43           | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $97474.00          | Equities   |
| DIREXION SHS ETF TR            DLY TECH BULL 3X | 2500-12-31      | N/A      | 0.0000% | $227.00            | $24086.97          | Equities   |
| SPINNAKER ETF SERIES           INDEXPERTS QUALI | 2500-12-31      | N/A      | 0.0000% | $6900.00           | $75025.08          | Equities   |
| BRIDGELINE DIGITAL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $1650.00           | $2227.50           | Equities   |
| METAGENOMI INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $5990.00           | $11201.30          | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $9642.00           | Equities   |
| CANADIAN NATL RY CO            COM              | 2500-12-31      | N/A      | 0.0000% | $17011.00          | $1634757.10        | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $191.00            | $5319.35           | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2836.90           | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL CTR | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8787.00           | Equities   |
| CHEGG INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $106836.00         | $150638.76         | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BULL  | 2500-12-31      | N/A      | 0.0000% | $24465.00          | $543830.04         | Equities   |
| EDIBLE GARDEN AG INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1822.00           | $3352.48           | Equities   |
| DIREXION SHS ETF TR            DAILY BRKB BEAR  | 2500-12-31      | N/A      | 0.0000% | $2597.00           | $60100.29          | Equities   |
| DIREXION SHS ETF TR            DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $65485.00          | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4728488.00        | $8889557.44        | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $201249.00         | $462872.70         | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $11290.00          | $87836.20          | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $36445.00          | $52845.25          | Equities   |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $32683.00          | $80400.18          | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $6925.00           | $113847.00         | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $158250.00         | $11344942.50       | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $1462.00           | $38604.99          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  U S TECH LEADERS | 2500-12-31      | N/A      | 0.0000% | $14930.00          | $1290685.06        | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $613420.00         | $963069.40         | Equities   |
| VANECK ETF TRUST               OFFICE AND COMME | 2500-12-31      | N/A      | 0.0000% | $324.00            | $13398.66          | Equities   |
| ISHARES INC                    JP MORGAN EM ETF | 2500-12-31      | N/A      | 0.0000% | $102.00            | $4158.54           | Equities   |
| TIDAL TRUST II                 YIELDMAX CVNA OP | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3209.36           | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $27075.00          | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $60486.00          | $172385.10         | Equities   |
| GRANITESHARES ETF TR           2X LONG SMCI DAI | 2500-12-31      | N/A      | 0.0000% | $36400.00          | $465556.00         | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $380700.00         | $479682.00         | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $305700.00         | $12717120.00       | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $149578.00         | $133932.14         | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $800.00            | $11625.44          | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $193176.00         | $9527440.32        | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $4504.00           | $345084.77         | Equities   |
| GRANITESHARES ETF TR           2X LONG COIN DAI | 2500-12-31      | N/A      | 0.0000% | $53797.00          | $1727421.67        | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $43185.00          | $1422082.05        | Equities   |
| FORIAN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $3880.00           | Equities   |
| FORIAN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1563.00           | $3032.22           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $3059.00           | $168887.39         | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $51883.00          | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $19303.00          | $826940.52         | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $117500.00         | $337225.00         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $1623.00           | $104472.51         | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $1901.00           | $119782.01         | Equities   |
| LIVEONE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $50619.00          | $28640.23          | Equities   |
| ONEMEDNET CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $15302.00          | $12140.61          | Equities   |
| CLEARSIGN TECHNOLOGIES CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $4787.00           | $2839.65           | Equities   |
| SPROTT FDS TR                  LITHIUM MINERS   | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $8891.96           | Equities   |
| FORTIS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $31122.00          | $1543028.76        | Equities   |
| ISHARES TR                     FALN ANGLS USD   | 2500-12-31      | N/A      | 0.0000% | $279.00            | $7636.23           | Equities   |
| LIVEPERSON INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $4043.00           | $3815.78           | Equities   |
| DIMENSIONAL ETF TRUST          US MKTWIDE VALUE | 2500-12-31      | N/A      | 0.0000% | $112.00            | $4977.28           | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS VA | 2500-12-31      | N/A      | 0.0000% | $18782.00          | $582056.06         | Equities   |
| CANADIAN IMPERIAL BANK OF COMM COM              | 2500-12-31      | N/A      | 0.0000% | $292131.00         | $22499929.62       | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $30240.00          | Equities   |
| COLUMBIA ETF TR I              SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $14100.00          | $268323.00         | Equities   |
| GD CULTURE GROUP LTD           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $599.00            | $2378.03           | Equities   |
| EA SERIES TRUST                MILITIA LONG/SHO | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1028.69           | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $54556.00          | $380255.32         | Equities   |
| AMERICAN CENTY ETF TR          SHORT DURTN STRG | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1755.08           | Equities   |
| ALGONQUIN PWR UTILS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $1176758.00        | $6825196.40        | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $7432.00           | $214784.80         | Equities   |
| LIXTE BIOTECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $594.00            | $2346.30           | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $77380.00          | $1961969.90        | Equities   |
| PRAXIS FDS                     IMPACT LARGE CAP | 2500-12-31      | N/A      | 0.0000% | $4124.00           | $120832.79         | Equities   |
| PROSHARES TR                   PROSHARES S&P    | 2500-12-31      | N/A      | 0.0000% | $29.00             | $1009.12           | Equities   |
| MASSIMO GROUP                  COM              | 2500-12-31      | N/A      | 0.0000% | $666.00            | $1838.16           | Equities   |
| BRILLIANT EARTH GROUP INC      CL A COM         | 2500-12-31      | N/A      | 0.0000% | $10531.00          | $28328.39          | Equities   |
| ICON ENERGY CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1218.00           | $2545.62           | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $714510.00         | $22499919.90       | Equities   |
| THEMES ETF TR                  SILVER MINER ETF | 2500-12-31      | N/A      | 0.0000% | $729.00            | $30840.35          | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $8154.00           | $270427.41         | Equities   |
| PALMER SQUARE FUNDS TRUST      CR OPPORTUNITIES | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2071.00           | Equities   |
| PREDICTIVE ONCOLOGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $9849.60           | Equities   |
| PACER FDS TR                   LUNT MDCAP MLT   | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $448707.80         | Equities   |
| TIDAL TRUST II                 DEFIANCE DT 2X L | 2500-12-31      | N/A      | 0.0000% | $7408.00           | $252612.80         | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $124548.00         | $141984.72         | Equities   |
| TIDAL TRUST II                 YIELDMAX AMZN OP | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $41256.00          | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $34742.00          | $1938951.02        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME   | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $86592.00          | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $199183.00         | $298774.50         | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $16906.00          | $2465740.10        | Equities   |
| NEOS ETF TRUST                 NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $15222.00          | $809658.18         | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $29829.31          | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $57578.00          | $57169.20          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $638.00            | $17173.37          | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $4062.00           | $77978.62          | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $4772.00           | $491516.00         | Equities   |
| PLAYBOY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $189062.00         | $315733.54         | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $18220.00          | $74975.30          | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $2576.00           | $46625.60          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV COML MTG OPPORTU | 2500-12-31      | N/A      | 0.0000% | $96.00             | $1971.84           | Equities   |
| FRANKLIN TEMPLETON ETF TR      SUSTAINABLE INTL | 2500-12-31      | N/A      | 0.0000% | $2320.00           | $32834.73          | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $18563.00          | $37126.00          | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $260708.00         | $378026.60         | Equities   |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $220700.00         | $1566970.00        | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $270794.00         | $6152439.68        | Equities   |
| MATTHEWS ASIA FDS              CHINA ACTIVE ETF | 2500-12-31      | N/A      | 0.0000% | $317.00            | $8806.26           | Equities   |
| CARISMA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $19896.00          | $4605.92           | Equities   |
| VENTYX BIOSCIENCES INC         COM              | 2500-12-31      | N/A      | 0.0000% | $183668.00         | $449986.60         | Equities   |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $65110.00          | Equities   |
| VOC ENERGY TR                  TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $1001.00           | $2742.74           | Equities   |
| HIGH TIDE INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $751.00            | $2681.07           | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $1521.00           | $41279.94          | Equities   |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $18200.00          | $386022.00         | Equities   |
| PHARMACYTE BIOTECH INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1053.00           | $1013.20           | Equities   |
| ISHARES INC                    MSCI ISRAEL ETF  | 2500-12-31      | N/A      | 0.0000% | $28.00             | $2668.96           | Equities   |
| SPDR INDEX SHS FDS             GLB NAT RESRCE   | 2500-12-31      | N/A      | 0.0000% | $2253.00           | $130538.82         | Equities   |
| TAITRON COMPONENTS INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $5489.00           | $11636.68          | Equities   |
| OFFERPAD SOLUTIONS INC         COM CL A         | 2500-12-31      | N/A      | 0.0000% | $81000.00          | $504630.00         | Equities   |
| RAVE RESTAURANT GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1187.00           | $3869.62           | Equities   |
| 374WATER INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $25031.00          | $9261.47           | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $1128.00           | $84836.88          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $202613.00         | $368755.66         | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $34000.00          | $158100.00         | Equities   |
| LARGO INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $17672.00          | $27568.32          | Equities   |
| BARINTHUS BIOTHERAPEUTICS PLC  ADS              | 2500-12-31      | N/A      | 0.0000% | $1072.00           | $1243.52           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEALTH CARE ETF  | 2500-12-31      | N/A      | 0.0000% | $601.00            | $18312.47          | Equities   |
| VANECK ETF TRUST               CLO ETF          | 2500-12-31      | N/A      | 0.0000% | $135.00            | $7159.05           | Equities   |

### Security 693: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AHQL9, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AHQL9
- **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:** 4.3800%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2027-08-31      | 0.5000%  | 0.0000% | $20004200.00       | $18844132.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $13847600.00       | $14049382.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $108710000.00      | $105559532.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $14479500.00       | $14701647.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $150079200.00      | $149749312.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $102171600.00      | $104670617.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $108774400.00      | $102425464.09      | U.S. Treasuries (including strips) |

### Security 694: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AHS37, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1AHS37
- **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:** 4.3800%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2035-01-15      | 2.1250%  | 0.0000% | $959200.00         | $1009810.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $246208800.00      | $249999965.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $237238200.00      | $249926161.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $4184300.00        | $4303947.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $9851500.00        | $4760147.25        | U.S. Treasuries (including strips) |

### Security 695: 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: ARP1AIOF2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AIOF2
- **C.18 - Value (incl. sponsor support):** $1740266000.00
- **C.18.a - Value (excl. sponsor support):** $1740266000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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? 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 | 2029-09-30      | 3.8750%  | 0.0000% | $31792200.00       | $32569806.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $500000000.00      | $484529521.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $493423100.00      | $505005308.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $500000000.00      | $494159959.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $297211500.00      | $291141840.21      | U.S. Treasuries (including strips) |

### Security 696: 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: ARP1AIVW7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1AIVW7
- **C.18 - Value (incl. sponsor support):** $964996033.85
- **C.18.a - Value (excl. sponsor support):** $964996033.85
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SOUTHERN CALIF EDISON CO       1M GLBL 2022E 52    | 2052-06-01      | 5.4500%  | 0.0000% | $2000.00           | $1816.16           | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC REGS NT31    | 2031-05-12      | 4.7000%  | 0.0000% | $700000.00         | $676682.89         | Corporate Debt Securities                         |
| WORLD OMNI SET AUTO TR  2024-A A-2A   20280215 5.3 | 2028-02-15      | 5.3700%  | 0.0000% | $9000.00           | $2955.88           | Asset-Backed Securities                           |
| NATIXIS COM MTG SEC 2019-10K   E      20390517 FLT | 2039-05-17      | 4.2724%  | 0.0000% | $1280000.00        | $1175432.95        | Private Label Collateralized Mortgage Obligations |
| TEXTRON INC                    SR GLBL NT 3%30     | 2030-06-01      | 3.0000%  | 0.0000% | $15000.00          | $14199.35          | Corporate Debt Securities                         |
| NESTLE HLDGS INC               GLBL 144A NT 25     | 2025-09-24      | 3.5000%  | 0.0000% | $1789000.00        | $1814635.38        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM3    B-2    20641125 FLT | 2064-11-25      | 7.1464%  | 0.0000% | $870000.00         | $822487.85         | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY RES MTG 2025-NQM3 B-1    20700525 FLT | 2070-05-25      | 7.2092%  | 0.0000% | $292860.00         | $283442.24         | 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        | $1003823.26        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 3.971%072238     | 2038-07-22      | 3.9710%  | 0.0000% | $1000.00           | $889.40            | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL BD 32      | 2032-12-15      | 4.1500%  | 0.0000% | $133000.00         | $130252.29         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL RR NT 32    | 2032-04-15      | 5.1000%  | 0.0000% | $380000.00         | $398040.50         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.9%30    | 2030-03-25      | 3.9000%  | 0.0000% | $44000.00          | $43615.59          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 2.889%060932     | 2032-06-09      | 2.8890%  | 0.0000% | $1423000.00        | $1278280.90        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $28000.00          | $29436.56          | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 26       | 2026-11-13      | 5.2650%  | 0.0000% | $1081000.00        | $1113648.90        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 1.15%071426      | 2026-07-14      | 1.1500%  | 0.0000% | $59000.00          | $57602.73          | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 55       | 2055-05-15      | 5.7500%  | 0.0000% | $8000.00           | $8093.63           | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2025-6 A-1    20700725 FLT | 2070-07-25      | 5.4170%  | 0.0000% | $549999.00         | $549369.46         | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $20000.00          | $9511.62           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AGLN B      20370715 FLT | 2037-07-15      | 6.3051%  | 0.0000% | $4501000.00        | $4521245.46        | Private Label Collateralized Mortgage Obligations |
| WILLIAMS COS INC               SR GLBL NT3.5%30    | 2030-11-15      | 3.5000%  | 0.0000% | $75000.00          | $72264.83          | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2014-C22     D      20570917 FLT | 2057-09-17      | 3.9033%  | 0.0000% | $2000001.00        | $777512.13         | Private Label Collateralized Mortgage Obligations |
| AGL CLO 2025-39 LTD            A-1    20380420 FLT | 2038-04-20      | 5.3429%  | 0.0000% | $1142679.00        | $1166275.26        | Asset-Backed Securities                           |
| AT&T INC                       GLBL NT 2.55%33     | 2033-12-01      | 2.5500%  | 0.0000% | $21000.00          | $17849.65          | Corporate Debt Securities                         |
| AGCO CORP                      SR GLBL NT5.8%34    | 2034-03-21      | 5.8000%  | 0.0000% | $610000.00         | $644736.79         | Corporate Debt Securities                         |
| AGL CLO LTD 2020-6RR           A-1RR  20380420 FLT | 2038-04-20      | 5.6055%  | 0.0000% | $1220166.00        | $1232334.25        | Asset-Backed Securities                           |
| ANZ NATIONAL INTL LTD          FR 5.355%081428     | 2028-08-14      | 5.3550%  | 0.0000% | $300000.00         | $311250.38         | Corporate Debt Securities                         |
| AGL CLO 13 LT 0.01 20OCT34 144A FRN                | 2034-10-20      | 5.3734%  | 0.0000% | $5474995.00        | $5490623.25        | Asset-Backed Securities                           |
| ABBVIE INC                     GLBL NT 5.5%64      | 2064-03-15      | 5.5000%  | 0.0000% | $2000.00           | $1998.89           | Corporate Debt Securities                         |
| ARES CLO LTD 2021-62           C      20340125 FLT | 2034-01-25      | 6.6301%  | 0.0000% | $250000.00         | $252663.98         | Asset-Backed Securities                           |
| AGL CLO 2022-20R LTD           D-1R   20371020 FLT | 2037-10-20      | 7.3255%  | 0.0000% | $9770000.00        | $9656589.33        | Asset-Backed Securities                           |
| A&D MORTGAGE TRUST 2023-NQM5   A-1    20681125 FLT | 2068-11-25      | 7.0490%  | 0.0000% | $264000.00         | $206526.31         | Private Label Collateralized Mortgage Obligations |
| AGL CLO LTD 2022-22R           D-1R   20370121 FLT | 2037-01-21      | 7.0255%  | 0.0000% | $800000.00         | $798880.76         | Asset-Backed Securities                           |
| OBX TR 2024-NQM3               B-1    20631225 FLT | 2063-12-25      | 7.7525%  | 0.0000% | $5867441.00        | $5769969.49        | Private Label Collateralized Mortgage Obligations |
| KKR CLO LTD 2022-38            D      20330415 FLT | 2033-04-15      | 7.9676%  | 0.0000% | $8842000.00        | $8913615.23        | Asset-Backed Securities                           |
| OBX TR 2024-NQM10              A-1    20640525 FLT | 2064-05-25      | 6.1800%  | 0.0000% | $1044242.00        | $783540.87         | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DEB4.6%27    | 2027-09-01      | 4.6850%  | 0.0000% | $11000.00          | $11143.37          | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $2000.00           | $2104.12           | Corporate Debt Securities                         |
| OCP AEGIS CLO 2024-39 LTD 2024 A-1    20370116 FLT | 2037-01-16      | 5.5378%  | 0.0000% | $250000.00         | $251892.10         | Asset-Backed Securities                           |
| OBX TR 2024-NQM10              A-1    20640525 FLT | 2064-05-25      | 6.1800%  | 0.0000% | $455758.00         | $341975.35         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV2     A-15   20501125 FLT | 2050-11-25      | 3.0000%  | 0.0000% | $1475000.00        | $82061.29          | Private Label Collateralized Mortgage Obligations |
| NATIONWIDE BLDG SOC GLOBAL COV FR 5.127%072929     | 2029-07-29      | 5.1270%  | 0.0000% | $800000.00         | $828626.00         | Corporate Debt Securities                         |
| JP MORGAN ALT LN TR 2008-R4    2-A-1  20370627 FLT | 2037-06-27      | 4.9673%  | 0.0000% | $15904000.00       | $581355.71         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  G      20370415 FLT | 2037-04-15      | 8.8879%  | 0.0000% | $1000000.00        | $900007.15         | Private Label Collateralized Mortgage Obligations |
| JOHNSON & JOHNSON              SR GLBL NT 60       | 2060-09-01      | 2.4500%  | 0.0000% | $54000.00          | $30650.61          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 28       | 2028-05-25      | 4.5970%  | 0.0000% | $660000.00         | $670773.36         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 26       | 2026-03-01      | 2.4500%  | 0.0000% | $27998000.00       | $28106461.14       | Corporate Debt Securities                         |
| KKR 2021-33 CLO LTD            D      20340720 FLT | 2034-07-20      | 7.6871%  | 0.0000% | $269470.00         | $270978.41         | Asset-Backed Securities                           |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $2000.00           | $2176.25           | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE 2024-CES1  A1A    20640125 FLT | 2064-01-25      | 5.8480%  | 0.0000% | $100000.00         | $65719.53          | Asset-Backed Securities                           |
| RTX CORPORATION                GLBL NT 5.75%29     | 2029-01-15      | 5.7500%  | 0.0000% | $48000.00          | $50741.17          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 65       | 2065-09-15      | 6.2500%  | 0.0000% | $2832000.00        | $2810393.41        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT6.2%55    | 2055-09-15      | 6.2000%  | 0.0000% | $1382000.00        | $1381020.32        | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2021-5R       A-1-R  20380115 FLT | 2038-01-15      | 5.5776%  | 0.0000% | $1000000.00        | $1008201.94        | Asset-Backed Securities                           |
| EFMT 2023-1 2023-1             A-2    20680225 FLT | 2068-02-25      | 6.2400%  | 0.0000% | $1479000.00        | $976857.34         | Private Label Collateralized Mortgage Obligations |
| ENTERGY LA LLC                 1M GLBL BD3.1%41    | 2041-06-15      | 3.1000%  | 0.0000% | $1000.00           | $753.48            | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.202%042529     | 2029-04-25      | 5.2020%  | 0.0000% | $2000.00           | $2086.18           | Corporate Debt Securities                         |
| CONN AVE SECS 2020-SBT1        2B-1   20400227 FLT | 2040-02-27      | 11.0629% | 0.0000% | $26906846.00       | $28479260.77       | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                A-5    20630615 FLT | 2063-06-15      | 2.4380%  | 0.0000% | $600000.00         | $521284.33         | Private Label Collateralized Mortgage Obligations |
| DEVON ENERGY CORP NEW          SR NT 5%45          | 2045-06-15      | 5.0000%  | 0.0000% | $77000.00          | $65953.41          | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $1000000.00        | $790445.32         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $1206000.00        | $953277.06         | Private Label Collateralized Mortgage Obligations |
| AMPHENOL CORP                  SR GLBL NT 28       | 2028-06-12      | 4.3750%  | 0.0000% | $2000.00           | $2036.86           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 43       | 2043-05-04      | 3.8500%  | 0.0000% | $229000.00         | $195606.90         | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SR GLBL NT 36       | 2036-01-15      | 5.3300%  | 0.0000% | $2000.00           | $1997.40           | Corporate Debt Securities                         |
| ANCHORAGE CR FD 1 LTD R2       B-R2   20370728 3.0 | 2037-07-28      | 3.0060%  | 0.0000% | $2850000.00        | $2716729.73        | Asset-Backed Securities                           |
| APPLE INC                      SR GLBL NT 41       | 2041-02-08      | 2.3750%  | 0.0000% | $2000.00           | $1413.57           | Corporate Debt Securities                         |
| CD MTG TR 2016-CD1             D      20490812 FLT | 2049-08-12      | 2.8939%  | 0.0000% | $5300000.00        | $1238672.74        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 3%103028         | 2028-10-30      | 3.0000%  | 0.0000% | $10000.00          | $9772.87           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           SUB COCO 32         | 2032-12-15      | 3.8030%  | 0.0000% | $1000.00           | $987.80            | Corporate Debt Securities                         |
| CROSS MTG TR 2023-H2           A-1A   20681125 FLT | 2068-11-25      | 7.1350%  | 0.0000% | $490000.00         | $296209.44         | Private Label Collateralized Mortgage Obligations |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $23000.00          | $16607.87          | Corporate Debt Securities                         |
| DBWF MTG TR 2015-LCM           E      20340612 FLT | 2034-06-12      | 3.5351%  | 0.0000% | $5150000.00        | $4548426.19        | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE INC               SR GLBL NT 26       | 2026-07-15      | 1.0500%  | 0.0000% | $154000.00         | $149756.27         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT3.9%32    | 2032-04-05      | 3.9000%  | 0.0000% | $53000.00          | $51054.37          | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-3    20680225 FLT | 2068-02-25      | 6.5440%  | 0.0000% | $1206000.00        | $796842.10         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                4.78%38             | 2038-03-25      | 4.7800%  | 0.0000% | $274000.00         | $258852.67         | Corporate Debt Securities                         |
| CME GROUP INC                  SR GLBL NT4.4%30    | 2030-03-15      | 4.4000%  | 0.0000% | $102000.00         | $105234.99         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT 32       | 2032-06-23      | 5.2500%  | 0.0000% | $966000.00         | $997844.19         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2020 50    | 2050-10-01      | 3.9100%  | 0.0000% | $1000.00           | $749.36            | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $115000.00         | $105743.75         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 30       | 2030-06-01      | 2.4500%  | 0.0000% | $568000.00         | $525194.89         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B19      B      20530917 FLT | 2053-09-17      | 2.3510%  | 0.0000% | $1100000.00        | $852430.21         | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM6     A-1    20630925 FLT | 2063-09-25      | 6.6020%  | 0.0000% | $665345.00         | $457354.94         | Private Label Collateralized Mortgage Obligations |
| AMERICAN ELEC PWR CO INC       GLBL -Q NT 33       | 2033-03-01      | 5.6250%  | 0.0000% | $3000.00           | $3233.23           | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US1 NT48    | 2048-04-01      | 4.4640%  | 0.0000% | $255000.00         | $212869.41         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            GLBL 144A NT 28     | 2028-12-15      | 4.3750%  | 0.0000% | $2450000.00        | $2462722.99        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.3%082329       | 2029-08-23      | 3.3000%  | 0.0000% | $320000.00         | $310105.60         | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $273000.00         | $276728.77         | Corporate Debt Securities                         |
| BARINGS CLO LTD 2015-I         C-R    20310121 FLT | 2031-01-21      | 6.3371%  | 0.0000% | $1450000.00        | $1459548.53        | Asset-Backed Securities                           |
| FHLMC REMIC SERIES K-506       A-2    20280825 FLT | 2028-08-25      | 4.6500%  | 0.0000% | $1250000.00        | $1274487.08        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2021-HQA1 B-2    20330825 FLT | 2033-08-25      | 9.3484%  | 0.0000% | $1650000.00        | $1906883.07        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA2          B-1    20330825 FLT | 2033-08-25      | 7.7484%  | 0.0000% | $650000.00         | $725607.31         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-2 M      20620425 FLT | 2062-04-25      | 5.0000%  | 0.0000% | $8700000.00        | $8016057.23        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-FTR1          B-2    20480127 FLT | 2048-01-27      | 12.8129% | 0.0000% | $14500000.00       | $17328625.95       | Private Label Collateralized Mortgage Obligations |
| FOCUS BRANDS FUNDING LLC       A-2    20531030 8.2 | 2053-10-30      | 8.2410%  | 0.0000% | $25026.00          | $26309.76          | Asset-Backed Securities                           |
| KILROY RLTY L P                SR GLBL NT 35       | 2035-10-15      | 5.8750%  | 0.0000% | $172000.00         | $172365.86         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2018-3        B-3    20480925 FLT | 2048-09-25      | 3.7064%  | 0.0000% | $1300000.00        | $918633.79         | Private Label Collateralized Mortgage Obligations |
| FISERV INC                     SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $1146000.00        | $1066350.45        | Corporate Debt Securities                         |
| J P MORGAN MORTGAGE 2025-CCM1  A-4    20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $1225000.00        | $1120429.56        | Private Label Collateralized Mortgage Obligations |
| KKR CLO 10 LTD 2014-10R        D-R    20290917 FLT | 2029-09-17      | 7.9301%  | 0.0000% | $13190000.00       | $13427693.30       | Asset-Backed Securities                           |
| FISERV INC                     SR GLBL NT 34       | 2034-08-12      | 5.1500%  | 0.0000% | $343000.00         | $345689.79         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2023-HQA2 M-1B   20430625 FLT | 2043-06-25      | 7.6984%  | 0.0000% | $47635.00          | $49729.20          | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA6          B-2    20411025 FLT | 2041-10-25      | 11.8484% | 0.0000% | $7512091.00        | $7960363.67        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-2        A-4-A  20550725 FLT | 2055-07-25      | 5.5000%  | 0.0000% | $170000.00         | $144296.27         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $8200000.00        | $7526001.00        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 45       | 2045-11-29      | 5.5340%  | 0.0000% | $2000.00           | $2042.35           | Corporate Debt Securities                         |
| METLIFE INC                    PERP JR SB GLBL     | 2500-12-31      | 3.8500%  | 0.0000% | $11000.00          | $11163.45          | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  A-S    20490617 3.4 | 2049-06-17      | 3.4836%  | 0.0000% | $1500000.00        | $1412286.70        | Private Label Collateralized Mortgage Obligations |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $257000.00         | $239325.54         | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          GLBL -B BD5.6%11    | 2111-07-01      | 5.6000%  | 0.0000% | $2000.00           | $1993.04           | Corporate Debt Securities                         |
| KKR CLO 55 LT 0.01 20JUL38 144A FRN                | 2038-07-20      | 5.6090%  | 0.0000% | $250000.00         | $250220.91         | Asset-Backed Securities                           |
| INTEL CORP                     SR GLBL NT 29       | 2029-11-15      | 2.4500%  | 0.0000% | $96000.00          | $89237.55          | Corporate Debt Securities                         |
| MARATHON PETE CORP             SR GLBL NT 30       | 2030-03-01      | 5.1500%  | 0.0000% | $5000.00           | $5285.74           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.7%30    | 2030-03-01      | 4.7000%  | 0.0000% | $28000.00          | $29537.34          | Corporate Debt Securities                         |
| GCAT TR 2022-NQM4              A-1    20670825 FLT | 2067-08-25      | 5.2690%  | 0.0000% | $1005000.00        | $737020.33         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA7 M-1B   20420925 FLT | 2042-09-25      | 9.3484%  | 0.0000% | $2589000.00        | $2791650.64        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $31950000.00       | $33224876.00       | Corporate Debt Securities                         |
| GS MTG SECS TR 2020-PJ4        A-4    20510125 FLT | 2051-01-25      | 3.0000%  | 0.0000% | $1000000.00        | $223395.72         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2023-PJ5    A-16   20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $1250000.00        | $742342.52         | Private Label Collateralized Mortgage Obligations |
| METROPOLITAN LIFE GLOBAL FDG I FR 5.05%010628      | 2028-01-06      | 5.0500%  | 0.0000% | $151000.00         | $155379.71         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         LW TIER II GLBL     | 2033-01-12      | 3.6030%  | 0.0000% | $613000.00         | $565568.46         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 30       | 2030-04-15      | 5.6250%  | 0.0000% | $2000.00           | $2102.02           | Corporate Debt Securities                         |
| TRUST 1401                     SR REGS NT 34       | 2034-02-13      | 7.3750%  | 0.0000% | $1880000.00        | $1989148.62        | Corporate Debt Securities                         |
| HARBORVIEW MTG LN TR 2007-5    A-1B   20370919 FLT | 2037-09-19      | 4.9277%  | 0.0000% | $33000000.00       | $955236.82         | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG TR 2013-C5 F      20460312 FLT | 2046-03-12      | 3.8440%  | 0.0000% | $10471000.00       | $1430126.54        | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 GLBL NT 3.839%60    | 2060-03-20      | 3.8390%  | 0.0000% | $1000.00           | $738.22            | Corporate Debt Securities                         |
| GS MORTGAGE-BK SEC TR 2020-PJ6 A-4    20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $1600000.00        | $757313.74         | Private Label Collateralized Mortgage Obligations |
| GALTON FDG MTG TR 2019-H1      A3     20591025 FLT | 2059-10-25      | 2.9640%  | 0.0000% | $4921000.00        | $554821.33         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $1000.00           | $976.74            | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2023-NQM1  A-1    20671025 FLT | 2067-10-25      | 6.0500%  | 0.0000% | $225000.00         | $168399.47         | Private Label Collateralized Mortgage Obligations |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%28    | 2028-08-19      | 4.3000%  | 0.0000% | $2000000.00        | $2008388.89        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     M2     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $182000.00         | $169844.14         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MOTOR CORP              SR GLBL NT 27       | 2027-06-30      | 4.1860%  | 0.0000% | $3000.00           | $3030.18           | Corporate Debt Securities                         |
| RR 2025-37 LTD                 A-1A   20380415 FLT | 2038-04-15      | 5.4976%  | 0.0000% | $250000.00         | $251510.48         | Asset-Backed Securities                           |
| TORONTO DOMINION BK ONT        FR 4.783%121729     | 2029-12-17      | 4.7830%  | 0.0000% | $72000.00          | $74276.35          | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1B   20641025 FLT | 2064-10-25      | 7.6533%  | 0.0000% | $463027.00         | $409067.96         | Private Label Collateralized Mortgage Obligations |
| TRUIST FINL CORP               FR 5.122%012634     | 2034-01-26      | 5.1220%  | 0.0000% | $1600000.00        | $1624728.27        | Corporate Debt Securities                         |
| NYMT LOAN TRUST 2024-CP1       A-1    20680225 FLT | 2068-02-25      | 3.7500%  | 0.0000% | $1000000.00        | $799193.34         | Asset-Backed Securities                           |
| JP MORGAN ALT LN TR 2006-S4    A-4    20361225 FLT | 2036-12-25      | 6.4600%  | 0.0000% | $10000000.00       | $1324499.90        | Private Label Collateralized Mortgage Obligations |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.2%32    | 2032-03-15      | 5.2000%  | 0.0000% | $730000.00         | $765162.48         | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 4.3112%  | 0.0000% | $5000000.00        | $541990.92         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-8        A-3    20510325 FLT | 2051-03-25      | 3.0000%  | 0.0000% | $493085.00         | $123638.67         | Private Label Collateralized Mortgage Obligations |
| NORDEA BK ABP MED TERM NTS     FR 4.625%091333     | 2033-09-13      | 4.6250%  | 0.0000% | $400000.00         | $407498.56         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-146       A-2    20320625 FLT | 2032-06-25      | 2.9200%  | 0.0000% | $5036301.00        | $4650178.43        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-145       A-2    20320525 FLT | 2032-05-25      | 2.5800%  | 0.0000% | $7349000.00        | $6650776.41        | Agency Collateralized Mortgage Obligation         |
| CSMC TRUST 2013-IVR3           A-2    20430525 FLT | 2043-05-25      | 3.0000%  | 0.0000% | $101830.00         | $9651.42           | Private Label Collateralized Mortgage Obligations |
| SCHWAB CHARLES CORP            PERP GLBL K NT5%    | 2500-12-31      | 5.0000%  | 0.0000% | $1000.00           | $1002.56           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 55       | 2055-10-13      | 5.2500%  | 0.0000% | $15000.00          | $13286.60          | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2023-CES1    A1A    20630725 FLT | 2063-07-25      | 6.7500%  | 0.0000% | $105000.00         | $51122.88          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2023-B39      A-5    20560717 5.7 | 2056-07-17      | 5.7536%  | 0.0000% | $5014140.00        | $5364999.50        | Private Label Collateralized Mortgage Obligations |
| BUNGE LTD FIN CORP             SR GLBL NT 35       | 2035-08-04      | 5.1500%  | 0.0000% | $2000000.00        | $2022812.78        | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2024-P1    A-2    20270810 5.5 | 2027-08-10      | 5.5000%  | 0.0000% | $498000.00         | $33811.27          | Asset-Backed Securities                           |
| COOPR RES MTG TR 2025-CES1     M-1    20600525 FLT | 2060-05-25      | 6.5650%  | 0.0000% | $2000000.00        | $2041514.22        | Asset-Backed Securities                           |
| ADJUSTABLE RATE MTG 2005-7     7-M-1  20351025 FLT | 2035-10-25      | 5.4370%  | 0.0000% | $2355936.00        | $1037056.75        | Private Label Collateralized Mortgage Obligations |
| OCP CLO LTD 2024-36            D-1    20371016 FLT | 2037-10-16      | 7.2678%  | 0.0000% | $4860267.00        | $4907279.54        | Asset-Backed Securities                           |
| CSMC TR 2021-NQM6              B-3    20660725 FLT | 2066-07-25      | 4.2740%  | 0.0000% | $1917219.00        | $795289.73         | Private Label Collateralized Mortgage Obligations |
| BRIDGECREST LENDIN AUTO 2024-4 A-2    20270915 4.8 | 2027-09-15      | 4.8400%  | 0.0000% | $8000.00           | $3392.58           | Asset-Backed Securities                           |
| BROADCOM INC                   SR GLBL NT 28       | 2028-09-15      | 4.1100%  | 0.0000% | $2000.00           | $2036.77           | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR SEC 144A NT29    | 2029-08-15      | 7.0000%  | 0.0000% | $287000.00         | $303279.28         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 35       | 2035-06-03      | 5.1250%  | 0.0000% | $372000.00         | $384329.22         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 54    | 2054-06-01      | 7.0000%  | 0.0000% | $904000.00         | $985125.96         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $526000.00         | $557560.73         | Corporate Debt Securities                         |
| CARLYLE GBL MKT LTD 2015-5 RRR A-2-R3 20320120 FLT | 2032-01-20      | 5.9755%  | 0.0000% | $1397500.00        | $1408014.02        | Asset-Backed Securities                           |
| KKR GROUP FIN CO XII LLC       SR GLBL 144A 32     | 2032-05-17      | 4.8500%  | 0.0000% | $4251000.00        | $4337132.35        | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $1550000.00        | $1177346.13        | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                     SR GLBL NT5.2%35    | 2035-03-15      | 5.2000%  | 0.0000% | $1708000.00        | $1796907.09        | Corporate Debt Securities                         |
| CARGILL INC                    SR 144A NT 4%32     | 2032-06-22      | 4.0000%  | 0.0000% | $361000.00         | $352319.55         | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2023-NQM4     A-1    20630525 FLT | 2063-05-25      | 6.4350%  | 0.0000% | $400000.00         | $271351.16         | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 26       | 2026-02-23      | 3.2500%  | 0.0000% | $7559000.00        | $7526282.13        | Corporate Debt Securities                         |
| ALLY AUTO REC TR 2022-2        A-4    20280417 4.8 | 2028-04-17      | 4.8700%  | 0.0000% | $25000.00          | $25133.92          | Asset-Backed Securities                           |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $1093598.00        | $1123807.79        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1522      A-2    20361025 2.3 | 2036-10-25      | 2.3610%  | 0.0000% | $215000.00         | $172217.87         | Agency Collateralized Mortgage Obligation         |
| FHLMC STACR 2018-HRP2          B-2    20470225 FLT | 2047-02-25      | 14.9629% | 0.0000% | $6770000.00        | $8365211.99        | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 4.25%31     | 2031-03-15      | 4.2500%  | 0.0000% | $5228000.00        | $5251382.23        | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $500000.00         | $379789.08         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA3          B-1    20331025 FLT | 2033-10-25      | 7.8484%  | 0.0000% | $2715000.00        | $3051641.11        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-03-18      | 5.1376%  | 0.0000% | $2000.00           | $2024.82           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $429000.00         | $455394.46         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-2    20641025 FLT | 2064-10-25      | 7.6533%  | 0.0000% | $852000.00         | $645402.44         | Private Label Collateralized Mortgage Obligations |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $350000.00         | $310162.84         | Corporate Debt Securities                         |
| GENERAL DYNAMICS CORP          SR GLBL NT 28       | 2028-05-15      | 3.7500%  | 0.0000% | $9000.00           | $9078.24           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.35%100827      | 2027-10-08      | 4.3500%  | 0.0000% | $60000.00          | $61452.45          | Corporate Debt Securities                         |
| GOLUB CAP PARTNRS CLO 2024-71M A      20370209 FLT | 2037-02-09      | 6.1760%  | 0.0000% | $82906493.00       | $83683990.09       | Asset-Backed Securities                           |
| GREYWOLF CLO VI LTD 2018-6     B      20310426 FLT | 2031-04-26      | 6.5254%  | 0.0000% | $2186204.00        | $2203126.03        | Asset-Backed Securities                           |
| GLOBAL PMTS INC                GLBL NT 5.4%32      | 2032-08-15      | 5.4000%  | 0.0000% | $948000.00         | $968495.76         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.5%40        | 2040-10-15      | 5.5000%  | 0.0000% | $58000.00          | $60481.37          | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2018-C8  A-S    20510616 FLT | 2051-06-16      | 4.4210%  | 0.0000% | $64000.00          | $63261.41          | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C31 D      20480817 FLT | 2048-08-17      | 4.2282%  | 0.0000% | $4780000.00        | $1223195.30        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-3 A-1    20690425 FLT | 2069-04-25      | 6.3380%  | 0.0000% | $600000.00         | $385552.79         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         A-1    20690625 FLT | 2069-06-25      | 6.2180%  | 0.0000% | $1035000.00        | $774632.53         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         A-1    20690625 FLT | 2069-06-25      | 6.2180%  | 0.0000% | $800000.00         | $598749.78         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2015-3        A-3    20450525 FLT | 2045-05-25      | 3.5000%  | 0.0000% | $10000000.00       | $541787.80         | Private Label Collateralized Mortgage Obligations |
| HUMANA INC                     SR GLBL NT 32       | 2032-02-03      | 2.1500%  | 0.0000% | $264000.00         | $224511.61         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-2        A-7    20500725 FLT | 2050-07-25      | 3.5000%  | 0.0000% | $1200000.00        | $303089.70         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 38    | 2038-07-24      | 3.8820%  | 0.0000% | $1265000.00        | $1127993.12        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-2        A-15   20500725 FLT | 2050-07-25      | 3.5000%  | 0.0000% | $2075000.00        | $211607.25         | Private Label Collateralized Mortgage Obligations |
| AGL CLO 2025-41 LTD            D-1    20380720 FLT | 2038-07-20      | 7.9763%  | 0.0000% | $13612000.00       | $13995815.77       | Asset-Backed Securities                           |
| VERUS SECRITIZATION TR 2021-R2 A-1    20640225 FLT | 2064-02-25      | 0.9180%  | 0.0000% | $2045000.00        | $398314.39         | Private Label Collateralized Mortgage Obligations |
| WRKCO INC                      SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $26000.00          | $27131.06          | Corporate Debt Securities                         |
| VERUS SECUR TR 2023-INV1       B-2    20680225 FLT | 2068-02-25      | 7.4792%  | 0.0000% | $580000.00         | $580407.23         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZAT TR 2024-8    A-1    20691025 FLT | 2069-10-25      | 5.3640%  | 0.0000% | $1100000.00        | $952857.79         | Asset-Backed Securities                           |
| VERUS SEC TRUST 2024-2         A-1    20690225 FLT | 2069-02-25      | 6.0950%  | 0.0000% | $325000.00         | $202767.19         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     A-3    20690325 FLT | 2069-03-25      | 6.4700%  | 0.0000% | $250000.00         | $201381.11         | Private Label Collateralized Mortgage Obligations |
| ENBRIDGE INC                   SR GLBL NT 29       | 2029-11-15      | 3.1250%  | 0.0000% | $6000.00           | $5774.45           | Corporate Debt Securities                         |
| OBX TR 2024-NQM3               A-1    20631225 FLT | 2063-12-25      | 6.1290%  | 0.0000% | $1450000.00        | $954614.78         | Private Label Collateralized Mortgage Obligations |
| BOEING CO                      CR SEN SR GLBL54    | 2054-05-01      | 6.8580%  | 0.0000% | $735000.00         | $833371.67         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.013%040451     | 2051-04-04      | 5.0130%  | 0.0000% | $2748000.00        | $2561359.27        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 33       | 2033-03-02      | 5.2500%  | 0.0000% | $71000.00          | $74928.61          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.6%26    | 2026-08-19      | 2.6000%  | 0.0000% | $1538000.00        | $1515410.20        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $5000.00           | $5272.03           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.6%26    | 2026-08-19      | 2.6000%  | 0.0000% | $294000.00         | $289681.79         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-AGLN A      20370715 FLT | 2037-07-15      | 6.0055%  | 0.0000% | $1300000.00        | $1303036.13        | Private Label Collateralized Mortgage Obligations |
| VODAFONE GROUP PLC             GLBL NT 5.875%64    | 2064-06-28      | 5.8750%  | 0.0000% | $27000.00          | $26461.48          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 26       | 2026-09-16      | 2.6250%  | 0.0000% | $995000.00         | $990060.24         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.95%010926      | 2026-01-09      | 4.9500%  | 0.0000% | $1177000.00        | $1187798.98        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%011034       | 2034-01-10      | 4.9000%  | 0.0000% | $217000.00         | $218466.80         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.2%35      | 2035-02-15      | 5.2000%  | 0.0000% | $933000.00         | $944533.95         | Corporate Debt Securities                         |
| APPLE INC                      3%27                | 2027-06-20      | 3.0000%  | 0.0000% | $7380000.00        | $7326199.80        | Corporate Debt Securities                         |
| MICROSOFT CORP                 NT 5.2%39           | 2039-06-01      | 5.2000%  | 0.0000% | $84000.00          | $89559.21          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.8%35    | 2035-01-15      | 5.8000%  | 0.0000% | $196000.00         | $204760.98         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.7%46    | 2046-08-08      | 3.7000%  | 0.0000% | $88000.00          | $71631.85          | Corporate Debt Securities                         |
| SNAM S.P.A.                    GLBL B 144A NT35    | 2035-05-28      | 5.7500%  | 0.0000% | $898000.00         | $934894.08         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 35       | 2035-10-01      | 5.1250%  | 0.0000% | $8748000.00        | $8782848.63        | Corporate Debt Securities                         |
| DTE ENERGY CO                  GLBL -A NT5.1%29    | 2029-03-01      | 5.1000%  | 0.0000% | $522000.00         | $548750.76         | Corporate Debt Securities                         |
| CONN AVN SEC TR 2022-R07       1B-2   20420625 FLT | 2042-06-25      | 16.3497% | 0.0000% | $2250000.00        | $2613639.35        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2017-6         B-3    20570825 FLT | 2057-08-25      | 4.7000%  | 0.0000% | $1079784.00        | $535172.91         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 7.27527 25AUG59 144A F                | 2059-08-25      | 7.0436%  | 0.0000% | $5115000.00        | $4933910.24        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-04-22      | 1.5780%  | 0.0000% | $704000.00         | $695704.65         | Corporate Debt Securities                         |
| SANTANDER DR AUT REC TR 2024-4 A-2    20270715 5.4 | 2027-07-15      | 5.4100%  | 0.0000% | $39000.00          | $4775.87           | Asset-Backed Securities                           |
| SARANAC CLO III LTD 2014-3R    A-FR   20300622 4.0 | 2030-06-22      | 4.0880%  | 0.0000% | $3250000.00        | $48300.41          | Asset-Backed Securities                           |
| NEW RESI MTG TR 2017-6         B-2    20570825 FLT | 2057-08-25      | 4.0000%  | 0.0000% | $1126300.00        | $543620.40         | Private Label Collateralized Mortgage Obligations |
| ENBRIDGE INC                   GLBL NT 3.4%51      | 2051-08-01      | 3.4000%  | 0.0000% | $690000.00         | $462434.17         | Corporate Debt Securities                         |
| ENTERGY TEXAS REST FDG 2022-A  A-2    20361215 3.6 | 2036-12-15      | 3.6970%  | 0.0000% | $167000.00         | $155082.11         | Asset-Backed Securities                           |
| CF HIPPOLYTA ISSUER 2020-1     B-2    20600715 2.6 | 2060-07-15      | 2.6000%  | 0.0000% | $500000.00         | $347023.02         | Private Label Collateralized Mortgage Obligations |
| BBAM US CLO LTD 2023-2         C-1    20381015 FLT | 2038-10-15      | 8.8176%  | 0.0000% | $6822000.00        | $6901762.40        | Asset-Backed Securities                           |
| CSAIL COML MTG TR 2016-C7      D      20491118 FLT | 2049-11-18      | 4.5054%  | 0.0000% | $1104036.00        | $934065.48         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           G      20360616 FLT | 2036-06-16      | 9.2775%  | 0.0000% | $1290000.00        | $1096642.28        | Private Label Collateralized Mortgage Obligations |
| BRIDGECREST LENDIN AUTO 2024-4 A-3    20280915 4.7 | 2028-09-15      | 4.7200%  | 0.0000% | $7000.00           | $7024.20           | Asset-Backed Securities                           |
| CIM TRUST 2023-R4              A1     20620525 FLT | 2062-05-25      | 5.0000%  | 0.0000% | $1000000.00        | $736482.44         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-09-15      | 5.4500%  | 0.0000% | $2754000.00        | $2776195.71        | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT 29       | 2029-03-15      | 4.3750%  | 0.0000% | $1124000.00        | $1144434.94        | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7             D      20440715 FLT | 2044-07-15      | 7.6131%  | 0.0000% | $154409.00         | $155300.50         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R05   2M-1   20420425 FLT | 2042-04-25      | 6.2484%  | 0.0000% | $4384000.00        | $817316.12         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-09-15      | 2.1250%  | 0.0000% | $19000.00          | $16604.49          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 52    | 2052-12-15      | 6.8750%  | 0.0000% | $660000.00         | $691186.28         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 31       | 2031-03-24      | 3.1250%  | 0.0000% | $253000.00         | $237596.06         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.6%28    | 2028-06-20      | 4.6000%  | 0.0000% | $50000.00          | $50967.83          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $321000.00         | $317635.03         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $1000.00           | $984.69            | Corporate Debt Securities                         |
| BEAN CREEK CLO 2015-R          C-R    20310421 FLT | 2031-04-21      | 6.4871%  | 0.0000% | $2000000.00        | $2017615.38        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2024-34        D-1    20371019 FLT | 2037-10-19      | 7.2724%  | 0.0000% | $12752015.00       | $12691079.22       | Asset-Backed Securities                           |
| DIAMETER CAPITAL CLO 3 2022-3R A-2-R  20380115 FLT | 2038-01-15      | 6.0176%  | 0.0000% | $613959.00         | $619743.68         | Asset-Backed Securities                           |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $1000000.00        | $1004131.11        | Corporate Debt Securities                         |
| BRAVO RESI FDING TR 2023-NQM5  A-1    20630625 FLT | 2063-06-25      | 6.5050%  | 0.0000% | $130000.00         | $82401.97          | Private Label Collateralized Mortgage Obligations |
| ENTERGY CORP NEW               SR GLBL 30          | 2030-06-15      | 2.8000%  | 0.0000% | $46000.00          | $43116.52          | Corporate Debt Securities                         |
| FHLMC STACR  2022-DNA1         M-1B   20420127 FLT | 2042-01-27      | 6.1984%  | 0.0000% | $100000.00         | $101069.47         | Private Label Collateralized Mortgage Obligations |
| FORD CR AUTO OWN 2021-REV1 TR  A      20331015 1.3 | 2033-10-15      | 1.3700%  | 0.0000% | $971000.00         | $953492.65         | Asset-Backed Securities                           |
| GRANITE PARK EQUIPMENT 2023-1  A-3    20320920 6.4 | 2032-09-20      | 6.4600%  | 0.0000% | $128000.00         | $60339.53          | Asset-Backed Securities                           |
| GRANITE PARK EQUIPMENT 2023-1  A-3    20320920 6.4 | 2032-09-20      | 6.4600%  | 0.0000% | $1394000.00        | $657135.14         | Asset-Backed Securities                           |
| FHLMC STACR 2018-DNA2          M-2B   20301226 FLT | 2030-12-26      | 6.6129%  | 0.0000% | $6005982.00        | $5856459.27        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $1663000.00        | $1774963.69        | Corporate Debt Securities                         |
| FHLMC REMIC 2020-HQA3          B-2    20500725 FLT | 2050-07-25      | 14.4629% | 0.0000% | $1200000.00        | $1575417.58        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-5    20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $11764810.00       | $455200.63         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA2 B-2    20420225 FLT | 2042-02-25      | 12.8484% | 0.0000% | $1200000.00        | $1306095.12        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-HQA2          B-2    20500325 FLT | 2050-03-25      | 12.0629% | 0.0000% | $1040000.00        | $1251602.89        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2024-VIS2   B-2    20641125 FLT | 2064-11-25      | 7.7195%  | 0.0000% | $1063041.00        | $1068677.27        | Private Label Collateralized Mortgage Obligations |
| QUALCOMM INC                   SR NT 4.65%35       | 2035-05-20      | 4.6500%  | 0.0000% | $2712000.00        | $2741933.70        | Corporate Debt Securities                         |
| JUNIPER NETWORKS               SR NT 5.95%41       | 2041-03-15      | 5.9500%  | 0.0000% | $15000.00          | $15303.08          | Corporate Debt Securities                         |
| FHLMC STACR 2020-DNA3          B-2    20500627 FLT | 2050-06-27      | 13.8129% | 0.0000% | $2840000.00        | $3659404.65        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-DNA3          B-2    20480925 FLT | 2048-09-25      | 12.2129% | 0.0000% | $3545000.00        | $4112721.06        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-2     M      20601125 FLT | 2060-11-25      | 4.2500%  | 0.0000% | $1200000.00        | $1150109.47        | Private Label Collateralized Mortgage Obligations |
| EVERGY INC                     SR GLBL NT2.9%29    | 2029-09-15      | 2.9000%  | 0.0000% | $100000.00         | $96099.11          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-05-22      | 2.3750%  | 0.0000% | $1000.00           | $931.89            | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-P5    C      20491013 FLT | 2049-10-13      | 4.4143%  | 0.0000% | $1620000.00        | $1403899.09        | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT | 2067-05-25      | 5.1690%  | 0.0000% | $228266.00         | $211365.72         | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $104000.00         | $97905.72          | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2015-GC29   D      20480410 3.1 | 2048-04-10      | 3.1100%  | 0.0000% | $286000.00         | $200871.78         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 2024-2      A-6    20550225 FLT | 2055-02-25      | 6.5000%  | 0.0000% | $1049534.00        | $608679.90         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       A-1    20690527 FLT | 2069-05-27      | 6.4210%  | 0.0000% | $600000.00         | $490370.09         | Private Label Collateralized Mortgage Obligations |
| AON CORP                       SR GLBL NT2.8%30    | 2030-05-15      | 2.8000%  | 0.0000% | $2000.00           | $1892.16           | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-6         B-1    20570825 FLT | 2057-08-25      | 3.8500%  | 0.0000% | $1674550.00        | $808332.54         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-04-24      | 4.2810%  | 0.0000% | $2056000.00        | $1734944.46        | Corporate Debt Securities                         |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $365000.00         | $256568.95         | Private Label Collateralized Mortgage Obligations |
| CAMDEN PPTY TR                 SR GLBL NT4.9%34    | 2034-01-15      | 4.9000%  | 0.0000% | $2000.00           | $2022.76           | Corporate Debt Securities                         |
| CF HIPPOLYTA ISSUER LLC 2021-1 B-1    20610315 1.9 | 2061-03-15      | 1.9800%  | 0.0000% | $1095000.00        | $796528.66         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $250000.00         | $175732.16         | Private Label Collateralized Mortgage Obligations |
| ALTRIA GROUP INC               SR GLBL NT3.7%51    | 2051-02-04      | 3.7000%  | 0.0000% | $47000.00          | $32974.70          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 1.8%011331       | 2031-01-13      | 1.8000%  | 0.0000% | $690000.00         | $603336.00         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $10000.00          | $10276.47          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $321000.00         | $237834.78         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT5.7%55    | 2055-09-01      | 5.7000%  | 0.0000% | $2000.00           | $1994.13           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $18000.00          | $17971.33          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 30       | 2030-03-02      | 5.2500%  | 0.0000% | $368000.00         | $391078.20         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-02-09      | 4.2500%  | 0.0000% | $22000.00          | $19054.66          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.25%070726      | 2026-07-07      | 5.2500%  | 0.0000% | $2035000.00        | $2066834.18        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $200000.00         | $200956.83         | Corporate Debt Securities                         |
| AIMCO CLO LTD 2022-17R         D-1-R  20370720 FLT | 2037-07-20      | 7.2320%  | 0.0000% | $7500000.00        | $7549782.11        | Asset-Backed Securities                           |
| GS MRTGE BCKD SEC TR 2021-PJ7  A-2    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $1700000.00        | $1058076.29        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $822000.00         | $840098.89         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-070       A-2    20271125 FLT | 2027-11-25      | 3.3030%  | 0.0000% | $1000.00           | $988.66            | Agency Collateralized Mortgage Obligation         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31    | 2031-01-28      | 5.4592%  | 0.0000% | $1000.00           | $1005.63           | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-070       A-2    20271125 FLT | 2027-11-25      | 3.3030%  | 0.0000% | $9000.00           | $8897.99           | Agency Collateralized Mortgage Obligation         |
| QUANTA SVCS INC                SR GLBL NT5.1%35    | 2035-08-09      | 5.1000%  | 0.0000% | $72000.00          | $71811.12          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37     | 2037-02-25      | 6.7000%  | 0.0000% | $300000.00         | $289648.33         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $3594000.00        | $3705222.32        | Corporate Debt Securities                         |
| RESIDENTIAL ACCREDIT 2005-QO1  A-1    20350827 FLT | 2035-08-27      | 4.7370%  | 0.0000% | $37515380.00       | $1280453.30        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C23      C      20500715 FLT | 2050-07-15      | 4.2875%  | 0.0000% | $100000.00         | $78601.58          | Private Label Collateralized Mortgage Obligations |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34    | 2034-10-15      | 4.9000%  | 0.0000% | $2000.00           | $2021.70           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $72000.00          | $74487.52          | Corporate Debt Securities                         |
| OWL ROCK CLO LTD 2022-7        A-R    20380420 FLT | 2038-04-20      | 5.7255%  | 0.0000% | $2000000.00        | $2010265.23        | Asset-Backed Securities                           |
| J.P. MORGAN MTG TR 2023-4      2-A-2  20531125 FLT | 2053-11-25      | 5.5000%  | 0.0000% | $750000.00         | $576345.16         | Private Label Collateralized Mortgage Obligations |
| MPLX LP                        SR GLBL NT 32       | 2032-09-01      | 4.9500%  | 0.0000% | $266000.00         | $271419.75         | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-3    20641025 FLT | 2064-10-25      | 7.6533%  | 0.0000% | $209995.00         | $139100.18         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-INV1    A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $944169.00         | $556391.12         | 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        | $988815.67         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2024-NQM2    B-2    20640925 FLT | 2064-09-25      | 7.6416%  | 0.0000% | $14425000.00       | $14639953.88       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2019-CH3        A-13   20491025 FLT | 2049-10-25      | 4.0000%  | 0.0000% | $5000000.00        | $1092981.84        | Private Label Collateralized Mortgage Obligations |
| EXPAND ENERGY CORPORATION      SR GLBL NT 30       | 2030-03-15      | 5.3750%  | 0.0000% | $554000.00         | $573049.91         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 29       | 2029-07-01      | 5.2500%  | 0.0000% | $30000.00          | $31199.35          | Corporate Debt Securities                         |
| FNMA CONN AVE SECS 2016-C05    2M-2   20290125 FLT | 2029-01-25      | 8.9129%  | 0.0000% | $2587000.00        | $336336.76         | Private Label Collateralized Mortgage Obligations |
| PARK BLUE CLO LTD 2024-5       D      20370727 FLT | 2037-07-27      | 7.5185%  | 0.0000% | $9000000.00        | $9089726.53        | Asset-Backed Securities                           |
| SPRUCE HILL MTG LN TR 2022-SH1 A1A    20570725 FLT | 2057-07-25      | 4.1000%  | 0.0000% | $490000.00         | $379112.81         | Private Label Collateralized Mortgage Obligations |
| SPIRIT AIRLINES 2017-1         AA     20310815 3.3 | 2031-08-15      | 3.3750%  | 0.0000% | $520000.00         | $282290.15         | Asset-Backed Securities                           |
| SCULPTOR CLO LTD 2021-27R      A-1-R  20340720 FLT | 2034-07-20      | 5.3855%  | 0.0000% | $250000.00         | $251326.07         | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $35000.00          | $32064.43          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $3000.00           | $3028.12           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $31000.00          | $31177.65          | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT 34       | 2034-03-15      | 5.8520%  | 0.0000% | $71000.00          | $75712.92          | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA3          B-2    20331025 FLT | 2033-10-25      | 10.5984% | 0.0000% | $9000000.00        | $11086268.39       | Private Label Collateralized Mortgage Obligations |
| FOX CORP                       SR GLBL NT 49       | 2049-01-25      | 5.5760%  | 0.0000% | $36000.00          | $34465.90          | Corporate Debt Securities                         |
| MGIC INVT CORP WIS             SR GLBL NT 28       | 2028-08-15      | 5.2500%  | 0.0000% | $400000.00         | $400832.67         | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $700000.00         | $641962.69         | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $6190000.00        | $6570843.19        | Corporate Debt Securities                         |
| FLAGSTAR MTG TR 2018-4         B-2    20480725 FLT | 2048-07-25      | 4.1332%  | 0.0000% | $1500000.00        | $1139818.21        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $3615000.00        | $3297693.88        | Corporate Debt Securities                         |
| FOUNDATION FINANCE TR 2025-1   A      20500415 4.9 | 2050-04-15      | 4.9500%  | 0.0000% | $1690000.00        | $1468940.16        | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR 2025-1   A      20500415 4.9 | 2050-04-15      | 4.9500%  | 0.0000% | $2282000.00        | $1983503.82        | Asset-Backed Securities                           |
| GLS AUTO RECV ISSUER TR 2024-3 A-3    20280417 5.0 | 2028-04-17      | 5.0200%  | 0.0000% | $500000.00         | $502483.11         | Asset-Backed Securities                           |
| FHLMC STACR 2019-HQA1          B-2    20490225 FLT | 2049-02-25      | 16.7129% | 0.0000% | $1670000.00        | $2043131.42        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C10       A-S    20510517 4.4 | 2051-05-17      | 4.4944%  | 0.0000% | $352082.00         | $347034.78         | Private Label Collateralized Mortgage Obligations |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 39     | 2039-06-01      | 4.7220%  | 0.0000% | $336000.00         | $332321.70         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.4%35    | 2035-03-15      | 5.4000%  | 0.0000% | $403000.00         | $418003.69         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $1000.00           | $1025.09           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $2143000.00        | $2196761.92        | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      GLBL NT 4.95%34     | 2034-10-15      | 4.9500%  | 0.0000% | $390000.00         | $395508.75         | Corporate Debt Securities                         |
| POINT BROADBAND 2025-1         A-2    20550715 5.3 | 2055-07-15      | 5.3360%  | 0.0000% | $12482000.00       | $12607806.08       | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-10-23      | 4.6920%  | 0.0000% | $5000.00           | $5148.76           | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT6.1%34    | 2034-04-12      | 6.1000%  | 0.0000% | $1794000.00        | $1926099.20        | Corporate Debt Securities                         |
| STORE MASTER FDING 2023-1      A-2    20530620 6.9 | 2053-06-20      | 6.9200%  | 0.0000% | $250000.00         | $249793.10         | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2018-RPL9              A      20570925 FLT | 2057-09-25      | 3.8500%  | 0.0000% | $2800000.00        | $795256.67         | Private Label Collateralized Mortgage Obligations |
| OWENS CORNING NEW              SR NT 7%36          | 2036-12-01      | 7.0000%  | 0.0000% | $40000.00          | $46334.44          | Corporate Debt Securities                         |
| SCCU AUTO RECEIVABLES 2023-1   A-3    20281016 5.7 | 2028-10-16      | 5.7000%  | 0.0000% | $200000.00         | $201724.75         | Asset-Backed Securities                           |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 54     | 2054-06-01      | 5.0990%  | 0.0000% | $6000.00           | $5590.65           | Corporate Debt Securities                         |
| LENDMARK FUNDING TR 2025-1     D      20340920 6.4 | 2034-09-20      | 6.4800%  | 0.0000% | $100000.00         | $102404.90         | Asset-Backed Securities                           |
| CVS HEALTH CORP                SR GLBL NT 45       | 2045-07-20      | 5.1250%  | 0.0000% | $345000.00         | $308037.42         | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 4%26     | 2026-03-01      | 4.0000%  | 0.0000% | $105000.00         | $106812.07         | Corporate Debt Securities                         |
| LEAR CORP                      SR GLBL NT2.6%32    | 2032-01-15      | 2.6000%  | 0.0000% | $593000.00         | $519834.34         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $19000.00          | $19656.43          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $33000.00          | $34571.17          | Corporate Debt Securities                         |
| MJX VENTURE MGMT II LLC 2017-E C      20291015 FLT | 2029-10-15      | 7.3292%  | 0.0000% | $2600000.00        | $362680.72         | Asset-Backed Securities                           |
| MICROSOFT CORP                 SR GLBL NT3.4%26    | 2026-09-15      | 3.4000%  | 0.0000% | $17000.00          | $17186.64          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT 31       | 2031-06-01      | 2.6500%  | 0.0000% | $3000.00           | $2738.27           | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TRUST 2021-4  A-13   20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $1000000.00        | $722483.44         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $1006402.00        | $1034203.07        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-139       A-2    20320125 FLT | 2032-01-25      | 2.5900%  | 0.0000% | $10513919.00       | $9585134.58        | Agency Collateralized Mortgage Obligation         |
| FEDEX CORP                     GLBL NT 2.4%31      | 2031-05-15      | 2.4000%  | 0.0000% | $40000.00          | $36198.93          | Corporate Debt Securities                         |
| FHLMC STACR 2019-HQA2          B-2    20490426 FLT | 2049-04-26      | 15.7129% | 0.0000% | $3375000.00        | $4034417.20        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.6984%  | 0.0000% | $4235000.00        | $4399878.62        | Private Label Collateralized Mortgage Obligations |
| FIDELITY NATL FINL INC         SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $74000.00          | $65979.22          | Corporate Debt Securities                         |
| GCAT TR 2025-INV2              A-1    20550525 FLT | 2055-05-25      | 6.0000%  | 0.0000% | $1150000.00        | $1140257.10        | Private Label Collateralized Mortgage Obligations |
| WOODMONT TR 2022-10R           B-R    20380415 FLT | 2038-04-15      | 6.0676%  | 0.0000% | $250000.00         | $245771.86         | Asset-Backed Securities                           |
| SFS AR REC SEC TR 2025-1       A-3    20300722 4.7 | 2030-07-22      | 4.7500%  | 0.0000% | $2880000.00        | $2915508.96        | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO 2024-5    A-2    20270915 4.8 | 2027-09-15      | 4.8800%  | 0.0000% | $27000.00          | $8234.83           | Asset-Backed Securities                           |
| XYLEM INC                      SR GLBL NT 31       | 2031-01-30      | 2.2500%  | 0.0000% | $87000.00          | $78324.58          | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $351000.00         | $278761.08         | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.5%030928       | 2028-03-09      | 5.5000%  | 0.0000% | $800000.00         | $846841.78         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%33      | 2033-07-31      | 5.4000%  | 0.0000% | $28000.00          | $29088.92          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26    | 2026-09-12      | 2.5000%  | 0.0000% | $100000.00         | $99639.72          | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $2000.00           | $2021.83           | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $1800000.00        | $1805132.00        | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   M-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $3367592.00        | $3372815.88        | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.8%36    | 2036-03-15      | 5.8000%  | 0.0000% | $90000.00          | $97601.60          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-3    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $7428000.00        | $5107265.61        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $556205.00         | $382408.72         | Private Label Collateralized Mortgage Obligations |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31    | 2031-10-15      | 4.5000%  | 0.0000% | $1000000.00        | $995405.00         | Corporate Debt Securities                         |
| CIM TR 2023-I2                 A-1    20671225 FLT | 2067-12-25      | 6.6390%  | 0.0000% | $1000000.00        | $679690.02         | Private Label Collateralized Mortgage Obligations |
| BOOZ ALLEN HAMILTON INC        SR GLBL 144A 29     | 2029-07-01      | 4.0000%  | 0.0000% | $712000.00         | $699429.24         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 32       | 2032-10-15      | 1.8750%  | 0.0000% | $2000.00           | $1708.84           | Corporate Debt Securities                         |
| VERUS SECURIT TR 2024-INV1     A-1    20690325 FLT | 2069-03-25      | 6.1160%  | 0.0000% | $320000.00         | $257815.04         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-9 A-1    20691125 FLT | 2069-11-25      | 5.4380%  | 0.0000% | $1312804.00        | $1195452.92        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2021-5 B-2    20660925 FLT | 2066-09-25      | 3.9410%  | 0.0000% | $921000.00         | $708043.82         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2023-8 A-3    20681225 FLT | 2068-12-25      | 6.9677%  | 0.0000% | $440000.00         | $262607.65         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-6            A-1    20680925 FLT | 2068-09-25      | 6.6650%  | 0.0000% | $200000.00         | $126192.85         | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-1              A-15   20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $1000000.00        | $576817.18         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C10       A-S    20510517 4.4 | 2051-05-17      | 4.4944%  | 0.0000% | $660149.00         | $650685.53         | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2             A-1    20670225 FLT | 2067-02-25      | 4.2600%  | 0.0000% | $1200000.00        | $899087.22         | Private Label Collateralized Mortgage Obligations |
| TRUIST FINL CORP               FR 5.867%060834     | 2034-06-08      | 5.8670%  | 0.0000% | $880000.00         | $938450.26         | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  2010C BD4.875%40    | 2040-10-15      | 4.8750%  | 0.0000% | $4000.00           | $3980.62           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT2.4%26    | 2026-11-15      | 2.4000%  | 0.0000% | $2000.00           | $1975.79           | Corporate Debt Securities                         |
| PIKES PEAK C 5.4661 15JUL34 144A FR                | 2034-07-15      | 5.5276%  | 0.0000% | $250000.00         | $251827.36         | Asset-Backed Securities                           |
| PROVIDENT FDG MTG LN 2020-1    B-1    20500225 FLT | 2050-02-25      | 3.2377%  | 0.0000% | $1390000.00        | $1044369.09        | Private Label Collateralized Mortgage Obligations |
| PHILLIPS 66 CO                 SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $984000.00         | $988309.92         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR GLBL 144A 27     | 2027-01-28      | 2.3750%  | 0.0000% | $2931000.00        | $2875824.33        | Corporate Debt Securities                         |
| RR LTD 2024-32R                A-1R   20391017 FLT | 2039-10-17      | 5.6776%  | 0.0000% | $1740000.00        | $1757812.27        | Asset-Backed Securities                           |
| RACE POINT CLO LTD 2015-9R2    A-1A-2 20301015 FLT | 2030-10-15      | 5.5192%  | 0.0000% | $4000000.00        | $294810.21         | Asset-Backed Securities                           |
| MICROSOFT CORP                 SR GLBL NT2.5%50    | 2050-09-15      | 2.5000%  | 0.0000% | $19000.00          | $11893.03          | Corporate Debt Securities                         |
| ZAIS CLO 2021-16R2 LTD         A-1-R2 20341020 FLT | 2034-10-20      | 5.4555%  | 0.0000% | $8315429.00        | $8362079.50        | Asset-Backed Securities                           |
| CHENIERE ENERGY PARTNERS L P   SR GLBL REGS 35     | 2035-10-30      | 5.5500%  | 0.0000% | $50000.00          | $50999.71          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 34       | 2034-04-15      | 5.1500%  | 0.0000% | $7000.00           | $7224.70           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.861%013128     | 2028-01-31      | 4.8610%  | 0.0000% | $138000.00         | $140882.24         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT4.6%28    | 2028-02-23      | 4.6000%  | 0.0000% | $200000.00         | $202275.33         | Corporate Debt Securities                         |
| TSTAT 2022-1 5.87549 20JUL37 144A F                | 2037-07-20      | 5.8755%  | 0.0000% | $1345000.00        | $1355269.23        | Asset-Backed Securities                           |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT5.2%30    | 2030-07-01      | 5.2000%  | 0.0000% | $500000.00         | $511968.33         | Corporate Debt Securities                         |
| HALCYON LN ADVISORS FDG 17-2   B      20300117 FLT | 2030-01-17      | 6.6840%  | 0.0000% | $6000000.00        | $3550371.49        | Asset-Backed Securities                           |
| LAKESIDE PK CLO LTD 2025       D      20380415 FLT | 2038-04-15      | 6.8870%  | 0.0000% | $452000.00         | $464442.49         | Asset-Backed Securities                           |
| CSMC 2020-NQM1                 A-3    20650525 FLT | 2065-05-25      | 2.7220%  | 0.0000% | $2750000.00        | $309533.87         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG SEC 2020-2     B-1    20500225 FLT | 2050-02-25      | 3.2098%  | 0.0000% | $1000000.00        | $763289.54         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MBS 2019-2         A-1    20490425 FLT | 2049-04-25      | 4.0000%  | 0.0000% | $30495000.00       | $422868.35         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 4.3%072227       | 2027-07-22      | 4.3000%  | 0.0000% | $1000.00           | $1007.00           | Corporate Debt Securities                         |
| DBUBS MTG TR 2011-LC3          F      20440812 3.7 | 2044-08-12      | 3.7500%  | 0.0000% | $2000000.00        | $1386193.33        | Private Label Collateralized Mortgage Obligations |
| CARMAX AUTO OWNER TRUST 2024-3 A-3    20290716 4.8 | 2029-07-16      | 4.8900%  | 0.0000% | $7375000.00        | $7469862.16        | Asset-Backed Securities                           |
| COBANK ACB                     PERP JR GLBL -K     | 2500-12-31      | 6.4500%  | 0.0000% | $272000.00         | $278585.57         | Corporate Debt Securities                         |
| CARVANA AUTO REC 2023-N4       A      20280110 6.4 | 2028-01-10      | 6.4200%  | 0.0000% | $7000.00           | $1148.00           | Asset-Backed Securities                           |
| CONNECTICUT AVE SEC 2022-R04   1M-2   20420325 FLT | 2042-03-25      | 7.4484%  | 0.0000% | $4150000.00        | $4274838.64        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LNDG MTG TR 2024-3  A-4    20550225 FLT | 2055-02-25      | 6.0000%  | 0.0000% | $1575000.00        | $1154708.46        | Private Label Collateralized Mortgage Obligations |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32    | 2032-04-01      | 5.3000%  | 0.0000% | $16000.00          | $16849.42          | Corporate Debt Securities                         |
| CARMAX AUTO OWN TR 2021-4      B      20270517 1.0 | 2027-05-17      | 1.0400%  | 0.0000% | $25000.00          | $24737.31          | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST 2024-2 A-2A   20270517 5.6 | 2027-05-17      | 5.6500%  | 0.0000% | $14000.00          | $3661.81           | Asset-Backed Securities                           |
| COLT MTG LN TR 2023-3          A-1    20680925 FLT | 2068-09-25      | 7.1800%  | 0.0000% | $577000.00         | $377426.91         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2024-R1                 A1     20640625 FLT | 2064-06-25      | 4.7500%  | 0.0000% | $1000000.00        | $826470.47         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 6.1785%  | 0.0000% | $4000000.00        | $409690.22         | Private Label Collateralized Mortgage Obligations |
| ASSURANT INC                   SR GLBL NT 36       | 2036-02-15      | 5.5500%  | 0.0000% | $4500000.00        | $4521311.25        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 27       | 2027-02-09      | 3.3500%  | 0.0000% | $10164000.00       | $10109328.97       | Corporate Debt Securities                         |
| AUDAX SEN DEBT CLO LLC 2024-10 B      20360722 FLT | 2036-07-22      | 6.4320%  | 0.0000% | $300706.00         | $303926.36         | Asset-Backed Securities                           |
| BAT CAPITAL CORP               FR 3.462%090629     | 2029-09-06      | 3.4620%  | 0.0000% | $100000.00         | $98604.68          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.441%060928     | 2028-06-09      | 4.4410%  | 0.0000% | $48000.00          | $48762.99          | Corporate Debt Securities                         |
| BANK OF AMERICA AUTO 2023-2    A-4    20291115 5.6 | 2029-11-15      | 5.6600%  | 0.0000% | $2372000.00        | $2427113.68        | Asset-Backed Securities                           |
| COLGATE PALMOLIVE CO           SR GLBL NT4.2%30    | 2030-05-01      | 4.2000%  | 0.0000% | $557000.00         | $570067.22         | Corporate Debt Securities                         |
| CHASE HOME LND MTG 2019-ATR1   A-5    20490425 FLT | 2049-04-25      | 4.0000%  | 0.0000% | $1000000.00        | $125077.66         | Private Label Collateralized Mortgage Obligations |
| CARLYLE GLBL MKT 2014-1R2      A-2R2  20310417 FLT | 2031-04-17      | 5.7140%  | 0.0000% | $920799.00         | $926724.40         | Asset-Backed Securities                           |
| BLACKROCK INC                  GLBL NT 1.9%31      | 2031-01-28      | 1.9000%  | 0.0000% | $2000.00           | $1784.29           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.946%012349     | 2049-01-23      | 3.9460%  | 0.0000% | $398000.00         | $314896.01         | Corporate Debt Securities                         |
| BANK 2020-BNK29                A-4    20531118 FLT | 2053-11-18      | 1.9970%  | 0.0000% | $300000.00         | $261008.77         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.5785%  | 0.0000% | $4695000.00        | $199857.28         | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2021-INV4   A-8    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $209856.00         | $120395.43         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2021-NQM1   B-1    20510925 FLT | 2051-09-25      | 4.3780%  | 0.0000% | $1500000.00        | $1321602.17        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R04   1M-2   20420325 FLT | 2042-03-25      | 7.4484%  | 0.0000% | $4310000.00        | $4439651.69        | Private Label Collateralized Mortgage Obligations |
| PARLIAMENT CLO 2021-2 LTD      C      20320820 FLT | 2032-08-20      | 7.0152%  | 0.0000% | $1500000.00        | $1503080.68        | Asset-Backed Securities                           |
| NXPT COML MTG TR 2024-STOR     A      20411107 FLT | 2041-11-07      | 4.4553%  | 0.0000% | $2300000.00        | $2284583.64        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-HQA2          B-2    20481026 FLT | 2048-10-26      | 15.4629% | 0.0000% | $3795000.00        | $4735761.89        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                A-4    20520216 FLT | 2052-02-16      | 4.0050%  | 0.0000% | $800000.00         | $792740.80         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    B      20361215 FLT | 2036-12-15      | 6.0275%  | 0.0000% | $3000000.00        | $740009.89         | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 2.45%081726      | 2026-08-17      | 2.4500%  | 0.0000% | $2613000.00        | $2575233.44        | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2019-B14      D      20621215 FLT | 2062-12-15      | 2.5000%  | 0.0000% | $1280000.00        | $455743.29         | Private Label Collateralized Mortgage Obligations |
| BAYER US FIN II LLC            GLBL 144A NT 28     | 2028-12-15      | 4.3750%  | 0.0000% | $697000.00         | $700619.56         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 34     | 2034-09-13      | 6.6920%  | 0.0000% | $542000.00         | $612821.82         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 3.875%031929     | 2029-03-19      | 3.8750%  | 0.0000% | $81000.00          | $81217.26          | Corporate Debt Securities                         |
| COLT MORTGAGE LN TR 2024-2     A-1    20690425 FLT | 2069-04-25      | 6.1250%  | 0.0000% | $525000.00         | $337003.19         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SECS 2022-R02  2B-1   20420127 FLT | 2042-01-27      | 8.8484%  | 0.0000% | $100000.00         | $104192.32         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 7.4629%  | 0.0000% | $36243000.00       | $37017556.69       | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2024-H7           A-1    20691125 FLT | 2069-11-25      | 5.5850%  | 0.0000% | $500000.00         | $433713.82         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-2    20690625 FLT | 2069-06-25      | 6.6460%  | 0.0000% | $170000.00         | $134422.17         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-R04         2B-1   20390627 FLT | 2039-06-27      | 9.7129%  | 0.0000% | $9402025.00        | $6227450.93        | Private Label Collateralized Mortgage Obligations |
| DIAMETER CAPITAL CLO 2023-4R   C-1-R  20370115 FLT | 2037-01-15      | 8.6176%  | 0.0000% | $11831558.00       | $11995211.36       | Asset-Backed Securities                           |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D27    | 2027-11-16      | 2.3110%  | 0.0000% | $298000.00         | $292624.68         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 1.5%030628       | 2028-03-06      | 1.5000%  | 0.0000% | $26000.00          | $24685.14          | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2018-C5  A-S    20510612 FLT | 2051-06-12      | 4.4080%  | 0.0000% | $1363031.00        | $1347569.38        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-J3    A-3A   20510925 FLT | 2051-09-25      | 2.5000%  | 0.0000% | $708516.00         | $448967.26         | 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         | $650196.14         | Private Label Collateralized Mortgage Obligations |
| AMGEN INC                      SR GLBL NT 29       | 2029-08-18      | 4.0500%  | 0.0000% | $16000.00          | $15947.96          | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2017-P7  A-S    20500415 3.9 | 2050-04-15      | 3.9150%  | 0.0000% | $1418000.00        | $1376086.76        | Private Label Collateralized Mortgage Obligations |
| DIAMETER CAPITAL CLO 2023-5    C-1    20361015 FLT | 2036-10-15      | 8.5176%  | 0.0000% | $6394000.00        | $6463930.78        | Asset-Backed Securities                           |
| CREDIT AGRICOLE S A            FR 6.7%             | 2099-12-31      | 6.7000%  | 0.0000% | $436000.00         | $439559.21         | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30    | 2030-01-15      | 4.7000%  | 0.0000% | $71000.00          | $72773.90          | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 5.55%012830      | 2030-01-28      | 5.5500%  | 0.0000% | $18000.00          | $18641.51          | Corporate Debt Securities                         |
| RADIAN MTG CAPITAL TR 2025-J1  A-16   20550725 FLT | 2055-07-25      | 5.5000%  | 0.0000% | $325000.00         | $300034.63         | Private Label Collateralized Mortgage Obligations |
| TARGA RES CORP                 SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $35000.00          | $35412.59          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $1000.00           | $864.30            | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-3          B2     20560425 FLT | 2056-04-25      | 4.0392%  | 0.0000% | $1100000.00        | $1069720.96        | Private Label Collateralized Mortgage Obligations |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $1000.00           | $1014.82           | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -K NT     | 2500-12-31      | 6.4500%  | 0.0000% | $4000.00           | $4119.75           | Corporate Debt Securities                         |
| GS MTG-BACKED SECU TR 2025-PJ6 A-14   20550925 FLT | 2055-09-25      | 5.5000%  | 0.0000% | $1100000.00        | $1088922.76        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT 34       | 2034-09-15      | 5.4500%  | 0.0000% | $60000.00          | $62479.67          | Corporate Debt Securities                         |
| GALTON FD MTG TR 2019-2        A22    20590625 FLT | 2059-06-25      | 3.5000%  | 0.0000% | $8600000.00        | $368002.18         | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 4.875%062327     | 2027-06-23      | 4.8750%  | 0.0000% | $292000.00         | $297027.51         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 29       | 2029-11-15      | 2.4500%  | 0.0000% | $58000.00          | $53914.35          | Corporate Debt Securities                         |
| JPMBB COML MTG SEC TR 2015-C32 C      20481118 FLT | 2048-11-18      | 4.8112%  | 0.0000% | $3000000.00        | $1076361.22        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     B3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $168000.00         | $131355.39         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2022-1             A-21   20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $250000.00         | $161479.15         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $624000.00         | $565185.82         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 49       | 2049-05-01      | 4.3500%  | 0.0000% | $718000.00         | $589304.48         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 36       | 2036-01-24      | 5.5020%  | 0.0000% | $2898000.00        | $3015308.63        | Corporate Debt Securities                         |
| GS MTG-BACKED SECS 2025-NQM2   B-1    20650625 FLT | 2065-06-25      | 7.4108%  | 0.0000% | $850000.00         | $879653.54         | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRTT SERIES 2020-3    M      20600525 FLT | 2060-05-25      | 4.2500%  | 0.0000% | $3500000.00        | $3352634.44        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-27      | 1.9920%  | 0.0000% | $2000.00           | $1761.16           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $465000.00         | $390086.43         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-508       A-2    20280825 FLT | 2028-08-25      | 4.7400%  | 0.0000% | $300000.00         | $307268.00         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-073       A-1    20270925 3.3 | 2027-09-25      | 3.3500%  | 0.0000% | $348910.00         | $64572.75          | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC K-512              A-2    20281125 5.0 | 2028-11-25      | 5.0000%  | 0.0000% | $2301.00           | $2371.65           | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES Q-016       A-PT2  20510525 FLT | 2051-05-25      | 1.4719%  | 0.0000% | $5000000.00        | $4215466.85        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-505       A-2    20280625 FLT | 2028-06-25      | 4.8190%  | 0.0000% | $315000.00         | $322170.70         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-754       A-M    20301125 FLT | 2030-11-25      | 4.9400%  | 0.0000% | $5861371.00        | $6091677.29        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-735       A-2    20260525 2.8 | 2026-05-25      | 2.8620%  | 0.0000% | $100000.00         | $94617.97          | Agency Collateralized Mortgage Obligation         |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%030731       | 2031-03-07      | 4.9000%  | 0.0000% | $499000.00         | $526580.28         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 49       | 2049-08-16      | 3.0950%  | 0.0000% | $1709000.00        | $1155262.88        | Corporate Debt Securities                         |
| NUTRIEN LTD                    4.2%29              | 2029-04-01      | 4.2000%  | 0.0000% | $2000.00           | $2029.71           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 48       | 2048-06-15      | 4.2500%  | 0.0000% | $2000.00           | $1632.29           | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D30    | 2030-09-11      | 4.9990%  | 0.0000% | $1603000.00        | $1668464.38        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     B5     20610125 FLT | 2061-01-25      | 3.8722%  | 0.0000% | $1119674.00        | $728381.34         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        B      20491115 FLT | 2049-11-15      | 3.9342%  | 0.0000% | $10000.00          | $9594.76           | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2022-PJ1             A-4    20520525 FLT | 2052-05-25      | 2.5000%  | 0.0000% | $800000.00         | $523912.29         | Private Label Collateralized Mortgage Obligations |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $200000.00         | $208934.83         | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT3.6%49    | 2049-08-19      | 3.6000%  | 0.0000% | $6536000.00        | $4801672.40        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 30       | 2030-05-01      | 4.0500%  | 0.0000% | $153000.00         | $155783.83         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 29     | 2029-08-17      | 2.2060%  | 0.0000% | $1997000.00        | $1882542.61        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.1%062430       | 2030-06-24      | 5.1000%  | 0.0000% | $70000.00          | $72062.20          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 27       | 2027-03-25      | 3.7500%  | 0.0000% | $283000.00         | $284825.82         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM4   B-1    20670625 FLT | 2067-06-25      | 5.0400%  | 0.0000% | $589000.00         | $535752.04         | Private Label Collateralized Mortgage Obligations |
| T MOBILE USA INC               SR GLBL NT3.6%60    | 2060-11-15      | 3.6000%  | 0.0000% | $22000.00          | $14807.10          | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL28    | 2028-07-20      | 9.2500%  | 0.0000% | $493000.00         | $553683.78         | Corporate Debt Securities                         |
| SYDNEY AIRPORT FINANCE COM PTY SR SEC 144A NT26    | 2026-04-28      | 3.6250%  | 0.0000% | $43000.00          | $43264.19          | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 30       | 2030-04-01      | 4.8500%  | 0.0000% | $775000.00         | $807871.62         | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33       | 2033-10-01      | 7.1500%  | 0.0000% | $140000.00         | $150514.62         | Corporate Debt Securities                         |
| HPS LOAN MANAGEMENT 2023-17R   A-R    20380423 FLT | 2038-04-23      | 5.5890%  | 0.0000% | $948843.00         | $954502.13         | Asset-Backed Securities                           |
| SHELL FIN US INC               SR GLBL NT 35       | 2035-05-11      | 4.1250%  | 0.0000% | $5000.00           | $4823.93           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $20000.00          | $25406.03          | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $43000.00          | $45381.56          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   B-1    20671025 FLT | 2067-10-25      | 7.1000%  | 0.0000% | $10000000.00       | $10005742.22       | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP                 SR GLBL NT 36       | 2036-08-08      | 3.4500%  | 0.0000% | $1772000.00        | $1611124.55        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     M1     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $161000.00         | $136483.97         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2019-1     A1     20691025 FLT | 2069-10-25      | 3.2500%  | 0.0000% | $2720010.00        | $628470.07         | Private Label Collateralized Mortgage Obligations |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $321543.00         | $270058.09         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-HQA3 M-1A   20420825 FLT | 2042-08-25      | 6.6484%  | 0.0000% | $3186000.00        | $1831517.72        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $9855000.00        | $9383783.18        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-1     M      20600925 FLT | 2060-09-25      | 4.2500%  | 0.0000% | $10620000.00       | $9099870.97        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC TR 2022-HAQ2       M-1A   20420725 FLT | 2042-07-25      | 6.9984%  | 0.0000% | $3101000.00        | $1553223.08        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-2      M      20580826 FLT | 2058-08-26      | 4.7500%  | 0.0000% | $6337000.00        | $6167899.97        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2018-C44     B      20510517 FLT | 2051-05-17      | 4.6850%  | 0.0000% | $10584.00          | $10185.34          | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         A-3    20690625 FLT | 2069-06-25      | 6.6740%  | 0.0000% | $550000.00         | $411817.22         | Private Label Collateralized Mortgage Obligations |
| VENTURE CLO LTD 2024-50        A1     20371020 FLT | 2037-10-20      | 5.7755%  | 0.0000% | $100353.00         | $101148.48         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2023-8 B-1    20681225 FLT | 2068-12-25      | 8.0787%  | 0.0000% | $554236.00         | $567910.89         | Private Label Collateralized Mortgage Obligations |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $1599000.00        | $1570650.09        | Corporate Debt Securities                         |
| LSEGA FINANCING PLC            FR 3.2%040641       | 2041-04-06      | 3.2000%  | 0.0000% | $2000000.00        | $1551962.22        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $308000.00         | $306329.96         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 30       | 2030-04-01      | 4.8750%  | 0.0000% | $32000.00          | $33048.69          | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT3.5%49    | 2049-12-01      | 3.5000%  | 0.0000% | $35000.00          | $24561.44          | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            B-3    20550225 FLT | 2055-02-25      | 7.2305%  | 0.0000% | $388000.00         | $256374.78         | Private Label Collateralized Mortgage Obligations |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51       | 2051-11-30      | 3.2500%  | 0.0000% | $100000.00         | $65888.47          | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 5%33     | 2033-01-15      | 5.0000%  | 0.0000% | $10000.00          | $10089.41          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 37       | 2037-09-15      | 6.5000%  | 0.0000% | $220000.00         | $244431.24         | Corporate Debt Securities                         |
| HIGHBRIDGE LN MGMT 2014-3R     B-R    20290718 FLT | 2029-07-18      | 6.9906%  | 0.0000% | $1000000.00        | $918378.80         | Asset-Backed Securities                           |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40    | 2040-04-15      | 6.3000%  | 0.0000% | $50000.00          | $54528.50          | Corporate Debt Securities                         |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 3.9100%  | 0.0000% | $19525000.00       | $1157749.09        | Private Label Collateralized Mortgage Obligations |
| JANUS HENDERSON US HLDGS INC   SR GLBL NT 34       | 2034-09-10      | 5.4500%  | 0.0000% | $172000.00         | $176390.25         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 5.3%41        | 2041-02-08      | 5.3000%  | 0.0000% | $1320000.00        | $1384853.80        | Corporate Debt Securities                         |
| WOODMONT  TR 2017-2RR          D-RR   20361020 FLT | 2036-10-20      | 8.2255%  | 0.0000% | $24490482.00       | $24481933.55       | Asset-Backed Securities                           |
| ASTRAZENECA PLC                SR GLBL NT 25       | 2025-11-16      | 3.3750%  | 0.0000% | $2654000.00        | $2671851.47        | Corporate Debt Securities                         |
| ANTARES CLO LTD 2017-1RR       D-RR   20370121 FLT | 2037-01-21      | 8.0755%  | 0.0000% | $20938860.00       | $20926892.35       | Asset-Backed Securities                           |
| WELLS FARGO COML TR 2015-NXS4  B      20481217 FLT | 2048-12-17      | 4.2240%  | 0.0000% | $700000.00         | $694284.03         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZ TR 2024-INV2   A-1    20690825 FLT | 2069-08-25      | 5.3320%  | 0.0000% | $110000.00         | $96459.98          | Private Label Collateralized Mortgage Obligations |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $35000.00          | $35910.31          | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           GLBL NT 5.25%35     | 2035-03-15      | 5.2500%  | 0.0000% | $100000.00         | $103606.00         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 33       | 2033-03-30      | 5.2500%  | 0.0000% | $200000.00         | $210569.83         | Corporate Debt Securities                         |
| ATRIUM HOTEL PRTF TR 2024-ATRM A      20391012 FLT | 2039-10-12      | 5.5895%  | 0.0000% | $750000.00         | $767690.56         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C28   C      20480515 FLT | 2048-05-15      | 4.2765%  | 0.0000% | $68000.00          | $4031.51           | Private Label Collateralized Mortgage Obligations |
| APIDOS CLO LTD 2024-49         D-1    20371026 FLT | 2037-10-26      | 7.1687%  | 0.0000% | $4767693.00        | $4799439.59        | Asset-Backed Securities                           |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $811000.00         | $748862.08         | Corporate Debt Securities                         |
| STARWOOD MTG RES TRUST 2021-6  B-2    20661125 FLT | 2066-11-25      | 3.9350%  | 0.0000% | $1722000.00        | $1274355.00        | Private Label Collateralized Mortgage Obligations |
| APIDOS CLO 2013-12RR           B-RR   20310415 FLT | 2031-04-15      | 5.7676%  | 0.0000% | $1565000.00        | $1577800.82        | Asset-Backed Securities                           |
| ALTRIA GROUP INC               SR NT 4.25%42       | 2042-08-09      | 4.2500%  | 0.0000% | $487000.00         | $403212.19         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         FR 3.265%021836     | 2036-02-18      | 3.2650%  | 0.0000% | $200000.00         | $182571.53         | Corporate Debt Securities                         |
| CWMBS INC 2005-9               1-A-2  20350525 FLT | 2035-05-25      | 5.1370%  | 0.0000% | $53999000.00       | $562806.19         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2017-H1   C      20500617 FLT | 2050-06-17      | 4.2810%  | 0.0000% | $1131000.00        | $1058924.39        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-NQM7           A-1    20661025 FLT | 2066-10-25      | 1.7560%  | 0.0000% | $3200000.00        | $1400410.87        | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 29       | 2029-03-15      | 4.3500%  | 0.0000% | $723000.00         | $735960.98         | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2020-NQM1     A-2    20600525 FLT | 2060-05-25      | 1.7890%  | 0.0000% | $9303000.00        | $572733.33         | Private Label Collateralized Mortgage Obligations |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $98000.00          | $100822.45         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $1000.00           | $750.31            | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.2%29      | 2029-08-14      | 4.2000%  | 0.0000% | $195000.00         | $197039.70         | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT | 2042-03-25      | 13.8484% | 0.0000% | $2581749.00        | $2856805.21        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R03   1B-2   20420325 FLT | 2042-03-25      | 14.1984% | 0.0000% | $1115000.00        | $1242310.25        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R03   1B-1   20420325 FLT | 2042-03-25      | 10.5984% | 0.0000% | $7500000.00        | $8069006.99        | Private Label Collateralized Mortgage Obligations |
| CISCO SYS INC                  SR GLBL NT4.9%26    | 2026-02-26      | 4.9000%  | 0.0000% | $2000.00           | $2006.60           | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 32       | 2032-08-22      | 4.2980%  | 0.0000% | $1000.00           | $978.78            | Corporate Debt Securities                         |
| CONN AVN SEC TR 2022-R07       1M-2   20420625 FLT | 2042-06-25      | 8.9997%  | 0.0000% | $6500000.00        | $6899872.34        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORP                    SR GLBL NT3.8%37    | 2037-11-15      | 3.8000%  | 0.0000% | $2000.00           | $1735.54           | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 6.6497%  | 0.0000% | $1501369.00        | $954105.52         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2021-R02         2B-2   20411125 FLT | 2041-11-25      | 10.5484% | 0.0000% | $1000000.00        | $1042339.04        | Private Label Collateralized Mortgage Obligations |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $50000.00          | $35587.31          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2018-B6       A-S    20511012 FLT | 2051-10-12      | 4.4410%  | 0.0000% | $89000.00          | $85763.97          | Private Label Collateralized Mortgage Obligations |
| WALMART INC                    SR GLBL NT 26       | 2026-09-17      | 1.0500%  | 0.0000% | $2000.00           | $1949.73           | Corporate Debt Securities                         |
| WELLS FARGO COM MTG TR 2015-P2 B      20481217 4.2 | 2048-12-17      | 4.2550%  | 0.0000% | $300000.00         | $299346.43         | Private Label Collateralized Mortgage Obligations |
| REGIONAL MTG ISS TR 2021-1     C      20310317 3.0 | 2031-03-17      | 3.0400%  | 0.0000% | $720000.00         | $715863.04         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-3 A-3    20690425 FLT | 2069-04-25      | 6.8450%  | 0.0000% | $830000.00         | $534759.92         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 5.574%072529     | 2029-07-25      | 5.5740%  | 0.0000% | $3078000.00        | $3206950.76        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $927000.00         | $938267.63         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               EXTND GLBL 29       | 2029-05-22      | 4.1840%  | 0.0000% | $300000.00         | $306019.07         | Corporate Debt Securities                         |
| GC TREAS CTR CO LTD            FR 2.98%031831      | 2031-03-18      | 2.9800%  | 0.0000% | $751000.00         | $696092.30         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $2377000.00        | $2390430.05        | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R01         1B-2   20411025 FLT | 2041-10-25      | 10.3484% | 0.0000% | $970000.00         | $1011460.54        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCPT 2021-MTG2  A19    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $500000.00         | $287643.15         | Private Label Collateralized Mortgage Obligations |
| OWL ROCK CLO LLC 2023-13       A      20350920 FLT | 2035-09-20      | 6.8689%  | 0.0000% | $1000000.00        | $1013446.19        | Asset-Backed Securities                           |
| MICROSOFT CORP                 SR GLBL NT 52       | 2052-03-17      | 2.9210%  | 0.0000% | $396000.00         | $268077.94         | Corporate Debt Securities                         |
| HARLEY-DAVIDSON TR 2024-B      A-3    20290715 4.3 | 2029-07-15      | 4.3100%  | 0.0000% | $10000.00          | $10036.31          | Asset-Backed Securities                           |
| HANOVER INS GROUP INC          SR GLBL NT5.5%35    | 2035-09-01      | 5.5000%  | 0.0000% | $13007000.00       | $13053203.75       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        SR GLBL NT 30       | 2030-05-14      | 5.4920%  | 0.0000% | $3000.00           | $3172.97           | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM4            M-1    20550225 FLT | 2055-02-25      | 6.1680%  | 0.0000% | $1268000.00        | $1285624.36        | Private Label Collateralized Mortgage Obligations |
| STARWD MRTG RES TR 2022-1      A-1    20661225 FLT | 2066-12-25      | 2.4470%  | 0.0000% | $2560703.00        | $1506323.01        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2020-1     A-3    20500225 FLT | 2050-02-25      | 2.5620%  | 0.0000% | $1300000.00        | $700727.89         | Private Label Collateralized Mortgage Obligations |
| CATERPILLAR FINL SVCS MTNS BE  FR 0.8%111325       | 2025-11-13      | 0.8000%  | 0.0000% | $349000.00         | $347284.86         | Corporate Debt Securities                         |
| CONN AVE SECS 2019-R05         1B-1   20390725 FLT | 2039-07-25      | 8.5629%  | 0.0000% | $4223309.00        | $2580438.63        | Private Label Collateralized Mortgage Obligations |
| OVINTIV INC                    GLBL NT 6.25%33     | 2033-07-15      | 6.2500%  | 0.0000% | $722000.00         | $757225.58         | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT5.4%32    | 2032-03-15      | 5.4000%  | 0.0000% | $33000.00          | $35067.12          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49       | 2049-10-01      | 4.8750%  | 0.0000% | $220000.00         | $190269.57         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 41       | 2041-10-21      | 2.6250%  | 0.0000% | $64000.00          | $46223.57          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 32       | 2032-04-14      | 5.9500%  | 0.0000% | $200000.00         | $206848.50         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 36       | 2036-08-08      | 3.4500%  | 0.0000% | $312000.00         | $283674.30         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     M3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $154000.00         | $138677.67         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA3 M-2    20431125 FLT | 2043-11-25      | 7.6984%  | 0.0000% | $11000000.00       | $11613496.15       | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SUB NT 5.576%36     | 2036-07-23      | 5.5760%  | 0.0000% | $17000.00          | $17477.29          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 30       | 2030-03-01      | 5.2500%  | 0.0000% | $57000.00          | $60447.74          | Corporate Debt Securities                         |
| KKR CLO 22                     D      20310721 FLT | 2031-07-21      | 7.6871%  | 0.0000% | $2501878.00        | $2530568.77        | Asset-Backed Securities                           |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $60000.00          | $57169.13          | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.975%041129     | 2029-04-11      | 3.9750%  | 0.0000% | $288000.00         | $291414.96         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2022-7        1-A-2  20521225 FLT | 2052-12-25      | 3.0000%  | 0.0000% | $200000.00         | $147833.70         | Private Label Collateralized Mortgage Obligations |
| JOHN DEERE CAPITAL CORPORATION FR 4.7%061030       | 2030-06-10      | 4.7000%  | 0.0000% | $25000.00          | $25923.10          | Corporate Debt Securities                         |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $18500000.00       | $3694328.71        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-AFC1          A-2    20590325 FLT | 2059-03-25      | 6.6360%  | 0.0000% | $610000.00         | $385532.17         | Private Label Collateralized Mortgage Obligations |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $4000.00           | $1763.42           | Asset-Backed Securities                           |
| STORE MSTR FDG I-VII 2018-1    A-2    20481020 4.2 | 2048-10-20      | 4.2900%  | 0.0000% | $1300000.00        | $1171374.16        | Private Label Collateralized Mortgage Obligations |
| NOVARTIS CAPITAL CORP          SR GLBL NT 3%25     | 2025-11-20      | 3.0000%  | 0.0000% | $4937000.00        | $4963956.02        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $32000.00          | $33337.03          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 3%26     | 2026-06-01      | 3.0000%  | 0.0000% | $1509000.00        | $1501927.82        | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2024-9   A-1    20360421 FLT | 2036-04-21      | 6.4255%  | 0.0000% | $2000000.00        | $2019261.90        | Asset-Backed Securities                           |
| AMPHENOL CORP                  SR GLBL NT 34       | 2034-04-05      | 5.2500%  | 0.0000% | $2000.00           | $2115.52           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 29       | 2029-03-15      | 4.3500%  | 0.0000% | $30000.00          | $30537.80          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL50    | 2050-05-01      | 5.8050%  | 0.0000% | $1489000.00        | $1476756.70        | Corporate Debt Securities                         |
| CONNECTICUT AVE SEC 2022-R05   2B-1   20420425 FLT | 2042-04-25      | 8.8484%  | 0.0000% | $10000000.00       | $10490441.54       | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT4.2%50    | 2050-03-25      | 4.2000%  | 0.0000% | $1160000.00        | $988861.33         | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R03         1B-2   20411226 FLT | 2041-12-26      | 9.8484%  | 0.0000% | $630000.00         | $656824.31         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2021-J2            A-31   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1817161.00        | $1123104.86        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-LC25  B      20591217 FLT | 2059-12-17      | 4.4713%  | 0.0000% | $15000.00          | $14575.00          | Private Label Collateralized Mortgage Obligations |
| PSMC TRUST 2021-1              A-11   20510325 FLT | 2051-03-25      | 2.5000%  | 0.0000% | $2000000.00        | $1036540.13        | Private Label Collateralized Mortgage Obligations |
| SPRINT CORP                    SR GLBL NT 26       | 2026-03-01      | 7.6250%  | 0.0000% | $604000.00         | $629839.96         | Corporate Debt Securities                         |
| ONEOK PARTNERS LP              SR GLBL NT 36       | 2036-10-01      | 6.6500%  | 0.0000% | $25000.00          | $27835.72          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-02-13      | 4.5500%  | 0.0000% | $878000.00         | $880205.73         | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2019-2        B-2    20490325 FLT | 2049-03-25      | 6.2860%  | 0.0000% | $1100000.00        | $1130805.62        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-05-07      | 4.9520%  | 0.0000% | $45000.00          | $46569.88          | Corporate Debt Securities                         |
| CHASE HME LND MRG TR 2024-8    A-4-A  20550825 FLT | 2055-08-25      | 5.5000%  | 0.0000% | $132981.00         | $85001.55          | Private Label Collateralized Mortgage Obligations |
| EVERSOURCE ENERGY              GLBL -W NT 32       | 2032-03-01      | 3.3750%  | 0.0000% | $2000.00           | $1870.86           | Corporate Debt Securities                         |

### Security 697: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.380000%
- **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: ARP1AJ355, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1AJ355
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3485488.89        | Agency Debentures and Agency Strips |
| FNMS 04.000 CLAS0419     | 2043-09-01      | 4.0000%  | 0.0000% | $6773028.00        | $1030078.83        | Agency Mortgage-Backed Securities   |
| FNMS 02.500 I6BF0716     | 2063-03-01      | 2.5000%  | 0.0000% | $13107320.00       | $9153314.85        | Agency Mortgage-Backed Securities   |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11281191.70       | Agency Debentures and Agency Strips |
| 2.625 FHLB 25 TW         | 2025-09-12      | 2.6250%  | 0.0000% | $25000.00          | $25284.20          | Agency Debentures and Agency Strips |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5585553.33        | Agency Debentures and Agency Strips |
| FKAR 04.250 WNWN2623     | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $3001876.67        | Agency Mortgage-Backed Securities   |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2278539.17        | Agency Debentures and Agency Strips |
| FNMS 06.000 CLCB6093     | 2053-04-01      | 6.0000%  | 0.0000% | $3287036.00        | $2478111.93        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAS8121     | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15766219.35       | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2025-09-23      | 0.3750%  | 0.0000% | $13000.00          | $12985.92          | Agency Debentures and Agency Strips |
| FNMS 03.500 I4BF0103     | 2056-06-01      | 3.5000%  | 0.0000% | $7876840.00        | $2714874.10        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLBC1438     | 2046-07-01      | 3.5000%  | 0.0000% | $59742535.00       | $16404448.26       | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCA2776     | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2422972.56        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCB6510     | 2053-06-01      | 4.5000%  | 0.0000% | $35790860.00       | $29793480.59       | Agency Mortgage-Backed Securities   |
| TVIN 03/15/36            | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $2981178.49        | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $21128792.22       | Agency Debentures and Agency Strips |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13547220.00       | Agency Debentures and Agency Strips |
| TVIN 03/15/33            | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1762641.27        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $12434000.00       | $13721478.53       | Agency Debentures and Agency Strips |
| FNMS 06.500 CLDA4246     | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $3691054.72        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDA5003     | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $254728.69         | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB3788     | 2054-05-01      | 6.0000%  | 0.0000% | $1311838.00        | $1217742.91        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB0970     | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $9810292.00        | Agency Mortgage-Backed Securities   |
| FHDN 12/10/25            | 2025-12-10      | 0.0000%  | 0.0000% | $1330000.00        | $1314450.97        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $728830.37         | Agency Debentures and Agency Strips |
| 3.125 FHLB 37 AW         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3317312.09        | Agency Debentures and Agency Strips |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6400934.55        | Agency Debentures and Agency Strips |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4851968.75        | Agency Debentures and Agency Strips |
| FNMS 05.500 CLCB7300     | 2053-10-01      | 5.5000%  | 0.0000% | $8919000.00        | $8023578.62        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAS6343     | 2045-12-01      | 3.5000%  | 0.0000% | $68000000.00       | $19616244.69       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB5471     | 2053-01-01      | 6.0000%  | 0.0000% | $42960945.00       | $34873335.77       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB9008     | 2054-08-01      | 6.0000%  | 0.0000% | $200811352.00      | $188341806.01      | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB9499     | 2054-08-01      | 6.0000%  | 0.0000% | $7160000.00        | $7049518.40        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5674     | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $925701.35         | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLFS3441     | 2052-12-01      | 6.0000%  | 0.0000% | $23106951.00       | $17656641.02       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBY4782     | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $14455088.03       | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLFS2525     | 2052-08-01      | 4.5000%  | 0.0000% | $37542808.00       | $27934803.82       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDB5991     | 2054-06-01      | 6.0000%  | 0.0000% | $1366653.00        | $1343806.01        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2736098.40        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6094913.76        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $487183.64         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $617993.13         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6119032.50        | Agency Debentures and Agency Strips |
| FNMS 03.500 CLAL8746     | 2046-06-01      | 3.5000%  | 0.0000% | $79870940.00       | $16414841.55       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLAK7464     | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2177079.25        | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2026-06-23      | 4.3750%  | 0.0000% | $1000000.00        | $1010793.83        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $475313.58         | Agency Debentures and Agency Strips |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $83576.09          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $30000000.00       | $23453766.67       | Agency Debentures and Agency Strips |
| FNMS 05.000 CLCB8982     | 2054-08-01      | 5.0000%  | 0.0000% | $7420515.00        | $6845405.70        | Agency Mortgage-Backed Securities   |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $42000000.00       | $43434338.51       | Agency Debentures and Agency Strips |
| 6.750 TVPR GB 25 E       | 2025-11-01      | 0.0000%  | 0.0000% | $663000.00         | $658034.13         | Agency Debentures and Agency Strips |
| TVIN 09/15/27            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1215037.07        | Agency Debentures and Agency Strips |
| 3.625 FHLB 37 BE         | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6196289.81        | Agency Debentures and Agency Strips |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16968270.53       | Agency Debentures and Agency Strips |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $575474.74         | Agency Debentures and Agency Strips |
| 3.125 FHLB 25 ZG         | 2025-09-12      | 3.1250%  | 0.0000% | $360000.00         | $365006.35         | Agency Debentures and Agency Strips |
| TVIN 10/01/27            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $288241.20         | Agency Debentures and Agency Strips |
| FNMS 04.500 CLBN0893     | 2048-11-01      | 4.5000%  | 0.0000% | $35834928.00       | $6037927.56        | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBK3182     | 2048-03-01      | 4.0000%  | 0.0000% | $7955011.00        | $2182073.34        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBW3929     | 2052-08-01      | 5.0000%  | 0.0000% | $7636467.00        | $4576471.76        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCA0244     | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12522731.92       | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLAB4604     | 2042-03-01      | 4.0000%  | 0.0000% | $19249671.00       | $1263130.45        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC7035     | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $8436803.73        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLBE3698     | 2047-06-01      | 4.5000%  | 0.0000% | $26807652.00       | $7305683.80        | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCB3795     | 2052-06-01      | 3.5000%  | 0.0000% | $100006429.00      | $72029370.38       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLBW9461     | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $3273304.12        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1766326.95        | Agency Mortgage-Backed Securities   |
| 6.750 TVBD GB 25 E       | 2025-11-01      | 6.7500%  | 0.0000% | $34000.00          | $34863.09          | Agency Debentures and Agency Strips |
| FNMS 05.500 CLFS3992     | 2053-02-01      | 5.5000%  | 0.0000% | $140308589.00      | $107847951.31      | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCA2339     | 2048-09-01      | 4.5000%  | 0.0000% | $123583786.00      | $27034394.56       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB5700     | 2053-02-01      | 6.0000%  | 0.0000% | $40632765.00       | $31285526.11       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLBW9762     | 2053-05-01      | 5.5000%  | 0.0000% | $20554607.00       | $15453163.45       | Agency Mortgage-Backed Securities   |
| Freddie Mac              | 2032-10-29      | 1.5000%  | 0.0000% | $10000000.00       | $8392300.00        | Agency Debentures and Agency Strips |
| FNMS 04.500 CLAS9828     | 2047-06-01      | 4.5000%  | 0.0000% | $25759432.00       | $6630067.79        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $397967.39         | Agency Debentures and Agency Strips |
| FHDN 10/17/25            | 2025-10-17      | 0.0000%  | 0.0000% | $1920000.00        | $1909050.24        | Agency Debentures and Agency Strips |
| FNMS 05.000 CLBW4951     | 2053-02-01      | 5.0000%  | 0.0000% | $14182467.00       | $10709222.03       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBW9912     | 2052-10-01      | 5.0000%  | 0.0000% | $15754221.00       | $10929187.19       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $20553833.33       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4456683.33        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-04-21      | 1.9800%  | 0.0000% | $6500000.00        | $5089370.00        | Agency Debentures and Agency Strips |
| FNMS 05.500 CLDE0229     | 2055-06-01      | 5.5000%  | 0.0000% | $2612587.00        | $2644988.90        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFS7501     | 2054-03-01      | 5.5000%  | 0.0000% | $131558546.00      | $114359691.88      | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCB7952     | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8524099.71        | Agency Mortgage-Backed Securities   |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5227950.83        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2025-10-27      | 0.5400%  | 0.0000% | $25000.00          | $24893.00          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-05-19      | 3.3000%  | 0.0000% | $10000000.00       | $9632566.67        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2031-03-15      | 0.0000%  | 0.0000% | $2580000.00        | $2070372.60        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4491033.33        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $4918293.60        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2032-07-15      | 0.0000%  | 0.0000% | $26964000.00       | $20199622.21       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-10-29      | 1.3000%  | 0.0000% | $4620000.00        | $3817660.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8594677.78        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2041-09-16      | 3.3100%  | 0.0000% | $7120000.00        | $5786331.04        | Agency Debentures and Agency Strips |
| TVIN 03/15/26            | 2026-03-15      | 0.0000%  | 0.0000% | $2051000.00        | $2005139.64        | Agency Debentures and Agency Strips |
| FNMS 04.500 CLBJ4625     | 2048-02-01      | 4.5000%  | 0.0000% | $13000000.00       | $1949261.25        | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLDC3838     | 2054-11-01      | 5.0000%  | 0.0000% | $12552637.00       | $12259414.15       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDD0835     | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $2075398.85        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLBJ7223     | 2048-10-01      | 4.5000%  | 0.0000% | $11420645.00       | $3016623.00        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 I4BF0268     | 2058-05-01      | 4.5000%  | 0.0000% | $72000000.00       | $22271055.64       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLCB7307     | 2053-10-01      | 6.5000%  | 0.0000% | $6654847.00        | $5588869.48        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB8343     | 2054-04-01      | 6.0000%  | 0.0000% | $63162356.00       | $54899472.09       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB9057     | 2054-08-01      | 6.0000%  | 0.0000% | $176756415.00      | $168258005.33      | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCB1107     | 2046-07-01      | 2.0000%  | 0.0000% | $75398000.00       | $48082633.03       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLFS4522     | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $180521.87         | Agency Mortgage-Backed Securities   |
| 4.75 FHLB 25 35          | 2025-12-12      | 4.7500%  | 0.0000% | $770000.00         | $778841.70         | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9168230.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6310296.42        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-22      | 1.9800%  | 0.0000% | $21340000.00       | $16291702.90       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-04-12      | 2.9000%  | 0.0000% | $10000000.00       | $9452761.11        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2025-10-28      | 1.9500%  | 0.0000% | $50000.00          | $50132.71          | Agency Debentures and Agency Strips |
| FNAR XX.XXX SOBM7224     | 2053-06-01      | 5.0930%  | 0.0000% | $15367011.00       | $13449929.87       | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLBM1501     | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $22342403.28       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2025-12-19      | 4.2500%  | 0.0000% | $227000.00         | $228780.56         | Agency Debentures and Agency Strips |
| FNMS 05.000 CLBT8277     | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4467879.58        | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLCA3717     | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $38206829.20       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLBY7307     | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $597621.18         | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLCB6705     | 2053-07-01      | 6.5000%  | 0.0000% | $28926348.00       | $22599783.25       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBX6752     | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1124415.14        | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLBV2617     | 2052-07-01      | 4.5000%  | 0.0000% | $6319838.00        | $4581199.41        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLBX8127     | 2053-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $40935155.50       | Agency Mortgage-Backed Securities   |
| FNMS 03.500 I4BF0126     | 2056-07-01      | 3.5000%  | 0.0000% | $127063369.00      | $38206255.26       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5254562.50        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1387238.13        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6585018.75        | Agency Debentures and Agency Strips |
| FNMS 03.000 CLBV4151     | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $18355323.93       | Agency Mortgage-Backed Securities   |
| TVIN 12/15/31            | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $322808.49         | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY   | 2054-02-15      | 2.1250%  | 0.0000% | $211200.00         | $200059.08         | U.S. Treasuries (including strips)  |
| TVIN 01/15/34            | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $314559.71         | Agency Debentures and Agency Strips |
| TVIN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $1578000.00        | $1539790.31        | Agency Debentures and Agency Strips |
| TVIN 01/15/37            | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1342341.23        | Agency Debentures and Agency Strips |
| TVIN 06/15/32            | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $496672.12         | Agency Debentures and Agency Strips |
| TVIN 03/15/32            | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $83405.74          | Agency Debentures and Agency Strips |
| FMAR 2B1701 G            | 2043-09-01      | 6.8360%  | 0.0000% | $24912280.00       | $910431.16         | Agency Mortgage-Backed Securities   |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $58935000.00       | $61596111.70       | Agency Debentures and Agency Strips |
| FNMS 04.000 CLAK6757     | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $11086366.22       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $5990746.75        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4514991.60        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6446285.44        | Agency Debentures and Agency Strips |
| 4.250 TVBD 52 A          | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $4034322.78        | Agency Debentures and Agency Strips |
| 3.315 FHLB 35 Y          | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11737372.45       | Agency Debentures and Agency Strips |
| FNMS 04.000 CLFS2841     | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $10313511.04       | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDA4708     | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $3288442.10        | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1925814.51        | Agency Debentures and Agency Strips |
| FHDN 10/29/25            | 2025-10-29      | 0.0000%  | 0.0000% | $3093000.00        | $3071172.70        | Agency Debentures and Agency Strips |
| FHDN 11/28/25            | 2025-11-28      | 0.0000%  | 0.0000% | $361000.00         | $357234.77         | Agency Debentures and Agency Strips |
| FNMS 03.500 CL890769     | 2046-11-01      | 3.5000%  | 0.0000% | $169074157.00      | $46399846.58       | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLCA1017     | 2048-01-01      | 4.5000%  | 0.0000% | $12186060.00       | $3542476.78        | Agency Mortgage-Backed Securities   |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $17058687.32       | Agency Debentures and Agency Strips |
| FNMS 05.000 CLCB8475     | 2054-05-01      | 5.0000%  | 0.0000% | $25697193.00       | $23137428.55       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLBW1398     | 2052-12-01      | 5.5000%  | 0.0000% | $15488062.00       | $13873777.91       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB4349     | 2052-08-01      | 5.0000%  | 0.0000% | $6620000.00        | $5119782.24        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLFS5204     | 2053-07-01      | 6.0000%  | 0.0000% | $28467894.00       | $23389812.67       | Agency Mortgage-Backed Securities   |
| FNMS 01.500 CLMA4181     | 2050-11-01      | 1.5000%  | 0.0000% | $49409000.00       | $26973200.75       | Agency Mortgage-Backed Securities   |

### Security 698: 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: ARP1AK4R3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1AK4R3
- **C.18 - Value (incl. sponsor support):** $99999083.00
- **C.18.a - Value (excl. sponsor support):** $99999083.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HSBC HLDGS PLC                 SR GLBL COCO 29     | 2029-03-03      | 5.3847%  | 0.0000% | $258000.00         | $262362.02         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL REGS NT 29     | 2029-03-12      | 4.8750%  | 0.0000% | $246000.00         | $255850.97         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $76000.00          | $65588.50          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT5.3%35    | 2035-05-15      | 5.3000%  | 0.0000% | $37000.00          | $38100.42          | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT5.4%30    | 2030-04-25      | 5.4000%  | 0.0000% | $5270000.00        | $5571496.70        | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 4.625%34      | 2034-03-01      | 4.6250%  | 0.0000% | $1000.00           | $989.27            | Corporate Debt Securities                         |
| WEIBO CORP                     SR GLBL NT 30       | 2030-07-08      | 3.3750%  | 0.0000% | $1625000.00        | $1543459.53        | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 29       | 2029-02-15      | 6.2500%  | 0.0000% | $565000.00         | $578170.46         | Corporate Debt Securities                         |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $184626.00         | $175839.59         | Private Label Collateralized Mortgage Obligations |
| CARS-DB4 LLP 2020-1            B-2    20500215 4.5 | 2050-02-15      | 4.5200%  | 0.0000% | $1367370.00        | $1328588.35        | Private Label Collateralized Mortgage Obligations |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 30       | 2030-03-13      | 4.3750%  | 0.0000% | $570000.00         | $583562.36         | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 1.75%26     | 2026-12-02      | 1.7500%  | 0.0000% | $497000.00         | $484683.93         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.4%26    | 2026-05-01      | 3.4000%  | 0.0000% | $3269000.00        | $3285915.26        | Corporate Debt Securities                         |
| CITIGRP COML MTG TR 2016-P4    A-2    20490712 2.4 | 2049-07-12      | 2.4500%  | 0.0000% | $323167.00         | $116398.27         | Private Label Collateralized Mortgage Obligations |
| PENN ENTERTAINMENT INC         SR GLBL 144A 27     | 2027-01-15      | 5.6250%  | 0.0000% | $536000.00         | $539122.20         | Corporate Debt Securities                         |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 26       | 2026-04-01      | 4.7500%  | 0.0000% | $1222000.00        | $1249321.20        | Corporate Debt Securities                         |
| MSDBTRUST 2017-712F            A      20390713 FLT | 2039-07-13      | 3.4265%  | 0.0000% | $43000.00          | $41345.62          | Private Label Collateralized Mortgage Obligations |
| BANCO DO BRASIL S A            FR 6.25%041830      | 2030-04-18      | 6.2500%  | 0.0000% | $1410000.00        | $1476683.21        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 30       | 2030-02-10      | 5.1250%  | 0.0000% | $20000.00          | $20537.90          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.627%110134     | 2034-11-01      | 6.6270%  | 0.0000% | $1320000.00        | $1497370.82        | Corporate Debt Securities                         |
| ALSEA SAB DE CV                GLBL REGS NT 26     | 2026-12-14      | 7.7500%  | 0.0000% | $1800000.00        | $1842994.50        | Corporate Debt Securities                         |
| HANWHA LIFE INS CO LTD         SB REGS NT6.3%55    | 2055-06-24      | 6.3000%  | 0.0000% | $800000.00         | $841892.00         | Corporate Debt Securities                         |
| MEITUAN                        SR GLBL REGS 30     | 2030-10-28      | 3.0500%  | 0.0000% | $6130000.00        | $5778636.91        | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 6.6571%  | 0.0000% | $2033000.00        | $2032164.18        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                   SR GLBL COCO 27     | 2027-09-13      | 6.2432%  | 0.0000% | $294000.00         | $301607.68         | Corporate Debt Securities                         |
| BBCMS MORTGAGE TRUST 2023-5C23 B      20561215 FLT | 2056-12-15      | 7.7032%  | 0.0000% | $28334.00          | $30326.77          | Private Label Collateralized Mortgage Obligations |
| BMO 2023-5C1 MTG TR            A-3    20560817 FLT | 2056-08-17      | 6.5340%  | 0.0000% | $34896.00          | $36938.71          | Private Label Collateralized Mortgage Obligations |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 30       | 2030-04-29      | 4.6250%  | 0.0000% | $2632000.00        | $2680841.15        | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $10000.00          | $10387.23          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29      | 2029-11-30      | 9.3750%  | 0.0000% | $1957000.00        | $2116920.33        | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT2.5%32    | 2032-11-15      | 2.5000%  | 0.0000% | $853000.00         | $706320.02         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 5%35     | 2035-07-23      | 5.0000%  | 0.0000% | $6541000.00        | $6656971.93        | Corporate Debt Securities                         |
| MAREX GROUP PLC                CR SEN SR GLBL28    | 2028-05-08      | 5.8290%  | 0.0000% | $200000.00         | $206366.55         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 54       | 2054-01-17      | 5.6640%  | 0.0000% | $138000.00         | $134197.82         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.249%052229     | 2029-05-22      | 5.2490%  | 0.0000% | $9211000.00        | $9483306.07        | Corporate Debt Securities                         |
| BENCHMARK  MTG TR 2025-V14     C      20570417 FLT | 2057-04-17      | 6.6030%  | 0.0000% | $506700.00         | $525398.58         | Private Label Collateralized Mortgage Obligations |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32     | 2032-06-15      | 7.0000%  | 0.0000% | $792000.00         | $836168.96         | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 30     | 2030-05-06      | 6.2500%  | 0.0000% | $4587000.00        | $4788085.16        | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 5.65%030926      | 2026-03-09      | 5.6500%  | 0.0000% | $329000.00         | $339837.44         | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC          SR GLBL REGS 28     | 2028-01-15      | 5.8750%  | 0.0000% | $6184000.00        | $6237309.52        | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS NT 31     | 2031-01-08      | 2.3000%  | 0.0000% | $5371000.00        | $4990885.38        | Corporate Debt Securities                         |
| AREIT LTD 2025-CRE10           C      20380719 FLT | 2038-07-19      | 6.4515%  | 0.0000% | $2429000.00        | $2417125.95        | Private Label Collateralized Mortgage Obligations |
| AIA GROUP LTD HONG KONG        SR REGS NT 27       | 2027-10-25      | 5.6250%  | 0.0000% | $200000.00         | $210079.00         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 31     | 2031-03-25      | 2.9580%  | 0.0000% | $1600000.00        | $1499397.87        | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 4.1%52      | 2052-03-15      | 4.1000%  | 0.0000% | $5145000.00        | $4043958.57        | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2023-NQM4     M-1    20630525 FLT | 2063-05-25      | 7.0648%  | 0.0000% | $177135.00         | $179219.67         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 2.572%102032     | 2032-10-20      | 2.5720%  | 0.0000% | $4631000.00        | $4176172.51        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 51     | 2051-02-15      | 3.7500%  | 0.0000% | $1104000.00        | $833893.52         | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    SR GLBL NT 6%35     | 2035-07-15      | 6.0000%  | 0.0000% | $2219000.00        | $2270377.25        | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 3.052%011331     | 2031-01-13      | 3.0520%  | 0.0000% | $795000.00         | $749207.82         | Corporate Debt Securities                         |
| BLACK KNIGHT INFOSERV LLC      SR GLBL 144A 28     | 2028-09-01      | 3.6250%  | 0.0000% | $9000.00           | $8719.21           | Corporate Debt Securities                         |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $3868000.00        | $3845726.77        | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $8346000.00        | $8469752.64        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $16000.00          | $15739.20          | Corporate Debt Securities                         |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34       | 2034-04-03      | 5.4380%  | 0.0000% | $267000.00         | $280030.70         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $23000.00          | $23273.45          | Corporate Debt Securities                         |
| INCREF LLC 2025-FL1            C      20421022 FLT | 2042-10-22      | 7.4422%  | 0.0000% | $105278.00         | $105737.01         | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS AMER INC           GLBL NT 5.227%34    | 2034-11-17      | 5.2270%  | 0.0000% | $439000.00         | $456033.13         | Corporate Debt Securities                         |
| CARS-DB4 LLP 2020-1            A-5    20500215 3.4 | 2050-02-15      | 3.4800%  | 0.0000% | $1754726.00        | $1671313.58        | Private Label Collateralized Mortgage Obligations |
| AT&T INC                       SR GLBL NT4.3%30    | 2030-02-15      | 4.3000%  | 0.0000% | $297000.00         | $297998.58         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.875%011526     | 2026-01-15      | 2.8750%  | 0.0000% | $4333000.00        | $4318544.63        | Corporate Debt Securities                         |
| BANK5 2023-5YR4                B      20561215 FLT | 2056-12-15      | 7.8582%  | 0.0000% | $1610132.00        | $1736672.10        | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $200000.00         | $212305.11         | Corporate Debt Securities                         |

### Security 699: 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: ARP1AK691, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1AK691
- **C.18 - Value (incl. sponsor support):** $699995331.00
- **C.18.a - Value (excl. sponsor support):** $699995331.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| DOW CHEMICAL CO                FR 5.75%111554   | 2054-11-15      | 5.7500%  | 0.0000% | $35000.00          | $32798.54          | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.786%011333  | 2033-01-13      | 5.7860%  | 0.0000% | $2000000.00        | $2105026.44        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.194%072330  | 2030-07-23      | 3.1940%  | 0.0000% | $3593000.00        | $3463666.37        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $5917000.00        | $6708925.36        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.482%092136  | 2036-09-21      | 2.4820%  | 0.0000% | $782000.00         | $684197.78         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.316%060636  | 2036-06-06      | 5.3160%  | 0.0000% | $3467000.00        | $3601365.90        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52    | 2052-03-15      | 4.2500%  | 0.0000% | $1000000.00        | $777481.11         | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 32   | 2032-06-15      | 6.6250%  | 0.0000% | $1000000.00        | $1118288.06        | Corporate Debt Securities |
| EQT CORP                       SR GLBL 144A 29  | 2029-01-15      | 4.5000%  | 0.0000% | $1433000.00        | $1437872.20        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 35    | 2035-02-01      | 4.8500%  | 0.0000% | $2077000.00        | $2036357.73        | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 30    | 2030-05-12      | 4.8750%  | 0.0000% | $4607000.00        | $4726687.94        | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2500-12-31      | 3.8500%  | 0.0000% | $83000.00          | $84233.29          | Corporate Debt Securities |
| JACKSON NATL LIFE GLOBAL FDG   FLT 144A NT 28   | 2028-01-14      | 5.3414%  | 0.0000% | $25000000.00       | $25229027.48       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $4064000.00        | $4385317.90        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.35%061545   | 2045-06-15      | 4.3500%  | 0.0000% | $29000.00          | $26409.19          | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 30    | 2030-04-15      | 4.0500%  | 0.0000% | $3007000.00        | $3021959.83        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $3835000.00        | $4226212.61        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $1474000.00        | $1266163.54        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 29    | 2029-08-15      | 3.2500%  | 0.0000% | $12305000.00       | $11792667.65       | Corporate Debt Securities |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55 | 2055-03-28      | 6.7000%  | 0.0000% | $13000.00          | $13642.66          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $2075000.00        | $2081640.58        | Corporate Debt Securities |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 29    | 2029-05-15      | 5.1250%  | 0.0000% | $1275000.00        | $1321047.33        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $30000.00          | $30269.61          | Corporate Debt Securities |
| OVINTIV INC                    SR GLBL NT6.5%34 | 2034-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $2113875.56        | Corporate Debt Securities |
| COLONIAL ENTERPRISES INC       SR 144A NT 35    | 2035-11-15      | 5.6270%  | 0.0000% | $8833000.00        | $8864616.50        | Corporate Debt Securities |
| EVERSOURCE ENERGY              GLBL -FF NT 31   | 2031-04-15      | 5.8500%  | 0.0000% | $640000.00         | $691683.20         | Corporate Debt Securities |
| CAIXABANK S A                  SNR NPF 144A 35  | 2035-06-15      | 6.0370%  | 0.0000% | $2880000.00        | $3075262.24        | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       JR SB DB 6.4%66  | 2066-12-15      | 6.9601%  | 0.0000% | $353000.00         | $341145.14         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $2722000.00        | $2838666.43        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT4.8%38 | 2038-08-15      | 4.8000%  | 0.0000% | $743000.00         | $701686.72         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47 | 2047-12-01      | 3.7500%  | 0.0000% | $910000.00         | $700332.97         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%57 | 2057-12-01      | 3.8000%  | 0.0000% | $1366000.00        | $962905.54         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 33  | 2033-04-15      | 3.4190%  | 0.0000% | $999000.00         | $926049.30         | Corporate Debt Securities |
| NEWS CORP NEW                  SR GLBL 144A 32  | 2032-02-15      | 5.1250%  | 0.0000% | $604000.00         | $598318.21         | Corporate Debt Securities |
| US BANCORP                     ALT TIER I PERP  | 2079-12-31      | 5.3000%  | 0.0000% | $7000.00           | $7103.72           | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 6%55  | 2055-03-15      | 6.0000%  | 0.0000% | $2050000.00        | $2134610.33        | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31 | 2031-03-15      | 1.5000%  | 0.0000% | $2641000.00        | $2305126.42        | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 5.9%28   | 2028-11-15      | 5.9000%  | 0.0000% | $647000.00         | $690345.41         | Corporate Debt Securities |
| HASBRO INC                     CR SEN SR GLBL29 | 2029-11-19      | 3.9000%  | 0.0000% | $12000.00          | $11857.36          | Corporate Debt Securities |
| JAB HLDGS B V                  SR 144A NT 51    | 2051-05-28      | 3.7500%  | 0.0000% | $5800000.00        | $3908209.17        | 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       | $11515034.11       | 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        | $3406778.99        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $1383000.00        | $984324.66         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $399000.00         | $411577.98         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.484%091636  | 2036-09-16      | 2.4840%  | 0.0000% | $4000000.00        | $3511828.00        | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL NT 35    | 2035-01-15      | 6.2500%  | 0.0000% | $945000.00         | $979661.55         | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    -2018C SNK BD 48 | 2048-11-01      | 5.2460%  | 0.0000% | $1926000.00        | $1572223.12        | Corporate Debt Securities |
| ONEOK INC NEW                  5.375%29         | 2029-06-01      | 5.3750%  | 0.0000% | $836000.00         | $872181.15         | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT3.2%41 | 2041-05-20      | 3.2000%  | 0.0000% | $8055000.00        | $6272509.05        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $1646000.00        | $1107794.58        | Corporate Debt Securities |
| KINROSS GOLD CORP              SR GLBL NT 33    | 2033-07-15      | 6.2500%  | 0.0000% | $3979000.00        | $4332688.89        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT4.4%49 | 2049-07-01      | 4.4000%  | 0.0000% | $2884000.00        | $2347601.64        | Corporate Debt Securities |
| META PLATFORMS INC             GLBL NT 4.45%52  | 2052-08-15      | 4.4500%  | 0.0000% | $2894000.00        | $2442219.27        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 36  | 2036-11-15      | 3.1870%  | 0.0000% | $350000.00         | $295356.91         | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT5.4%34 | 2034-05-21      | 5.4000%  | 0.0000% | $1029000.00        | $1075274.13        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          GLBL NT 2.618%32 | 2032-11-02      | 2.6180%  | 0.0000% | $4034000.00        | $3616232.91        | Corporate Debt Securities |
| ALTRIA GROUP INC               CR SEN SR GLBL39 | 2039-02-06      | 10.2000% | 0.0000% | $2101000.00        | $2983413.00        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 102324-102227 | 2027-10-22      | 5.0953%  | 0.0000% | $24970000.00       | $25119361.55       | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9638025.00        | Corporate Debt Securities |
| ACCIDENT FD INS CO OF AMER     144A NT 8.5%32   | 2032-08-01      | 8.5000%  | 0.0000% | $1750000.00        | $1753624.44        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $6976000.00        | $6776625.92        | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 36    | 2036-08-15      | 7.2500%  | 0.0000% | $25000.00          | $25787.99          | Corporate Debt Securities |
| NVR INC                        SR GLBL NT 3%30  | 2030-05-15      | 3.0000%  | 0.0000% | $1952000.00        | $1860386.13        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54 | 2054-09-01      | 6.7000%  | 0.0000% | $32000.00          | $33947.45          | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -N NT 48 | 2048-04-01      | 4.1500%  | 0.0000% | $248000.00         | $195962.44         | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL 144A 49  | 2049-04-01      | 4.5500%  | 0.0000% | $1992000.00        | $1704087.39        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 1.125%080327  | 2027-08-03      | 1.1250%  | 0.0000% | $10000.00          | $9464.33           | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 28    | 2028-03-27      | 5.0500%  | 0.0000% | $7074000.00        | $7322242.38        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.8%081547    | 2047-08-15      | 4.8000%  | 0.0000% | $50000.00          | $43249.83          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.9%121548    | 2048-12-15      | 4.9000%  | 0.0000% | $75000.00          | $65055.92          | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33    | 2033-06-05      | 5.7500%  | 0.0000% | $1125000.00        | $1185746.25        | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $19000000.00       | $18754756.44       | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-11-02      | 7.9640%  | 0.0000% | $9848000.00        | $11801971.22       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $1275000.00        | $986742.33         | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30 | 2030-04-01      | 4.2000%  | 0.0000% | $4990000.00        | $5063436.17        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%50 | 2050-04-01      | 3.6000%  | 0.0000% | $7579000.00        | $5344256.06        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-07-21      | 5.3730%  | 0.0000% | $255000.00         | $261314.18         | Corporate Debt Securities |
| EQT CORP                       SR GLBL 144A 27  | 2027-07-01      | 6.5000%  | 0.0000% | $17053000.00       | $17603167.68       | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $3998000.00        | $3275423.69        | Corporate Debt Securities |
| HCA INC.                       SR DEB 7.5%95    | 2095-11-15      | 7.5000%  | 0.0000% | $9000.00           | $9847.23           | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 32    | 2032-02-04      | 2.4500%  | 0.0000% | $7028000.00        | $6144309.04        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 081425-081327 | 2027-08-13      | 5.1115%  | 0.0000% | $25000000.00       | $25092334.60       | Corporate Debt Securities |
| AMFAM HOLDINGS INC             SR GLBL 144A 51  | 2051-03-11      | 3.8330%  | 0.0000% | $100000.00         | $65424.73          | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 35    | 2035-03-01      | 5.2500%  | 0.0000% | $1000.00           | $1047.59           | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT5.4%49 | 2049-03-15      | 5.4000%  | 0.0000% | $280000.00         | $253324.40         | Corporate Debt Securities |
| AKER BP ASA                    SR GLBL 144A 54  | 2054-10-01      | 5.8000%  | 0.0000% | $640000.00         | $590172.44         | Corporate Debt Securities |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL28 | 2028-09-01      | 4.7500%  | 0.0000% | $1479000.00        | $1515126.22        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.6%32 | 2032-06-01      | 5.6000%  | 0.0000% | $3388000.00        | $3592529.80        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $5570000.00        | $5302748.30        | Corporate Debt Securities |
| MAPLE GROVE FDG TR I           SR 144A NT 51    | 2051-08-15      | 4.1610%  | 0.0000% | $3108000.00        | $2132299.86        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD3.9%48 | 2048-03-01      | 3.9000%  | 0.0000% | $5310000.00        | $4266390.30        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT FXD/FLT 37 | 2037-12-28      | 5.3858%  | 0.0000% | $102000.00         | $87508.82          | Corporate Debt Securities |
| HP INC                         SR GLBL NT6.1%35 | 2035-04-25      | 6.1000%  | 0.0000% | $16500000.00       | $17631258.33       | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 42    | 2042-06-01      | 4.0500%  | 0.0000% | $4986000.00        | $4263478.74        | Corporate Debt Securities |
| NNN REIT INC                   SR GLBL NT4.6%31 | 2031-02-15      | 4.6000%  | 0.0000% | $10000.00          | $10106.41          | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30  | 2030-05-19      | 6.0000%  | 0.0000% | $92000.00          | $95630.93          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT35 | 2035-04-01      | 5.3500%  | 0.0000% | $6000000.00        | $6320575.00        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $14000.00          | $14131.23          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT33 | 2033-01-25      | 5.9000%  | 0.0000% | $11723000.00       | $12361460.63       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $430000.00         | $456455.99         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-07-01      | 5.7500%  | 0.0000% | $1000000.00        | $987953.89         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 0.8973%  | 0.0000% | $50000.00          | $44971.64          | Corporate Debt Securities |
| MARKEL GROUP INC               GLBL NT 6%54     | 2054-05-16      | 6.0000%  | 0.0000% | $2190000.00        | $2236179.80        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 34    | 2034-02-13      | 5.2500%  | 0.0000% | $11788000.00       | $12105018.61       | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.35%090826   | 2026-09-08      | 4.3500%  | 0.0000% | $16465000.00       | $16811464.76       | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%051530    | 2030-05-15      | 4.6000%  | 0.0000% | $3229000.00        | $3358737.63        | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT4.5%47 | 2047-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $1670100.00        | Corporate Debt Securities |
| OVINTIV INC                    SR NT 7.375%31   | 2031-11-01      | 7.3750%  | 0.0000% | $970000.00         | $1098858.30        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-09-01      | 2.7700%  | 0.0000% | $4467000.00        | $2702740.98        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 071224-011226 | 2026-01-12      | 4.8714%  | 0.0000% | $1438000.00        | $1448490.98        | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 50    | 2050-05-01      | 3.4500%  | 0.0000% | $1939000.00        | $1397724.92        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 062425-071526 | 2026-07-15      | 5.0281%  | 0.0000% | $24800000.00       | $25081817.94       | Corporate Debt Securities |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 27    | 2027-01-15      | 3.9500%  | 0.0000% | $435000.00         | $434668.43         | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $431000.00         | $327250.52         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.7%51 | 2051-02-04      | 3.7000%  | 0.0000% | $745000.00         | $522684.14         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-03-02      | 5.6500%  | 0.0000% | $9609000.00        | $9659727.52        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $3609000.00        | $3691900.74        | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67 | 2067-05-01      | 6.8580%  | 0.0000% | $188000.00         | $179577.04         | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 59    | 2059-08-01      | 3.9500%  | 0.0000% | $771000.00         | $541243.71         | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.3%54 | 2054-02-26      | 5.3000%  | 0.0000% | $1315000.00        | $1278155.89        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $2100000.00        | $2217161.33        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 35    | 2035-04-30      | 4.8750%  | 0.0000% | $4331000.00        | $4370691.81        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $98000.00          | $100458.55         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%032728   | 2028-03-27      | 0.9577%  | 0.0000% | $53000.00          | $46491.67          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.45%021434   | 2034-02-14      | 5.4500%  | 0.0000% | $25000.00          | $25040.52          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4.65%061542   | 2042-06-15      | 4.6500%  | 0.0000% | $32000.00          | $30736.91          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $2560000.00        | $2361841.78        | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT 29    | 2029-03-11      | 4.3750%  | 0.0000% | $1000000.00        | $1018596.67        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $263000.00         | $176568.41         | Corporate Debt Securities |
| ROCHE HOLDINGS INC             SR 144A NT 51    | 2051-12-13      | 2.6070%  | 0.0000% | $1045000.00        | $636241.63         | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT5.6%35 | 2035-04-15      | 5.6000%  | 0.0000% | $1762000.00        | $1848369.32        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-07-24      | 4.0320%  | 0.0000% | $11512000.00       | $9348434.72        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $19578000.00       | $12550063.59       | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%47 | 2047-05-11      | 4.1000%  | 0.0000% | $990000.00         | $752390.10         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $325000.00         | $194837.59         | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $84000.00          | $87809.68          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 35    | 2035-08-15      | 5.5500%  | 0.0000% | $8117000.00        | $8479620.21        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR NT 7%40       | 2040-06-15      | 7.0000%  | 0.0000% | $10680000.00       | $12187790.53       | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34    | 2034-07-01      | 6.3750%  | 0.0000% | $3135000.00        | $3151524.06        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT3.5%51 | 2051-04-01      | 3.5000%  | 0.0000% | $994000.00         | $694496.76         | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -O NT 51 | 2051-05-01      | 3.2500%  | 0.0000% | $346000.00         | $231007.86         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%46 | 2046-05-19      | 4.1000%  | 0.0000% | $500000.00         | $382984.44         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 31    | 2031-03-25      | 2.8750%  | 0.0000% | $2403000.00        | $2235579.65        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.75%061547   | 2047-06-15      | 4.7500%  | 0.0000% | $225000.00         | $191928.13         | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 37    | 2037-09-15      | 6.5000%  | 0.0000% | $2467000.00        | $2740963.09        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-10-23      | 5.0160%  | 0.0000% | $7098000.00        | $7195285.19        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 110217-011587 | 2087-01-15      | 5.5122%  | 0.0000% | $31560000.00       | $29330219.15       | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.1%50 | 2050-08-15      | 3.1000%  | 0.0000% | $28154000.00       | $18965816.98       | Corporate Debt Securities |
| EXELON CORP                    GLBL NT 5.875%55 | 2055-03-15      | 5.8750%  | 0.0000% | $1440000.00        | $1481472.80        | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 40 | 2040-09-01      | 5.7500%  | 0.0000% | $128000.00         | $131639.11         | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 35    | 2035-06-15      | 4.9500%  | 0.0000% | $370000.00         | $365480.45         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50  | 2050-10-01      | 2.9500%  | 0.0000% | $5000000.00        | $2904338.89        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $1141000.00        | $1174186.62        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 37  | 2037-10-15      | 7.0000%  | 0.0000% | $1500000.00        | $1781091.67        | Corporate Debt Securities |
| AVALONBAY CMNTYS INC           FR 2.9%101526    | 2026-10-15      | 2.9000%  | 0.0000% | $4285000.00        | $4273406.69        | Corporate Debt Securities |
| ZOETIS INC                     SR GLBL NT 5%35  | 2035-08-17      | 5.0000%  | 0.0000% | $2369000.00        | $2376030.67        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-02-06      | 5.6250%  | 0.0000% | $1447000.00        | $1496840.11        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $634000.00         | $456964.31         | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1440000.00        | $1165852.00        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 35    | 2035-08-15      | 5.6250%  | 0.0000% | $14432000.00       | $14893932.24       | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT 35    | 2035-03-23      | 4.7500%  | 0.0000% | $824000.00         | $808997.71         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%052645    | 2045-05-26      | 4.6000%  | 0.0000% | $699000.00         | $625453.55         | Corporate Debt Securities |
| WALMART INC                    3.95%38          | 2038-06-28      | 3.9500%  | 0.0000% | $585000.00         | $540506.69         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-07-23      | 5.3300%  | 0.0000% | $490000.00         | $502774.30         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.707%042228  | 2028-04-22      | 5.7070%  | 0.0000% | $4452000.00        | $4642559.08        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT6.2%35 | 2035-10-15      | 6.2000%  | 0.0000% | $950000.00         | $1040247.89        | Corporate Debt Securities |
| WESTROCK CO                    SR GLBL DEB 47   | 2047-03-01      | 7.5500%  | 0.0000% | $10000.00          | $11620.81          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46    | 2046-06-01      | 4.3750%  | 0.0000% | $3094000.00        | $2515373.87        | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT4.1%41 | 2041-10-15      | 4.1000%  | 0.0000% | $2092000.00        | $1690380.16        | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT5.5%35 | 2035-10-15      | 5.5000%  | 0.0000% | $1981000.00        | $2090149.80        | Corporate Debt Securities |
| BARCLAYS BANK PLC              FR 10.25%032133  | 2033-03-21      | 0.0000%  | 0.0000% | $3000.00           | $2017.82           | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $953000.00         | $839105.54         | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 28  | 2028-12-15      | 4.3750%  | 0.0000% | $1748000.00        | $1757077.46        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-10-19      | 7.7500%  | 0.0000% | $1743000.00        | $2073344.01        | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 4.758%090649  | 2049-09-06      | 4.7580%  | 0.0000% | $370000.00         | $316880.89         | Corporate Debt Securities |
| BPCE                           SUB 144A NT 32   | 2032-10-19      | 3.1160%  | 0.0000% | $2555000.00        | $2298125.98        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $30000.00          | $30185.59          | Corporate Debt Securities |
| BLACK HILLS CORP               SR GLBL NT 49    | 2049-10-15      | 3.8750%  | 0.0000% | $300000.00         | $223618.08         | Corporate Debt Securities |
| WELLS FARGO & CO               VR 012425-012428 | 2028-01-24      | 5.1575%  | 0.0000% | $13000.00          | $13110.15          | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 2%31  | 2031-02-15      | 2.0000%  | 0.0000% | $4590000.00        | $4053464.70        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 53    | 2053-03-01      | 5.6500%  | 0.0000% | $1779000.00        | $1675971.19        | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.3%47 | 2047-07-15      | 4.3000%  | 0.0000% | $1540000.00        | $1266704.76        | Corporate Debt Securities |
| INDEPENDENT BK CORP MASS       SUB GLBL NT 35   | 2035-04-01      | 7.2500%  | 0.0000% | $2500000.00        | $2639059.72        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37 | 2037-04-15      | 5.5000%  | 0.0000% | $807000.00         | $835114.53         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.7%34 | 2034-09-27      | 4.7000%  | 0.0000% | $18793000.00       | $18587112.24       | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 4.3750%  | 0.0000% | $45000.00          | $45865.79          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 31    | 2031-07-12      | 2.5000%  | 0.0000% | $2500000.00        | $2237034.72        | Corporate Debt Securities |
| EQUITABLE HLDGS INC            PERP SUB GLBL NT | 2500-12-31      | 4.9500%  | 0.0000% | $338000.00         | $340847.65         | Corporate Debt Securities |
| COCA COLA CONS INC             SR GLBL NT 29    | 2029-06-01      | 5.2500%  | 0.0000% | $20000.00          | $20924.67          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.676%061941  | 2041-06-19      | 2.6760%  | 0.0000% | $11876000.00       | $8657524.82        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $56000.00          | $55211.36          | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT2.5%51 | 2051-05-15      | 2.5000%  | 0.0000% | $555000.00         | $325725.18         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $625000.00         | $432043.06         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 29    | 2029-01-15      | 5.1250%  | 0.0000% | $2731000.00        | $2844838.70        | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $1841000.00        | $1903909.02        | Corporate Debt Securities |
| HASBRO INC                     SR GLBL NT 34    | 2034-05-14      | 6.0500%  | 0.0000% | $5250000.00        | $5571645.62        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-04-04      | 5.9500%  | 0.0000% | $2245000.00        | $2363435.60        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-24      | 3.1020%  | 0.0000% | $18243000.00       | $16628509.70       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.8%30 | 2030-03-15      | 3.8000%  | 0.0000% | $6000.00           | $6003.19           | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46 | 2046-04-20      | 5.2500%  | 0.0000% | $50000.00          | $50903.12          | Corporate Debt Securities |
| 3M CO                          FR 4%091448      | 2048-09-14      | 4.0000%  | 0.0000% | $8955000.00        | $7263788.55        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL COCO 28  | 2028-01-10      | 4.3370%  | 0.0000% | $15057000.00       | $15137451.64       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-01      | 2.7500%  | 0.0000% | $858000.00         | $852868.21         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-04      | 2.1960%  | 0.0000% | $4950000.00        | $4905623.25        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.875%120945  | 2045-12-09      | 4.8750%  | 0.0000% | $1144000.00        | $1053055.81        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 54    | 2054-03-15      | 5.7500%  | 0.0000% | $309000.00         | $313710.53         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.572%021131  | 2031-02-11      | 2.5720%  | 0.0000% | $6580000.00        | $6107990.28        | Corporate Debt Securities |

### Security 700: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AK832, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AK832
- **C.18 - Value (incl. sponsor support):** $800726448.00
- **C.18.a - Value (excl. sponsor support):** $800726448.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| FIRST TR EXCH TRADED FD III    ULTRA SHT DUR MU | 2500-12-31      | N/A      | 0.0000% | $43009.00          | $864910.99         | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE TECH LEAD | 2500-12-31      | N/A      | 0.0000% | $6980.00           | $260005.00         | Equities   |
| SCHWAB STRATEGIC TR            SHT TM US TRES   | 2500-12-31      | N/A      | 0.0000% | $1640220.00        | $40004965.80       | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $951.00            | $72295.02          | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $67064.00          | $40005017.28       | Equities   |
| SIX FLAGS ENTERTAINMENT CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $212024.00         | $4912596.08        | Equities   |
| SUPER MICRO COMPUTER INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $237358.00         | $10436631.26       | Equities   |
| PROSHARES TR                   PSHS ULSHT 7-10Y | 2500-12-31      | N/A      | 0.0000% | $5105.00           | $114571.52         | Equities   |
| MADISON ETFS TRUST             SHORT TERM STRAT | 2500-12-31      | N/A      | 0.0000% | $1412.00           | $29186.04          | Equities   |
| ISHARES TR                     GLOB INDSTRL ETF | 2500-12-31      | N/A      | 0.0000% | $12754.00          | $2174301.92        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2030 | 2500-12-31      | N/A      | 0.0000% | $3876.00           | $97093.80          | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $16842.00          | $985088.58         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $2855.00           | $96173.82          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8070.00           | $566191.20         | Equities   |
| AMERICAN CENTY ETF TR          MULTISECTOR FLOA | 2500-12-31      | N/A      | 0.0000% | $1126.00           | $57189.54          | Equities   |
| EA SERIES TRUST                STRIVE NATURAL   | 2500-12-31      | N/A      | 0.0000% | $8256.00           | $311424.58         | Equities   |
| SPDR SERIES TRUST              GLB DOW ETF      | 2500-12-31      | N/A      | 0.0000% | $13988.00          | $2201967.18        | Equities   |
| MONOLITHIC PWR SYS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $170.00            | $145938.20         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $167896.00         | $40004579.92       | Equities   |
| SPDR INDEX SHS FDS             S&P INTL SMLCP   | 2500-12-31      | N/A      | 0.0000% | $33093.00          | $1302540.48        | Equities   |
| ISHARES TR                     GL TIMB FORE ETF | 2500-12-31      | N/A      | 0.0000% | $156.00            | $11827.62          | Equities   |
| PEPGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $262680.00         | $320469.60         | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $97842.00          | $189813.48         | Equities   |
| GMS INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $308.00            | $33833.80          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INTL EQUITY OPP  | 2500-12-31      | N/A      | 0.0000% | $8763.00           | $516359.78         | Equities   |
| RBB FUND TRUST                 TWEEDY BROWNE    | 2500-12-31      | N/A      | 0.0000% | $96679.00          | $1184317.75        | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $46460.00          | $18056214.40       | Equities   |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $219040.00         | $4665552.00        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $15688.00          | $1819808.00        | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $8779.00           | $1246354.63        | Equities   |
| ISHARES TR                     IBONDS OCT 2031  | 2500-12-31      | N/A      | 0.0000% | $360.00            | $9590.51           | Equities   |
| GENMAB A/S                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $745404.00         | $18717094.44       | Equities   |
| GRUPO SUPERVIELLE S.A.         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $111270.00         | $885709.20         | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $25593.00          | $58863.90          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $36461.00          | $3102466.49        | Equities   |
| ALTO NEUROSCIENCE INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $210212.00         | $800907.72         | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $574738.00         | $1011538.88        | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $609285.00         | $16810173.15       | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II UNIT KING ALPH   | 2500-12-31      | N/A      | 0.0000% | $5122.00           | $244372.16         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE CANADA      | 2500-12-31      | N/A      | 0.0000% | $10183.00          | $444018.51         | Equities   |
| FIRST TR EXCHANGE-TRADED ALPHA COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3945.00           | $490653.85         | Equities   |
| FLEXSHARES TR                  ESG & CLM INVEST | 2500-12-31      | N/A      | 0.0000% | $2444.00           | $101120.50         | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $3353.00           | $675964.80         | Equities   |
| INVESCO EXCH TRADED FD TR II   FLOATING RATE MU | 2500-12-31      | N/A      | 0.0000% | $5791.00           | $143906.93         | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $381912.00         | $21131190.96       | Equities   |
| ISHARES TR                     SELF DRIVNG EV   | 2500-12-31      | N/A      | 0.0000% | $1671.00           | $59704.83          | Equities   |
| DBX ETF TR                     XTRACKERS ARTIFI | 2500-12-31      | N/A      | 0.0000% | $27035.00          | $1060769.59        | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 1 5 YE | 2500-12-31      | N/A      | 0.0000% | $2706.00           | $139710.78         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $974016.00         | $16129704.96       | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $424446.00         | $5878577.10        | Equities   |
| ALLSTATE CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $7143.00           | $1455457.68        | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $85347.00          | $405398.25         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $629210.00         | $40005171.80       | Equities   |
| KRANESHARES TRUST              ASIA PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $70907.27          | Equities   |
| FIDELITY COVINGTON TRUST       DIVID ETF RISI   | 2500-12-31      | N/A      | 0.0000% | $757.00            | $43520.38          | Equities   |
| FRANKLIN ETF TR                SHRT DUR US GOVT | 2500-12-31      | N/A      | 0.0000% | $3638.00           | $331185.33         | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $31113.00          | $2506152.15        | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $2672.00           | $161388.80         | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS U S PFD S | 2500-12-31      | N/A      | 0.0000% | $109.00            | $5565.57           | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA EME   | 2500-12-31      | N/A      | 0.0000% | $46398.00          | $1795602.60        | Equities   |
| NEXTERA ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $143599.00         | $10352051.91       | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $15567.00          | $935576.70         | Equities   |
| FOOT LOCKER INC                COM              | 2500-12-31      | N/A      | 0.0000% | $32431.00          | $812720.86         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1191680.00        | $40004697.60       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $9304.00           | $862946.00         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $7285.00           | $262142.71         | Equities   |
| HARBOR ETF TRUST               DISCIPLINED BOND | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $54796.95          | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $842755.00         | $6851598.15        | Equities   |
| BOEING CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $10337.00          | $2441185.92        | Equities   |
| BAIDU INC                      SPON ADR REP A   | 2500-12-31      | N/A      | 0.0000% | $38341.00          | $3487880.77        | Equities   |
| BENITEC BIOPHARMA INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $88358.00          | $1151304.74        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD NON C | 2500-12-31      | N/A      | 0.0000% | $1440.00           | $55298.02          | Equities   |
| DROPBOX INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $358966.00         | $10383091.55       | Equities   |
| ETF SER SOLUTIONS              US GBL GLD PRE   | 2500-12-31      | N/A      | 0.0000% | $32168.00          | $1045138.32        | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $356174.00         | $11301401.02       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $12416.00          | $684403.44         | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $327989.00         | $18436261.69       | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $381668.00         | $20278020.84       | Equities   |
| BLACKROCK ETF TRUST II         ISHARES TOTAL RE | 2500-12-31      | N/A      | 0.0000% | $17811.00          | $903291.99         | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $4140960.00        | $4099550.40        | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $490020.00         | $40005232.80       | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $49832.00          | $514764.56         | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5502768.00        | $40005123.36       | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $12587.00          | $316059.57         | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $798504.00         | $40005050.40       | Equities   |
| ISHARES TR                     COPPER & METALS  | 2500-12-31      | N/A      | 0.0000% | $20335.00          | $652840.94         | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $1570.00           | $370865.40         | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $70159.00          | $2249999.13        | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $581077.00         | $17135960.73       | Equities   |
| ISHARES TR                     ISHS 5-10YR INVT | 2500-12-31      | N/A      | 0.0000% | $220022.00         | $11818481.73       | Equities   |
| HARBOR ETF TRUST               INTERNATNAL COMP | 2500-12-31      | N/A      | 0.0000% | $46213.00          | $1358200.07        | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $630080.00         | $1335769.60        | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $48776.00          | $501905.04         | Equities   |
| WISDOMTREE TR                  CORE LADDERED MU | 2500-12-31      | N/A      | 0.0000% | $1134.00           | $28729.89          | Equities   |
| PGIM ETF TR                    MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $917.00            | $45946.29          | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $18527.00          | $908193.54         | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $96277.00          | $4872578.97        | Equities   |
| JANUS DETROIT STR TR           HENDRSON AAA CL  | 2500-12-31      | N/A      | 0.0000% | $787658.00         | $40005149.82       | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $377832.00         | $40004852.16       | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $13458.00          | $462844.84         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $69965.00          | $587706.00         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $502800.00         | $970404.00         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $6069.00           | $135338.70         | Equities   |
| AUTOLUS THERAPEUTICS PLC       SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $2309159.00        | $3625379.63        | Equities   |
| VANGUARD WELLINGTON FD         SHORT TRM TAX EX | 2500-12-31      | N/A      | 0.0000% | $55776.00          | $5671861.44        | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $2934.00           | $86180.38          | Equities   |
| VIRTUS ETF TR II               NEWFLEET ABS MBS | 2500-12-31      | N/A      | 0.0000% | $3234.00           | $79330.67          | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $23733.00          | $396341.10         | Equities   |
| ISHARES TR                     GOV/CRED BD ETF  | 2500-12-31      | N/A      | 0.0000% | $188.00            | $19680.33          | Equities   |
| PHILIP MORRIS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $5227.00           | $866479.79         | Equities   |
| PIMCO ETF TR                   PREFERRED AND CP | 2500-12-31      | N/A      | 0.0000% | $13461.00          | $687318.66         | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1133472.00        | $1836224.64        | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $114936.00         | $21390738.96       | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $13430.00          | $6844465.20        | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1102034.00        | $986761.24         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $38372.00          | $128546.20         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $61344.00          | $40004876.16       | Equities   |
| ISHARES TR                     DEVSMCP EXNA ETF | 2500-12-31      | N/A      | 0.0000% | $12127.00          | $815116.31         | Equities   |
| ELI LILLY & CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $148.00            | $108330.08         | Equities   |
| PIMCO ETF TR                   1-5 US TIP IDX   | 2500-12-31      | N/A      | 0.0000% | $1349.00           | $73449.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $74046.00          | $1348895.98        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $269.00            | $14707.58          | Equities   |
| ISHARES TR                     IBDS DEC28 ETF   | 2500-12-31      | N/A      | 0.0000% | $106329.00         | $2711389.50        | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $21077.00          | $771342.32         | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $838652.00         | $2851416.80        | Equities   |
| IMMUNOCORE HLDGS PLC           ADS              | 2500-12-31      | N/A      | 0.0000% | $357056.00         | $11511485.44       | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $16828.00          | $389231.64         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $34562.00          | $19945038.96       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $79822.00          | $1705796.14        | Equities   |
| ISHARES TR                     MSCI EAFE SMCP   | 2500-12-31      | N/A      | 0.0000% | $13513.00          | $501929.57         | Equities   |
| SPDR SERIES TRUST              BLOOMBERG 1-3 MO | 2500-12-31      | N/A      | 0.0000% | $1460.00           | $133925.80         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $8689.00           | $5638465.88        | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $14495.00          | $1300926.25        | Equities   |
| SPDR INDEX SHS FDS             DJ INTL RL ETF   | 2500-12-31      | N/A      | 0.0000% | $43137.00          | $1205679.15        | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $167668.00         | $1738717.16        | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $52360.00          | $545591.20         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $7114.00           | $431873.87         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $118645.00         | $23005265.50       | Equities   |
| CAPITAL GROUP INTERNATIONAL EQ SHS              | 2500-12-31      | N/A      | 0.0000% | $222865.00         | $7387974.75        | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $122975.00         | $319735.00         | Equities   |
| WISDOMTREE TR                  NEW ECON REAL ES | 2500-12-31      | N/A      | 0.0000% | $2257.00           | $46078.46          | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $611532.00         | $6268203.00        | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $58615.00          | $610768.30         | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $133944.00         | $1378283.76        | Equities   |
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $22726.00          | $364070.52         | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $573906.00         | $1216680.72        | Equities   |
| DBX ETF TR                     XTRACK MSCI EURP | 2500-12-31      | N/A      | 0.0000% | $23918.00          | $1089522.30        | Equities   |

### Security 701: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AK840, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AK840
- **C.18 - Value (incl. sponsor support):** $350122825.50
- **C.18.a - Value (excl. sponsor support):** $350122825.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WFLD MTG TR 2014-MONT          B      20310812 FLT | 2031-08-12      | 3.8800%  | 0.0000% | $770000.00         | $679923.67         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $115000.00         | $54691.84          | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 4.0386%  | 0.0000% | $6281000.00        | $4887504.54        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C30   E      20580917 3.2 | 2058-09-17      | 3.2500%  | 0.0000% | $3000000.00        | $2895113.33        | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-1            B      20350425 FLT | 2035-04-25      | 6.3870%  | 0.0000% | $3187500.00        | $62521.24          | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.8785%  | 0.0000% | $12000000.00       | $11645816.90       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.7340%  | 0.0000% | $750000.00         | $455691.96         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 4.1058%  | 0.0000% | $4021000.00        | $3710475.82        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $45882000.00       | $31390521.23       | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.5646%  | 0.0000% | $5976000.00        | $4947789.95        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.8275%  | 0.0000% | $8181000.00        | $108651.57         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $3395980.00        | $2837755.60        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 7.3427%  | 0.0000% | $8000000.00        | $8023883.95        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $964919.55         | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 7.3285%  | 0.0000% | $7000000.00        | $2402934.88        | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.7594% | 0.0000% | $26550000.00       | $19864523.32       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $520155.22         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH D      20420616 FLT | 2042-06-16      | 8.3023%  | 0.0000% | $8000000.00        | $7944285.31        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $750897.67         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2018-2    E      20521118 FLT | 2052-11-18      | 6.2368%  | 0.0000% | $1000000.00        | $979818.64         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6745%  | 0.0000% | $1850000.00        | $1892993.74        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4498214.29        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $10582738.00       | $5637854.90        | Private Label Collateralized Mortgage Obligations |
| LBA TR 2024-BOLT               E      20390615 FLT | 2039-06-15      | 8.0512%  | 0.0000% | $500000.00         | $500628.01         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $4022349.97        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1500000.00        | $1114281.57        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     F      20390315 FLT | 2039-03-15      | 8.8011%  | 0.0000% | $18000000.00       | $18174107.70       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.4785%  | 0.0000% | $3482000.00        | $1922483.65        | 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        | $8544107.44        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $1570000.00        | $318478.81         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN10  M-2    20450227 FLT | 2045-02-27      | 7.1910%  | 0.0000% | $3000000.00        | $2995904.46        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 D      20541019 3.4 | 2054-10-19      | 3.4690%  | 0.0000% | $100000.00         | $90331.41          | Private Label Collateralized Mortgage Obligations |
| WELLS FAR COM MRT TR 2022-JS2  G      20391215 3.4 | 2039-12-15      | 3.5690%  | 0.0000% | $300000.00         | $221676.87         | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK9                 C      20541117 FLT | 2054-11-17      | 4.3923%  | 0.0000% | $1500000.00        | $1299139.89        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 7.4785%  | 0.0000% | $799425.00         | $795754.13         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.1067%  | 0.0000% | $4080000.00        | $3904336.43        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $7000000.00        | $3396512.00        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2002399.59        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.6009%  | 0.0000% | $3122000.00        | $2249502.34        | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.5728%  | 0.0000% | $5000000.00        | $3689659.03        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.7275% | 0.0000% | $280000.00         | $1250.66           | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 6.4775%  | 0.0000% | $3750000.00        | $169256.11         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-1    A-1    20350525 3.0 | 2035-05-25      | 3.0000%  | 0.0000% | $24000.00          | $21392.95          | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              C      20390913 FLT | 2039-09-13      | 3.8648%  | 0.0000% | $6495000.00        | $6010914.39        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.9785%  | 0.0000% | $3000000.00        | $334838.33         | Private Label Collateralized Mortgage Obligations |
| LIFE MORTGAGE TRUST 2022-BMR2  D      20380517 FLT | 2038-05-17      | 6.9050%  | 0.0000% | $3500000.00        | $3191395.48        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-4    20550625 FLT | 2055-06-25      | 6.1897%  | 0.0000% | $3551000.00        | $2303906.24        | Private Label Collateralized Mortgage Obligations |
| VRTX 2025 HQ                   A      20420807 4.9 | 2042-08-07      | 5.0905%  | 0.0000% | $20000000.00       | $20196584.76       | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.5531%  | 0.0000% | $13400000.00       | $13457421.76       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 5.0473%  | 0.0000% | $6963239.00        | $4213369.90        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1196%  | 0.0000% | $8000000.00        | $609440.08         | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 4.0327%  | 0.0000% | $2000000.00        | $1927043.12        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT 2025-1        M      20641125 FLT | 2064-11-25      | 5.0000%  | 0.0000% | $100000.00         | $83251.59          | Private Label Collateralized Mortgage Obligations |
| ARIXA MORTGAGE TRUST 2025-RTL1 A1     20300825 FLT | 2030-08-25      | 5.7350%  | 0.0000% | $15070000.00       | $15051432.50       | Private Label Collateralized Mortgage Obligations |
| BDS 2025-FL15 LLC              B      20430319 FLT | 2043-03-19      | 6.2000%  | 0.0000% | $2256000.00        | $2254554.40        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5533993.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.8356%  | 0.0000% | $1909000.00        | $568231.63         | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $6049000.00        | $6428098.51        | Private Label Collateralized Mortgage Obligations |
| VRTX 2025 HQ                   C      20420807 5.9 | 2042-08-07      | 6.1189%  | 0.0000% | $4350000.00        | $4448371.47        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-1    20690125 FLT | 2069-01-25      | 7.9090%  | 0.0000% | $5281000.00        | $5406658.46        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.6200%  | 0.0000% | $8246000.00        | $6853008.97        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8925%  | 0.0000% | $1090000.00        | $803336.13         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.7045%  | 0.0000% | $286000.00         | $197678.45         | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.4266%  | 0.0000% | $7900000.00        | $7888159.88        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $3812000.00        | $2717770.12        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  M-2    20450725 FLT | 2045-07-25      | 6.9984%  | 0.0000% | $5000000.00        | $5004572.99        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18190550.34       | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2015-GC34       B      20481013 FLT | 2048-10-13      | 4.4660%  | 0.0000% | $1800000.00        | $1494364.60        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.9030%  | 0.0000% | $8469000.00        | $7848327.22        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.9113%  | 0.0000% | $4086750.00        | $1675687.54        | Private Label Collateralized Mortgage Obligations |
| LHOME MORTGAGE TRUST 2025-RTL3 A1     20400825 FLT | 2040-08-25      | 5.2390%  | 0.0000% | $3000000.00        | $3003486.67        | Private Label Collateralized Mortgage Obligations |
| ROC MTG TR 2024-RTL1           A1     20391025 FLT | 2039-10-25      | 5.5890%  | 0.0000% | $500000.00         | $501808.00         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 2.0478%  | 0.0000% | $1753173.00        | $278437.10         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF F      20341115 FLT | 2034-11-15      | 9.0110%  | 0.0000% | $2500000.00        | $2384810.69        | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 11.0984% | 0.0000% | $20997000.00       | $22108542.42       | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  E      20320210 4.1 | 2032-02-10      | 4.1416%  | 0.0000% | $5000000.00        | $4565336.22        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5222%  | 0.0000% | $57193357.00       | $34226554.64       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 5.0688%  | 0.0000% | $1500000.00        | $1310408.04        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.9335%  | 0.0000% | $9700000.00        | $5241999.84        | Private Label Collateralized Mortgage Obligations |
| NYMT LN TR SERIES 2024-BPL1    A1     20290225 7.1 | 2029-02-25      | 7.1540%  | 0.0000% | $230000.00         | $230896.51         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-6    20491025 FLT | 2049-10-25      | 4.7122%  | 0.0000% | $3345030.00        | $2292612.61        | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 2.0037%  | 0.0000% | $2500000.00        | $1058373.60        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.8345%  | 0.0000% | $5522000.00        | $2599257.14        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2882%  | 0.0000% | $5096000.00        | $5114154.82        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 7.1590%  | 0.0000% | $9747000.00        | $977478.85         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.8563%  | 0.0000% | $3290000.00        | $3049593.59        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $212810.12         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 9.2275%  | 0.0000% | $280000.00         | $978.43            | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 6.5685%  | 0.0000% | $1000000.00        | $890204.22         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.8700%  | 0.0000% | $4750000.00        | $3492102.63        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C24      B      20470816 FLT | 2047-08-16      | 4.3043%  | 0.0000% | $2713000.00        | $1560.14           | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 8.6785%  | 0.0000% | $1000000.00        | $8015.78           | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.9709%  | 0.0000% | $4000000.00        | $3149937.14        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    B      20530815 2.2 | 2053-08-15      | 2.2030%  | 0.0000% | $100000.00         | $90918.44          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2013-LC12  B      20460717 FLT | 2046-07-17      | 3.9135%  | 0.0000% | $40000.00          | $1498.04           | Private Label Collateralized Mortgage Obligations |

### Security 702: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AK8K4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AK8K4
- **C.18 - Value (incl. sponsor support):** $200682112.00
- **C.18.a - Value (excl. sponsor support):** $200682112.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANK AMERICA CORP              FR 4.25%102226   | 2026-10-22      | 4.2500%  | 0.0000% | $2450000.00        | $2486561.49        | Corporate Debt Securities |
| BLOCK FINL LLC                 CR SEN SR GLBL30 | 2030-08-15      | 3.8750%  | 0.0000% | $32000.00          | $30753.82          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.6%40 | 2040-03-25      | 4.6000%  | 0.0000% | $370000.00         | $334068.48         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $2386000.00        | $2481206.70        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.68%062628   | 2028-06-26      | 5.6800%  | 0.0000% | $12000.00          | $12514.68          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.311%042242  | 2042-04-22      | 3.3110%  | 0.0000% | $245000.00         | $192724.47         | Corporate Debt Securities |
| EURO BK RECON & DEV EURO MTN   VR 012225-072230 | 2030-07-22      | 4.7943%  | 0.0000% | $18005000.00       | $18119701.68       | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.188%031435  | 2035-03-14      | 5.1880%  | 0.0000% | $2000.00           | $2090.56           | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.651%031132  | 2032-03-11      | 2.6510%  | 0.0000% | $518000.00         | $477451.65         | Corporate Debt Securities |
| BARCLAYS BANK PLC              GLBL IDX COCO 27 | 2027-04-22      | 0.0000%  | 0.0000% | $200000.00         | $298459.60         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.376%042728  | 2028-04-27      | 4.3760%  | 0.0000% | $46000.00          | $46770.03          | Corporate Debt Securities |
| EXPEDIA GROUP INC              CR SEN SR GLBL31 | 2031-03-15      | 2.9500%  | 0.0000% | $10000.00          | $9377.99           | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FDG       144A NT 4.9%28   | 2028-06-13      | 4.9000%  | 0.0000% | $3189000.00        | $3296005.12        | Corporate Debt Securities |
| KOREA GAS CORP                 FR 2%071331      | 2031-07-13      | 2.0000%  | 0.0000% | $4550000.00        | $4045339.28        | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 5.45%111027   | 2027-11-10      | 5.4500%  | 0.0000% | $236000.00         | $247066.37         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.296%101828  | 2028-10-18      | 6.2960%  | 0.0000% | $184000.00         | $195965.60         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023D 53 | 2053-12-01      | 5.8750%  | 0.0000% | $3000.00           | $2919.87           | Corporate Debt Securities |
| MISC CAP TWO LABUAN LTD        FR 3.75%040627   | 2027-04-06      | 3.7500%  | 0.0000% | $1815000.00        | $1822325.04        | Corporate Debt Securities |
| BANGKOK BK PUB CO LTD HONG KON FR 3.466%092336  | 2036-09-23      | 3.4660%  | 0.0000% | $2742000.00        | $2533194.87        | Corporate Debt Securities |
| PNC BK N A PITTSBURGH PA DISC  FR 4.05%072628   | 2028-07-26      | 4.0500%  | 0.0000% | $1145000.00        | $1146021.91        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.103%010926  | 2026-01-09      | 5.1030%  | 0.0000% | $327000.00         | $329955.26         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.568%121726  | 2026-12-17      | 4.5680%  | 0.0000% | $6000.00           | $6082.78           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-11-15      | 3.9640%  | 0.0000% | $77000.00          | $62688.90          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527   | 2027-01-15      | 5.9500%  | 0.0000% | $58000.00          | $59881.07          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30 | 2030-02-07      | 2.6000%  | 0.0000% | $456000.00         | $427417.41         | Corporate Debt Securities |
| CNH INDL N V                   FR 3.85%111527   | 2027-11-15      | 3.8500%  | 0.0000% | $3000.00           | $3018.34           | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT4.8%44 | 2044-06-15      | 4.8000%  | 0.0000% | $172000.00         | $155301.67         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 34    | 2034-09-10      | 4.9500%  | 0.0000% | $8611000.00        | $8709574.42        | Corporate Debt Securities |
| GE AEROSPACE                   FR 5.875%011438  | 2038-01-14      | 5.8750%  | 0.0000% | $126000.00         | $136338.77         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 5.069%072327  | 2027-07-23      | 5.0690%  | 0.0000% | $958000.00         | $969389.66         | Corporate Debt Securities |
| NORDIC INVT BK                 FR 3.75%050930   | 2030-05-09      | 3.7500%  | 0.0000% | $6820000.00        | $6912195.03        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 45    | 2045-11-29      | 5.5340%  | 0.0000% | $13000.00          | $13275.27          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.173%011630  | 2030-01-16      | 5.1730%  | 0.0000% | $105000.00         | $108627.63         | Corporate Debt Securities |
| ROYAL BK CDA                   FR 1.4%110226    | 2026-11-02      | 1.4000%  | 0.0000% | $11000.00          | $10708.83          | Corporate Debt Securities |
| PETRONAS CAPITAL LTD           FR 4.55%042150   | 2050-04-21      | 4.5500%  | 0.0000% | $10832000.00       | $9437789.21        | Corporate Debt Securities |
| HSBC HLDGS PLC                 FR 6.1%011442    | 2042-01-14      | 6.1000%  | 0.0000% | $151000.00         | $162567.36         | Corporate Debt Securities |
| EVERSOURCE ENERGY              GLBL -V NT2.9%27 | 2027-03-01      | 2.9000%  | 0.0000% | $53000.00          | $52791.12          | Corporate Debt Securities |
| US BANCORP                     FR 2.677%012733  | 2033-01-27      | 2.6770%  | 0.0000% | $51000.00          | $45195.16          | Corporate Debt Securities |
| US BANCORP                     FR 3.9%042628    | 2028-04-26      | 3.9000%  | 0.0000% | $6000.00           | $6073.65           | Corporate Debt Securities |
| US BANCORP                     FR 2.375%072226  | 2026-07-22      | 2.3750%  | 0.0000% | $80000.00          | $78965.68          | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.906%111935  | 2035-11-19      | 5.9060%  | 0.0000% | $235000.00         | $243444.86         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090524-100526 | 2026-10-05      | 5.0908%  | 0.0000% | $30000.00          | $30320.11          | Corporate Debt Securities |
| AUSTRALIA & NEW ZEALA BKG      FR 5%031826      | 2026-03-18      | 5.0000%  | 0.0000% | $4200000.00        | $4310674.67        | Corporate Debt Securities |
| MASTERCARD INCORPORATED        SR GLBL NT3.3%27 | 2027-03-26      | 3.3000%  | 0.0000% | $1013000.00        | $1017938.38        | Corporate Debt Securities |
| RAYMOND JAMES FINL INC         SR GLBL NT 30    | 2030-04-01      | 4.6500%  | 0.0000% | $24000.00          | $24947.92          | Corporate Debt Securities |
| PT PERTAMINA HULU              FR 5.25%052130   | 2030-05-21      | 5.2500%  | 0.0000% | $950000.00         | $985294.08         | Corporate Debt Securities |
| TENCENT HLDGS LTD              FR 2.88%042231   | 2031-04-22      | 2.8800%  | 0.0000% | $10440000.00       | $9865695.60        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 26    | 2026-11-21      | 6.8330%  | 0.0000% | $4082000.00        | $4177930.85        | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR NT 3.8%45     | 2045-03-01      | 3.8000%  | 0.0000% | $154000.00         | $125305.01         | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.122%012634  | 2034-01-26      | 5.1220%  | 0.0000% | $539000.00         | $547330.33         | Corporate Debt Securities |
| UNICREDIT S.P.A                FR 2.569%092226  | 2026-09-22      | 2.5690%  | 0.0000% | $1000000.00        | $1009803.69        | Corporate Debt Securities |
| TRUIST FINL CORP               FR 5.867%060834  | 2034-06-08      | 5.8670%  | 0.0000% | $782000.00         | $833941.03         | Corporate Debt Securities |
| NORTHWESTERN MUTUAL GLOBAL FDG FR 4.96%011330   | 2030-01-13      | 4.9600%  | 0.0000% | $6525000.00        | $6739397.00        | Corporate Debt Securities |
| PTT TREASURY CENTER COMPANY LT FR 3.7%071670    | 2070-07-16      | 3.7000%  | 0.0000% | $17620000.00       | $11934721.00       | Corporate Debt Securities |
| M & T BK CORP                  FR 5.4%073035    | 2035-07-30      | 5.4000%  | 0.0000% | $16383000.00       | $16614164.13       | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 30    | 2030-07-01      | 4.3750%  | 0.0000% | $21346000.00       | $21636522.03       | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.457%042239  | 2039-04-22      | 4.4570%  | 0.0000% | $530000.00         | $504174.85         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.85%020130   | 2030-02-01      | 4.8500%  | 0.0000% | $14884000.00       | $15295575.67       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB GLBL NT 26   | 2026-12-15      | 4.1250%  | 0.0000% | $1231000.00        | $1240871.59        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 4.948%072228  | 2028-07-22      | 4.9480%  | 0.0000% | $122000.00         | $124186.90         | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT 29    | 2029-02-26      | 4.8500%  | 0.0000% | $77000.00          | $79147.08          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 3%29  | 2029-02-22      | 3.0000%  | 0.0000% | $18000.00          | $17336.22          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 5.464%050936  | 2036-05-09      | 5.4640%  | 0.0000% | $9994000.00        | $10468870.47       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     144A NT 5.401%37 | 2037-07-02      | 5.4010%  | 0.0000% | $11637000.00       | $11847999.50       | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.4%062332    | 2032-06-23      | 5.4000%  | 0.0000% | $10000000.00       | $10382800.00       | Corporate Debt Securities |
| INTUIT                         SR GLBL NT 26    | 2026-09-15      | 5.2500%  | 0.0000% | $8000.00           | $8274.37           | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.994%040529  | 2029-04-05      | 4.9940%  | 0.0000% | $2597000.00        | $2717620.26        | Corporate Debt Securities |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2017 BD 47   | 2047-05-01      | 4.1500%  | 0.0000% | $9000000.00        | $7493515.00        | Corporate Debt Securities |
| KEYCORP                        FR 4.1%043028    | 2028-04-30      | 4.1000%  | 0.0000% | $14000.00          | $14162.44          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | 0.0000% | $1029000.00        | $979983.76         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%030127    | 2027-03-01      | 3.5000%  | 0.0000% | $109000.00         | $109978.34         | Corporate Debt Securities |
| PT PERTAMINA PERSERO           FR 3.1%082530    | 2030-08-25      | 3.1000%  | 0.0000% | $6030000.00        | $5638076.80        | Corporate Debt Securities |
| GE AEROSPACE                   FR 6.75%031532   | 2032-03-15      | 6.7500%  | 0.0000% | $9000.00           | $10491.12          | Corporate Debt Securities |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28  | 2028-12-04      | 0.0000%  | 0.0000% | $1000.00           | $1306.99           | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 31    | 2031-01-30      | 5.2500%  | 0.0000% | $56000.00          | $57899.47          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 3.217%042242  | 2042-04-22      | 3.2170%  | 0.0000% | $14000.00          | $10884.70          | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.449%072029  | 2029-07-20      | 5.4490%  | 0.0000% | $158000.00         | $164066.11         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.25%042134   | 2034-04-21      | 5.2500%  | 0.0000% | $2318000.00        | $2415348.27        | Corporate Debt Securities |
| M & T BK CORP                  FR 7.413%103029  | 2029-10-30      | 7.4130%  | 0.0000% | $8000.00           | $8904.67           | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 5.35%010935   | 2035-01-09      | 5.3500%  | 0.0000% | $74000.00          | $77245.68          | Corporate Debt Securities |
| 3M CO                          FR 4%091448      | 2048-09-14      | 4.0000%  | 0.0000% | $130000.00         | $105448.63         | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.693%091527  | 2027-09-15      | 4.6930%  | 0.0000% | $559000.00         | $577278.87         | Corporate Debt Securities |

### Security 703: 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: ARP1AK8N8, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1AK8N8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? 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 2025-132 FC       | 2055-08-20      | 5.4503%  | 0.0000% | $2448738.00        | $2456117.48        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ2199   | 2054-08-01      | 5.5000%  | 0.0000% | $65205550.00       | $62042880.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2650   | 2054-10-01      | 6.0000%  | 0.0000% | $32263000.00       | $31185818.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4555   | 2055-07-01      | 5.5000%  | 0.0000% | $95069131.00       | $96160331.66       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014   | 2055-06-01      | 6.0000%  | 0.0000% | $2315033.00        | $2298390.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2654   | 2054-10-01      | 6.0000%  | 0.0000% | $30368000.00       | $29131942.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4359   | 2055-06-01      | 5.0000%  | 0.0000% | $6768607.00        | $6545871.84        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3381   | 2052-11-01      | 5.5000%  | 0.0000% | $1177072.00        | $761182.26         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0397   | 2052-04-01      | 3.0000%  | 0.0000% | $44131456.00       | $29841737.97       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4881   | 2047-03-01      | 4.0000%  | 0.0000% | $50000000.00       | $11563695.21       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7832   | 2053-02-01      | 5.0000%  | 0.0000% | $10364807.00       | $8177815.97        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0406   | 2051-04-01      | 2.5000%  | 0.0000% | $46905933.00       | $27577926.03       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0325   | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2750147.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $42987000.00       | $38143677.50       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG9540   | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9380631.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9842   | 2053-09-01      | 5.5000%  | 0.0000% | $106617092.00      | $92178813.28       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4370   | 2052-06-01      | 3.5000%  | 0.0000% | $6569552.00        | $4625185.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7166   | 2054-10-01      | 5.0000%  | 0.0000% | $23817219.00       | $23123360.43       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0737   | 2054-01-01      | 6.5000%  | 0.0000% | $4814396.00        | $4213342.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1494   | 2052-08-01      | 5.0000%  | 0.0000% | $35790502.00       | $28464399.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6789   | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $6626939.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8583   | 2052-08-01      | 5.0000%  | 0.0000% | $8720442.00        | $6232863.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2339   | 2053-02-01      | 6.5000%  | 0.0000% | $23898515.00       | $16356320.23       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2359   | 2053-02-01      | 5.5000%  | 0.0000% | $20377791.00       | $15568828.89       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9868   | 2053-04-01      | 5.0000%  | 0.0000% | $2853647.00        | $2496460.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI6933   | 2054-05-01      | 5.0000%  | 0.0000% | $7515923.00        | $7352949.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718   | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $1015245.88        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3374   | 2052-11-01      | 4.5000%  | 0.0000% | $20700000.00       | $16476148.50       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672   | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2931367.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578   | 2055-04-01      | 6.0000%  | 0.0000% | $21739130.00       | $21800599.78       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $51000000.00       | $44685415.86       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ3628   | 2055-03-01      | 7.0000%  | 0.0000% | $32834000.00       | $32590265.10       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0305   | 2053-09-01      | 6.5000%  | 0.0000% | $24914335.00       | $21508153.24       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8118   | 2052-08-01      | 5.0000%  | 0.0000% | $7961312.00        | $6137628.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8973   | 2053-03-01      | 5.5000%  | 0.0000% | $1845274.00        | $1083661.88        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055   | 2050-01-02      | 3.0000%  | 0.0000% | $300000000.00      | $57741340.55       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7501   | 2049-07-01      | 4.0000%  | 0.0000% | $87900000.00       | $20569306.81       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3852   | 2053-09-01      | 6.0000%  | 0.0000% | $8430000.00        | $6879142.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373   | 2053-11-01      | 6.0000%  | 0.0000% | $220515904.00      | $176722964.59      | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4492   | 2047-10-01      | 4.5000%  | 0.0000% | $8392714.00        | $2734919.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9129   | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $10936669.32       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1233   | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $8723613.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3343   | 2055-01-01      | 6.5000%  | 0.0000% | $26000000.00       | $26364444.22       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8287   | 2052-12-01      | 4.5000%  | 0.0000% | $20890452.00       | $16743381.87       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $1200.00           | $1136.70           | U.S. Treasuries (including strips)        |

### Security 704: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: ARP1AK8O6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AK8O6
- **C.18 - Value (incl. sponsor support):** $1618000000.00
- **C.18.a - Value (excl. sponsor support):** $1618000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CL986148 | 2038-01-01      | 5.5000%  | 0.0000% | $200000.00         | $5666.34           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $620000.00         | $554223.93         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8192 | 2053-06-01      | 6.0000%  | 0.0000% | $56000000.00       | $49058471.93       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS4885 | 2037-05-01      | 3.5000%  | 0.0000% | $228000.00         | $141216.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256213 | 2026-04-01      | 6.0000%  | 0.0000% | $665000.00         | $557.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1506 | 2041-09-01      | 4.5000%  | 0.0000% | $115197.00         | $7351.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4302 | 2038-07-01      | 6.0000%  | 0.0000% | $100000.00         | $7437.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6729 | 2044-05-01      | 3.5000%  | 0.0000% | $32000.00          | $5599.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAL4919 | 2029-03-01      | 3.5000%  | 0.0000% | $5350000.00        | $293325.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX1898 | 2037-12-01      | 5.0000%  | 0.0000% | $2072413.00        | $1244893.86        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5691 | 2030-08-01      | 2.5000%  | 0.0000% | $8225000.00        | $799867.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $79959.50          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2088 | 2051-11-01      | 2.5000%  | 0.0000% | $1869296.00        | $1273448.54        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2535 | 2052-08-01      | 2.5000%  | 0.0000% | $132000.00         | $91131.89          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0969 | 2037-02-01      | 2.0000%  | 0.0000% | $888010.00         | $546671.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $1430727.00        | $513228.19         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2943 | 2051-02-01      | 2.0000%  | 0.0000% | $206388.00         | $137128.43         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2775 | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1046016.51        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB8276 | 2054-12-01      | 4.5000%  | 0.0000% | $2358161.00        | $2270155.77        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $874279.00         | $563081.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2867 | 2045-05-01      | 3.5000%  | 0.0000% | $1141736.00        | $138271.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8687 | 2054-07-01      | 5.5000%  | 0.0000% | $9818315.00        | $9454206.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9993 | 2054-03-01      | 6.5000%  | 0.0000% | $24661977.00       | $22434201.52       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4062 | 2038-02-01      | 3.0000%  | 0.0000% | $5731615.00        | $4263183.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  | 0.0000% | $14456.00          | $12595.50          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9860 | 2052-06-01      | 2.0000%  | 0.0000% | $1125438.00        | $863763.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $9496103.00        | $7859208.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $1892566.00        | $1167839.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $10000.00          | $8839.02           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $6636456.00        | $4884728.77        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $4409397.00        | $2753038.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2943 | 2050-11-01      | 2.0000%  | 0.0000% | $200000.00         | $109120.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BM6531 | 2057-06-01      | 4.0000%  | 0.0000% | $4000000.00        | $2032040.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5718 | 2035-05-01      | 6.0000%  | 0.0000% | $3238599.00        | $3213872.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW1818 | 2037-09-01      | 3.0000%  | 0.0000% | $906756.00         | $694167.55         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4014 | 2051-02-01      | 2.0000%  | 0.0000% | $122572.00         | $76577.06          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL944789 | 2037-10-01      | 6.5000%  | 0.0000% | $638038.00         | $20140.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2374 | 2055-07-01      | 5.5000%  | 0.0000% | $154921680.00      | $153409242.65      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3857 | 2050-03-01      | 2.5000%  | 0.0000% | $12645601.00       | $3570343.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL945916 | 2037-08-01      | 6.5000%  | 0.0000% | $4012363.00        | $13965.05          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2053 | 2055-06-01      | 5.5000%  | 0.0000% | $6372448.00        | $6437658.24        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $47042.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK0705 | 2035-01-01      | 3.0000%  | 0.0000% | $1490140.00        | $615615.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9720 | 2053-05-01      | 5.0000%  | 0.0000% | $400000.00         | $343096.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8278 | 2055-09-01      | 5.0000%  | 0.0000% | $1337021.00        | $1326013.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3268 | 2053-02-01      | 4.5000%  | 0.0000% | $1454464.00        | $748252.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0179 | 2047-08-01      | 3.5000%  | 0.0000% | $75151626.00       | $24111980.79       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB7895 | 2039-01-01      | 6.5000%  | 0.0000% | $2382637.00        | $2011018.00        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $93000.00          | $11212.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8381 | 2054-08-01      | 5.5000%  | 0.0000% | $3335146.00        | $3192539.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  | 0.0000% | $15575000.00       | $65141.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $937000.00         | $144541.09         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  | 0.0000% | $987000.00         | $252587.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2841 | 2050-03-01      | 3.5000%  | 0.0000% | $5982563.00        | $1303623.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5083 | 2035-01-01      | 3.5000%  | 0.0000% | $257000.00         | $70059.97          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS9188 | 2052-02-01      | 2.0000%  | 0.0000% | $15679930.00       | $11779080.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5580 | 2052-10-01      | 4.5000%  | 0.0000% | $6066447.00        | $5059240.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8021 | 2050-12-01      | 2.5000%  | 0.0000% | $2140000.00        | $1118360.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE2866 | 2040-06-01      | 4.5000%  | 0.0000% | $12332.00          | $12256.71          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS9033 | 2039-09-01      | 6.0000%  | 0.0000% | $11938349.00       | $10474201.96       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4794 | 2052-10-01      | 4.5000%  | 0.0000% | $6130136.00        | $4986481.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6078 | 2055-05-01      | 5.5000%  | 0.0000% | $792683.00         | $798383.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $240000.00         | $190406.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  | 0.0000% | $28812068.00       | $23453257.62       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5507 | 2051-09-01      | 3.5000%  | 0.0000% | $74000.00          | $56725.74          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8573 | 2054-06-01      | 6.5000%  | 0.0000% | $30386010.00       | $27347945.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $1666317.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4427 | 2048-04-01      | 3.5000%  | 0.0000% | $705000.00         | $172236.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4202 | 2029-12-01      | 3.5000%  | 0.0000% | $1576000.00        | $200791.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0053 | 2053-05-01      | 4.5000%  | 0.0000% | $1005834.00        | $855951.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA6849 | 2035-08-01      | 3.0000%  | 0.0000% | $200240.00         | $84973.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1578 | 2055-04-01      | 5.5000%  | 0.0000% | $52962.00          | $52479.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9745 | 2053-07-01      | 2.5000%  | 0.0000% | $33874765.00       | $27328059.33       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6014 | 2050-06-01      | 3.0000%  | 0.0000% | $19000.00          | $6812.08           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0302 | 2055-04-01      | 7.0000%  | 0.0000% | $38226052.00       | $38571321.13       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6625 | 2054-10-01      | 5.5000%  | 0.0000% | $2485166.00        | $2506395.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4152 | 2053-03-01      | 5.5000%  | 0.0000% | $41862.00          | $35260.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4023 | 2053-03-01      | 5.5000%  | 0.0000% | $38911281.00       | $30842267.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8806 | 2054-08-01      | 6.0000%  | 0.0000% | $1015460.00        | $932583.83         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6395 | 2038-11-01      | 6.0000%  | 0.0000% | $18970722.00       | $13239120.04       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5353 | 2050-03-01      | 3.5000%  | 0.0000% | $13244318.00       | $3148809.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $30119.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4069 | 2035-05-01      | 4.0000%  | 0.0000% | $75000.00          | $44557.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $390000.00         | $332834.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7235 | 2052-04-01      | 2.0000%  | 0.0000% | $275000.00         | $190494.20         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8122 | 2052-02-01      | 2.5000%  | 0.0000% | $103000.00         | $77833.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7845 | 2055-01-01      | 5.5000%  | 0.0000% | $3671328.00        | $3595999.20        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  | 0.0000% | $10000.00          | $7068.45           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0646 | 2036-05-01      | 2.5000%  | 0.0000% | $500000.00         | $313216.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7724 | 2050-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $2766074.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0011 | 2054-12-01      | 6.0000%  | 0.0000% | $465000.00         | $408382.26         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2488 | 2036-12-01      | 1.5000%  | 0.0000% | $2000000.00        | $1181123.38        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBJ0664 | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $14070.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1112 | 2055-06-01      | 5.5000%  | 0.0000% | $1661161.00        | $1680697.54        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBM6668 | 2050-12-01      | 4.0000%  | 0.0000% | $2740027.00        | $618591.68         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB2191 | 2051-10-01      | 4.0000%  | 0.0000% | $1322320.00        | $360831.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6032 | 2050-06-01      | 2.5000%  | 0.0000% | $30000.00          | $14202.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJAL3956 | 2028-08-01      | 2.0000%  | 0.0000% | $700000.00         | $54660.35          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL546522 | 2030-07-01      | 8.0000%  | 0.0000% | $154241.00         | $752.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2424 | 2051-12-01      | 3.0000%  | 0.0000% | $280000.00         | $180362.61         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $5000.00           | $3263.90           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  | 0.0000% | $1000.00           | $763.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3800 | 2038-01-01      | 3.5000%  | 0.0000% | $2490896.00        | $717723.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7963 | 2050-11-01      | 2.5000%  | 0.0000% | $1345000.00        | $751838.61         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $3074424.00        | $203244.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0765 | 2040-02-01      | 5.5000%  | 0.0000% | $50555726.00       | $47155535.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD0741 | 2055-02-01      | 4.5000%  | 0.0000% | $929183.00         | $890976.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5484 | 2053-01-01      | 6.0000%  | 0.0000% | $160000.00         | $137013.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $2000.00           | $638.88            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2364 | 2053-07-01      | 5.5000%  | 0.0000% | $146070651.00      | $148010771.38      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  | 0.0000% | $133000.00         | $43177.96          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $207841544.00      | $162123557.29      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5824 | 2055-08-01      | 6.5000%  | 0.0000% | $3826909.00        | $3983795.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1263404.36        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $4005070.00        | $2869266.01        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  | 0.0000% | $1203064.00        | $783801.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2101 | 2038-10-01      | 5.5000%  | 0.0000% | $3704532.00        | $241788.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909106 | 2037-10-01      | 5.5000%  | 0.0000% | $338528.00         | $29618.79          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS8926 | 2052-06-01      | 4.0000%  | 0.0000% | $10529881.00       | $9216404.75        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS6188 | 2036-10-01      | 2.0000%  | 0.0000% | $60295.00          | $44285.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9357 | 2054-10-01      | 5.5000%  | 0.0000% | $7050000.00        | $6689828.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  | 0.0000% | $800000.00         | $355656.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5115 | 2053-06-01      | 5.5000%  | 0.0000% | $1200000.00        | $1070185.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4877.10           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8021 | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $22626.23          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9873 | 2040-01-01      | 5.0000%  | 0.0000% | $2702664.00        | $2551487.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3433 | 2052-12-01      | 5.5000%  | 0.0000% | $1508000.00        | $1219963.76        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  | 0.0000% | $56000.00          | $40034.83          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3620 | 2055-07-01      | 5.5000%  | 0.0000% | $1391625.00        | $1413484.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $124000.00         | $17248.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  | 0.0000% | $1006294.00        | $445210.18         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7503 | 2035-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $460345.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA8679 | 2050-10-01      | 5.0000%  | 0.0000% | $29900.00          | $4258.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3719.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $1476000.00        | $443884.46         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $18221.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5667 | 2040-03-01      | 3.5000%  | 0.0000% | $734272.00         | $654520.37         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5993 | 2051-02-01      | 3.0000%  | 0.0000% | $7126000.00        | $5386703.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4679 | 2053-05-01      | 6.0000%  | 0.0000% | $585000.00         | $464920.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4932 | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $490483.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $90000.00          | $81972.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0017 | 2053-06-01      | 5.5000%  | 0.0000% | $23070344.00       | $21489639.75       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $100000.00         | $76261.32          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $15585671.00       | $15065750.62       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $94476166.00       | $89582969.75       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNBM4141 | 2028-05-01      | 2.5000%  | 0.0000% | $52444338.00       | $3515452.70        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6911 | 2052-03-01      | 2.5000%  | 0.0000% | $14840929.00       | $10152228.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFS8666 | 2034-07-01      | 6.0000%  | 0.0000% | $44781143.00       | $27425190.87       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8066 | 2053-09-01      | 5.5000%  | 0.0000% | $145000.00         | $128023.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  | 0.0000% | $16000.00          | $7918.83           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $1198000.00        | $911039.40         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8963 | 2054-09-01      | 5.5000%  | 0.0000% | $75000.00          | $67245.80          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6708 | 2051-07-01      | 4.0000%  | 0.0000% | $590000.00         | $455697.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $85000.00          | $5721.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1546 | 2055-07-01      | 5.5000%  | 0.0000% | $2090120.00        | $2125827.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2043 | 2055-06-01      | 5.5000%  | 0.0000% | $7513333.00        | $7596726.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU7223 | 2053-02-01      | 6.0000%  | 0.0000% | $200000.00         | $158425.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $449000.00         | $294431.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9767 | 2055-08-01      | 5.5000%  | 0.0000% | $2637546.00        | $2683417.61        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0482 | 2051-07-01      | 2.5000%  | 0.0000% | $50000.00          | $29680.56          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3293 | 2055-02-01      | 6.0000%  | 0.0000% | $7037691.00        | $6968651.24        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT2301 | 2037-03-01      | 2.0000%  | 0.0000% | $637295.00         | $447733.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2129 | 2050-02-01      | 3.0000%  | 0.0000% | $13335000.00       | $3273050.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7743 | 2054-12-01      | 5.5000%  | 0.0000% | $3100692.00        | $3043363.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4811 | 2048-10-01      | 4.5000%  | 0.0000% | $1067000.00        | $316155.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9675 | 2054-12-01      | 5.5000%  | 0.0000% | $12161074.00       | $11959432.73       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1939 | 2055-02-01      | 5.5000%  | 0.0000% | $3995217.00        | $3992351.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5490 | 2055-05-01      | 5.5000%  | 0.0000% | $1935509.00        | $1913084.12        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1967 | 2055-07-01      | 5.5000%  | 0.0000% | $12424682.00       | $12502349.73       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1193458.00        | $1244744.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8560 | 2055-05-01      | 5.5000%  | 0.0000% | $2545487.00        | $2575126.65        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7407 | 2051-04-01      | 2.5000%  | 0.0000% | $627459.00         | $405704.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6521 | 2055-04-01      | 5.5000%  | 0.0000% | $1077723.00        | $1105008.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1401 | 2055-06-01      | 6.0000%  | 0.0000% | $3162080.00        | $3267348.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2936 | 2055-07-01      | 5.5000%  | 0.0000% | $1273370.00        | $1294074.03        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ7684 | 2041-12-01      | 4.0000%  | 0.0000% | $40000000.00       | $5370938.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL914467 | 2037-04-01      | 5.0000%  | 0.0000% | $500000.00         | $2796.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $20247.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2955 | 2051-01-01      | 4.5000%  | 0.0000% | $220000.00         | $151997.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $389000.00         | $324526.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5784 | 2053-09-01      | 6.0000%  | 0.0000% | $94000.00          | $76523.21          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5899 | 2053-09-01      | 6.5000%  | 0.0000% | $2100000.00        | $1456283.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9983 | 2054-10-01      | 5.5000%  | 0.0000% | $575000.00         | $569092.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $2116080.00        | $1466501.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7877 | 2055-09-01      | 5.0000%  | 0.0000% | $3386654.00        | $3361551.74        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $415332.00         | $244744.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1354 | 2055-06-01      | 6.0000%  | 0.0000% | $2194435.00        | $2249169.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2558 | 2055-02-01      | 5.5000%  | 0.0000% | $2605976.00        | $2626588.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $14818626.00       | $8406816.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9030 | 2055-09-01      | 5.5000%  | 0.0000% | $1063450.00        | $1087540.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6033 | 2055-08-01      | 6.0000%  | 0.0000% | $8476355.00        | $8693374.52        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  | 0.0000% | $500000.00         | $368843.64         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBK2931 | 2035-08-01      | 2.0000%  | 0.0000% | $2750000.00        | $1167541.13        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $26806163.00       | $16347479.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5626 | 2053-01-01      | 5.5000%  | 0.0000% | $225345.00         | $193682.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5098 | 2043-07-01      | 5.5000%  | 0.0000% | $1350000.00        | $891455.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $13000.00          | $8365.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBW4993 | 2053-03-01      | 2.5000%  | 0.0000% | $260417.00         | $205774.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4485 | 2037-07-01      | 3.0000%  | 0.0000% | $33774.00          | $27166.34          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3599.94           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $35000.00          | $4980.29           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8316 | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $129032.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6785 | 2053-08-01      | 5.5000%  | 0.0000% | $586278.00         | $494834.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6835 | 2053-04-01      | 5.5000%  | 0.0000% | $8400000.00        | $7235532.34        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  | 0.0000% | $100000.00         | $79360.97          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9341 | 2050-03-01      | 4.0000%  | 0.0000% | $50079192.00       | $44312342.04       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CZAB8780 | 2053-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $190205.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6003 | 2040-08-01      | 5.5000%  | 0.0000% | $1353593.00        | $1390880.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $930000.00         | $176861.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $385704.00         | $375614.18         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6104 | 2055-08-01      | 5.0000%  | 0.0000% | $1069400.00        | $1071846.67        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL787556 | 2035-02-01      | 7.0000%  | 0.0000% | $360000.00         | $9939.11           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6561 | 2055-04-01      | 7.0000%  | 0.0000% | $205193.00         | $216851.54         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7771 | 2054-01-01      | 7.5000%  | 0.0000% | $502865.00         | $334330.73         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4397 | 2055-05-01      | 6.5000%  | 0.0000% | $1608503.00        | $1673813.91        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $700000.00         | $1212.22           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL602314 | 2031-09-01      | 7.5000%  | 0.0000% | $2128377.00        | $2205.40           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535717 | 2031-02-01      | 6.5000%  | 0.0000% | $100000000.00      | $68335.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257204 | 2028-04-01      | 5.5000%  | 0.0000% | $141000.00         | $581.72            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $570231.63         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ6869 | 2036-11-01      | 2.0000%  | 0.0000% | $3800000.00        | $2186625.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $7456888.00        | $4837211.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT6681 | 2036-08-01      | 2.0000%  | 0.0000% | $2347585.00        | $1274608.60        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $31950588.00       | $7401623.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ0310 | 2035-07-01      | 2.0000%  | 0.0000% | $10000000.00       | $3730068.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7365 | 2050-10-01      | 2.5000%  | 0.0000% | $646988.00         | $344263.18         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL991549 | 2038-11-01      | 7.0000%  | 0.0000% | $940000.00         | $19759.14          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1134 | 2051-07-01      | 2.5000%  | 0.0000% | $2336628.00        | $1619665.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5693 | 2053-02-01      | 5.5000%  | 0.0000% | $3261755.00        | $2524813.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1493 | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $385648.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3247 | 2052-04-01      | 3.0000%  | 0.0000% | $1059727.00        | $776781.43         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4559 | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1390395.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $132000.00         | $6500.20           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0244 | 2054-08-01      | 6.5000%  | 0.0000% | $6537387.00        | $5627521.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9094 | 2055-06-01      | 6.0000%  | 0.0000% | $1829236.00        | $1905731.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDA4118 | 2038-12-01      | 6.0000%  | 0.0000% | $1389740.00        | $607082.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5990 | 2054-06-01      | 6.0000%  | 0.0000% | $1082936.00        | $810790.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5976 | 2054-11-01      | 4.5000%  | 0.0000% | $1365713.00        | $1294955.04        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3982 | 2054-10-01      | 5.0000%  | 0.0000% | $241206.00         | $222492.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8094 | 2055-08-01      | 5.5000%  | 0.0000% | $2850553.00        | $2895639.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0888 | 2055-03-01      | 6.0000%  | 0.0000% | $4270591.00        | $4302347.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  | 0.0000% | $7500000.00        | $6545911.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8862 | 2055-01-01      | 5.5000%  | 0.0000% | $11253059.00       | $11234409.24       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6155 | 2055-05-01      | 4.5000%  | 0.0000% | $236439.00         | $227543.20         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7956 | 2035-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $2585165.38        | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $6182000.00        | $2287.02           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT1897 | 2052-02-01      | 2.0000%  | 0.0000% | $49784339.00       | $35056739.32       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8099 | 2050-12-01      | 2.0000%  | 0.0000% | $1659000.00        | $939930.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0031 | 2051-10-01      | 2.5000%  | 0.0000% | $2896686.00        | $1806141.63        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6839 | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $3309.97           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9494 | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4570.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1575 | 2052-04-01      | 3.5000%  | 0.0000% | $7456000.00        | $4802198.31        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBV9650 | 2037-05-01      | 1.5000%  | 0.0000% | $1589410.00        | $1110434.80        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT930498 | 2029-02-01      | 5.0000%  | 0.0000% | $2327690.00        | $15440.47          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $180000.00         | $1138.60           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $403167.00         | $264491.11         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $1962000.00        | $1145638.19        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4122 | 2035-09-01      | 1.5000%  | 0.0000% | $100000.00         | $40671.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1458.45           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5384 | 2052-12-01      | 4.5000%  | 0.0000% | $195000.00         | $158997.82         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1767 | 2031-12-01      | 2.0000%  | 0.0000% | $3527956.00        | $835523.17         | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $110193.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ1662 | 2047-12-01      | 3.5000%  | 0.0000% | $6322000.00        | $752972.57         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $150056.00         | $21252.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $1100000.00        | $450056.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9119 | 2054-09-01      | 5.5000%  | 0.0000% | $554000.00         | $537010.13         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $3814691.00        | $2393702.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBJ3807 | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $9135.43           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9947 | 2055-02-01      | 4.5000%  | 0.0000% | $577153.00         | $544958.29         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5329 | 2053-03-01      | 3.0000%  | 0.0000% | $14876609.00       | $11240535.98       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9033 | 2051-10-01      | 2.5000%  | 0.0000% | $6725000.00        | $4074286.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4094 | 2052-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $1000456.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | 0.0000% | $847684.00         | $633952.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5342 | 2053-07-01      | 5.5000%  | 0.0000% | $1425000.00        | $1141265.82        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  | 0.0000% | $12000.00          | $8741.83           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4685 | 2051-11-01      | 2.0000%  | 0.0000% | $11612964.00       | $8004227.97        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3091 | 2052-02-01      | 2.5000%  | 0.0000% | $1540000.00        | $1057646.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5313 | 2053-08-01      | 5.0000%  | 0.0000% | $10625914.00       | $8931396.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6291 | 2050-07-01      | 3.0000%  | 0.0000% | $150000.00         | $38466.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0444 | 2055-01-01      | 5.5000%  | 0.0000% | $1211548.00        | $1156249.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4022 | 2055-06-01      | 6.0000%  | 0.0000% | $2122360.00        | $2158293.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6479 | 2053-06-01      | 5.5000%  | 0.0000% | $39683000.00       | $34050311.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1087500.00        | $1124092.90        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB4540 | 2037-05-01      | 1.5000%  | 0.0000% | $479162.00         | $335054.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8131 | 2055-08-01      | 5.0000%  | 0.0000% | $1194088.00        | $1196834.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $232000.00         | $170949.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $59000.00          | $41976.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $50000.00          | $38222.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3425 | 2052-09-01      | 4.5000%  | 0.0000% | $82000.00          | $66742.57          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7559 | 2039-03-01      | 6.0000%  | 0.0000% | $34362424.00       | $26298042.65       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4996 | 2051-02-01      | 2.5000%  | 0.0000% | $800000.00         | $415640.66         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9462 | 2052-11-01      | 5.0000%  | 0.0000% | $51682256.00       | $48615495.33       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3969 | 2037-03-01      | 2.0000%  | 0.0000% | $60000.00          | $38939.60          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS3555 | 2037-07-01      | 2.0000%  | 0.0000% | $5173049.00        | $3732139.73        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9851 | 2051-05-01      | 4.0000%  | 0.0000% | $69720643.00       | $61987101.21       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8395 | 2054-07-01      | 6.5000%  | 0.0000% | $80000.00          | $59894.81          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $1200000.00        | $340022.59         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $187600.00         | $139814.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4849 | 2042-01-01      | 6.0000%  | 0.0000% | $64000.00          | $48070.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7539 | 2051-06-01      | 3.0000%  | 0.0000% | $620000.00         | $303378.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3648 | 2035-07-01      | 2.5000%  | 0.0000% | $300000.00         | $126083.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $3449242.00        | $2981210.00        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | 0.0000% | $36408586.00       | $26233045.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4235 | 2054-10-01      | 5.0000%  | 0.0000% | $1666977.00        | $1634522.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2908 | 2055-04-01      | 6.0000%  | 0.0000% | $2004491.00        | $2076036.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4457 | 2055-04-01      | 5.0000%  | 0.0000% | $2084491.00        | $2056549.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1382 | 2055-06-01      | 6.0000%  | 0.0000% | $2716224.00        | $2796252.06        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7242 | 2050-10-01      | 3.0000%  | 0.0000% | $110000.00         | $59112.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8025 | 2050-12-01      | 2.5000%  | 0.0000% | $20119000.00       | $11208362.13       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL509503 | 2029-11-01      | 7.0000%  | 0.0000% | $635000.00         | $1319.26           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ4084 | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $5113.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5211 | 2054-06-01      | 5.5000%  | 0.0000% | $1018734.00        | $1017872.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1846 | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1771505.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2510031.00        | $2517249.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3428 | 2055-04-01      | 6.0000%  | 0.0000% | $9862456.00        | $9910108.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA1022 | 2053-09-01      | 5.5000%  | 0.0000% | $1470.00           | $1403.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY0172 | 2053-05-01      | 4.5000%  | 0.0000% | $285833.00         | $266409.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0887 | 2048-11-01      | 4.0000%  | 0.0000% | $1261397.00        | $732377.68         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4404 | 2048-12-01      | 5.0000%  | 0.0000% | $703767.00         | $44450.33          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2417 | 2048-10-01      | 4.5000%  | 0.0000% | $1857796.00        | $393771.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4108 | 2049-09-01      | 3.0000%  | 0.0000% | $2642514.00        | $953815.63         | Agency Mortgage-Backed Securities |

### Security 705: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1AK8P3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AK8P3
- **C.18 - Value (incl. sponsor support):** $782634886.80
- **C.18.a - Value (excl. sponsor support):** $782634886.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 47   | 2047-06-15      | 4.1250%  | 0.0000% | $36000.00          | $29951.61          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.9%44    | 2044-04-01      | 4.9000%  | 0.0000% | $48000.00          | $46042.29          | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36           | 2036-02-01      | 4.7000%  | 0.0000% | $214000.00         | $210463.77         | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT3.8%30 | 2030-03-22      | 3.8000%  | 0.0000% | $113000.00         | $113688.42         | Corporate Debt Securities |
| DIAGEO INVT CORP               GLBL NT 5.625%35 | 2035-04-15      | 5.6250%  | 0.0000% | $459000.00         | $494667.74         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 34    | 2034-10-01      | 4.2500%  | 0.0000% | $3000.00           | $2797.78           | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35    | 2035-01-15      | 5.7500%  | 0.0000% | $4994000.00        | $5111897.24        | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT6.5%33 | 2033-11-21      | 6.5000%  | 0.0000% | $5072000.00        | $5540472.46        | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-02-01      | 3.6500%  | 0.0000% | $5000.00           | $4990.39           | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 35  | 2035-01-10      | 5.8430%  | 0.0000% | $120000.00         | $127187.16         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 32    | 2032-03-15      | 2.8500%  | 0.0000% | $20000.00          | $18384.27          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD6.2%53 | 2053-11-15      | 6.2000%  | 0.0000% | $27000.00          | $29369.82          | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 4.05%30  | 2030-07-01      | 4.0500%  | 0.0000% | $16000.00          | $15783.92          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42     | 2042-05-15      | 4.4000%  | 0.0000% | $10000.00          | $9314.91           | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5.35%55  | 2055-01-08      | 5.3500%  | 0.0000% | $21000.00          | $20627.86          | Corporate Debt Securities |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31 | 2031-02-15      | 3.4000%  | 0.0000% | $72000.00          | $67247.44          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.699%29 | 2029-04-10      | 4.6990%  | 0.0000% | $4964000.00        | $5150712.72        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36 | 2036-07-15      | 8.1000%  | 0.0000% | $309000.00         | $379003.95         | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $455000.00         | $488233.96         | Corporate Debt Securities |
| EASTMAN CHEM CO                GLBL NT 5%29     | 2029-08-01      | 5.0000%  | 0.0000% | $73000.00          | $74746.81          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $2000.00           | $2065.79           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.7%26 | 2026-01-12      | 3.7000%  | 0.0000% | $45000.00          | $45098.13          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 6.5%42     | 2042-02-01      | 6.5000%  | 0.0000% | $27000.00          | $28274.82          | Corporate Debt Securities |
| BEAM INC                       SR GLBL NT 36    | 2036-01-15      | 5.8750%  | 0.0000% | $2000.00           | $2074.28           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1378%  | 0.0000% | $1614000.00        | $1638567.70        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 30    | 2030-06-01      | 2.6500%  | 0.0000% | $3000.00           | $2791.49           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34 | 2034-01-07      | 6.1000%  | 0.0000% | $196000.00         | $205672.82         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $3000.00           | $2072.83           | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 42 BD 54 | 2054-05-15      | 5.7500%  | 0.0000% | $8000.00           | $8070.49           | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 31    | 2031-10-15      | 2.6250%  | 0.0000% | $13000.00          | $11637.22          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $11000.00          | $10595.08          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34  | 2034-01-31      | 4.8500%  | 0.0000% | $811000.00         | $815417.47         | Corporate Debt Securities |
| EMORY UNIVERSITY               SR -2020A BD 25  | 2025-09-01      | 1.5660%  | 0.0000% | $250000.00         | $251860.75         | Corporate Debt Securities |
| EATON CORP OHIO                SR NT 4%32       | 2032-11-02      | 4.0000%  | 0.0000% | $37000.00          | $36467.57          | Corporate Debt Securities |
| EATON CORP OHIO                GLBL NT 4.15%33  | 2033-03-15      | 4.1500%  | 0.0000% | $6000.00           | $5970.81           | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT 62    | 2062-08-15      | 4.6500%  | 0.0000% | $137000.00         | $115882.59         | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $38000.00          | $39674.58          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 35    | 2035-03-15      | 5.0500%  | 0.0000% | $111000.00         | $115050.17         | Corporate Debt Securities |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL28 | 2028-01-13      | 7.4000%  | 0.0000% | $5000.00           | $5306.43           | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL FL NT 29 | 2029-08-14      | 4.7011%  | 0.0000% | $10400000.00       | $10428230.80       | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT4.1%27 | 2027-02-09      | 4.1000%  | 0.0000% | $86000.00          | $85972.29          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 35    | 2035-05-15      | 5.0500%  | 0.0000% | $39000.00          | $40041.01          | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC / BAKER SR GLBL NT 26    | 2026-12-15      | 2.0610%  | 0.0000% | $61000.00          | $59604.72          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $15000.00          | $17171.26          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27    | 2027-12-01      | 6.7500%  | 0.0000% | $780000.00         | $833274.00         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41   | 2041-03-01      | 5.0500%  | 0.0000% | $18000.00          | $17848.79          | Corporate Debt Securities |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4.625%44   | 2044-02-01      | 4.6250%  | 0.0000% | $73000.00          | $65677.90          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-12-15      | 4.1500%  | 0.0000% | $31000.00          | $25612.53          | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL- BCUSG17 28 | 2028-01-24      | 4.7000%  | 0.0000% | $2999000.00        | $3078951.67        | Corporate Debt Securities |
| BROWN FORMAN CORP              4%38             | 2038-04-15      | 4.0000%  | 0.0000% | $3000.00           | $2717.37           | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%27 | 2027-02-15      | 3.8000%  | 0.0000% | $48000.00          | $47824.69          | Corporate Debt Securities |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 26    | 2026-09-24      | 4.2120%  | 0.0000% | $40000.00          | $40808.20          | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 26    | 2026-05-03      | 3.3500%  | 0.0000% | $858000.00         | $862139.37         | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT4.1%29 | 2029-03-15      | 4.1000%  | 0.0000% | $753000.00         | $769330.90         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53    | 2053-11-15      | 7.2500%  | 0.0000% | $5000.00           | $5707.22           | Corporate Debt Securities |
| KKR GROUP FIN CO XII LLC       SR GLBL 144A 32  | 2032-05-17      | 4.8500%  | 0.0000% | $65000.00          | $66317.01          | Corporate Debt Securities |
| KENTUCKY UTILS CO              1M GLBL BD 40    | 2040-11-01      | 5.1250%  | 0.0000% | $55000.00          | $54597.32          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT5.7%27 | 2027-05-20      | 5.7000%  | 0.0000% | $108000.00         | $111760.02         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $28000.00          | $28767.85          | Corporate Debt Securities |
| TRANS-ALLEGHENY INTST LINE CO  SR 144A NT 5%31  | 2031-01-15      | 5.0000%  | 0.0000% | $85000.00          | $87617.24          | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL 2023A 33 | 2033-09-15      | 5.7500%  | 0.0000% | $31000.00          | $33499.05          | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 29  | 2029-05-01      | 4.3000%  | 0.0000% | $5055000.00        | $5152583.97        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL -CCCC 35 | 2035-04-15      | 5.4000%  | 0.0000% | $449000.00         | $471620.62         | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 29    | 2029-11-07      | 2.3750%  | 0.0000% | $370000.00         | $349083.49         | Corporate Debt Securities |
| TOLL BROS FIN CORP             SR GLBL NT5.6%35 | 2035-06-15      | 5.6000%  | 0.0000% | $76000.00          | $78296.64          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 33    | 2033-07-15      | 5.0500%  | 0.0000% | $339000.00         | $345058.68         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.8%28 | 2028-07-15      | 4.8000%  | 0.0000% | $239000.00         | $244723.25         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT6.5%52 | 2052-12-01      | 6.5000%  | 0.0000% | $533000.00         | $553770.42         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 6.087%29   | 2029-10-23      | 6.0870%  | 0.0000% | $450000.00         | $484463.03         | Corporate Debt Securities |
| NEVADA POWER CO                SR -2023A NT6%54 | 2054-03-15      | 6.0000%  | 0.0000% | $20000.00          | $20897.87          | Corporate Debt Securities |
| SINOPEC GRP OVSEAS DEV 2015    GLBL REGS NT 45  | 2045-04-28      | 4.1000%  | 0.0000% | $8162000.00        | $7325726.02        | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL XX BD 30 | 2030-02-01      | 2.5500%  | 0.0000% | $1000.00           | $933.80            | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $8178000.00        | $6304206.66        | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT28 | 2028-03-15      | 4.2000%  | 0.0000% | $2208000.00        | $2249848.96        | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26    | 2026-10-15      | 3.3750%  | 0.0000% | $797000.00         | $798141.70         | Corporate Debt Securities |
| CK HUTCHISON INTL 21 LTD       GLBL REGS NT 31  | 2031-04-15      | 2.5000%  | 0.0000% | $31698000.00       | $29066291.17       | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $2616000.00        | $3122875.43        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53  | 2053-03-08      | 5.8500%  | 0.0000% | $80000.00          | $82748.60          | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55 | 2055-06-15      | 6.0000%  | 0.0000% | $220000.00         | $229463.67         | Corporate Debt Securities |
| SK HYNIX INC                   SR GLBL REGS 28  | 2028-01-17      | 6.3750%  | 0.0000% | $200000.00         | $210455.50         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV2013 GLBL REGS NT 43  | 2043-10-17      | 5.3750%  | 0.0000% | $500000.00         | $529444.17         | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 31  | 2031-04-23      | 2.2500%  | 0.0000% | $51094000.00       | $46561706.73       | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9183.47           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 30    | 2030-04-01      | 3.7500%  | 0.0000% | $3000.00           | $2956.61           | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35 | 2035-03-15      | 5.8000%  | 0.0000% | $10000.00          | $10618.72          | Corporate Debt Securities |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2021 BD 41   | 2041-06-01      | 2.8100%  | 0.0000% | $1190000.00        | $869531.68         | Corporate Debt Securities |
| JBS USA HOLDING LUX            SR GLBL 144A 35  | 2035-04-20      | 5.9500%  | 0.0000% | $65000.00          | $70272.19          | Corporate Debt Securities |
| KITE RLTY GROUP L P            GLBL NT 5.5%34   | 2034-03-01      | 5.5000%  | 0.0000% | $4822000.00        | $5076189.05        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL NT 48    | 2048-05-25      | 5.0850%  | 0.0000% | $140000.00         | $125036.45         | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT0.8%26 | 2026-07-19      | 0.8000%  | 0.0000% | $44000000.00       | $42780711.12       | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.5%29 | 2029-10-15      | 4.5000%  | 0.0000% | $109000.00         | $111795.85         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  GLBL BD 5.8%33   | 2033-01-15      | 5.8000%  | 0.0000% | $17000.00          | $18255.09          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.9%34 | 2034-06-01      | 4.9000%  | 0.0000% | $98000.00          | $99642.26          | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34    | 2034-03-15      | 5.3500%  | 0.0000% | $130000.00         | $137579.29         | Corporate Debt Securities |
| RGA GLOBAL FUNDING             144A NT 4.35%28  | 2028-08-25      | 4.3500%  | 0.0000% | $35000.00          | $35121.92          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $33000.00          | $31024.40          | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 38    | 2038-01-15      | 6.9500%  | 0.0000% | $94000.00          | $105867.92         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27  | 2027-04-09      | 5.0000%  | 0.0000% | $31000.00          | $31864.42          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55 | 2055-08-15      | 6.3750%  | 0.0000% | $25000.00          | $25859.23          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 4%27  | 2027-09-15      | 4.0000%  | 0.0000% | $22000.00          | $22379.99          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42    | 2042-08-15      | 4.8500%  | 0.0000% | $195000.00         | $178790.84         | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 34   | 2034-11-19      | 5.5920%  | 0.0000% | $8090000.00        | $8393563.76        | Corporate Debt Securities |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT5.4%33 | 2033-03-01      | 5.4000%  | 0.0000% | $2000.00           | $2107.78           | Corporate Debt Securities |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35    | 2035-06-01      | 6.1890%  | 0.0000% | $77000.00          | $81102.13          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34     | 2034-02-01      | 5.4000%  | 0.0000% | $74000.00          | $75933.62          | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 4%25  | 2025-11-15      | 4.0000%  | 0.0000% | $275000.00         | $277658.03         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54    | 2054-09-01      | 5.9500%  | 0.0000% | $34000.00          | $32037.50          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 7.55%38 | 2038-04-15      | 7.5500%  | 0.0000% | $75000.00          | $91201.71          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 4%42  | 2042-09-30      | 4.0000%  | 0.0000% | $25000.00          | $21224.39          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49    | 2049-01-15      | 4.2500%  | 0.0000% | $86000.00          | $72584.38          | Corporate Debt Securities |
| BERRY GLOBAL INC               SR SEC GLBL NT31 | 2031-06-15      | 5.8000%  | 0.0000% | $49000.00          | $52488.42          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30 | 2030-01-31      | 2.8000%  | 0.0000% | $411000.00         | $389058.99         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48 | 2048-07-15      | 3.8000%  | 0.0000% | $13000.00          | $9910.87           | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT3.5%26 | 2026-07-01      | 3.5000%  | 0.0000% | $161000.00         | $160531.31         | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2009A NT6%39 | 2039-03-01      | 6.0000%  | 0.0000% | $160000.00         | $176924.27         | Corporate Debt Securities |
| AGREE LTD PARTNERSHIP          SR GLBL NT4.8%32 | 2032-10-01      | 4.8000%  | 0.0000% | $5000000.00        | $5094366.67        | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2025A 35 | 2035-04-02      | 5.1000%  | 0.0000% | $8000.00           | $8282.79           | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34 | 2034-02-01      | 5.5000%  | 0.0000% | $5737000.00        | $5922407.09        | Corporate Debt Securities |
| ALTRIA GROUP INC               CR SEN SR GLBL39 | 2039-02-06      | 10.2000% | 0.0000% | $20000.00          | $28399.93          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28    | 2028-12-01      | 3.2760%  | 0.0000% | $188000.00         | $182316.38         | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL BCUSG-19 30 | 2030-08-27      | 3.9000%  | 0.0000% | $333000.00         | $333841.38         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT5.5%33 | 2033-03-02      | 5.5000%  | 0.0000% | $3000.00           | $3192.64           | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 25    | 2025-09-21      | 3.7960%  | 0.0000% | $312000.00         | $316998.31         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AP BD 30 | 2030-03-15      | 4.8000%  | 0.0000% | $7000.00           | $7332.20           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-10-21      | 1.9480%  | 0.0000% | $2489000.00        | $2440056.86        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 28    | 2028-03-14      | 3.9500%  | 0.0000% | $2000.00           | $2026.91           | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 35    | 2035-03-01      | 4.8500%  | 0.0000% | $1105000.00        | $1119000.96        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26    | 2026-12-09      | 1.0930%  | 0.0000% | $3000.00           | $2979.06           | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $254000.00         | $258214.07         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2024D 30 | 2030-03-15      | 4.5500%  | 0.0000% | $60000.00          | $63016.00          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37   | 2037-10-01      | 6.7500%  | 0.0000% | $14401000.00       | $16457174.78       | Corporate Debt Securities |
| MIDMICHIGAN HEALTH             SR SEC GLBL 50   | 2050-06-01      | 3.4090%  | 0.0000% | $1565000.00        | $1091952.32        | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FDG I 144A NT 5.4%28   | 2028-09-12      | 5.4000%  | 0.0000% | $1868000.00        | $1986300.44        | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $6334000.00        | $4252411.84        | Corporate Debt Securities |
| HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 27  | 2027-06-15      | 8.0000%  | 0.0000% | $23000.00          | $24234.97          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62 | 2062-06-15      | 5.2000%  | 0.0000% | $40000.00          | $36346.04          | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 32    | 2032-12-15      | 5.2500%  | 0.0000% | $6000.00           | $6210.31           | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 30  | 2030-01-15      | 2.9930%  | 0.0000% | $12137000.00       | $11541414.48       | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $10000000.00       | $9270737.50        | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD6.4%38 | 2038-06-15      | 6.4000%  | 0.0000% | $156000.00         | $175427.55         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.4%28 | 2028-05-15      | 4.4000%  | 0.0000% | $50000.00          | $51192.06          | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT4.6%27 | 2027-04-06      | 4.6000%  | 0.0000% | $5594000.00        | $5720884.35        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $1000.00           | $1009.37           | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT 27    | 2027-09-16      | 7.7500%  | 0.0000% | $6000.00           | $6513.00           | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 54    | 2054-09-15      | 5.2500%  | 0.0000% | $57000.00          | $55629.53          | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $3300000.00        | $2243450.00        | Corporate Debt Securities |
| HCA INC.                       1PRI SR SEC 27   | 2027-02-15      | 4.5000%  | 0.0000% | $26000.00          | $26063.18          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 29    | 2029-06-15      | 5.1500%  | 0.0000% | $73000.00          | $76551.17          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-11-03      | 2.5200%  | 0.0000% | $35000.00          | $31274.60          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 27    | 2027-06-09      | 1.4620%  | 0.0000% | $35000.00          | $34326.21          | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 28 | 2028-06-01      | 4.2500%  | 0.0000% | $4351000.00        | $4403381.21        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL FL BD 25 | 2025-09-04      | 5.3070%  | 0.0000% | $1500000.00        | $1519124.60        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-01-29      | 5.5750%  | 0.0000% | $180000.00         | $187093.05         | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40 | 2040-05-15      | 5.3500%  | 0.0000% | $3600000.00        | $3630944.00        | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $3000000.00        | $3089815.00        | Corporate Debt Securities |
| OGLETHORPE POWER CORP          -2018A 5.05%48   | 2048-10-01      | 5.0500%  | 0.0000% | $25000.00          | $22851.03          | Corporate Debt Securities |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33    | 2033-06-05      | 5.7500%  | 0.0000% | $18000.00          | $18971.94          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 27   | 2027-01-30      | 3.7000%  | 0.0000% | $26000.00          | $25810.21          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2024A 27 | 2027-02-23      | 5.0040%  | 0.0000% | $80000.00          | $81161.92          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $231000.00         | $245588.80         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 55    | 2055-04-01      | 6.1410%  | 0.0000% | $4000.00           | $4177.19           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.6%34 | 2034-04-01      | 5.6000%  | 0.0000% | $3000.00           | $3159.67           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31    | 2031-01-08      | 2.3500%  | 0.0000% | $32000.00          | $28329.89          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%31 | 2031-06-10      | 2.7000%  | 0.0000% | $4000.00           | $3576.98           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $12000.00          | $11941.23          | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%27   | 2027-02-05      | 4.6000%  | 0.0000% | $457000.00         | $461399.39         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 29    | 2029-06-01      | 2.0690%  | 0.0000% | $9000.00           | $8558.35           | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 4%28  | 2028-03-01      | 4.0000%  | 0.0000% | $65000.00          | $65948.86          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 34 | 2034-08-15      | 5.0500%  | 0.0000% | $37000.00          | $37495.20          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT1.5%26 | 2026-11-09      | 1.5000%  | 0.0000% | $51000.00          | $49747.61          | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 32    | 2032-05-20      | 4.7500%  | 0.0000% | $4000.00           | $4101.73           | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 35    | 2035-03-27      | 5.2500%  | 0.0000% | $100000.00         | $104812.67         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT4.5%32 | 2032-10-15      | 4.5000%  | 0.0000% | $300000.00         | $301749.00         | Corporate Debt Securities |
| COBANK ACB                     PERP GLBL -L NT  | 2079-12-31      | 7.2500%  | 0.0000% | $289000.00         | $299895.46         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD 34    | 2034-09-15      | 5.1500%  | 0.0000% | $1000.00           | $1038.69           | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54 | 2054-10-15      | 5.6500%  | 0.0000% | $263000.00         | $258973.62         | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -B NT 55 | 2055-01-15      | 6.2000%  | 0.0000% | $4000.00           | $4171.31           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.4328%  | 0.0000% | $3611000.00        | $3621594.86        | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 31    | 2031-06-15      | 2.6390%  | 0.0000% | $24212000.00       | $21670093.76       | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28 | 2028-11-27      | 7.3000%  | 0.0000% | $30000.00          | $32592.47          | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT2.8%30 | 2030-05-01      | 2.8000%  | 0.0000% | $734000.00         | $695852.39         | Corporate Debt Securities |
| ARES MANAGEMENT CORPORATION    GLBL NT 5.6%54   | 2054-10-11      | 5.6000%  | 0.0000% | $80000.00          | $77802.13          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 42    | 2042-01-15      | 4.9500%  | 0.0000% | $65000.00          | $62011.95          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43   | 2043-09-01      | 5.1500%  | 0.0000% | $10000.00          | $9933.64           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 31  | 2031-02-15      | 2.4500%  | 0.0000% | $881000.00         | $797580.56         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT5.7%30 | 2030-02-01      | 5.7000%  | 0.0000% | $7000.00           | $7300.11           | Corporate Debt Securities |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48 | 2048-04-01      | 4.0000%  | 0.0000% | $23000.00          | $18621.82          | Corporate Debt Securities |
| BESTFOODS                      SR -E NT 7.25%26 | 2026-12-15      | 7.2500%  | 0.0000% | $155000.00         | $163294.48         | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 50    | 2050-05-01      | 3.9500%  | 0.0000% | $4000.00           | $3158.39           | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL VVV BD30 | 2030-10-01      | 1.7000%  | 0.0000% | $2000.00           | $1778.24           | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT 32    | 2032-07-01      | 7.1250%  | 0.0000% | $36000.00          | $40397.01          | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.6%51 | 2051-06-01      | 2.6000%  | 0.0000% | $5000.00           | $3062.93           | Corporate Debt Securities |
| MOSAIC CO                      SR NT 5.45%33    | 2033-11-15      | 5.4500%  | 0.0000% | $4000.00           | $4176.34           | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32 | 2032-03-15      | 3.0000%  | 0.0000% | $6000.00           | $5539.06           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 35    | 2035-10-01      | 5.1250%  | 0.0000% | $11897000.00       | $11944393.02       | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FDG       SR SEC 144A NT31 | 2031-08-01      | 1.8500%  | 0.0000% | $890000.00         | $776613.01         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  GLBL BD 2.75%32  | 2032-04-15      | 2.7500%  | 0.0000% | $79000.00          | $71922.87          | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $36384000.00       | $32146011.91       | Corporate Debt Securities |
| ULTRATECH CEMENT LTD           GLBL REGS NT 31  | 2031-02-16      | 2.8000%  | 0.0000% | $3772000.00        | $3448668.35        | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 42  | 2042-06-12      | 6.3500%  | 0.0000% | $362000.00         | $393100.12         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       SR GLBL -J NT 28 | 2028-12-01      | 4.3000%  | 0.0000% | $2000.00           | $2031.56           | Corporate Debt Securities |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54 | 2054-12-15      | 6.0000%  | 0.0000% | $1690000.00        | $1697289.53        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27   | 2027-02-26      | 4.8000%  | 0.0000% | $2000.00           | $2023.62           | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 33    | 2033-08-02      | 6.4210%  | 0.0000% | $92000.00          | $100987.09         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.7%28 | 2028-03-15      | 5.7000%  | 0.0000% | $2000.00           | $2078.81           | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 28    | 2028-01-12      | 4.1250%  | 0.0000% | $32000.00          | $32099.37          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34   | 2034-12-30      | 5.7000%  | 0.0000% | $8000.00           | $8265.61           | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $3900000.00        | $3555371.08        | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 26    | 2026-10-15      | 3.2500%  | 0.0000% | $99000.00          | $98969.03          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT3.1%30 | 2030-03-15      | 3.1000%  | 0.0000% | $75000.00          | $71730.17          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52 | 2052-09-15      | 4.9500%  | 0.0000% | $32000.00          | $29454.08          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 49    | 2049-09-01      | 4.4500%  | 0.0000% | $62000.00          | $49939.31          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT35 | 2035-04-01      | 5.3500%  | 0.0000% | $85000.00          | $89541.48          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.1%32 | 2032-01-12      | 3.1000%  | 0.0000% | $8000.00           | $7161.18           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31    | 2031-04-23      | 5.2180%  | 0.0000% | $852000.00         | $895803.88         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $32000.00          | $32993.85          | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 28    | 2028-05-15      | 3.8750%  | 0.0000% | $8284000.00        | $8361492.21        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27    | 2027-01-26      | 3.8500%  | 0.0000% | $50000.00          | $49933.46          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-01-17      | 4.3500%  | 0.0000% | $5000.00           | $5022.07           | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-04-01      | 5.1860%  | 0.0000% | $277000.00         | $290639.54         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $41000.00          | $37401.23          | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT2.7%28 | 2028-10-15      | 2.7000%  | 0.0000% | $6000.00           | $5760.66           | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-10-06      | 6.3750%  | 0.0000% | $35000.00          | $38668.10          | Corporate Debt Securities |
| GLOBE LIFE INC                 SR GLBL NT 34    | 2034-09-15      | 5.8500%  | 0.0000% | $20000.00          | $21452.20          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 27    | 2027-09-15      | 3.0940%  | 0.0000% | $9000.00           | $8964.94           | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 40 BD 53 | 2053-04-01      | 5.2500%  | 0.0000% | $6000.00           | $5647.22           | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT4.8%31 | 2031-02-15      | 4.8000%  | 0.0000% | $648000.00         | $651661.20         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5.5%33   | 2033-03-08      | 5.5000%  | 0.0000% | $12517000.00       | $13482373.62       | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 30    | 2030-05-13      | 3.2500%  | 0.0000% | $14232000.00       | $13775571.85       | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 59   | 2059-09-30      | 3.6250%  | 0.0000% | $34000.00          | $23605.64          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30 | 2030-05-01      | 4.4000%  | 0.0000% | $68000.00          | $69585.91          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 4.75%34  | 2034-09-26      | 4.7500%  | 0.0000% | $3603000.00        | $3625509.74        | Corporate Debt Securities |
| SODEXO INC                     SR 144A NT 30    | 2030-08-15      | 5.1500%  | 0.0000% | $200000.00         | $207916.22         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50    | 2050-10-15      | 2.8500%  | 0.0000% | $21000.00          | $13693.43          | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $237000.00         | $241177.52         | Corporate Debt Securities |
| ESSENTIAL PPTYS LP             SR GLBL NT 31    | 2031-07-15      | 2.9500%  | 0.0000% | $10700000.00       | $9680991.45        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 33    | 2033-03-15      | 6.2500%  | 0.0000% | $13000.00          | $14286.77          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR NT 6.25%39    | 2039-10-01      | 6.2500%  | 0.0000% | $15000.00          | $16532.77          | Corporate Debt Securities |
| EMD FINANCE LLC                SR 144A NT 30    | 2030-10-15      | 4.3750%  | 0.0000% | $275000.00         | $275602.63         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT 35    | 2035-01-15      | 5.3500%  | 0.0000% | $2785000.00        | $2834486.36        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 26    | 2026-03-26      | 0.3750%  | 0.0000% | $50000.00          | $49031.69          | Corporate Debt Securities |
| DOW CHEMICAL CO                CR SEN SR GLBL39 | 2039-05-15      | 9.4000%  | 0.0000% | $28000.00          | $37044.72          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR NT 2.375%27   | 2027-05-24      | 2.3750%  | 0.0000% | $7000.00           | $6884.97           | Corporate Debt Securities |
| EATON CORP OHIO                SR GLBL NT 27    | 2027-09-15      | 3.1030%  | 0.0000% | $2000.00           | $1995.51           | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.1%30 | 2030-03-17      | 5.1000%  | 0.0000% | $5000.00           | $5233.40           | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.5%35 | 2035-03-17      | 5.5000%  | 0.0000% | $9300000.00        | $9764814.00        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SR GLBL NT 31    | 2031-01-30      | 5.0850%  | 0.0000% | $2000.00           | $2070.79           | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 31    | 2031-12-01      | 3.5690%  | 0.0000% | $7000.00           | $6584.09           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55 | 2055-03-15      | 5.5000%  | 0.0000% | $4000.00           | $4028.18           | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT5.5%33 | 2033-06-15      | 5.5000%  | 0.0000% | $7000.00           | $7312.24           | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28    | 2028-03-21      | 4.7500%  | 0.0000% | $47000.00          | $48504.34          | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT4.3%30 | 2030-10-15      | 4.3000%  | 0.0000% | $1950000.00        | $1966518.67        | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 26    | 2026-12-01      | 2.6700%  | 0.0000% | $4000.00           | $3938.75           | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 34    | 2034-01-15      | 5.8750%  | 0.0000% | $125000.00         | $131391.32         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 6.15%37   | 2037-05-01      | 6.1500%  | 0.0000% | $6000.00           | $6737.81           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-01-10      | 3.8870%  | 0.0000% | $12000.00          | $11990.77          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT 35    | 2035-03-15      | 5.2500%  | 0.0000% | $1500000.00        | $1543975.00        | Corporate Debt Securities |
| ALLY FINL INC                  SR GLBL NT 33    | 2033-07-31      | 5.5480%  | 0.0000% | $10000000.00       | $10114692.22       | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR GLBL BB NT 32 | 2032-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4958.35           | Corporate Debt Securities |
| MASTERCARD INCORPORATED        SR GLBL NT 51    | 2051-03-15      | 2.9500%  | 0.0000% | $70000.00          | $46860.72          | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31   | 2031-07-18      | 4.7340%  | 0.0000% | $749000.00         | $763775.52         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR NT 6.75%40    | 2040-02-01      | 6.7500%  | 0.0000% | $1620000.00        | $1851595.20        | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.1%26 | 2026-09-15      | 1.1000%  | 0.0000% | $6000.00           | $5842.21           | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL -AAAA 28 | 2028-08-15      | 4.9500%  | 0.0000% | $77000.00          | $79143.29          | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 25    | 2025-10-15      | 4.6500%  | 0.0000% | $71000.00          | $72216.82          | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.414%27   | 2027-05-21      | 5.4140%  | 0.0000% | $892000.00         | $911640.16         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 49    | 2049-10-01      | 3.1500%  | 0.0000% | $13000.00          | $8965.06           | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 4%46  | 2046-05-10      | 4.0000%  | 0.0000% | $4000.00           | $3251.08           | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT29 | 2029-11-01      | 4.6500%  | 0.0000% | $14000.00          | $14458.94          | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR GLBL 144A 28  | 2028-05-17      | 3.9000%  | 0.0000% | $131000.00         | $132058.48         | Corporate Debt Securities |
| OMNIS FDG TR                   SR 144A NT 55    | 2055-05-15      | 6.7220%  | 0.0000% | $1385000.00        | $1463129.77        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29    | 2029-03-09      | 6.4990%  | 0.0000% | $175000.00         | $188639.45         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $25000.00          | $24765.08          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.2%29 | 2029-10-01      | 4.2000%  | 0.0000% | $509000.00         | $517865.08         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2019B 29 | 2029-09-15      | 2.6500%  | 0.0000% | $76000.00          | $72837.05          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 54    | 2054-01-15      | 5.7500%  | 0.0000% | $2887000.00        | $2851165.92        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30    | 2030-10-23      | 4.6920%  | 0.0000% | $507000.00         | $522084.26         | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 28  | 2028-06-30      | 4.4000%  | 0.0000% | $22000.00          | $22420.93          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-02-01      | 4.7500%  | 0.0000% | $68000.00          | $68349.82          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.3%53   | 2053-05-19      | 5.3000%  | 0.0000% | $2000.00           | $1918.68           | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 33    | 2033-10-28      | 6.0370%  | 0.0000% | $205000.00         | $224009.86         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.5%26 | 2026-12-15      | 4.5000%  | 0.0000% | $683000.00         | $689638.76         | Corporate Debt Securities |
| NUCOR CORP                     SR GLBL NT2.7%30 | 2030-06-01      | 2.7000%  | 0.0000% | $125000.00         | $117547.50         | Corporate Debt Securities |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30    | 2030-08-15      | 3.1500%  | 0.0000% | $2102000.00        | $1905284.33        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-03-15      | 5.6500%  | 0.0000% | $82000.00          | $85477.69          | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD 53    | 2053-12-01      | 5.3500%  | 0.0000% | $108000.00         | $99020.64          | Corporate Debt Securities |
| PARKER-HANNIFIN CORP           SR GLBL NT 27    | 2027-09-15      | 4.2500%  | 0.0000% | $23000.00          | $23517.76          | Corporate Debt Securities |
| MASS GEN BRIGHAM INC           GLBL -2020 BD 60 | 2060-07-01      | 3.3420%  | 0.0000% | $9945000.00        | $6547831.09        | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34     | 2034-02-16      | 4.7000%  | 0.0000% | $2000.00           | $1998.59           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 28    | 2028-06-15      | 4.8750%  | 0.0000% | $7000.00           | $7231.22           | Corporate Debt Securities |
| AMERICO LIFE INC               SR 144A NT 31    | 2031-04-15      | 3.4500%  | 0.0000% | $6000000.00        | $5493790.00        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 26    | 2026-09-29      | 5.6100%  | 0.0000% | $202000.00         | $206849.01         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31   | 2031-02-15      | 7.7500%  | 0.0000% | $757000.00         | $879864.04         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 3%27  | 2027-03-22      | 3.0000%  | 0.0000% | $8000.00           | $7965.31           | Corporate Debt Securities |
| PRESIDENT&FELLOW HARVARD COLL  SR GLBL 2020B 50 | 2050-10-15      | 2.5170%  | 0.0000% | $572000.00         | $353449.57         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.75%28  | 2028-05-28      | 1.7500%  | 0.0000% | $47000.00          | $44657.69          | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL 144A 30  | 2030-06-15      | 4.8750%  | 0.0000% | $157000.00         | $163195.35         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT3.5%25 | 2025-09-01      | 3.5000%  | 0.0000% | $144000.00         | $146435.84         | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT 26    | 2026-06-15      | 4.1250%  | 0.0000% | $95000.00          | $95518.62          | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $5000.00           | $4832.39           | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29 | 2029-01-15      | 4.4000%  | 0.0000% | $15000.00          | $15126.57          | Corporate Debt Securities |
| STARBUCKS CORP                 3.55%29          | 2029-08-15      | 3.5500%  | 0.0000% | $147000.00         | $144389.36         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-04-15      | 2.6250%  | 0.0000% | $102000.00         | $101837.90         | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 29    | 2029-09-17      | 3.3500%  | 0.0000% | $20000.00          | $19642.70          | Corporate Debt Securities |
| MICROSOFT CORP                 GLBL NT 2.525%50 | 2050-06-01      | 2.5250%  | 0.0000% | $416000.00         | $259601.56         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29    | 2029-04-23      | 3.8140%  | 0.0000% | $46000.00          | $46159.57          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.2%26 | 2026-10-21      | 3.2000%  | 0.0000% | $4226000.00        | $4225948.35        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            3.375%27         | 2027-12-01      | 3.3750%  | 0.0000% | $420000.00         | $417975.60         | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $1615000.00        | $1878188.48        | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 46  | 2046-05-03      | 4.2500%  | 0.0000% | $2200000.00        | $2007927.78        | Corporate Debt Securities |
| WYETH                          SR GLBL NT 37    | 2037-04-01      | 5.9500%  | 0.0000% | $128000.00         | $140809.10         | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 25  | 2025-12-15      | 4.2500%  | 0.0000% | $29135000.00       | $29337666.29       | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 46   | 2046-05-18      | 4.7500%  | 0.0000% | $78000.00          | $69058.58          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32  | 2032-05-15      | 3.0000%  | 0.0000% | $46000.00          | $41243.91          | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT2.5%32 | 2032-11-15      | 2.5000%  | 0.0000% | $5192000.00        | $4299195.22        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-06-15      | 5.7500%  | 0.0000% | $196000.00         | $202015.13         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 26 BD 28 | 2028-07-01      | 3.7500%  | 0.0000% | $1000000.00        | $986481.67         | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 54    | 2054-06-15      | 5.6500%  | 0.0000% | $939000.00         | $892438.64         | Corporate Debt Securities |
| MANUFACTURERS & TRADERS TR CO  SR NT 4.65%26    | 2026-01-27      | 4.6500%  | 0.0000% | $300000.00         | $301273.00         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 34    | 2034-02-13      | 5.2500%  | 0.0000% | $318000.00         | $326552.08         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT2.3%31 | 2031-05-01      | 2.3000%  | 0.0000% | $61000.00          | $55176.87          | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 2.45%011530   | 2030-01-15      | 2.4500%  | 0.0000% | $5100000.00        | $4769950.66        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.7%44 | 2044-06-15      | 4.7000%  | 0.0000% | $132000.00         | $111949.35         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 26    | 2026-02-15      | 0.8750%  | 0.0000% | $109000.00         | $107268.02         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $244000.00         | $171430.74         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 29    | 2029-04-04      | 5.3710%  | 0.0000% | $40000.00          | $42125.33          | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT29 | 2029-06-15      | 4.1250%  | 0.0000% | $14000.00          | $13992.01          | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40   | 2040-03-12      | 6.2540%  | 0.0000% | $1369000.00        | $1418039.79        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%26 | 2026-04-06      | 5.4000%  | 0.0000% | $21000.00          | $21547.89          | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $15000.00          | $13648.85          | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 27    | 2027-12-01      | 4.9500%  | 0.0000% | $32000.00          | $32878.72          | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A NT4.754%26 | 2026-04-21      | 4.7540%  | 0.0000% | $392000.00         | $399327.70         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53    | 2053-08-01      | 5.3500%  | 0.0000% | $14000.00          | $13518.14          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $2910000.00        | $1937633.20        | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    TAX BD AGM-CR 48 | 2048-11-01      | 5.2460%  | 0.0000% | $1040000.00        | $941278.23         | Corporate Debt Securities |
| QUALCOMM INC                   SR GLBL NT 32    | 2032-05-20      | 4.7500%  | 0.0000% | $4000.00           | $4126.56           | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 29    | 2029-04-01      | 5.2500%  | 0.0000% | $25000.00          | $26348.58          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 31    | 2031-11-09      | 2.2500%  | 0.0000% | $41000.00          | $36567.29          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 27  | 2027-04-30      | 2.1000%  | 0.0000% | $6989000.00        | $6825329.27        | Corporate Debt Securities |
| GLOBAL PMTS INC                GLBL NT 2.15%27  | 2027-01-15      | 2.1500%  | 0.0000% | $2000.00           | $1948.58           | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 35  | 2035-04-07      | 5.4000%  | 0.0000% | $17000.00          | $17656.37          | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31    | 2031-01-15      | 2.8750%  | 0.0000% | $222000.00         | $205124.42         | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $326000.00         | $325621.12         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $32000.00          | $33847.09          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $7349000.00        | $7937663.07        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 33 | 2033-04-01      | 5.2000%  | 0.0000% | $6000.00           | $6349.25           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 51    | 2051-12-15      | 3.4500%  | 0.0000% | $179000.00         | $124922.61         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 50 | 2050-03-01      | 2.9500%  | 0.0000% | $42000.00          | $28168.40          | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 4.15%28  | 2028-02-15      | 4.1500%  | 0.0000% | $566000.00         | $567179.48         | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.2%32 | 2032-04-01      | 5.2000%  | 0.0000% | $6395000.00        | $6692736.99        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 53 | 2053-04-01      | 5.4000%  | 0.0000% | $4000.00           | $3991.04           | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 31 | 2031-03-01      | 2.6250%  | 0.0000% | $208000.00         | $193922.39         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.85%29  | 2029-02-26      | 4.8500%  | 0.0000% | $14000.00          | $14387.58          | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $494000.00         | $449128.61         | Corporate Debt Securities |
| AVIATION CAP GROUP LLC         SR 144A NT4.8%30 | 2030-10-24      | 4.8000%  | 0.0000% | $19000.00          | $19093.61          | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 26    | 2026-11-01      | 2.8500%  | 0.0000% | $67000.00          | $66691.91          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD3.4%32 | 2032-04-01      | 3.4000%  | 0.0000% | $2000.00           | $1912.44           | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            3.8%28           | 2028-07-15      | 3.8000%  | 0.0000% | $31000.00          | $31044.47          | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $139000.00         | $151281.11         | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 32    | 2032-02-15      | 5.3750%  | 0.0000% | $7686000.00        | $7865854.54        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $8000.00           | $8095.48           | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $36000.00          | $37649.00          | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $130000.00         | $136261.12         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 28 | 2028-02-26      | 4.8547%  | 0.0000% | $1100000.00        | $1103633.37        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52 | 2052-03-17      | 3.0010%  | 0.0000% | $6000.00           | $3882.03           | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $132000.00         | $140101.96         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.7%30 | 2030-07-15      | 3.7000%  | 0.0000% | $4000.00           | $3937.89           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC DEL     SR GLBL NT 26    | 2026-03-15      | 3.1250%  | 0.0000% | $62000.00          | $62509.40          | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC    SR GLBL NT 6%35  | 2035-07-15      | 6.0000%  | 0.0000% | $2861000.00        | $2927241.69        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.97%29  | 2029-10-17      | 4.9700%  | 0.0000% | $216000.00         | $226429.20         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $51429.86          | Corporate Debt Securities |
| DIAGEO INVT CORP               SR NT 4.25%42    | 2042-05-11      | 4.2500%  | 0.0000% | $165000.00         | $145464.00         | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 30    | 2030-01-13      | 5.2500%  | 0.0000% | $300000.00         | $311303.50         | Corporate Debt Securities |
| CREDIT SUISSE USA INC          BD 7.125%32      | 2032-07-15      | 7.1250%  | 0.0000% | $37000.00          | $42683.51          | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 28    | 2028-08-15      | 6.0420%  | 0.0000% | $2224000.00        | $2331551.90        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $35000.00          | $28622.53          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $1305000.00        | $1328866.27        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33    | 2033-02-01      | 5.7500%  | 0.0000% | $325000.00         | $344819.22         | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 30    | 2030-07-15      | 5.2500%  | 0.0000% | $2429000.00        | $2522405.17        | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 32    | 2032-06-23      | 5.2500%  | 0.0000% | $2000.00           | $2065.93           | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT4.6%26 | 2026-12-23      | 4.6000%  | 0.0000% | $3000.00           | $3038.68           | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.5%34 | 2034-02-15      | 5.5000%  | 0.0000% | $25000.00          | $25560.22          | Corporate Debt Securities |
| ESSENT GROUP LTD               SR GLBL NT 29    | 2029-07-01      | 6.2500%  | 0.0000% | $96000.00          | $101652.43         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.45%40    | 2040-09-01      | 6.4500%  | 0.0000% | $4000.00           | $4548.49           | Corporate Debt Securities |
| EVERGY MO WEST INC             1M 144A BD 27    | 2027-12-15      | 5.1500%  | 0.0000% | $5191000.00        | $5339857.69        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4%29     | 2029-02-15      | 4.0000%  | 0.0000% | $19990000.00       | $20248581.76       | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-04-14      | 3.5880%  | 0.0000% | $27000.00          | $27200.47          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL31 | 2031-05-01      | 6.3880%  | 0.0000% | $60000.00          | $66464.91          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 27    | 2027-03-19      | 4.3750%  | 0.0000% | $5600000.00        | $5760520.89        | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 27    | 2027-05-01      | 3.6250%  | 0.0000% | $1825000.00        | $1829511.30        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 1.25%31  | 2031-02-14      | 1.2500%  | 0.0000% | $1772000.00        | $1553921.44        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $152000.00         | $160157.08         | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 79    | 2079-11-15      | 5.4500%  | 0.0000% | $54000.00          | $50337.96          | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT 29    | 2029-04-05      | 3.8500%  | 0.0000% | $18000.00          | $18028.80          | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 28    | 2028-12-15      | 2.2500%  | 0.0000% | $2000.00           | $1889.99           | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT2.8%51 | 2051-01-15      | 2.8000%  | 0.0000% | $144000.00         | $86766.08          | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 130 BD51 | 2051-03-15      | 3.1250%  | 0.0000% | $20000.00          | $13398.32          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 28    | 2028-05-08      | 3.6250%  | 0.0000% | $4594000.00        | $4644199.02        | Corporate Debt Securities |
| COMCAST CORP NEW               SR NT 4.8%33     | 2033-05-15      | 4.8000%  | 0.0000% | $32000.00          | $32554.13          | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 34 | 2034-03-01      | 5.2000%  | 0.0000% | $2000.00           | $2113.50           | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        SR GLBL NT5.4%53 | 2053-06-01      | 5.4000%  | 0.0000% | $66000.00          | $64272.12          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 B34 | 2034-03-15      | 5.5000%  | 0.0000% | $8000.00           | $8568.52           | Corporate Debt Securities |
| CHENIERE ENERGY INC            SR GLBL NT 34    | 2034-04-15      | 5.6500%  | 0.0000% | $21000.00          | $21938.08          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-08-15      | 5.3500%  | 0.0000% | $171000.00         | $176950.90         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-10-19      | 7.7500%  | 0.0000% | $4000.00           | $4758.10           | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -UU NT | 2500-12-31      | 6.2500%  | 0.0000% | $17031000.00       | $17136360.39       | Corporate Debt Securities |
| BMW US CAP LLC                 SR FL 144A NT 27 | 2027-08-13      | 5.3016%  | 0.0000% | $2679000.00        | $2696501.31        | Corporate Debt Securities |
| ASCOT GROUP LIMITED            SR 144A NT 35    | 2035-06-15      | 6.3490%  | 0.0000% | $54000.00          | $57022.66          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 30    | 2030-08-02      | 6.3430%  | 0.0000% | $140000.00         | $151885.61         | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $94000.00          | $70512.14          | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB REGS NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $1260000.00        | $1358108.74        | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.75%28  | 2028-02-15      | 4.7500%  | 0.0000% | $28000.00          | $28265.08          | Corporate Debt Securities |
| SYSCO CORP                     CR SEN SR GLBL40 | 2040-04-01      | 6.6000%  | 0.0000% | $3000.00           | $3403.39           | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $15423.22          | Corporate Debt Securities |
| PPL ELEC UTILS CORP            1M GLBL -29TH 55 | 2055-08-15      | 5.5500%  | 0.0000% | $500000.00         | $495167.50         | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $1634000.00        | $1712065.26        | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC         SR GLBL NT 28    | 2028-06-22      | 4.8750%  | 0.0000% | $7000.00           | $7159.97           | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 35    | 2035-04-15      | 5.2500%  | 0.0000% | $12000.00          | $12535.39          | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $5600000.00        | $4408344.89        | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%49  | 2049-05-20      | 5.0000%  | 0.0000% | $18000.00          | $16066.26          | Corporate Debt Securities |
| THREE GORGES FINANCE I         GLBL REGS NT 30  | 2030-09-22      | 2.1500%  | 0.0000% | $1283000.00        | $1194044.98        | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29 | 2029-12-15      | 3.3750%  | 0.0000% | $290000.00         | $277094.28         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 26    | 2026-09-30      | 4.9500%  | 0.0000% | $554000.00         | $570613.07         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 27    | 2027-06-15      | 4.6500%  | 0.0000% | $1917000.00        | $1947687.97        | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $1252000.00        | $1260722.27        | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.4%31 | 2031-06-24      | 5.4000%  | 0.0000% | $5500000.00        | $5724015.00        | Corporate Debt Securities |
| EVERGY KANS CENT INC           1ST MTG BD FR 27 | 2027-04-01      | 3.1000%  | 0.0000% | $5100000.00        | $5089006.66        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $3000.00           | $3160.03           | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT4.5%28 | 2028-09-15      | 4.5000%  | 0.0000% | $44000.00          | $45310.76          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 34    | 2034-11-15      | 5.4500%  | 0.0000% | $737000.00         | $740865.16         | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 3%29  | 2029-01-15      | 3.0000%  | 0.0000% | $141000.00         | $136120.93         | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $850000.00         | $1079756.42        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.5%33 | 2033-06-01      | 5.5000%  | 0.0000% | $14000.00          | $14618.58          | Corporate Debt Securities |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30 | 2030-09-01      | 2.5000%  | 0.0000% | $26000.00          | $23791.85          | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SR GLBL NT 31    | 2031-10-28      | 2.8750%  | 0.0000% | $30000.00          | $26874.70          | Corporate Debt Securities |
| TJX COS INC NEW                SR GLBL NT 28    | 2028-05-15      | 1.1500%  | 0.0000% | $13000.00          | $12132.54          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 27    | 2027-04-15      | 3.7500%  | 0.0000% | $849000.00         | $855366.08         | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT1.5%31 | 2031-02-04      | 1.5000%  | 0.0000% | $395000.00         | $341956.11         | Corporate Debt Securities |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT4.2%29 | 2029-04-15      | 4.2000%  | 0.0000% | $8000.00           | $7950.83           | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.9%52 | 2052-07-27      | 4.9000%  | 0.0000% | $118000.00         | $105359.32         | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FDG II   50 144A NT4.8%28 | 2028-01-09      | 4.8000%  | 0.0000% | $1878000.00        | $1916248.60        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR NT 5.15%42    | 2042-06-01      | 5.1500%  | 0.0000% | $2000.00           | $1825.20           | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR ACRD NT 28    | 2028-05-26      | 5.5040%  | 0.0000% | $1555000.00        | $1611848.73        | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28     | 2028-07-06      | 5.1412%  | 0.0000% | $7177000.00        | $7236555.14        | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT 6%34  | 2034-01-17      | 6.0000%  | 0.0000% | $2775000.00        | $3017507.25        | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28    | 2028-05-19      | 4.4500%  | 0.0000% | $165000.00         | $169021.23         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 5%35  | 2035-01-31      | 5.0000%  | 0.0000% | $3563000.00        | $3608883.52        | Corporate Debt Securities |
| TSMC ARIZ CORP                 SR GLBL NT2.5%31 | 2031-10-25      | 2.5000%  | 0.0000% | $5364000.00        | $4923407.00        | Corporate Debt Securities |
| PEPSICO INC                    SR NT 3.6%42     | 2042-08-13      | 3.6000%  | 0.0000% | $43000.00          | $34619.30          | Corporate Debt Securities |
| BANK AMERICA CORP              SUB NT 7.75%38   | 2038-05-14      | 7.7500%  | 0.0000% | $505000.00         | $621202.60         | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD2.7%30 | 2030-09-15      | 2.7000%  | 0.0000% | $8798000.00        | $8232640.52        | Corporate Debt Securities |
| PIEDMONT NAT GAS CO INC        SR GLBL NT3.5%29 | 2029-06-01      | 3.5000%  | 0.0000% | $27000.00          | $26597.58          | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 28    | 2028-08-01      | 6.0500%  | 0.0000% | $23000.00          | $24172.44          | Corporate Debt Securities |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT 28    | 2028-03-30      | 4.2500%  | 0.0000% | $16000.00          | $16398.88          | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SR GLBL NT 6%36  | 2036-07-29      | 6.0000%  | 0.0000% | $15000.00          | $15247.80          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.2%28 | 2028-06-01      | 5.2000%  | 0.0000% | $34000.00          | $35256.34          | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.1%30 | 2030-02-15      | 3.1000%  | 0.0000% | $17000.00          | $16008.82          | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL31 | 2031-12-15      | 2.9000%  | 0.0000% | $3000.00           | $2684.64           | Corporate Debt Securities |
| MASTEC INC                     CR SEN SR GLBL29 | 2029-06-15      | 5.9000%  | 0.0000% | $119000.00         | $125952.91         | Corporate Debt Securities |
| MASSMUTUAL GLBL FDG II MTN     -20235 144A NT28 | 2028-06-14      | 5.0500%  | 0.0000% | $5186000.00        | $5377315.86        | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 54    | 2054-03-15      | 5.4500%  | 0.0000% | $40000.00          | $39495.91          | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT3.6%27 | 2027-06-01      | 3.6000%  | 0.0000% | $7000.00           | $7007.98           | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 28     | 2028-04-04      | 4.9000%  | 0.0000% | $3000000.00        | $3121008.33        | Corporate Debt Securities |
| PROLOGIS L P                   GLBL NT 3.25%26  | 2026-06-30      | 3.2500%  | 0.0000% | $54000.00          | $53812.97          | Corporate Debt Securities |
| KROGER CO                      SR NT     7.5%31 | 2031-04-01      | 7.5000%  | 0.0000% | $14000.00          | $16521.59          | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FDG II   144A NT 5%27     | 2027-01-16      | 5.0000%  | 0.0000% | $2852000.00        | $2899976.98        | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT5.4%32 | 2032-03-15      | 5.4000%  | 0.0000% | $23000.00          | $24440.72          | Corporate Debt Securities |
| HARLEY DAVIDSON FINL SVCS INC  SR 144A NT 29    | 2029-06-11      | 5.9500%  | 0.0000% | $149000.00         | $156225.26         | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT4.3%27 | 2027-03-15      | 4.3000%  | 0.0000% | $33000.00          | $33642.14          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT45 | 2045-04-01      | 3.7500%  | 0.0000% | $10000.00          | $7919.27           | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26 | 2026-07-15      | 3.4000%  | 0.0000% | $4000000.00        | $3967862.22        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27 | 2027-05-15      | 3.7500%  | 0.0000% | $52000.00          | $52285.13          | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 26  | 2026-03-20      | 5.1985%  | 0.0000% | $1500000.00        | $1517396.17        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 32 | 2032-03-30      | 2.4000%  | 0.0000% | $13000.00          | $11550.41          | Corporate Debt Securities |
| HCA INC.                       5.375%26         | 2026-09-01      | 5.3750%  | 0.0000% | $6715000.00        | $6919514.65        | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 70   | 2070-10-15      | 3.7290%  | 0.0000% | $700000.00         | $468055.12         | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          SR NT 4%28       | 2028-08-08      | 4.0000%  | 0.0000% | $325000.00         | $326567.58         | Corporate Debt Securities |
| ONEOK PARTNERS LP              SR GLBL NT 36    | 2036-10-01      | 6.6500%  | 0.0000% | $21000.00          | $23382.01          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 31    | 2031-11-15      | 2.2500%  | 0.0000% | $104000.00         | $91733.20          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-01-15      | 4.8500%  | 0.0000% | $38000.00          | $39030.10          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.25%27  | 2027-11-15      | 3.2500%  | 0.0000% | $21000.00          | $21013.42          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.25%32  | 2032-08-16      | 4.2500%  | 0.0000% | $35497000.00       | $36159896.61       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $28000.00          | $24259.76          | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 46    | 2046-06-15      | 4.7500%  | 0.0000% | $30000.00          | $25457.22          | Corporate Debt Securities |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31 | 2031-09-01      | 3.1000%  | 0.0000% | $72000.00          | $65411.84          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 5.95%41    | 2041-02-01      | 5.9500%  | 0.0000% | $79000.00          | $82531.12          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.4%26 | 2026-05-01      | 3.4000%  | 0.0000% | $29000.00          | $29150.06          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $283000.00         | $283641.23         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 30    | 2030-09-15      | 1.3750%  | 0.0000% | $84000.00          | $74113.53          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 34 | 2034-05-25      | 6.1740%  | 0.0000% | $6037000.00        | $6469677.83        | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 26    | 2026-08-06      | 4.9290%  | 0.0000% | $522000.00         | $527391.78         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT5.8%33 | 2033-03-01      | 5.8000%  | 0.0000% | $2854000.00        | $3122926.08        | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT5.7%34 | 2034-08-15      | 5.7000%  | 0.0000% | $39000.00          | $40645.67          | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 19  SR REGS NT 29    | 2029-04-11      | 3.6250%  | 0.0000% | $5280000.00        | $5246925.20        | Corporate Debt Securities |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT2.9%33 | 2033-12-01      | 2.9000%  | 0.0000% | $10672000.00       | $9047603.02        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 27 | 2027-09-29      | 4.4500%  | 0.0000% | $355000.00         | $362594.04         | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $400000.00         | $410721.78         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 43    | 2043-08-02      | 7.0790%  | 0.0000% | $17000.00          | $19084.36          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $3620000.00        | $3992407.50        | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL 144A NT 30  | 2030-08-11      | 4.5000%  | 0.0000% | $151000.00         | $151681.01         | Corporate Debt Securities |
| ANDREW W MELLON FNDTN          SR -2020 BD 27   | 2027-08-01      | 0.9470%  | 0.0000% | $2250000.00        | $2128132.25        | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT 33    | 2033-08-01      | 5.5500%  | 0.0000% | $118000.00         | $123163.29         | Corporate Debt Securities |
| AUTODESK INC                   SR GLBL NT5.3%35 | 2035-06-15      | 5.3000%  | 0.0000% | $24000.00          | $24788.63          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.6%35 | 2035-03-15      | 5.6000%  | 0.0000% | $18993000.00       | $20248015.24       | Corporate Debt Securities |
| WISCONSIN PWR & LT CO          SR GLBL DEB 32   | 2032-09-01      | 3.9500%  | 0.0000% | $7000.00           | $6855.87           | Corporate Debt Securities |
| TR FIN LLC                     SR GLBL NT 26    | 2026-05-15      | 3.3500%  | 0.0000% | $4000.00           | $4001.19           | Corporate Debt Securities |
| PPL CAP FDG INC                SR GLBL NT 34    | 2034-09-01      | 5.2500%  | 0.0000% | $48000.00          | $50084.08          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-04-15      | 3.3750%  | 0.0000% | $199000.00         | $195207.56         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $3235000.00        | $3369108.72        | Corporate Debt Securities |
| SODEXO INC                     SR 144A NT5.8%35 | 2035-08-15      | 5.8000%  | 0.0000% | $200000.00         | $211004.44         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.1%27 | 2027-05-17      | 3.1000%  | 0.0000% | $4000.00           | $3987.09           | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28   | 2028-11-15      | 6.8750%  | 0.0000% | $76000.00          | $83313.56          | Corporate Debt Securities |
| NORTHWEST PIPELINE CORP        4%27             | 2027-04-01      | 4.0000%  | 0.0000% | $24000.00          | $24294.11          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024B 34 | 2034-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2017.90           | Corporate Debt Securities |
| EQUINOR ASA                    SR NT 3.95%43    | 2043-05-15      | 3.9500%  | 0.0000% | $2000.00           | $1720.42           | Corporate Debt Securities |
| TC PIPELINES LP                SR GLBL NT3.9%27 | 2027-05-25      | 3.9000%  | 0.0000% | $120000.00         | $120436.00         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT5%33 | 2033-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5181.88           | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT4.9%28 | 2028-04-03      | 4.9000%  | 0.0000% | $3000.00           | $3096.88           | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $175000.00         | $171989.37         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 31    | 2031-04-01      | 5.4500%  | 0.0000% | $500000.00         | $530357.78         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52 | 2052-05-15      | 4.6250%  | 0.0000% | $149000.00         | $127794.49         | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 29    | 2029-08-15      | 4.2500%  | 0.0000% | $70000.00          | $68486.09          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 30    | 2030-06-15      | 5.1500%  | 0.0000% | $3000.00           | $3095.33           | Corporate Debt Securities |
| WYETH                          SR GLBL NT 6%36  | 2036-02-15      | 6.0000%  | 0.0000% | $134000.00         | $145430.65         | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 30    | 2030-04-01      | 4.3500%  | 0.0000% | $98000.00          | $99817.25          | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 3.9%29    | 2029-04-13      | 3.9000%  | 0.0000% | $412000.00         | $408437.57         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-04-22      | 2.5800%  | 0.0000% | $73000.00          | $66746.21          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53 | 2053-08-15      | 5.7000%  | 0.0000% | $3000.00           | $2979.35           | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SR GLBL NT 28    | 2028-08-04      | 4.4430%  | 0.0000% | $83000.00          | $83453.63          | Corporate Debt Securities |
| NEVADA POWER CO                SR SEC -CC NT 29 | 2029-05-01      | 3.7000%  | 0.0000% | $34000.00          | $33876.16          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 31    | 2031-12-01      | 3.7500%  | 0.0000% | $7974000.00        | $7567698.12        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $3100000.00        | $3252285.78        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 54    | 2054-03-15      | 5.2500%  | 0.0000% | $148000.00         | $143282.75         | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3257000.00        | $2576666.98        | Corporate Debt Securities |
| WYETH                          CR SEN SR GLBL34 | 2034-02-01      | 6.5000%  | 0.0000% | $6000.00           | $6771.93           | Corporate Debt Securities |
| WESTROCK CO                    SR GLBL NT 4%28  | 2028-03-15      | 4.0000%  | 0.0000% | $10000.00          | $10133.42          | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 29  | 2029-04-26      | 5.3750%  | 0.0000% | $400000.00         | $422517.83         | Corporate Debt Securities |
| WYNNTON FDG TR II              SR 144A NT 55    | 2055-08-15      | 5.9910%  | 0.0000% | $1000000.00        | $1002792.83        | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR 144A NT 30    | 2030-06-26      | 2.6500%  | 0.0000% | $15000.00          | $14010.56          | Corporate Debt Securities |
| PROTECTIVE LIFE GLOBAL FUNDING SR SEC 144A NT32 | 2032-01-14      | 5.4320%  | 0.0000% | $1887000.00        | $1973292.51        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 33   | 2033-10-15      | 6.9500%  | 0.0000% | $985000.00         | $1114842.15        | Corporate Debt Securities |
| PROGRESS ENERGY INC            SR GLBL NT 6%39  | 2039-12-01      | 6.0000%  | 0.0000% | $90000.00          | $96399.60          | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD5.2%34 | 2034-04-01      | 5.2000%  | 0.0000% | $3000.00           | $3142.52           | Corporate Debt Securities |
| WALMART INC                    SR GLBL NT 30    | 2030-04-28      | 4.3500%  | 0.0000% | $649000.00         | $668366.70         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 5.125%32 | 2032-05-15      | 5.1250%  | 0.0000% | $18000.00          | $18346.78          | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 51    | 2051-10-01      | 3.7990%  | 0.0000% | $210000.00         | $161357.30         | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $45000.00          | $44574.48          | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31    | 2031-02-01      | 4.8750%  | 0.0000% | $6000.00           | $6016.63           | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 27 | 2027-03-15      | 3.5000%  | 0.0000% | $23000.00          | $23182.95          | Corporate Debt Securities |
| PROGRESS ENERGY INC            SR GLBL NT 31    | 2031-03-01      | 7.7500%  | 0.0000% | $15000.00          | $17970.59          | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.1%26 | 2026-11-15      | 3.1000%  | 0.0000% | $4775000.00        | $4756738.28        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 28    | 2028-09-01      | 3.6250%  | 0.0000% | $8000.00           | $7968.53           | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 46    | 2046-04-01      | 4.2500%  | 0.0000% | $40000.00          | $34451.69          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 | 2029-06-18      | 4.3000%  | 0.0000% | $29000.00          | $29226.80          | Corporate Debt Securities |
| TEXAS INSTRS INC               SR GLBL NT 29    | 2029-09-04      | 2.2500%  | 0.0000% | $4566000.00        | $4323168.71        | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 27  | 2027-02-01      | 5.7500%  | 0.0000% | $62000.00          | $63095.06          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29    | 2029-01-23      | 4.7500%  | 0.0000% | $109000.00         | $111927.74         | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 61    | 2061-08-05      | 2.8500%  | 0.0000% | $221000.00         | $132622.10         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 27    | 2027-10-29      | 7.1490%  | 0.0000% | $46000.00          | $48501.94          | Corporate Debt Securities |
| CONOCOPHILLIPS                 SR NT 6.95%29    | 2029-04-15      | 6.9500%  | 0.0000% | $18000.00          | $20164.13          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%49 | 2049-10-15      | 4.2000%  | 0.0000% | $30000.00          | $22494.10          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT 26    | 2026-12-12      | 3.6250%  | 0.0000% | $2437000.00        | $2459776.13        | Corporate Debt Securities |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26 | 2026-08-01      | 3.5000%  | 0.0000% | $6000.00           | $5961.61           | Corporate Debt Securities |

### Security 706: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 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: ARP1AKAK1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AKAK1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? 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 DJ3056 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2435820.00        | $2542922.19        | Agency Mortgage-Backed Securities         |
| GNII SF DK4588 C       | 2055-05-20      | 5.5000%  | 0.0000% | $14045.00          | $14192.37          | Agency Mortgage-Backed Securities         |
| GNII SF DH6588 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3933600.00        | $4093569.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $21706360.00       | $8156713.99        | Agency Mortgage-Backed Securities         |
| GNMI SF 434738 X       | 2030-04-15      | 8.5000%  | 0.0000% | $2524384.00        | $5595.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2296   | 2055-05-01      | 6.0000%  | 0.0000% | $73715328.00       | $71375395.94       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA9297   | 2051-02-01      | 3.0000%  | 0.0000% | $11163600.00       | $6210609.93        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4908 C       | 2055-05-20      | 7.5000%  | 0.0000% | $1175200.00        | $1258385.91        | Agency Mortgage-Backed Securities         |
| GNII SF CI2031 C       | 2052-01-20      | 3.0000%  | 0.0000% | $3153952.00        | $2187621.18        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $25690200.00       | $25880413.58       | U.S. Treasuries (including strips)        |
| GNRM 2019-29 AP        | 2048-10-20      | 3.0000%  | 0.0000% | $281000.00         | $76463.04          | Agency Collateralized Mortgage Obligation |
| GNII SF MA9305 M       | 2053-11-20      | 5.5000%  | 0.0000% | $11205056.00       | $9343177.55        | Agency Mortgage-Backed Securities         |
| GNII SF DF8708 C       | 2055-01-20      | 5.5000%  | 0.0000% | $610172.00         | $615137.83         | Agency Mortgage-Backed Securities         |
| GNII SF CX8999 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1642682.00        | $1188947.64        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $22216500.00       | $24791397.80       | U.S. Treasuries (including strips)        |
| GNCL CL DE4024         | 2066-07-15      | 5.3500%  | 0.0000% | $1402882.00        | $1413942.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7294   | 2044-05-01      | 5.5000%  | 0.0000% | $600000.00         | $505025.44         | Agency Mortgage-Backed Securities         |
| GNPL PN CM3792         | 2058-04-15      | 4.7400%  | 0.0000% | $30353200.00       | $29666894.58       | Agency Mortgage-Backed Securities         |
| GNMI SP 782727 X       | 2039-07-15      | 5.0000%  | 0.0000% | $354649.00         | $9062.26           | Agency Mortgage-Backed Securities         |
| GNPL PN CN7019         | 2057-11-15      | 4.5000%  | 0.0000% | $3545328.00        | $3398670.32        | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 FJ       | 2055-08-20      | 5.3857%  | 0.0000% | $175363520.00      | $177820261.20      | Agency Collateralized Mortgage Obligation |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $254883584.00      | $245080238.94      | Agency Mortgage-Backed Securities         |
| GNII JM MA9593 M       | 2054-04-20      | 6.0000%  | 0.0000% | $3025776.00        | $1813075.31        | Agency Mortgage-Backed Securities         |
| GNII SF CG3402 C       | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $559288.08         | Agency Mortgage-Backed Securities         |
| GNII AP 784710 M       | 2048-11-20      | 3.5000%  | 0.0000% | $710000.00         | $30849.27          | Agency Mortgage-Backed Securities         |
| GNII SF DM1864 C       | 2055-08-20      | 6.0000%  | 0.0000% | $7998200.00        | $8307663.69        | Agency Mortgage-Backed Securities         |
| GNRA 2013-107 AD       | 2047-11-16      | 2.7843%  | 0.0000% | $1000000.00        | $138293.40         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CJMA3887   | 2034-09-01      | 3.5000%  | 0.0000% | $627492.00         | $144045.11         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0911   | 2053-09-01      | 5.0000%  | 0.0000% | $125828096.00      | $118908711.18      | Agency Mortgage-Backed Securities         |
| GNII SF MA6474 M       | 2050-02-20      | 3.0000%  | 0.0000% | $1223300.00        | $203156.11         | Agency Mortgage-Backed Securities         |
| GNII SF DL2775 C       | 2055-07-20      | 6.5000%  | 0.0000% | $14415888.00       | $15018177.21       | Agency Mortgage-Backed Securities         |
| GNPL PN CG6828         | 2056-09-15      | 4.3500%  | 0.0000% | $456000.00         | $432007.77         | Agency Mortgage-Backed Securities         |
| GNII SF DL4945 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1260462.00        | $1315887.88        | Agency Mortgage-Backed Securities         |
| GNPL PN DA8500         | 2060-03-15      | 5.7200%  | 0.0000% | $1155000.00        | $1216729.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL941341   | 2037-08-01      | 6.0000%  | 0.0000% | $1490952.00        | $16527.50          | Agency Mortgage-Backed Securities         |
| GNII SF DJ2307 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3399760.00        | $3516642.12        | Agency Mortgage-Backed Securities         |
| GNII SF DK0303 C       | 2055-05-20      | 5.5000%  | 0.0000% | $12682736.00       | $12834953.97       | Agency Mortgage-Backed Securities         |
| GNRM 2021-031 KB       | 2061-01-16      | 1.1500%  | 0.0000% | $210738.00         | $69816.96          | Agency Collateralized Mortgage Obligation |
| GNII SF MA7315 M       | 2051-04-20      | 4.0000%  | 0.0000% | $89103232.00       | $35562176.55       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $6314800.00        | $6347922.16        | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSL0571   | 2047-09-01      | 3.0000%  | 0.0000% | $57413504.00       | $49523442.46       | Agency Mortgage-Backed Securities         |
| GNII SF DF6858 C       | 2054-11-20      | 5.0000%  | 0.0000% | $17571104.00       | $17387849.16       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8738   | 2055-09-01      | 6.0000%  | 0.0000% | $3872400.00        | $4015584.57        | Agency Mortgage-Backed Securities         |
| GNPL PN DK6735         | 2060-06-15      | 5.8400%  | 0.0000% | $4740880.00        | $5037713.49        | Agency Mortgage-Backed Securities         |
| GNRA 2025-116 QF       | 2055-07-20      | 5.6950%  | 0.0000% | $120293120.00      | $120711089.82      | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB4984   | 2054-06-01      | 6.0000%  | 0.0000% | $4162968.00        | $4154883.90        | Agency Mortgage-Backed Securities         |

### Security 707: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKSC0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKSC0
- **C.18 - Value (incl. sponsor support):** $7022000000.00
- **C.18.a - Value (excl. sponsor support):** $7022000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $108000000.00      | $109304877.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $452606700.00      | $459157507.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $216600000.00      | $220400801.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $1347686900.00     | $1360331814.92     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $117871900.00      | $118135751.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $838500000.00      | $851381414.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $828000000.00      | $777549372.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $200000000.00      | $256936564.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $573500000.00      | $567428963.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $136000000.00      | $128077408.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $626541000.00      | $637357559.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1804211000.00     | $1676377995.79     | U.S. Treasuries (including strips) |

### Security 708: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKSE6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKSE6
- **C.18 - Value (incl. sponsor support):** $3160000000.00
- **C.18.a - Value (excl. sponsor support):** $3160000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $221700000.00      | $209456424.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $536000000.00      | $540639942.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $453486300.00      | $493397661.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1739943900.00     | $1765127030.23     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $100000000.00      | $214579064.00      | U.S. Treasuries (including strips) |

### Security 709: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 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: ARP1AKST3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKST3
- **C.18 - Value (incl. sponsor support):** $6096000000.00
- **C.18.a - Value (excl. sponsor support):** $6096000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4946.71           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3126.08           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6448 | 2053-07-01      | 6.5000%  | 0.0000% | $1292894.00        | $1090932.73        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC2687 | 2051-06-01      | 3.0000%  | 0.0000% | $6000.00           | $3890.73           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1780 | 2053-05-01      | 6.0000%  | 0.0000% | $6000.00           | $4845.64           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA5873 | 2049-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1726.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6667 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $758.97            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1457500.00        | $1410681.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4840.37           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | 0.0000% | $6000.00           | $3667.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.90            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5757.66           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8415 | 2053-08-01      | 5.5000%  | 0.0000% | $30609.00          | $25933.02          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $4000.00           | $1879.42           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF9073 | 2053-02-01      | 4.5000%  | 0.0000% | $1234722.00        | $1108557.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $918.84            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ3382 | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1517.36           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG7693 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1766.98           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1651.19           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8417 | 2054-03-01      | 4.5000%  | 0.0000% | $1024.00           | $898.26            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62279 G | 2049-03-01      | 4.5000%  | 0.0000% | $8087166.00        | $1985618.16        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $986.76            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH8453 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1915.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5866 | 2049-12-01      | 3.5000%  | 0.0000% | $2603170.00        | $1229114.81        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9584 | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1682.58           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF5227 | 2052-12-01      | 6.5000%  | 0.0000% | $5000.00           | $3509.08           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | 0.0000% | $6000.00           | $4149.65           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4277 | 2047-09-01      | 4.5000%  | 0.0000% | $2020095.00        | $462890.20         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90326 G | 2039-12-01      | 5.5000%  | 0.0000% | $9216.00           | $167.67            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3421 | 2047-06-01      | 4.5000%  | 0.0000% | $5126274.00        | $1338483.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1906 | 2049-03-01      | 4.5000%  | 0.0000% | $5120.00           | $1493.63           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | 0.0000% | $8192.00           | $310.42            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $202428.00         | $27166.64          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $618.37            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CNSA0035 | 2032-11-01      | 4.0000%  | 0.0000% | $261000.00         | $133662.40         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | 0.0000% | $1054.00           | $265.10            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4603 | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.85             | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZT1109 | 2042-09-01      | 4.0000%  | 0.0000% | $37765120.00       | $3209336.61        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $226399.00         | $15017.22          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90775 G | 2040-01-01      | 5.5000%  | 0.0000% | $1024.00           | $53.80             | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0895 | 2052-02-01      | 2.0000%  | 0.0000% | $536367.00         | $347105.80         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $5000.00           | $2579.94           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  | 0.0000% | $3000.00           | $1857.10           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  | 0.0000% | $1002.00           | $141.54            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $2959.67           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6648 | 2053-01-01      | 6.0000%  | 0.0000% | $1161734.00        | $956321.63         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF9924 | 2053-03-01      | 6.0000%  | 0.0000% | $1225550.00        | $1228862.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6730 | 2052-07-01      | 5.0000%  | 0.0000% | $1059300.00        | $1003389.34        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5430 | 2053-01-01      | 6.0000%  | 0.0000% | $1121038.00        | $797000.99         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $2962.39           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  | 0.0000% | $2457360.00        | $1507010.84        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  | 0.0000% | $10000.00          | $4365.71           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9651 | 2052-09-01      | 4.5000%  | 0.0000% | $1640988.00        | $865596.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  | 0.0000% | $1722915.00        | $1233154.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $7000.00           | $4580.45           | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  | 0.0000% | $3473.00           | $81.95             | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82560 G | 2038-10-01      | 7.0000%  | 0.0000% | $7000.00           | $124.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4387 | 2047-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2000.22           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2666 | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $562097.35         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2698 | 2042-02-01      | 4.0000%  | 0.0000% | $1148420.00        | $201515.76         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZT1612 | 2034-01-01      | 4.5000%  | 0.0000% | $2000.00           | $236.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | 0.0000% | $3085.00           | $2822.57           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  | 0.0000% | $3330.00           | $2694.42           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0792 | 2054-09-01      | 5.0000%  | 0.0000% | $27780768.00       | $26300536.38       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $5065.00           | $4818.23           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2915 | 2048-11-01      | 3.0000%  | 0.0000% | $200000.00         | $52700.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3934 | 2052-12-01      | 4.5000%  | 0.0000% | $32235776.00       | $25486125.46       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1472.02           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $14530.00          | $120.28            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7875 | 2050-11-01      | 2.0000%  | 0.0000% | $67541480.00       | $35940013.65       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9390 | 2051-03-01      | 2.5000%  | 0.0000% | $1001.00           | $661.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3793 | 2052-05-01      | 3.5000%  | 0.0000% | $27156348.00       | $19710109.96       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2559.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $16747431.00       | $12357114.97       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1191.00           | $1027.22           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0932 | 2036-07-01      | 2.0000%  | 0.0000% | $5433557.00        | $2954643.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $858.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  | 0.0000% | $1012.00           | $899.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $1023.00           | $845.30            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7567 | 2050-11-01      | 2.0000%  | 0.0000% | $1001.00           | $500.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4389 | 2052-08-01      | 4.5000%  | 0.0000% | $1245.00           | $931.73            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8583 | 2051-01-01      | 2.0000%  | 0.0000% | $161859935.00      | $90837162.33       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $745.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1490.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7604 | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $546.26            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  | 0.0000% | $12567143.00       | $7198789.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | 0.0000% | $5120.00           | $35.94             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  | 0.0000% | $240885760.00      | $35584558.59       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3237.77           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  | 0.0000% | $1017436.00        | $1033348.54        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5867 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1202.93           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  | 0.0000% | $1097904.00        | $1096268.72        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $654.32            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAU8868 | 2043-11-01      | 4.5000%  | 0.0000% | $20005221.00       | $2195892.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | 0.0000% | $4040.00           | $15.56             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1552 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $643.05            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  | 0.0000% | $1011560.00        | $700777.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3220 | 2048-01-01      | 4.5000%  | 0.0000% | $3033.00           | $841.15            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7595 | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $498.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $2547880.00        | $2293210.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | 0.0000% | $1149.00           | $1.64              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2670 | 2052-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1475.16           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7833 | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $551.31            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $710.20            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2621 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $633.25            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0191 | 2051-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1149.03           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $837.30            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | 0.0000% | $57621828.00       | $31138996.79       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  | 0.0000% | $4000.00           | $2789.58           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2052.17           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8730 | 2051-01-01      | 2.0000%  | 0.0000% | $1008.00           | $537.44            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA8761 | 2036-01-01      | 2.5000%  | 0.0000% | $1000.00           | $484.24            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0941 | 2036-06-01      | 2.5000%  | 0.0000% | $1150.00           | $645.52            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  | 0.0000% | $9000.00           | $72.77             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0601 | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $516.12            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $17527159.00       | $49410.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | 0.0000% | $2071.00           | $9.70              | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | 0.0000% | $173000.00         | $106250.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  | 0.0000% | $67872354.00       | $31088438.30       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $632.41            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  | 0.0000% | $27441840.00       | $20023677.90       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $607.44            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP878450 | 2036-08-01      | 6.0000%  | 0.0000% | $1056.00           | $4.32              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4680 | 2052-09-01      | 5.0000%  | 0.0000% | $11001.00          | $8427.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6728 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $878.68            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1231.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $36000.00          | $28813.06          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $5280.00           | $10.74             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $711.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0340 | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $578.09            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA2507 | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1568.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2054 | 2052-09-01      | 5.0000%  | 0.0000% | $1540832.00        | $1358784.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | 0.0000% | $8000.00           | $3808.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | 0.0000% | $8000.00           | $3168.07           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $4016.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8588 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $955.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | 0.0000% | $8000.00           | $5298.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $18175031.00       | $908012.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $3540.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA2073 | 2038-07-01      | 4.0000%  | 0.0000% | $15119230.00       | $3515715.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $9000.00           | $7236.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2774.55           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $497862.00         | $247245.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $10000.00          | $8317.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0451 | 2047-09-01      | 3.5000%  | 0.0000% | $1924000.00        | $365733.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3447 | 2052-11-01      | 5.5000%  | 0.0000% | $33858615.00       | $28331645.10       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW5298 | 2053-05-01      | 6.0000%  | 0.0000% | $5000.00           | $4247.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW9616 | 2053-06-01      | 6.0000%  | 0.0000% | $1499990.00        | $1227117.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | 0.0000% | $5096.00           | $3841.56           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  | 0.0000% | $9000.00           | $5790.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | 0.0000% | $1217454.00        | $933471.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2364 | 2052-06-01      | 5.0000%  | 0.0000% | $1476900.00        | $1245473.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | 0.0000% | $20202.00          | $4320.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0764 | 2052-12-01      | 5.5000%  | 0.0000% | $2013318.00        | $1487052.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1810.15           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | 0.0000% | $36576192.00       | $26125143.69       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $2016.00           | $1497.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5850 | 2048-03-01      | 3.5000%  | 0.0000% | $2764643.00        | $1296974.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $1147669.00        | $988056.00         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $1223550.00        | $1169904.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9777 | 2053-04-01      | 6.0000%  | 0.0000% | $4000.00           | $3264.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $10000.00          | $8278.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3855 | 2052-06-01      | 4.0000%  | 0.0000% | $1145.00           | $863.28            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $1136.00           | $818.97            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $4038.00           | $3313.02           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $37870.00          | $29266.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4842 | 2052-10-01      | 5.5000%  | 0.0000% | $32000.00          | $24570.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $31808361.00       | $24785472.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $796.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1571.73           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $2049.00           | $1541.56           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $23674173.00       | $21496201.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $809.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.73            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $654.81            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $883.72            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $4000.00           | $3134.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6087 | 2053-04-01      | 6.0000%  | 0.0000% | $3072.00           | $2455.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4752 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $594.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $825.68            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8718 | 2054-06-01      | 6.5000%  | 0.0000% | $20294169.00       | $18609018.25       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $26160837.00       | $24382931.74       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  | 0.0000% | $34555078.00       | $27778847.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $65000.00          | $47929.34          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $78817867.00       | $64809436.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  | 0.0000% | $54957376.00       | $48477755.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4688 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $728.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5534 | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $822.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $5000.00           | $788.68            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $212.84            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | 0.0000% | $1184.00           | $75.27             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3800 | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $129.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $1000.00           | $23.19             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2522.52           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4129 | 2049-03-01      | 4.5000%  | 0.0000% | $3540056.00        | $1038302.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4271 | 2047-09-01      | 4.5000%  | 0.0000% | $1633503.00        | $921522.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7615 | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.46           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $609.38            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH7763 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1168.87           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0041 | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2064.09           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831276 | 2036-02-01      | 6.0000%  | 0.0000% | $51631876.00       | $410135.44         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1991.38           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1347 | 2053-09-01      | 6.5000%  | 0.0000% | $4000.00           | $2525.64           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | 0.0000% | $5000.00           | $3723.64           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190371 | 2036-07-01      | 6.5000%  | 0.0000% | $203745057.00      | $1416558.77        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1781.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ8465 | 2041-12-01      | 4.0000%  | 0.0000% | $2049.00           | $192.87            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29156 G | 2044-10-01      | 4.0000%  | 0.0000% | $1156050.00        | $363174.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.54           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $908.62            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  | 0.0000% | $11304.00          | $10590.12          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4327 | 2052-06-01      | 5.0000%  | 0.0000% | $1434715.00        | $958267.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $5121.00           | $5.98              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  | 0.0000% | $1582917.00        | $582871.92         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $227.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6129 | 2048-07-01      | 4.5000%  | 0.0000% | $1673696.00        | $565963.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $810.71            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  | 0.0000% | $2114.00           | $565.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $5000.00           | $1739.99           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4303 | 2053-06-01      | 6.5000%  | 0.0000% | $9001.00           | $6573.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6209 | 2053-08-01      | 5.5000%  | 0.0000% | $1032325.00        | $894933.74         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | 0.0000% | $7000.00           | $4324.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $139.70            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4699 | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $198.40            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $1003.00           | $882.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  | 0.0000% | $4165618.00        | $1004098.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $446.16            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $185.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $40.32             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2139 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $611.91            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $2065.00           | $1409.14           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7913 | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $37055635.18       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | 0.0000% | $7000.00           | $4291.35           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $50148460.00       | $22753559.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3972.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | 0.0000% | $5721.00           | $52.68             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $5311.58           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  | 0.0000% | $69999488.00       | $286343.44         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | 0.0000% | $4000.00           | $409.97            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6704 | 2054-06-01      | 6.5000%  | 0.0000% | $2001.00           | $1760.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850583 | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $431509.87         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0407 | 2036-05-01      | 2.0000%  | 0.0000% | $1031.00           | $565.28            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7762 | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $145872.72         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2852 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $645.73            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | 0.0000% | $1122500.00        | $1137696.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2662 | 2053-05-01      | 6.0000%  | 0.0000% | $1241138.00        | $1243813.97        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2396.10           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3730 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1555.54           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1746.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0086 | 2049-06-01      | 3.5000%  | 0.0000% | $1998098.00        | $842460.26         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA0278 | 2049-05-01      | 5.0000%  | 0.0000% | $6000.00           | $1000.84           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $4014.01           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2651.00           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $2351.16           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2489 | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $169.08            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2770 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $693.90            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1669.31           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9483 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $785.76            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $6000.00           | $4119.69           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48688 G | 2047-06-01      | 4.0000%  | 0.0000% | $3138772.00        | $678893.94         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4375 | 2052-06-01      | 5.0000%  | 0.0000% | $1985844.00        | $1159512.10        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6095 | 2049-05-01      | 4.5000%  | 0.0000% | $1234173.00        | $481957.23         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1236 | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $439.38            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  | 0.0000% | $1413370.00        | $765305.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4893 | 2052-07-01      | 5.0000%  | 0.0000% | $1393620.00        | $656284.44         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC3242 | 2051-06-01      | 3.0000%  | 0.0000% | $999000.00         | $551003.89         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1124 | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $2134.39           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6187 | 2050-01-01      | 4.0000%  | 0.0000% | $7001.00           | $964.45            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3083.18           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60619 G | 2045-08-01      | 4.5000%  | 0.0000% | $1000.00           | $182.24            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5472.81           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6811 | 2053-01-01      | 6.0000%  | 0.0000% | $1304687.00        | $1023446.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3814.25           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | 0.0000% | $6000.00           | $4625.89           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1585.38           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4585.71           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $3745.01           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3344.13           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $519.25            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4245.37           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4750 | 2049-04-01      | 4.5000%  | 0.0000% | $1965563.00        | $378555.76         | Agency Mortgage-Backed Securities |
| 05.500 FGPC H19004 G | 2037-01-01      | 5.5000%  | 0.0000% | $8192.00           | $29.31             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3652 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $510.04            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  | 0.0000% | $1724474.00        | $654017.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1897 | 2048-06-01      | 4.5000%  | 0.0000% | $60198.00          | $14521.10          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3332 | 2052-04-01      | 3.5000%  | 0.0000% | $331869.00         | $241933.39         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $1088594.00        | $942813.82         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $1035.00           | $2.60              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | 0.0000% | $5064.00           | $30.05             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | 0.0000% | $73465473.00       | $31733638.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  | 0.0000% | $1024.00           | $17.23             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL851630 | 2036-04-01      | 6.0000%  | 0.0000% | $54326524.00       | $295203.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | 0.0000% | $5120.00           | $28.04             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4284 | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $889.82            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1766.54           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6043 | 2050-01-01      | 3.5000%  | 0.0000% | $7000.00           | $2788.12           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0081 | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1278.08           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC8654 | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $533.69            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $3189.10           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1381 | 2049-07-01      | 3.5000%  | 0.0000% | $2842050.00        | $1021793.35        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  | 0.0000% | $6000.00           | $2801.93           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6190 | 2050-01-01      | 4.5000%  | 0.0000% | $1042720.00        | $511957.57         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7250 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $212.82            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $291.92            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58671 G | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $637.36            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G61559 G | 2048-03-01      | 4.0000%  | 0.0000% | $35696005.00       | $5524516.29        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6542 | 2052-07-01      | 5.0000%  | 0.0000% | $1816940.00        | $1374875.92        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | 0.0000% | $6000.00           | $1926.20           | Agency Mortgage-Backed Securities |
| 06.000 FGPC H09062 G | 2037-08-01      | 6.0000%  | 0.0000% | $8192.00           | $16.03             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | 0.0000% | $650000.00         | $559796.23         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3851 | 2052-06-01      | 5.0000%  | 0.0000% | $1164387.00        | $890951.02         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.76            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6203 | 2050-01-01      | 4.0000%  | 0.0000% | $1404480.00        | $835394.94         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  | 0.0000% | $1875026.00        | $492362.32         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $127.29            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2356.93           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8103 | 2052-03-01      | 2.0000%  | 0.0000% | $15000.00          | $10088.13          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5973 | 2050-01-01      | 3.5000%  | 0.0000% | $2115512.00        | $1352473.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $353.90            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $344.31            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61703 G | 2049-02-01      | 5.0000%  | 0.0000% | $2343476.00        | $863908.49         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA2150 | 2049-08-01      | 4.5000%  | 0.0000% | $5000.00           | $1752.17           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4082.46           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6179 | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $1761.72           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $6000.00           | $3514.45           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3002 | 2042-04-01      | 4.0000%  | 0.0000% | $7000.00           | $927.40            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $125070.87         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZN4057 | 2049-03-01      | 5.0000%  | 0.0000% | $3237651.00        | $1011298.44        | Agency Mortgage-Backed Securities |
| 05.000 FGPC L10310 G | 2048-07-01      | 5.0000%  | 0.0000% | $9000.00           | $1813.94           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZA3579 | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $91.41             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6124 | 2036-10-01      | 6.5000%  | 0.0000% | $1009.00           | $31.01             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2849 | 2042-03-01      | 4.0000%  | 0.0000% | $9000.00           | $538.99            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $2869.69           | Agency Mortgage-Backed Securities |
| 06.000 FGPC H02643 G | 2038-05-01      | 6.0000%  | 0.0000% | $31305985.00       | $182597.28         | Agency Mortgage-Backed Securities |
| 05.500 FGPC H10115 G | 2037-04-01      | 5.5000%  | 0.0000% | $24686222.00       | $649561.33         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL6309 | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $247.31            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $4855.00           | $367.24            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  | 0.0000% | $29127552.00       | $27129242.51       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1390.16           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7460 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1402.11           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1155231.46        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | 0.0000% | $5153.00           | $34.28             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8103 | 2055-08-01      | 6.0000%  | 0.0000% | $19521920.00       | $20207230.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2430 | 2055-02-01      | 5.0000%  | 0.0000% | $1891224.00        | $1869369.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | 0.0000% | $3087.00           | $38.79             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6102 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $7008.00           | $7143.45           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | 0.0000% | $5000.00           | $48.10             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5506 | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3851.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $29422640.00       | $24572288.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  | 0.0000% | $4096.00           | $48.85             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | 0.0000% | $3000.00           | $493.63            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8905 | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1442.03           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8324 | 2055-08-01      | 6.5000%  | 0.0000% | $1996.00           | $2125.11           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7609 | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $3700.73           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5511 | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4251.35           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9340 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.37           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH5370 | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $203.12            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $779.58            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | 0.0000% | $6148.00           | $40.78             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | 0.0000% | $1008.00           | $825.91            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $4000.00           | $1901.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $2002.00           | $366.87            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7726 | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1096.68           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  | 0.0000% | $3543256.00        | $1031197.03        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  | 0.0000% | $1008.00           | $192.25            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  | 0.0000% | $15720.00          | $4369.04           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $313.61            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $165.67            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05827 G | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $195.78            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4374 | 2053-12-01      | 6.5000%  | 0.0000% | $22751936.00       | $17608462.89       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $166359296.00      | $35848739.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8870 | 2049-05-01      | 3.5000%  | 0.0000% | $4360201.00        | $1158797.87        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | 0.0000% | $3072.00           | $855.52            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  | 0.0000% | $1505027.00        | $1055724.84        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $444058.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $13000.00          | $1646.69           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  | 0.0000% | $1066458.00        | $477736.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1528 | 2049-07-01      | 3.5000%  | 0.0000% | $3277153.00        | $1179116.36        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  | 0.0000% | $1030.00           | $717.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5289 | 2035-02-01      | 3.5000%  | 0.0000% | $51418.00          | $14894.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9496 | 2049-05-01      | 4.5000%  | 0.0000% | $4898884.00        | $1715306.25        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $2908005.00        | $952370.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $13713.00          | $12226.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $8246.00           | $7883.31           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | 0.0000% | $4027.00           | $3484.13           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | 0.0000% | $8000.00           | $990.35            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $13324.00          | $191.46            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $120398170.00      | $106367990.15      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  | 0.0000% | $5050000.00        | $571156.93         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  | 0.0000% | $41811054.00       | $32583097.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $808.49            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $6144.00           | $4497.75           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $19331239.00       | $15236707.62       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | 0.0000% | $3008.00           | $2260.33           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $22692228.00       | $17717980.56       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3601 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $720.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA3810 | 2053-11-01      | 6.0000%  | 0.0000% | $1002.00           | $583.25            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $1065.00           | $32.48             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $14338.00          | $164.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | 0.0000% | $216064768.00      | $36523583.17       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | 0.0000% | $5050.00           | $4173.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1375.24           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $13508.00          | $85.16             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  | 0.0000% | $4216.00           | $3504.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | 0.0000% | $38728048.00       | $29338685.03       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4249 | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $693.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $5120.00           | $4535.32           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $746.13            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $31033.00          | $146.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6672 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $847.59            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6404 | 2050-07-01      | 2.5000%  | 0.0000% | $585000.00         | $302694.59         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $6005.00           | $3.29              | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1754 | 2036-09-01      | 2.0000%  | 0.0000% | $3376.00           | $2102.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7051 | 2053-09-01      | 6.0000%  | 0.0000% | $37301267.00       | $31152359.90       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4635 | 2052-09-01      | 5.5000%  | 0.0000% | $1001.00           | $713.26            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6698 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $771.09            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $3006.00           | $2438.81           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | 0.0000% | $2008.00           | $1682.01           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5157 | 2052-11-01      | 6.5000%  | 0.0000% | $2166.00           | $1661.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $817.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | 0.0000% | $1107147.00        | $567555.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0044 | 2051-04-01      | 3.0000%  | 0.0000% | $8094824.00        | $4581307.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2209 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $935.86            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $551.13            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $27000.00          | $17410.05          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $644.00            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  | 0.0000% | $39171740.00       | $20492572.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $12000.00          | $8537.36           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $569.15            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | 0.0000% | $9000.00           | $6548.26           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $562.14            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $574.72            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICA8377 | 2035-12-01      | 1.5000%  | 0.0000% | $1000.00           | $506.43            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8719 | 2051-01-01      | 2.0000%  | 0.0000% | $231068692.00      | $122355976.67      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2777 | 2053-06-01      | 5.5000%  | 0.0000% | $1531057.00        | $1359177.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $11000.00          | $7857.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $56792835.00       | $104589.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $25009.00          | $5863.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $792.68            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4728 | 2051-03-01      | 2.5000%  | 0.0000% | $8644240.00        | $3643982.46        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $1077700.00        | $813754.42         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6898 | 2050-09-01      | 2.0000%  | 0.0000% | $5250.00           | $2584.54           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3713 | 2055-03-01      | 5.0000%  | 0.0000% | $27414752.00       | $27111155.41       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7707 | 2050-11-01      | 2.0000%  | 0.0000% | $3136.00           | $1724.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $1256250.00        | $1052432.58        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX6397 | 2053-01-01      | 6.5000%  | 0.0000% | $1002.00           | $911.17            | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | 0.0000% | $17485.00          | $57.81             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3117 | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1349.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $16579.00          | $90.66             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | 0.0000% | $11169.00          | $66.10             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4169 | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1346.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | 0.0000% | $3442.00           | $2640.00           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $19895756.00       | $9234566.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $14000.00          | $2413.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0891 | 2055-08-01      | 6.5000%  | 0.0000% | $3353.00           | $3525.21           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $4119203.00        | $3469739.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $877.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $15004.00          | $473.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $2010.00           | $1773.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | 0.0000% | $2168.00           | $1919.08           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  | 0.0000% | $1056.00           | $941.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $2004.00           | $1705.58           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6329 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $786.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $8841537.00        | $7398729.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6859 | 2053-08-01      | 5.0000%  | 0.0000% | $3094.00           | $2795.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $775.39            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $4200.00           | $3625.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6841 | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $895.56            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $39866509.00       | $33074350.86       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8980 | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $978.40            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4618.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8133 | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3050.14           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0827 | 2052-10-01      | 5.0000%  | 0.0000% | $2297261.00        | $1540871.76        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $152.00            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4438 | 2053-11-01      | 6.5000%  | 0.0000% | $2356749.00        | $2114442.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0452 | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2948.36           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | 0.0000% | $4096.00           | $30.31             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA4106 | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1756.66           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9280 | 2053-06-01      | 6.0000%  | 0.0000% | $2085.00           | $1737.53           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6733 | 2052-07-01      | 5.0000%  | 0.0000% | $1367227.00        | $1302617.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7201 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $797.89            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9051 | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $772.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $13000.00          | $2473.39           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | 0.0000% | $23000.00          | $8714.82           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1067.72           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  | 0.0000% | $1184860.00        | $671838.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3259 | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $1002.21           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | 0.0000% | $1829579.00        | $616808.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8625 | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4675.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $511.99            | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0560 | 2061-09-01      | 2.5000%  | 0.0000% | $1000.00           | $594.54            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $7001.00           | $2744.97           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $421.12            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7586 | 2054-04-01      | 6.5000%  | 0.0000% | $1090072.00        | $1037268.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $2400000.00        | $880400.06         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0086 | 2052-09-01      | 5.0000%  | 0.0000% | $1151111.00        | $910419.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3746 | 2046-09-01      | 3.5000%  | 0.0000% | $30282228.00       | $9080054.48        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2925 | 2053-06-01      | 6.5000%  | 0.0000% | $1135066.00        | $1039063.13        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $14000.00          | $3635.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $179.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1278 | 2049-03-01      | 4.5000%  | 0.0000% | $4218548.00        | $1112577.92        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP5772 | 2050-05-01      | 2.0000%  | 0.0000% | $45651497.00       | $19827160.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  | 0.0000% | $11738.00          | $6109.52           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6557 | 2049-04-01      | 4.5000%  | 0.0000% | $5772206.00        | $1328443.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  | 0.0000% | $1486941.00        | $478049.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $410.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2234.94           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $6000.00           | $569.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $5000.00           | $3318.26           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL2748 | 2031-08-01      | 4.5000%  | 0.0000% | $5120.00           | $298.65            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ1567 | 2050-09-01      | 3.0000%  | 0.0000% | $329000.00         | $107875.63         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV8732 | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $718.65            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0573 | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $644.26            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $4647.00           | $2.25              | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1445 | 2036-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1111.19           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1712 | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $577.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $144475.00         | $97714.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $746.62            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA1095 | 2053-12-01      | 7.0000%  | 0.0000% | $1159261.00        | $1221462.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5818 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $963.89            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $444.78            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7524 | 2050-11-01      | 2.0000%  | 0.0000% | $1286.00           | $665.56            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $139.96            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  | 0.0000% | $5761430.00        | $3650003.05        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP7820 | 2050-07-01      | 3.0000%  | 0.0000% | $230000.00         | $88829.80          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7623 | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $701076.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6910 | 2050-09-01      | 2.5000%  | 0.0000% | $52263187.00       | $26885233.11       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV9112 | 2052-08-01      | 5.0000%  | 0.0000% | $1140021.00        | $1090410.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1976 | 2052-07-01      | 5.0000%  | 0.0000% | $1213000.00        | $909492.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $4000.00           | $2934.88           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  | 0.0000% | $1279215.00        | $828748.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $2002.00           | $519.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | 0.0000% | $2048.00           | $510.70            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6847 | 2035-08-01      | 2.5000%  | 0.0000% | $1000.00           | $409.00            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  | 0.0000% | $69643306.00       | $38385324.16       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $865.12            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $538.55            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1778 | 2055-07-01      | 6.0000%  | 0.0000% | $1005.00           | $1024.07           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | 0.0000% | $51200000.00       | $22018487.67       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $67803197.00       | $35093154.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $5036.00           | $4399.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $1062432.00        | $810134.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  | 0.0000% | $6498.00           | $3611.56           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $8037.00           | $4223.83           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | 0.0000% | $3640.00           | $1958.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAH3659 | 2031-02-01      | 4.0000%  | 0.0000% | $1017.00           | $37.42             | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8688 | 2051-01-01      | 2.0000%  | 0.0000% | $206197591.00      | $108274930.68      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | 0.0000% | $1323000.00        | $994872.29         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | 0.0000% | $118878492.00      | $61172496.13       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1238 | 2052-03-01      | 2.0000%  | 0.0000% | $62000.00          | $39761.12          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48791 G | 2047-06-01      | 4.0000%  | 0.0000% | $2518683.00        | $862624.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAO5296 | 2042-07-01      | 4.0000%  | 0.0000% | $25012559.00       | $2663829.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $62.07             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $936.40            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63742 G | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $57.99             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | 0.0000% | $1000.00           | $255.23            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $4079.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3425 | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $170.29            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1704.13           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | 0.0000% | $8000.00           | $1898.69           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0455 | 2049-06-01      | 3.5000%  | 0.0000% | $1596341.00        | $651304.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2156 | 2042-05-01      | 4.0000%  | 0.0000% | $1024.00           | $168.89            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $792.04            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | 0.0000% | $5121.00           | $10.97             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $804.92            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  | 0.0000% | $6000.00           | $4588.63           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9170 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $587.16            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850088 | 2035-11-01      | 6.0000%  | 0.0000% | $37407971.00       | $282943.71         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  | 0.0000% | $1817695.00        | $1246699.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2993 | 2053-11-01      | 6.5000%  | 0.0000% | $9147900.00        | $8477352.88        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $4388.86           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA0285 | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1787.37           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $824.43            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7501 | 2052-08-01      | 4.5000%  | 0.0000% | $1703751.00        | $854984.85         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1575.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $9000.00           | $2177.38           | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $28.51             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8280 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $561.30            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1755.51           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH8299 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1661.74           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6081 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1347.01           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8083 | 2052-10-01      | 5.0000%  | 0.0000% | $6018.00           | $4758.27           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2098 | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $569.64            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $6000.00           | $5057.56           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1280 | 2053-04-01      | 6.0000%  | 0.0000% | $1263430.00        | $1039964.68        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH5740 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $802.06            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC4747 | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1072.98           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3990 | 2050-11-01      | 2.5000%  | 0.0000% | $2003.00           | $1004.51           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $1123170.00        | $899822.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  | 0.0000% | $1059400.00        | $799234.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8746 | 2052-08-01      | 5.0000%  | 0.0000% | $1012611.00        | $776857.48         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8899 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3665.77           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7340 | 2054-01-01      | 6.5000%  | 0.0000% | $1937366.00        | $1144176.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0186 | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $750241.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3651.66           | Agency Mortgage-Backed Securities |
| 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $3245.00           | $56.30             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7057 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $657.40            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1402.92           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $760.29            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7760 | 2052-07-01      | 5.0000%  | 0.0000% | $1203939.00        | $1097278.95        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6046 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1719.63           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3913 | 2050-11-01      | 2.5000%  | 0.0000% | $597000.00         | $307746.51         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $793.58            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $23895881.00       | $10052960.87       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3071.64           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7656 | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4874.55           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8760 | 2053-08-01      | 5.5000%  | 0.0000% | $6000.00           | $3921.50           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | 0.0000% | $17224699.00       | $14583654.87       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0731 | 2052-10-01      | 5.0000%  | 0.0000% | $1187840.00        | $917310.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0505 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4789.70           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $9022.00           | $6330.25           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH7753 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1202.85           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1934 | 2053-05-01      | 5.5000%  | 0.0000% | $1353170.00        | $1339785.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4640.18           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2562 | 2053-05-01      | 5.5000%  | 0.0000% | $6000.00           | $4384.27           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $826.08            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $21555600.00       | $17772019.72       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7424 | 2052-08-01      | 5.0000%  | 0.0000% | $1063840.00        | $881622.34         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | 0.0000% | $64000.00          | $33816.84          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZS9240 | 2036-11-01      | 4.0000%  | 0.0000% | $310000.00         | $52675.14          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  | 0.0000% | $13652312.00       | $8825346.56        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1056.14           | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $105224.00         | $2016.56           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6078 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1597.90           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1467 | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1256.27           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTSC0713 | 2045-08-01      | 5.0000%  | 0.0000% | $2048.00           | $2069.85           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8027 | 2048-09-01      | 4.5000%  | 0.0000% | $5592344.00        | $1469931.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5359 | 2048-01-01      | 4.5000%  | 0.0000% | $8000.00           | $2540.90           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7247 | 2048-07-01      | 4.5000%  | 0.0000% | $3722769.00        | $1373543.72        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $52000.00          | $32670.35          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $75622.00          | $3430.11           | Agency Mortgage-Backed Securities |
| 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $1633931.00        | $2510.73           | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  | 0.0000% | $1027.00           | $23.96             | Agency Mortgage-Backed Securities |
| 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  | 0.0000% | $9000.00           | $81.19             | Agency Mortgage-Backed Securities |
| 07.000 FGPC C65858 G | 2032-04-01      | 7.0000%  | 0.0000% | $24703.00          | $41.52             | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48537 G | 2036-05-01      | 6.0000%  | 0.0000% | $10240.00          | $111.11            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48582 G | 2036-04-01      | 6.0000%  | 0.0000% | $9216.00           | $32.53             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1808 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $624.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | 0.0000% | $4089.00           | $450.16            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB2562 | 2042-01-01      | 2.0000%  | 0.0000% | $994979.00         | $651182.59         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  | 0.0000% | $14003315.00       | $7881278.41        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1974 | 2036-10-01      | 2.0000%  | 0.0000% | $36024657.00       | $20728964.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $1342494.00        | $973917.43         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $8000.00           | $5655.26           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $7000.00           | $5717.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $1400250.00        | $540184.99         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $5386.47           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $6502598.00        | $5371490.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0694 | 2036-06-01      | 2.0000%  | 0.0000% | $92353472.00       | $51204204.35       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $353.84            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $801.26            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  | 0.0000% | $164434176.00      | $34661039.57       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6886 | 2053-08-01      | 6.5000%  | 0.0000% | $33821147.00       | $29112095.47       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0897 | 2051-10-01      | 3.0000%  | 0.0000% | $32476736.00       | $27516081.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  | 0.0000% | $3128.00           | $2813.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9784 | 2055-01-01      | 5.0000%  | 0.0000% | $5046.00           | $4825.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $1472.00           | $1386.84           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  | 0.0000% | $2126323.00        | $2100743.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | 0.0000% | $1069.00           | $935.77            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | 0.0000% | $28644388.00       | $24276063.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  | 0.0000% | $8000.00           | $7722.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8981 | 2054-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1935.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  | 0.0000% | $151737335.00      | $143313820.11      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | 0.0000% | $6243220.00        | $5700812.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7518 | 2053-11-01      | 6.5000%  | 0.0000% | $2048.00           | $1749.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1258.00           | $1182.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $239.21            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $605.73            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $730.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $794.39            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8670 | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $923.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH9381 | 2047-10-01      | 4.5000%  | 0.0000% | $8639190.00        | $1684570.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $1120.00           | $771.77            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | 0.0000% | $50316672.00       | $39900555.76       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $1077.00           | $1030.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8492 | 2054-05-01      | 6.0000%  | 0.0000% | $36178997.00       | $28718197.98       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5957 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1618.75           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5209 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $898.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  | 0.0000% | $13188.00          | $354.53            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4523 | 2037-08-01      | 5.0000%  | 0.0000% | $66828.00          | $47337.33          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | 0.0000% | $3000.00           | $336.44            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8699 | 2054-06-01      | 6.0000%  | 0.0000% | $2070.00           | $1915.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  | 0.0000% | $2122.00           | $4.17              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4117 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $775.93            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $46471327.00       | $31658115.60       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2633 | 2046-04-01      | 3.5000%  | 0.0000% | $8001.00           | $1872.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4724.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $2017.00           | $1906.40           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $2028.00           | $1742.92           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $876.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $4000.00           | $793.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $845.64            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $935000.00         | $92930.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | 0.0000% | $7000.00           | $1268.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3948 | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $950.91            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $14000.00          | $4482.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4846 | 2052-09-01      | 5.5000%  | 0.0000% | $1002.00           | $854.33            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  | 0.0000% | $36064894.00       | $32232912.98       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ8365 | 2049-07-01      | 3.5000%  | 0.0000% | $2056714.00        | $846593.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8528 | 2054-05-01      | 5.0000%  | 0.0000% | $1028.00           | $992.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8327 | 2054-04-01      | 5.5000%  | 0.0000% | $33334920.00       | $31091296.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | 0.0000% | $2004.00           | $1896.47           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7726 | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $990.29            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $34360.00          | $272.62            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $250.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  | 0.0000% | $26779465.00       | $68084.70          | Agency Mortgage-Backed Securities |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | 0.0000% | $36165086.00       | $34058073.25       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0064 | 2055-09-01      | 4.0000%  | 0.0000% | $100000.00         | $32081.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH3137 | 2047-07-01      | 4.0000%  | 0.0000% | $5484792.00        | $1140783.64        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8436 | 2047-04-01      | 4.5000%  | 0.0000% | $8421343.00        | $1174010.55        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | 0.0000% | $6000.00           | $3799.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $11404.00          | $1487.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | 0.0000% | $5000.00           | $832.21            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $4000.00           | $951.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  | 0.0000% | $15264.00          | $1556.11           | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | 0.0000% | $3098528.00        | $2029829.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $7154.00           | $56.65             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $301.44            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | 0.0000% | $7000.00           | $29.23             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | 0.0000% | $20767269.00       | $103122.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | 0.0000% | $23356224.00       | $22796981.42       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1485.50           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $7000.00           | $1382.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4004 | 2053-06-01      | 6.0000%  | 0.0000% | $3024.00           | $2424.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV8662 | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4699.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1115421.00        | $1071309.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $4000.00           | $597.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | 0.0000% | $13310.00          | $269.80            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $16069.00          | $265.96            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $9233.00           | $22.74             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $9642131.00        | $58115.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $989659.00         | $95039.88          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  | 0.0000% | $13465.00          | $140.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $31723379.00       | $30968630.46       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5868 | 2052-05-01      | 3.0000%  | 0.0000% | $7400.00           | $5530.30           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $15448.00          | $712.23            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8032 | 2052-08-01      | 5.0000%  | 0.0000% | $40409603.00       | $28091149.23       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $6926.00           | $5021.26           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6197 | 2050-01-01      | 3.5000%  | 0.0000% | $4100887.00        | $1380505.17        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6087 | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $684786.31         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD2629 | 2052-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1427.42           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53142 G | 2047-12-01      | 4.5000%  | 0.0000% | $1474482.00        | $510864.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5768 | 2042-10-01      | 4.5000%  | 0.0000% | $76829316.00       | $9719500.18        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $1720.05           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5746 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2246.66           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1257 | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $1158.10           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | 0.0000% | $516209.00         | $367129.95         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1394 | 2049-07-01      | 3.5000%  | 0.0000% | $2064000.00        | $985925.35         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  | 0.0000% | $1475034.00        | $254182.71         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5867 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $798.74            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2209.60           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4430.60           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5272 | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $162.15            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0641 | 2036-05-01      | 2.5000%  | 0.0000% | $4096.00           | $2292.02           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5527 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $815.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  | 0.0000% | $8000.00           | $6093.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $804158.54         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7903 | 2052-08-01      | 5.0000%  | 0.0000% | $1147808.00        | $1094327.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  | 0.0000% | $1819550.00        | $1056545.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI8465 | 2041-08-01      | 4.5000%  | 0.0000% | $38894350.00       | $4442390.97        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8594 | 2051-01-01      | 2.5000%  | 0.0000% | $52818646.00       | $30985269.49       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA9100 | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $206.40            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1443.24           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  | 0.0000% | $7060.00           | $5297.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $5843.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0477 | 2052-09-01      | 5.0000%  | 0.0000% | $1285250.00        | $1226501.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9799 | 2053-04-01      | 6.5000%  | 0.0000% | $1643600.00        | $1330442.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $811.59            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | 0.0000% | $5121.00           | $509.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2787 | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $615.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $1123500.00        | $1079542.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9788 | 2053-06-01      | 5.5000%  | 0.0000% | $34309248.00       | $21832878.16       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV8912 | 2052-06-01      | 4.5000%  | 0.0000% | $1712800.00        | $1386757.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | 0.0000% | $5000.00           | $205.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1112060.00        | $1069308.32        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $14370.00          | $9752.99           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7625 | 2053-05-01      | 5.0000%  | 0.0000% | $1249429.00        | $1182328.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4882 | 2053-01-01      | 6.0000%  | 0.0000% | $6796569.00        | $4693399.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | 0.0000% | $2027.00           | $1761.73           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $760.04            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL2932 | 2042-07-01      | 4.0000%  | 0.0000% | $156000000.00      | $18003030.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9102 | 2053-03-01      | 6.0000%  | 0.0000% | $1139200.00        | $854056.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2748.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  | 0.0000% | $1427184.00        | $584299.89         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $1537351.00        | $1160229.58        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  | 0.0000% | $5000.00           | $1503.07           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG7960 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $966.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $993.03            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $727.34            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7619 | 2053-07-01      | 6.5000%  | 0.0000% | $1085533.00        | $814480.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $2000.00           | $677.32            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7935 | 2049-06-01      | 3.5000%  | 0.0000% | $4694374.00        | $1196939.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9873 | 2053-09-01      | 6.0000%  | 0.0000% | $16374571.00       | $14119026.10       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $308.34            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $541.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0696 | 2048-09-01      | 4.5000%  | 0.0000% | $16000.00          | $4749.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4643 | 2049-11-01      | 3.0000%  | 0.0000% | $55627360.00       | $18510804.49       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  | 0.0000% | $1329150.00        | $1130410.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4022.80           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | 0.0000% | $9827907.00        | $9009925.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5521 | 2054-11-01      | 5.0000%  | 0.0000% | $3024.00           | $2974.82           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  | 0.0000% | $1577500.00        | $1183512.10        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0325 | 2049-05-01      | 3.5000%  | 0.0000% | $1432720.00        | $576132.32         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1601.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  | 0.0000% | $1970430.00        | $685760.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1688.47           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.30            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE3497 | 2055-07-01      | 7.0000%  | 0.0000% | $5346646.00        | $5666806.08        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8143 | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $4858.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1414 | 2054-08-01      | 6.5000%  | 0.0000% | $1703489.00        | $1617385.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0365 | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $3410.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0519 | 2054-08-01      | 6.0000%  | 0.0000% | $17383136.00       | $17326753.86       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9570 | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1046.53           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8411 | 2053-02-01      | 6.0000%  | 0.0000% | $1105750.00        | $783914.94         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8910 | 2055-01-01      | 6.0000%  | 0.0000% | $2003.00           | $1823.86           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3133 | 2054-10-01      | 5.0000%  | 0.0000% | $3787985.00        | $3644645.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $541269.05         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $3806.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | 0.0000% | $901400.00         | $84935.61          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $3667.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $907.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2929.89           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1069 | 2041-07-01      | 2.0000%  | 0.0000% | $1000.00           | $610.59            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1116700.00        | $990873.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAL3066 | 2043-01-01      | 3.0000%  | 0.0000% | $18458272.00       | $3366749.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $7000.00           | $3217.78           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0739 | 2053-05-01      | 5.0000%  | 0.0000% | $1312280.00        | $1268761.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3097 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $640.24            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2000.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9913 | 2048-09-01      | 4.5000%  | 0.0000% | $5551240.00        | $1421268.71        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $442.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | 0.0000% | $1009.00           | $831.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  | 0.0000% | $2032.00           | $1895.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4801 | 2052-10-01      | 4.5000%  | 0.0000% | $2058.00           | $1599.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9876 | 2048-10-01      | 4.5000%  | 0.0000% | $3780850.00        | $1156586.44        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $985.82            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $1502520.00        | $708017.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5337 | 2048-07-01      | 4.5000%  | 0.0000% | $27751748.00       | $4723135.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8051 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $49571328.00       | $44150641.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  | 0.0000% | $3072.00           | $2404.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $5000.00           | $945.72            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $234.49            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2244 | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $629.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  | 0.0000% | $1219216.00        | $1157826.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7112 | 2052-11-01      | 5.0000%  | 0.0000% | $4761090.00        | $3897441.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $213.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6369 | 2052-08-01      | 5.0000%  | 0.0000% | $1138147.00        | $710573.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | 0.0000% | $11198.00          | $8872.08           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $8000.00           | $2154.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4959.13           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  | 0.0000% | $32156480.00       | $25811062.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $768.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB6366 | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $642.13            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2462.61           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5777 | 2053-02-01      | 6.0000%  | 0.0000% | $50192512.00       | $42596083.71       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1663.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $51027734.00       | $40909280.13       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | 0.0000% | $60802216.00       | $45175280.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $5056.00           | $4373.88           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $646.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $180.90            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5395 | 2053-01-01      | 5.5000%  | 0.0000% | $1085.00           | $865.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $99999801.00       | $19409833.02       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $3016.00           | $2067.10           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3237 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $584.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3641 | 2052-05-01      | 4.5000%  | 0.0000% | $36015104.00       | $25719896.39       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $5120.00           | $786.13            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | 0.0000% | $9000.00           | $5737.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4991 | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $555.17            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  | 0.0000% | $3450.00           | $992.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4800 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $785.61            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3875 | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $744.82            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $3024.00           | $2301.51           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $5236.00           | $1945.93           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2951 | 2037-02-01      | 2.0000%  | 0.0000% | $1180.00           | $699.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $35463183.00       | $29497994.34       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | 0.0000% | $299834076.00      | $36828632.26       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | 0.0000% | $1002.00           | $682.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | 0.0000% | $4030.00           | $2569.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  | 0.0000% | $2048.00           | $1602.94           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $149993.00         | $113373.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  | 0.0000% | $30759924.00       | $25478848.15       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  | 0.0000% | $9089.00           | $7232.64           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $3016.00           | $2330.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2814.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $779.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5904 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $759.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $774.65            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A41752 G | 2036-01-01      | 5.5000%  | 0.0000% | $10240.00          | $88.22             | Agency Mortgage-Backed Securities |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $84491.00          | $3200.81           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A44247 G | 2036-04-01      | 6.5000%  | 0.0000% | $10222.00          | $192.93            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1459 | 2052-01-01      | 3.0000%  | 0.0000% | $56801567.00       | $36765217.29       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $87001.00          | $55688.69          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | 0.0000% | $14000.00          | $12822.16          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1729.41           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5061 | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $893.36            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2723 | 2053-03-01      | 5.5000%  | 0.0000% | $100015.00         | $87505.69          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3275 | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $831.51            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6440 | 2053-10-01      | 5.0000%  | 0.0000% | $1008.00           | $953.80            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $145.47            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $294.36            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $6565184.00        | $6121128.01        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $3594.15           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4674 | 2053-11-01      | 5.5000%  | 0.0000% | $16998764.00       | $15045925.72       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $981.72            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4346.78           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1480 | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $890.63            | Agency Mortgage-Backed Securities |
| 06.500 FGPC H01814 G | 2037-10-01      | 6.5000%  | 0.0000% | $6756.00           | $8.20              | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH8298 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1764.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP256327 | 2036-06-01      | 6.0000%  | 0.0000% | $56793417.00       | $88565.32          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  | 0.0000% | $1232787.00        | $1073805.10        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5672 | 2053-11-01      | 7.0000%  | 0.0000% | $2000.00           | $1524.31           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08767 G | 2047-06-01      | 4.0000%  | 0.0000% | $732111.00         | $75461.49          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $1783.00           | $287.19            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | 0.0000% | $2047.00           | $1785.81           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1762.26           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $773.54            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  | 0.0000% | $1245875.00        | $1200533.23        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $835.60            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTRB5175 | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $691.90            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $3901.20           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6052 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1961.90           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI4862 | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $901.08            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | 0.0000% | $3033.00           | $2738.52           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07175 G | 2041-12-01      | 3.5000%  | 0.0000% | $10000.00          | $1378.42           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  | 0.0000% | $7277000.00        | $379566.14         | Agency Mortgage-Backed Securities |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $74539.00          | $1672.24           | Agency Mortgage-Backed Securities |
| 06.000 FGPC H02223 G | 2038-01-01      | 6.0000%  | 0.0000% | $1022.00           | $3.94              | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20603 G | 2034-05-01      | 6.0000%  | 0.0000% | $2000.00           | $28.74             | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  | 0.0000% | $25160.00          | $1597.63           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A48686 G | 2036-05-01      | 6.0000%  | 0.0000% | $10080.00          | $87.36             | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10220 G | 2034-01-01      | 5.5000%  | 0.0000% | $10232.00          | $49.72             | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09189 G | 2037-03-01      | 5.5000%  | 0.0000% | $642659715.00      | $1629458.94        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08697 G | 2046-03-01      | 3.0000%  | 0.0000% | $381365.00         | $50532.19          | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | 0.0000% | $1024.00           | $11.85             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4091.20           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTRB5181 | 2042-09-01      | 3.5000%  | 0.0000% | $4000.00           | $2789.68           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9215 | 2052-09-01      | 5.0000%  | 0.0000% | $1200603.00        | $1002904.05        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  | 0.0000% | $10545151.00       | $8834010.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7945 | 2052-08-01      | 5.0000%  | 0.0000% | $5000.00           | $4762.65           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2652 | 2052-11-01      | 5.5000%  | 0.0000% | $2170622.00        | $1203840.69        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $6000.00           | $2835.55           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4257.43           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $28418862.00       | $27244781.81       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1469.34           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $766.51            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4685 | 2054-01-01      | 6.0000%  | 0.0000% | $1048.00           | $911.65            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $20858349.00       | $18804055.69       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3519 | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $808.86            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1554 | 2052-09-01      | 4.5000%  | 0.0000% | $2003.00           | $1540.95           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI5174 | 2054-05-01      | 6.5000%  | 0.0000% | $3001.00           | $2506.72           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8811 | 2053-07-01      | 5.5000%  | 0.0000% | $1269000.00        | $843913.03         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2843 | 2053-05-01      | 5.5000%  | 0.0000% | $1226125.00        | $1070812.32        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $923.36            | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE6068 | 2050-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1117.37           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8892 | 2053-04-01      | 6.0000%  | 0.0000% | $3654480.00        | $2873077.16        | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03822 G | 2038-01-01      | 7.0000%  | 0.0000% | $4568.00           | $48.60             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5120 | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1810.74           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $1000.00           | $760.76            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $888.30            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $1020.00           | $784.55            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3194 | 2049-02-01      | 4.5000%  | 0.0000% | $1435770.00        | $568031.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $8000.00           | $1857.75           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1586 | 2052-08-01      | 3.5000%  | 0.0000% | $8000.00           | $5487.11           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4154 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $297.63            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $236.43            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3542 | 2047-06-01      | 4.5000%  | 0.0000% | $8000.00           | $2203.47           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $11500000.00       | $891907.24         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3576 | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $737.97            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  | 0.0000% | $2428.00           | $620.98            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $37253000.00       | $8071386.49        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $579.13            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.46           | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03442 G | 2037-10-01      | 7.0000%  | 0.0000% | $9216.00           | $105.11            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | 0.0000% | $5000.00           | $3665.43           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1791019.00        | $804379.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $3001.00           | $1197.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  | 0.0000% | $1012470.00        | $349185.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | 0.0000% | $7000.00           | $4547.17           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $243244989.00      | $125403950.50      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  | 0.0000% | $8000.00           | $6428.47           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $1008971.00        | $441360.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $20424032.00       | $18312173.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2499.58           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8596 | 2051-01-01      | 2.5000%  | 0.0000% | $62396416.00       | $34043432.73       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $4234.00           | $3428.56           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | 0.0000% | $33329794.00       | $26169284.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $888.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  | 0.0000% | $39550016.00       | $31494166.00       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8683 | 2051-01-01      | 2.0000%  | 0.0000% | $27080176.00       | $14541715.79       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  | 0.0000% | $54602236.00       | $4064191.74        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7918 | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1644.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | 0.0000% | $5136.00           | $4547.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $2011.00           | $1617.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  | 0.0000% | $1483186.00        | $496586.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $3491780.00        | $1046606.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $39667.00          | $11929.24          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $1008.00           | $791.26            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $1532.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  | 0.0000% | $9307.00           | $95.92             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $5000.00           | $1802.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0245 | 2053-04-01      | 5.0000%  | 0.0000% | $1401458.00        | $1139125.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  | 0.0000% | $1068520.00        | $806270.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  | 0.0000% | $1023277.00        | $259914.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5954 | 2053-02-01      | 6.0000%  | 0.0000% | $2048675.00        | $1287387.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $433.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8148 | 2053-04-01      | 5.5000%  | 0.0000% | $1412390.00        | $1339199.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8434 | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $3643.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $818.30            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2216.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $9000.00           | $7237.31           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | 0.0000% | $1396848.00        | $1282367.76        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ2402 | 2050-09-01      | 2.5000%  | 0.0000% | $265000.00         | $109135.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $4999.00           | $263.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $14000.00          | $4145.56           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  | 0.0000% | $1002.00           | $726.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $7010.00           | $1172.25           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  | 0.0000% | $1455220.00        | $870750.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $15000.00          | $10843.52          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2459.76           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $26034160.00       | $22341412.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $348124.00         | $311106.22         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0478 | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $522.35            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8750 | 2051-02-01      | 2.0000%  | 0.0000% | $3040.00           | $1785.69           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942487 | 2037-08-01      | 6.5000%  | 0.0000% | $8217.00           | $51.65             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940768 | 2037-06-01      | 6.0000%  | 0.0000% | $14294.00          | $75.28             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $37972464.00       | $468240.09         | Agency Mortgage-Backed Securities |
| FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  | 0.0000% | $1112229.00        | $4182.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | 0.0000% | $10088.00          | $665.06            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | 0.0000% | $5126.00           | $63.35             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAB6282 | 2042-09-01      | 3.5000%  | 0.0000% | $9003.00           | $713.61            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $5200.00           | $52.55             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $73862320.00       | $68749925.80       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1182.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | 0.0000% | $43873391.00       | $42157007.63       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $5000.00           | $913.67            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8104 | 2055-08-01      | 6.0000%  | 0.0000% | $20204640.00       | $20744885.14       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $4114.00           | $3464.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  | 0.0000% | $2612201.00        | $2459693.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8690 | 2054-06-01      | 5.5000%  | 0.0000% | $26958492.00       | $23874013.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  | 0.0000% | $2016.00           | $1878.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | 0.0000% | $13004.00          | $3966.39           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1702.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  | 0.0000% | $23692032.00       | $22585013.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1247.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6309 | 2053-05-01      | 5.0000%  | 0.0000% | $8408184.00        | $6384459.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  | 0.0000% | $7212.00           | $5527.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5903 | 2053-03-01      | 5.5000%  | 0.0000% | $53358401.00       | $44557511.58       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB7876 | 2054-01-01      | 7.5000%  | 0.0000% | $6016.00           | $3796.47           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | 0.0000% | $4000.00           | $3368.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8990 | 2054-08-01      | 5.5000%  | 0.0000% | $23499285.00       | $22437036.95       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $1055.00           | $916.77            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $17028.00          | $15270.22          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0921 | 2051-05-01      | 3.5000%  | 0.0000% | $29168992.00       | $25943615.39       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1704 | 2055-05-01      | 6.0000%  | 0.0000% | $88403.00          | $90155.44          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  | 0.0000% | $2042.00           | $2060.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL982357 | 2038-05-01      | 6.0000%  | 0.0000% | $28252634.00       | $639012.30         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | 0.0000% | $6370.00           | $36.37             | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $10417.00          | $47.46             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $14464.00          | $286.37            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | 0.0000% | $6143.00           | $291.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAR9224 | 2043-03-01      | 3.5000%  | 0.0000% | $11317499.00       | $1389560.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5566 | 2045-08-01      | 3.5000%  | 0.0000% | $50684920.00       | $11770590.58       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | 0.0000% | $11001.00          | $414.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4560 | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $74.54             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $858.43            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $4979.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  | 0.0000% | $2001.00           | $1435.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $1112710.00        | $580605.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $803.99            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $817.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $21008311.00       | $16770051.34       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2602.75           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $26827112.00       | $21789411.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $15000.00          | $4669.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $2063.00           | $1828.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $1110.00           | $873.74            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8918 | 2052-09-01      | 5.0000%  | 0.0000% | $1138375.00        | $1089353.05        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $829.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6879 | 2053-08-01      | 6.0000%  | 0.0000% | $2106.00           | $1631.67           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $33623121.00       | $30473195.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $24368343.00       | $22080914.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB7382 | 2038-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1526.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7442 | 2053-11-01      | 6.0000%  | 0.0000% | $1071.00           | $933.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6617 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $897.06            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $466.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $4085.00           | $3499.60           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  | 0.0000% | $35532693.00       | $29993441.59       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $22010888.00       | $18540735.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $25054973.00       | $22678207.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | 0.0000% | $7280.00           | $6520.28           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $919.95            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $7096.00           | $5711.26           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1900.73           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $525.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  | 0.0000% | $1040.00           | $290.85            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $699.35            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  | 0.0000% | $10000.00          | $6177.48           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3233 | 2052-04-01      | 3.0000%  | 0.0000% | $115000.00         | $78318.02          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $804.74            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  | 0.0000% | $13001.00          | $10592.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $846.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR5851 | 2043-02-01      | 3.5000%  | 0.0000% | $11185631.00       | $1132119.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6140 | 2052-08-01      | 5.0000%  | 0.0000% | $1640950.00        | $872343.92         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8807 | 2051-01-01      | 2.0000%  | 0.0000% | $63858007.00       | $33506980.98       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | 0.0000% | $220086.00         | $121133.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $735.53            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $8000.00           | $3001.51           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0722 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $958.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $1143.00           | $890.63            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB4759 | 2037-09-01      | 5.0000%  | 0.0000% | $1000.00           | $564.57            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $6539.75           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $50194386.00       | $40278478.81       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | 0.0000% | $5000.00           | $857.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $4904.29           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3713 | 2052-08-01      | 5.0000%  | 0.0000% | $1457150.00        | $1033215.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8782 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $5631.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1754.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | 0.0000% | $1211705.00        | $878269.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $1065730.00        | $803321.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7663 | 2052-09-01      | 5.0000%  | 0.0000% | $1772880.00        | $1340816.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | 0.0000% | $1000.00           | $638.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4343 | 2052-08-01      | 4.5000%  | 0.0000% | $1108.00           | $849.29            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | 0.0000% | $1690092.00        | $1307392.22        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | 0.0000% | $5000.00           | $684.74            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $9000.00           | $6787.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7940 | 2052-08-01      | 5.0000%  | 0.0000% | $1291923.00        | $1233319.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1676.08           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2255 | 2042-08-01      | 3.5000%  | 0.0000% | $39343600.00       | $3589305.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $1014100.00        | $990393.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1085725.00        | $781320.66         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $3708.03           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | 0.0000% | $6000.00           | $1377.22           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  | 0.0000% | $1045600.00        | $689440.08         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2202 | 2036-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1113.98           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5385 | 2049-12-01      | 3.5000%  | 0.0000% | $4047.00           | $1287.22           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | 0.0000% | $1000880.00        | $774423.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1082 | 2055-01-01      | 6.5000%  | 0.0000% | $6271859.00        | $6498204.56        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5054 | 2053-11-01      | 6.5000%  | 0.0000% | $1027383.00        | $1065859.23        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9435 | 2053-07-01      | 5.5000%  | 0.0000% | $12444501.00       | $10893842.19       | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6044 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1541.37           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7736 | 2054-01-01      | 6.5000%  | 0.0000% | $1121015.00        | $984220.32         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | 0.0000% | $5000.00           | $4087.13           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9421 | 2050-07-01      | 3.0000%  | 0.0000% | $100000.00         | $47405.61          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5805.09           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $5003.00           | $1264.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $151.07            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8680 | 2053-08-01      | 6.5000%  | 0.0000% | $1029455.00        | $1065917.43        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1251.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $154.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  | 0.0000% | $1050590.00        | $428461.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8896 | 2053-08-01      | 6.0000%  | 0.0000% | $1020254.00        | $1030724.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $674.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1289.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9886 | 2052-05-01      | 3.5000%  | 0.0000% | $4755978.00        | $2982104.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  | 0.0000% | $1000000.00        | $285026.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $13000.00          | $4375.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5375 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $985.69            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4909 | 2050-09-01      | 2.0000%  | 0.0000% | $103046.00         | $54853.30          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  | 0.0000% | $2525850.00        | $1139914.04        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6685 | 2053-07-01      | 5.5000%  | 0.0000% | $1103.00           | $917.94            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.28           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $18000.00          | $4245.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9137 | 2055-05-01      | 5.5000%  | 0.0000% | $1975785.00        | $2013586.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7574 | 2054-09-01      | 6.0000%  | 0.0000% | $3883006.00        | $3688352.92        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  | 0.0000% | $3162481.00        | $510799.72         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA1139 | 2049-07-01      | 5.0000%  | 0.0000% | $4000.00           | $735.71            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8632 | 2052-08-01      | 5.0000%  | 0.0000% | $1137950.00        | $957724.52         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1480.50           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $1151457.00        | $904709.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $11405.00          | $1549.85           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1293994.00        | $1142626.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  | 0.0000% | $290892.00         | $256235.27         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4399 | 2052-06-01      | 3.0000%  | 0.0000% | $1315642.00        | $751294.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7737 | 2046-08-01      | 3.0000%  | 0.0000% | $222213376.00      | $24466204.74       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7085 | 2053-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1883.36           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8871 | 2052-08-01      | 5.0000%  | 0.0000% | $1210636.00        | $1162124.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0791 | 2052-09-01      | 5.0000%  | 0.0000% | $1271750.00        | $820265.97         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $2003418.00        | $232842.15         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  | 0.0000% | $1495360.00        | $1424751.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4162.84           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5770.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | 0.0000% | $4034.00           | $287.05            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2934 | 2052-11-01      | 5.5000%  | 0.0000% | $1465321.00        | $1148046.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  | 0.0000% | $1024.00           | $78.55             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $18833118.00       | $17193396.12       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | 0.0000% | $4001.00           | $440.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | 0.0000% | $5000.00           | $1934.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5456 | 2045-07-01      | 3.5000%  | 0.0000% | $19840.00          | $3345.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9442 | 2046-11-01      | 3.5000%  | 0.0000% | $59250000.00       | $13653483.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8645 | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $4153.91           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4620.88           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | 0.0000% | $2051.00           | $464.89            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $811.64            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7084 | 2051-04-01      | 2.0000%  | 0.0000% | $176086.00         | $99782.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | 0.0000% | $1040.00           | $880.72            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $57830236.00       | $49082976.08       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $5064.00           | $2726.21           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  | 0.0000% | $55293563.00       | $29508186.56       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | 0.0000% | $50014528.00       | $28543110.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | 0.0000% | $1100.00           | $954.73            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | 0.0000% | $62564672.00       | $31883522.90       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7703 | 2050-11-01      | 2.0000%  | 0.0000% | $4485552.00        | $2476330.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | 0.0000% | $3230838.00        | $5686.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7199 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $485.72            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  | 0.0000% | $1003.00           | $103.21            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9537 | 2052-10-01      | 5.0000%  | 0.0000% | $1649800.00        | $1279705.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8583 | 2052-10-01      | 5.0000%  | 0.0000% | $1023340.00        | $976202.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $2104.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3573.30           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0975 | 2052-10-01      | 5.0000%  | 0.0000% | $1647867.00        | $1156425.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1714 | 2052-08-01      | 5.0000%  | 0.0000% | $1207159.00        | $1155903.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $8000.00           | $4841.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN1280 | 2049-06-01      | 3.5000%  | 0.0000% | $6063.00           | $1667.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2778.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0173 | 2053-02-01      | 5.5000%  | 0.0000% | $1395811.00        | $1229211.65        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7257 | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $591.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $978.83            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $1046.00           | $807.33            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | 0.0000% | $34783054.00       | $30166611.35       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2602.06           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1405.04           | Agency Mortgage-Backed Securities |
| 05.500 FGPC K30272 G | 2047-08-01      | 5.5000%  | 0.0000% | $7000.00           | $53.77             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $284.67            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM5392 | 2048-01-01      | 3.5000%  | 0.0000% | $8000.00           | $746.08            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $379224.00         | $5120.89           | Agency Mortgage-Backed Securities |
| 04.000 FGPC A93990 G | 2040-09-01      | 4.0000%  | 0.0000% | $1000.00           | $26.39             | Agency Mortgage-Backed Securities |
| 04.500 FGPC A90398 G | 2039-12-01      | 4.5000%  | 0.0000% | $8000.00           | $350.24            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3321 | 2042-07-01      | 3.5000%  | 0.0000% | $4493.00           | $572.99            | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  | 0.0000% | $2513.00           | $9.30              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $46.17             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | 0.0000% | $5040.00           | $765.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $836.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $11000.00          | $8479.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | 0.0000% | $3096.00           | $2729.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7475 | 2053-11-01      | 5.5000%  | 0.0000% | $5207.00           | $4414.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $5000.00           | $803.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3118 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $583.79            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8372 | 2052-08-01      | 5.0000%  | 0.0000% | $1669083.00        | $1256526.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $13020.00          | $1160.95           | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $60385865.00       | $22894333.83       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3085 | 2045-12-01      | 3.5000%  | 0.0000% | $3484499.00        | $993514.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $287.77            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $9000.00           | $4995.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4837.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $399.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $2002.00           | $1661.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $9000.00           | $6286.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2669 | 2047-04-01      | 4.0000%  | 0.0000% | $3215061.00        | $593257.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7935 | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3492.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $1046500.00        | $996220.84         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3786 | 2053-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4631.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $7000.00           | $6115.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $24825925.00       | $24034712.07       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | 0.0000% | $6000.00           | $446.64            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8724 | 2054-06-01      | 6.5000%  | 0.0000% | $41408372.00       | $34984595.35       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8338 | 2054-04-01      | 6.0000%  | 0.0000% | $51852154.00       | $44936993.03       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $4043.00           | $3476.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3202 | 2048-02-01      | 4.0000%  | 0.0000% | $3531201.00        | $670875.07         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $39627449.00       | $30292541.69       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8362 | 2054-04-01      | 6.5000%  | 0.0000% | $19946688.00       | $17115931.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $1036.00           | $966.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $4026.00           | $3670.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR2410 | 2042-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1727.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3273.40           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $8134824.00        | $6181480.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $24939445.00       | $21589228.17       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3154 | 2044-08-01      | 4.0000%  | 0.0000% | $2123.00           | $124.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1914.96           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $7117.00           | $6298.69           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1194 | 2048-02-01      | 4.0000%  | 0.0000% | $393716.00         | $107828.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAZ0821 | 2045-07-01      | 3.0000%  | 0.0000% | $2017.00           | $506.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2048 | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $232.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $824.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8978 | 2054-08-01      | 5.0000%  | 0.0000% | $2064.00           | $1996.41           | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09184 G | 2038-09-01      | 6.5000%  | 0.0000% | $1024.00           | $2.96              | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL4012 | 2042-10-01      | 3.5000%  | 0.0000% | $1025.00           | $105.01            | Agency Mortgage-Backed Securities |
| 06.000 FGPC H02644 G | 2038-05-01      | 6.0000%  | 0.0000% | $21023.00          | $212.17            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7256 | 2048-07-01      | 4.5000%  | 0.0000% | $1953580.00        | $410369.22         | Agency Mortgage-Backed Securities |
| 05.000 FGPC H05119 G | 2038-04-01      | 5.0000%  | 0.0000% | $8064.00           | $181.40            | Agency Mortgage-Backed Securities |
| 05.000 FGPC H01001 G | 2037-07-01      | 5.0000%  | 0.0000% | $9072.00           | $117.90            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN4932 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $361.05            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6435 | 2051-12-01      | 2.5000%  | 0.0000% | $2048.00           | $1302.27           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $5056.47           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4959 | 2047-11-01      | 4.5000%  | 0.0000% | $7000.00           | $1763.89           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $210.40            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q05105 G | 2041-12-01      | 4.0000%  | 0.0000% | $3322776.00        | $336645.28         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | 0.0000% | $7888.00           | $2760.66           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $378.88            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q38970 G | 2046-02-01      | 4.0000%  | 0.0000% | $8069125.00        | $1461868.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $910.61            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  | 0.0000% | $2051.00           | $271.16            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | 0.0000% | $8000.00           | $2157.50           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  | 0.0000% | $20359856.00       | $3440606.09        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $29890848.00       | $23954731.50       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q24959 G | 2044-02-01      | 4.5000%  | 0.0000% | $1027.00           | $81.53             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | 0.0000% | $3968504.00        | $469766.31         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $351.03            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $211.14            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $290.34            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $2287.30           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q36591 G | 2045-10-01      | 4.0000%  | 0.0000% | $40000.00          | $4329.22           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | 0.0000% | $7000.00           | $727.38            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $215.17            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3676 | 2053-08-01      | 6.0000%  | 0.0000% | $24099651.00       | $22066742.34       | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $212.70            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V84373 G | 2048-06-01      | 4.0000%  | 0.0000% | $201290969.00      | $28904988.94       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0451 | 2049-06-01      | 3.5000%  | 0.0000% | $4742589.00        | $1260452.48        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60046 G | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $146.11            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1522.84           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | 0.0000% | $9000.00           | $2328.06           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50909 G | 2047-09-01      | 4.0000%  | 0.0000% | $5006.00           | $1739.54           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | 0.0000% | $2001.00           | $483.35            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62244 G | 2049-03-01      | 4.0000%  | 0.0000% | $2049910.00        | $462683.70         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63189 G | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $685122.64         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3288 | 2047-05-01      | 4.5000%  | 0.0000% | $7000.00           | $953.86            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0755 | 2046-02-01      | 3.5000%  | 0.0000% | $1000.00           | $131.20            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07539 G | 2043-11-01      | 4.5000%  | 0.0000% | $1024.00           | $93.76             | Agency Mortgage-Backed Securities |
| 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $4963.00           | $70.77             | Agency Mortgage-Backed Securities |
| 07.000 FGPC G04887 G | 2038-11-01      | 7.0000%  | 0.0000% | $9215.00           | $78.22             | Agency Mortgage-Backed Securities |
| 05.000 FGPC L10232 G | 2040-06-01      | 5.0000%  | 0.0000% | $9216.00           | $83.89             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4541 | 2047-10-01      | 4.5000%  | 0.0000% | $7000.00           | $2291.80           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1664.19           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A44666 G | 2036-04-01      | 6.0000%  | 0.0000% | $9218.00           | $10.68             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5308 | 2047-12-01      | 4.5000%  | 0.0000% | $7000.00           | $1854.56           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7156 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $181.18            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7402 | 2048-07-01      | 4.5000%  | 0.0000% | $1994620.00        | $634470.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  | 0.0000% | $1671280.00        | $734695.07         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q56730 G | 2048-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1978.86           | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81353 G | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $211.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | 0.0000% | $5000.00           | $577.34            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5362 | 2045-07-01      | 3.5000%  | 0.0000% | $18360218.00       | $4113271.16        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0243 | 2053-03-01      | 5.0000%  | 0.0000% | $29469825.00       | $23473145.40       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | 0.0000% | $4001.00           | $2062.06           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48714 G | 2047-06-01      | 4.5000%  | 0.0000% | $4226024.00        | $1253604.88        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $398.70            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | 0.0000% | $3000.00           | $177.84            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $273.00            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  | 0.0000% | $10000.00          | $9299.62           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $179.71            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | 0.0000% | $3000.00           | $2796.47           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  | 0.0000% | $5828031.00        | $254978.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAU6940 | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $219.66            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58716 G | 2048-09-01      | 5.0000%  | 0.0000% | $1298255.00        | $480770.22         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $6000.00           | $4516.38           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46150 G | 2047-02-01      | 4.0000%  | 0.0000% | $11414309.00       | $3256344.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF9918 | 2053-03-01      | 5.5000%  | 0.0000% | $1119500.00        | $1099611.82        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | 0.0000% | $9000.00           | $2815.82           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $5000.00           | $4860.83           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1081.66           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH5578 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1359.13           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | 0.0000% | $6000.00           | $1734.91           | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09047 G | 2037-07-01      | 5.5000%  | 0.0000% | $140000000.00      | $417316.16         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $39773973.00       | $26572622.25       | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09192 G | 2038-04-01      | 5.5000%  | 0.0000% | $1021.00           | $1.90              | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4816 | 2054-01-01      | 2.5000%  | 0.0000% | $1008.00           | $760.13            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $848.39            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5349 | 2054-05-01      | 5.0000%  | 0.0000% | $31710652.00       | $27169994.23       | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97236 G | 2041-03-01      | 4.5000%  | 0.0000% | $1000.00           | $59.74             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6745 | 2054-10-01      | 6.5000%  | 0.0000% | $1008.00           | $934.70            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4800 | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $480.74            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4198 | 2052-12-01      | 6.0000%  | 0.0000% | $1123350.00        | $1073331.18        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | 0.0000% | $6000.00           | $813.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4344 | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $108.06            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2676 | 2042-11-01      | 3.5000%  | 0.0000% | $2250000.00        | $343224.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU2598 | 2043-08-01      | 4.0000%  | 0.0000% | $3608987.00        | $331000.61         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Z40129 G | 2043-10-01      | 3.5000%  | 0.0000% | $50000000.00       | $15603096.66       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  | 0.0000% | $1661830.00        | $271713.42         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $10000.00          | $953.11            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $159.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1405.97           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | 0.0000% | $8000.00           | $1594.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $70.22             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1771 | 2053-05-01      | 5.5000%  | 0.0000% | $1865685.00        | $1454105.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $5033.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $1025.00           | $747.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1864.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | 0.0000% | $5000.00           | $4666.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $858.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  | 0.0000% | $14976.00          | $13790.68          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1053 | 2036-07-01      | 2.0000%  | 0.0000% | $2122.00           | $1196.56           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8142 | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $871.94            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2784 | 2052-01-01      | 2.0000%  | 0.0000% | $575005.00         | $365402.72         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8356 | 2054-04-01      | 6.5000%  | 0.0000% | $4219.00           | $3578.79           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $4059.00           | $3758.04           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $1015.00           | $836.46            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $26388349.00       | $24881472.87       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $4061.00           | $3464.25           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $753.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3857 | 2052-06-01      | 4.0000%  | 0.0000% | $2003.00           | $1231.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  | 0.0000% | $2048.00           | $2066.74           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8177 | 2054-03-01      | 6.5000%  | 0.0000% | $2064.00           | $1749.18           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $18154605.00       | $16124655.46       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2437 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $617.14            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB1718 | 2036-09-01      | 1.5000%  | 0.0000% | $3122.00           | $1883.79           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3352 | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $686.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  | 0.0000% | $2149.00           | $1400.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $637.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | 0.0000% | $6923769.00        | $6377611.92        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5324 | 2052-12-01      | 6.5000%  | 0.0000% | $3003.00           | $1606.90           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | 0.0000% | $26507168.00       | $25163085.39       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8734 | 2054-06-01      | 6.5000%  | 0.0000% | $5632.00           | $4319.09           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $2094.00           | $1164.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $17002.00          | $12160.56          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0642 | 2036-05-01      | 2.5000%  | 0.0000% | $1125.00           | $634.32            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $3072.00           | $1686.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL868838 | 2036-04-01      | 6.0000%  | 0.0000% | $20024804.00       | $488818.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8252 | 2053-05-01      | 5.0000%  | 0.0000% | $1253788.00        | $1207757.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7350 | 2053-09-01      | 6.5000%  | 0.0000% | $1098520.00        | $699660.58         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7454 | 2050-10-01      | 2.0000%  | 0.0000% | $241849344.00      | $122936893.70      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1038.53           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | 0.0000% | $47030432.00       | $23915373.88       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8848 | 2051-02-01      | 2.0000%  | 0.0000% | $73974770.00       | $41943236.11       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  | 0.0000% | $1246345.00        | $672177.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  | 0.0000% | $34164674.00       | $23290673.48       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1750 | 2036-09-01      | 2.0000%  | 0.0000% | $1027.00           | $588.44            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA4108 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1523.26           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1723 | 2036-09-01      | 2.0000%  | 0.0000% | $14576.00          | $8310.43           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8563 | 2051-01-01      | 1.5000%  | 0.0000% | $2027.00           | $1115.66           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | 0.0000% | $62707840.00       | $34416474.35       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $144.47            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $510.73            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | 0.0000% | $8000.00           | $7531.09           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3052 | 2049-02-01      | 4.5000%  | 0.0000% | $100277798.00      | $6695987.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9100 | 2053-03-01      | 5.0000%  | 0.0000% | $1520900.00        | $1467845.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  | 0.0000% | $4000.00           | $3720.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH7398 | 2047-08-01      | 3.5000%  | 0.0000% | $209108480.00      | $30689330.27       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | 0.0000% | $1165050.00        | $281240.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $198.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8872 | 2053-09-01      | 5.5000%  | 0.0000% | $1218079.00        | $1204282.44        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI3800 | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $984.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4873 | 2053-06-01      | 5.5000%  | 0.0000% | $1212196.00        | $1194349.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | 0.0000% | $5014.00           | $4219.46           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2542.24           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $4000.00           | $1050.87           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $70405824.00       | $35662016.18       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $8998384.00        | $942884.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT6360 | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $131.35            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  | 0.0000% | $149000.00         | $35968.00          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | 0.0000% | $70860700.00       | $38165056.92       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | 0.0000% | $4104.00           | $405.07            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8364 | 2054-04-01      | 6.5000%  | 0.0000% | $2021.00           | $1731.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $9000.00           | $4852.22           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6987 | 2050-09-01      | 2.0000%  | 0.0000% | $2008.00           | $1225.97           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $1088.00           | $1046.38           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8004 | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $137.42            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $6355409.00        | $3923084.56        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $5752.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1047646.00        | $789142.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6081 | 2048-09-01      | 4.5000%  | 0.0000% | $4441878.00        | $1217840.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1066 | 2048-01-01      | 4.5000%  | 0.0000% | $6000.00           | $2339.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $10000.00          | $7693.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  | 0.0000% | $1787175.00        | $648438.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1771.31           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0745 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $779.77            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | 0.0000% | $1214000.00        | $548835.49         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8518 | 2047-03-01      | 4.0000%  | 0.0000% | $4151006.00        | $1399051.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3985 | 2052-10-01      | 4.5000%  | 0.0000% | $1629020.00        | $1091614.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $6188.00           | $13.73             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $12324.00          | $30.45             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $46657073.00       | $139643.79         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940520 | 2037-07-01      | 6.5000%  | 0.0000% | $14309.00          | $110.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV9710 | 2052-06-01      | 4.5000%  | 0.0000% | $1179050.00        | $692583.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1687 | 2052-07-01      | 5.0000%  | 0.0000% | $1654020.00        | $1339842.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAE0978 | 2040-06-01      | 5.5000%  | 0.0000% | $1226.00           | $34.52             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1844 | 2053-01-01      | 5.5000%  | 0.0000% | $1131950.00        | $1106616.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2591.90           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $1122230.00        | $882076.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4731 | 2055-01-01      | 5.5000%  | 0.0000% | $9536673.00        | $9510581.23        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3793 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $919.55            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $1031.00           | $741.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  | 0.0000% | $15227233.00       | $12714525.95       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5087 | 2055-04-01      | 6.0000%  | 0.0000% | $1834637.00        | $1894845.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8286 | 2049-11-01      | 3.5000%  | 0.0000% | $3528024.00        | $1537010.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL934095 | 2038-07-01      | 6.5000%  | 0.0000% | $7211.00           | $58.77             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $12001.00          | $4548.83           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $179258082.00      | $262252.30         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL1450 | 2055-05-01      | 5.0000%  | 0.0000% | $26285888.00       | $25589467.61       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | 0.0000% | $5177.00           | $51.58             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $15888.00          | $19.10             | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | 0.0000% | $13451.00          | $14.90             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1879 | 2050-03-01      | 3.5000%  | 0.0000% | $3847553.00        | $1953792.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  | 0.0000% | $18518.00          | $67.00             | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  | 0.0000% | $10261.00          | $40.51             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $31679197.00       | $30520529.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $11201.00          | $112.00            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9451 | 2053-07-01      | 6.0000%  | 0.0000% | $5000.00           | $4061.39           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | 0.0000% | $20843676.00       | $18062581.30       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  | 0.0000% | $2001.00           | $1041.66           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $34032829.00       | $29005854.18       | Agency Mortgage-Backed Securities |
| FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $5086.00           | $3.96              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $3996624.00        | $3894579.08        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0436 | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $494.95            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  | 0.0000% | $1001.00           | $399.11            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  | 0.0000% | $4496000.00        | $3599048.69        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8446 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $184.75            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1269.18           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58538 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $477.01            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  | 0.0000% | $2231110.00        | $813460.34         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  | 0.0000% | $7003.00           | $1634.51           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $84.93             | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63996 G | 2049-05-01      | 4.5000%  | 0.0000% | $2196000.00        | $1398971.84        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE2559 | 2047-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4625.06           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6298 | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5354.90           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | 0.0000% | $8000.00           | $1849.81           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $125.91            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81321 G | 2044-08-01      | 4.0000%  | 0.0000% | $30193779.00       | $4436739.11        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | 0.0000% | $8000.00           | $2486.37           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | 0.0000% | $6000.00           | $1981.35           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58465 G | 2048-09-01      | 5.0000%  | 0.0000% | $2607777.00        | $776383.75         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $375.12            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6177 | 2050-01-01      | 3.5000%  | 0.0000% | $2815091.00        | $1230621.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $159240.79         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1238.80           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59890 G | 2048-11-01      | 5.0000%  | 0.0000% | $6001.00           | $1720.06           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q56865 G | 2048-06-01      | 4.5000%  | 0.0000% | $1099300.00        | $476204.21         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8462 | 2048-10-01      | 4.5000%  | 0.0000% | $2425394.00        | $944007.73         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62733 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $262.04            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1607.52           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | 0.0000% | $8000.00           | $2491.60           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $497.62            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $1102.46           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q59245 G | 2048-10-01      | 4.0000%  | 0.0000% | $14620862.00       | $3696736.37        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQD1688 | 2051-11-01      | 4.0000%  | 0.0000% | $1995.00           | $1192.67           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | 0.0000% | $9000.00           | $2080.33           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $137.31            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA7114 | 2050-02-01      | 3.0000%  | 0.0000% | $125000.00         | $37074.52          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | 0.0000% | $5000.00           | $687.49            | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84386 G | 2048-06-01      | 4.5000%  | 0.0000% | $150000002.00      | $20291762.20       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3472 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $474.14            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | 0.0000% | $8000.00           | $1998.41           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5232 | 2049-04-01      | 4.5000%  | 0.0000% | $7000.00           | $1602.78           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48678 G | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $310.12            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $2003.00           | $382.84            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1127 | 2049-07-01      | 3.5000%  | 0.0000% | $6845880.00        | $1282415.68        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2468.55           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q01903 G | 2041-07-01      | 4.5000%  | 0.0000% | $17237672.00       | $1040386.16        | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  | 0.0000% | $1073.00           | $21.11             | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51239 G | 2037-01-01      | 6.0000%  | 0.0000% | $11480048.00       | $286055.50         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A67429 G | 2037-11-01      | 6.5000%  | 0.0000% | $10080.00          | $163.00            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  | 0.0000% | $101720869.00      | $848618.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4963 | 2047-11-01      | 4.5000%  | 0.0000% | $2524740.00        | $921181.50         | Agency Mortgage-Backed Securities |
| 05.000 FGPC K30411 G | 2048-07-01      | 5.0000%  | 0.0000% | $9072.00           | $684.64            | Agency Mortgage-Backed Securities |
| 05.500 FGPC K39033 G | 2047-04-01      | 5.5000%  | 0.0000% | $9216.00           | $152.15            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3922 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $425.17            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5959 | 2049-05-01      | 4.5000%  | 0.0000% | $2462980.00        | $933790.67         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7187 | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $2417.16           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  | 0.0000% | $1000.00           | $118.59            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7299 | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $230.20            | Agency Mortgage-Backed Securities |
| 06.500 FGPC K39030 G | 2047-12-01      | 6.5000%  | 0.0000% | $9216.00           | $28.78             | Agency Mortgage-Backed Securities |
| 06.000 FGPC H00416 G | 2036-12-01      | 6.0000%  | 0.0000% | $8064.00           | $101.18            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS0846 | 2035-02-01      | 6.0000%  | 0.0000% | $1042.00           | $9.88              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL3231 | 2042-06-01      | 4.0000%  | 0.0000% | $20774952.00       | $3826937.45        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5367 | 2048-01-01      | 4.5000%  | 0.0000% | $7000.00           | $2396.46           | Agency Mortgage-Backed Securities |
| 05.500 FGPC K39025 G | 2048-04-01      | 5.5000%  | 0.0000% | $7168.00           | $94.93             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $228.88            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1212.28           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA2564 | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $2323.05           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  | 0.0000% | $5000.00           | $2074.89           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  | 0.0000% | $6000.00           | $1057.87           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1951.65           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7162 | 2054-01-01      | 6.5000%  | 0.0000% | $1102170.00        | $1001173.40        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $253.10            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2467 | 2053-10-01      | 6.5000%  | 0.0000% | $3269600.00        | $2548267.75        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | 0.0000% | $9000.00           | $3037.29           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  | 0.0000% | $7000.00           | $2264.76           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6022 | 2053-06-01      | 5.5000%  | 0.0000% | $2068500.00        | $1355864.20        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH6051 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1553.60           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | 0.0000% | $5000.00           | $793.03            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6063 | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $3660.47           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1225 | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1719.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | 0.0000% | $5120.00           | $53.49             | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  | 0.0000% | $6000.00           | $2387.59           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62126 G | 2049-03-01      | 4.0000%  | 0.0000% | $3896400.00        | $617883.18         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | 0.0000% | $318692.00         | $183431.13         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5879 | 2049-12-01      | 3.5000%  | 0.0000% | $6000.00           | $2472.20           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB3610 | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2006.03           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB9817 | 2054-09-01      | 7.0000%  | 0.0000% | $6893.00           | $5792.21           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7472 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1120.16           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7347 | 2053-09-01      | 6.5000%  | 0.0000% | $1095623.00        | $999726.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5903.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $7000.00           | $4555.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7661 | 2052-09-01      | 5.0000%  | 0.0000% | $1305323.00        | $1133005.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9268 | 2053-06-01      | 5.5000%  | 0.0000% | $16816707.00       | $14279783.13       | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0548 | 2061-07-01      | 3.0000%  | 0.0000% | $1000.00           | $546.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  | 0.0000% | $9000.00           | $6334.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  | 0.0000% | $155422975.00      | $22147025.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $6629.35           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9053 | 2052-09-01      | 5.0000%  | 0.0000% | $1659650.00        | $1443904.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6386 | 2053-02-01      | 6.0000%  | 0.0000% | $3024.00           | $2469.57           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $9000.00           | $7206.62           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $6088.51           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | 0.0000% | $15000.00          | $3510.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $304.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | 0.0000% | $119853621.00      | $35598613.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7813 | 2049-05-01      | 4.5000%  | 0.0000% | $4137785.00        | $1241499.45        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $266.34            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB0734 | 2050-07-01      | 3.5000%  | 0.0000% | $1012600.00        | $647763.59         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAY5643 | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $104.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA4392 | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $895.35            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831440 | 2036-05-01      | 6.0000%  | 0.0000% | $61649342.00       | $493794.97         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | 0.0000% | $8000.00           | $1626.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  | 0.0000% | $7022.00           | $3172.61           | Agency Mortgage-Backed Securities |
| FNMS 04.500 K0762521 | 2033-11-01      | 4.5000%  | 0.0000% | $7023705.00        | $227134.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $937.76            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  | 0.0000% | $1236198.00        | $1096288.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7667 | 2047-10-01      | 4.5000%  | 0.0000% | $1487719.00        | $532135.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3155 | 2052-12-01      | 6.0000%  | 0.0000% | $1153368.00        | $883446.28         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2391 | 2036-12-01      | 2.0000%  | 0.0000% | $3294.00           | $1999.05           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1531.68           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3408 | 2047-06-01      | 4.5000%  | 0.0000% | $1395058.00        | $493164.29         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3660 | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $303.96            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6331 | 2049-05-01      | 4.5000%  | 0.0000% | $1685000.00        | $581937.33         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $1887.90           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0477 | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL9627 | 2045-01-01      | 3.5000%  | 0.0000% | $33545215.00       | $8670544.03        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2854 | 2042-03-01      | 4.0000%  | 0.0000% | $8000.00           | $506.79            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | 0.0000% | $4122.00           | $72.75             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5971 | 2050-01-01      | 3.5000%  | 0.0000% | $1544109.00        | $929755.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $4039.00           | $3147.96           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7448 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $871.21            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $140.80            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q57654 G | 2048-08-01      | 5.0000%  | 0.0000% | $2271800.00        | $167761.07         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  | 0.0000% | $1515144.00        | $517794.14         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $383.52            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58036 G | 2048-08-01      | 5.0000%  | 0.0000% | $1496721.00        | $488209.58         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA0281 | 2049-04-01      | 5.0000%  | 0.0000% | $1652225.00        | $170962.09         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18598 G | 2043-05-01      | 3.5000%  | 0.0000% | $5856082.00        | $1156447.68        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA5745 | 2049-12-01      | 3.5000%  | 0.0000% | $1281750.00        | $546728.94         | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL735182 | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.83              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | 0.0000% | $7992.00           | $60.92             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $79981807.00       | $472459.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0472 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1029.71           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $1748.34           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5940 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1016.56           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5577 | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $1440.11           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $1041100.00        | $864713.30         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7243 | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $999008.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $12000.00          | $4229.69           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | 0.0000% | $4000.00           | $4040.49           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | 0.0000% | $8000.00           | $6560.41           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $1175690.00        | $879765.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8200 | 2053-08-01      | 5.5000%  | 0.0000% | $1199940.00        | $1168035.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT1286 | 2051-07-01      | 2.5000%  | 0.0000% | $10478704.00       | $5691917.79        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  | 0.0000% | $7000.00           | $4326.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $11000.00          | $9039.84           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | 0.0000% | $3002.00           | $2809.65           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | 0.0000% | $1013700.00        | $931345.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | 0.0000% | $9001.00           | $8166.56           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  | 0.0000% | $20741770.00       | $12729282.79       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6936 | 2053-08-01      | 6.5000%  | 0.0000% | $4090.00           | $3194.64           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8849 | 2051-02-01      | 2.0000%  | 0.0000% | $171913728.00      | $97636931.01       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $882.63            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $20492878.00       | $17711060.40       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $37904060.00       | $31605791.58       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | 0.0000% | $4145.00           | $2994.53           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  | 0.0000% | $26525754.00       | $16597787.24       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  | 0.0000% | $1126.00           | $657.07            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $49133000.00       | $42462457.15       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | 0.0000% | $1269684.00        | $1022950.61        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | 0.0000% | $4002.00           | $4150.96           | Agency Mortgage-Backed Securities |
| FNMS 03.000 GLCA0840 | 2047-12-01      | 3.0000%  | 0.0000% | $5000.00           | $1604.51           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | 0.0000% | $8000.00           | $7185.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $920.90            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  | 0.0000% | $33773904.00       | $6313774.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $34319171.00       | $109567.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | 0.0000% | $8000.00           | $818.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2610 | 2052-03-01      | 3.0000%  | 0.0000% | $31933152.00       | $28071422.70       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | 0.0000% | $15203508.00       | $14303292.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3149 | 2046-04-01      | 3.5000%  | 0.0000% | $9270151.00        | $1514377.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | 0.0000% | $29400223.00       | $28342525.26       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $4001.00           | $2174.93           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  | 0.0000% | $3024.00           | $459.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4683 | 2053-06-01      | 5.0000%  | 0.0000% | $22136970.00       | $18247539.90       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $655.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | 0.0000% | $1240.00           | $1156.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $826.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $235.03            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  | 0.0000% | $1056540.00        | $437435.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ6640 | 2046-01-01      | 4.0000%  | 0.0000% | $4606268.00        | $1529496.98        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC4526 | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $235.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $654530.00         | $473330.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1412 | 2054-08-01      | 6.0000%  | 0.0000% | $999012.00         | $1023424.49        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5463 | 2053-11-01      | 6.5000%  | 0.0000% | $1163340.00        | $1047786.09        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  | 0.0000% | $1101.00           | $677.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0317 | 2047-09-01      | 3.5000%  | 0.0000% | $200061440.00      | $30478516.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $883.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5016 | 2053-01-01      | 5.5000%  | 0.0000% | $1638500.00        | $950353.78         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR1754 | 2043-02-01      | 3.5000%  | 0.0000% | $4939471.00        | $1279519.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6693 | 2053-07-01      | 5.0000%  | 0.0000% | $1084.00           | $885.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1142 | 2052-11-01      | 5.0000%  | 0.0000% | $1655642.00        | $1254862.48        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5498 | 2053-01-01      | 6.5000%  | 0.0000% | $39158076.00       | $25562167.85       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $47911980.00       | $40195734.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $31451521.00       | $27475059.47       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $21093248.00       | $4105052.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $237000.00         | $34672.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $1052270.00        | $783872.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9004 | 2053-08-01      | 6.0000%  | 0.0000% | $1040710.00        | $809895.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  | 0.0000% | $1117876.00        | $985989.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT5902 | 2043-06-01      | 3.5000%  | 0.0000% | $156930560.00      | $28637062.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | 0.0000% | $4000.00           | $2923.86           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  | 0.0000% | $254006528.00      | $24149110.62       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $13996.00          | $1564.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2673.49           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $10000.00          | $7811.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAO6522 | 2042-06-01      | 3.5000%  | 0.0000% | $25379328.00       | $3433641.23        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | 0.0000% | $1320775.00        | $1137049.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $856.14            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4706 | 2045-04-01      | 3.5000%  | 0.0000% | $1024.00           | $216.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | 0.0000% | $1018279.00        | $860626.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4561 | 2045-03-01      | 3.5000%  | 0.0000% | $4095.00           | $351.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $21057225.00       | $17516939.67       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6094 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $732.57            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $711.51            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX6481 | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1173935.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4586.67           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3799.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | 0.0000% | $7161.00           | $1350.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $239.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $27489500.00       | $5607348.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1167300.00        | $1142659.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $758.16            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAY1318 | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3446.65           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0573 | 2053-04-01      | 5.5000%  | 0.0000% | $1001838.00        | $947421.36         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0792 | 2052-09-01      | 5.0000%  | 0.0000% | $1659000.00        | $1327884.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $6000.00           | $3385.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $1006.00           | $145.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | 0.0000% | $6048.00           | $725.89            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1815.90           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5619 | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $120.38            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3446.63           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9831 | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $87.12             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $6004.00           | $654.28            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | 0.0000% | $1001.00           | $244.44            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $13000.00          | $7968.07           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4493.31           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6492 | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1110.51           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $2070.00           | $1962.55           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | 0.0000% | $5000.00           | $4068.91           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5395 | 2052-07-01      | 5.0000%  | 0.0000% | $7000.00           | $5818.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2489 | 2044-05-01      | 4.0000%  | 0.0000% | $120916233.00      | $11285073.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $1000.00           | $76.16             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $1003.00           | $937.20            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | 0.0000% | $3005.00           | $364.15            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7930 | 2053-08-01      | 5.5000%  | 0.0000% | $1590771.00        | $1370569.13        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH8481 | 2054-01-01      | 7.5000%  | 0.0000% | $2000.00           | $1720.76           | Agency Mortgage-Backed Securities |
| 05.000 FGPC H09186 G | 2038-06-01      | 5.0000%  | 0.0000% | $9216.00           | $49.14             | Agency Mortgage-Backed Securities |
| 05.500 FGPC H19026 G | 2037-06-01      | 5.5000%  | 0.0000% | $9216.00           | $92.55             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | 0.0000% | $9000.00           | $7050.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4261 | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $985.48            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | 0.0000% | $7016.00           | $3147.18           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $661.59            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $305.26            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8902 | 2036-12-01      | 2.0000%  | 0.0000% | $2049.00           | $1258.04           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | 0.0000% | $2001.00           | $211.90            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH7508 | 2053-12-01      | 7.5000%  | 0.0000% | $2000.00           | $1738.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV2634 | 2052-07-01      | 4.0000%  | 0.0000% | $10288.00          | $7746.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3903 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $722.70            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  | 0.0000% | $1177749.00        | $653209.71         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1859 | 2053-03-01      | 5.5000%  | 0.0000% | $1036210.00        | $1011889.24        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | 0.0000% | $3003.00           | $2444.20           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $689.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0446 | 2045-05-01      | 3.5000%  | 0.0000% | $2024.00           | $321.88            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0922 | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4305.53           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1636.34           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $9000.00           | $7052.30           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ5771 | 2050-11-01      | 2.0000%  | 0.0000% | $446800.00         | $234416.97         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3320 | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $996.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $215.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  | 0.0000% | $1051.00           | $292.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ8377 | 2049-07-01      | 3.5000%  | 0.0000% | $5466.00           | $1448.11           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  | 0.0000% | $18918329.00       | $598733.99         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6471 | 2052-09-01      | 5.0000%  | 0.0000% | $1982435.00        | $1487708.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 GLCB5115 | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1815.54           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | 0.0000% | $33508992.00       | $29124640.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $8000.00           | $4865.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5727 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.75            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA1084 | 2049-07-01      | 4.5000%  | 0.0000% | $200000.00         | $36457.29          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $4003.00           | $619.81            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5290 | 2048-06-01      | 4.5000%  | 0.0000% | $18780266.00       | $3582317.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK0122 | 2048-06-01      | 4.5000%  | 0.0000% | $1616567.00        | $566720.87         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  | 0.0000% | $1502261.00        | $619455.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $256.77            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $5719.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $876.90            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $1398900.00        | $937168.93         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | 0.0000% | $1999.00           | $376.21            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8336 | 2046-11-01      | 4.5000%  | 0.0000% | $7734492.00        | $2164409.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4827 | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $928.13            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6874 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $867.87            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1139 | 2052-11-01      | 5.0000%  | 0.0000% | $1279812.00        | $1215883.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5584 | 2030-08-01      | 2.5000%  | 0.0000% | $2000.00           | $212.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4984 | 2045-05-01      | 3.5000%  | 0.0000% | $124993408.00      | $26941392.70       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $20867881.00       | $18528886.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8509 | 2053-08-01      | 6.0000%  | 0.0000% | $350000.00         | $216735.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $734.86            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $24115623.00       | $20846678.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5989 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $848.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $193.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | 0.0000% | $6000.00           | $1767.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1571.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $5736.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | 0.0000% | $3092.00           | $2533.91           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1237.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $17038.00          | $5165.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA1372 | 2043-02-01      | 3.5000%  | 0.0000% | $20770.00          | $3046.21           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2088 | 2052-06-01      | 3.5000%  | 0.0000% | $42843271.00       | $29848566.77       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2503 | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $619.22            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  | 0.0000% | $5104.00           | $3912.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2727.41           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $602.49            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $139514419.00      | $121994274.24      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1970 | 2036-10-01      | 2.0000%  | 0.0000% | $1131.00           | $640.93            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $1032.00           | $879.80            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $1004.00           | $865.71            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $9000.00           | $7547.70           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0339 | 2036-05-01      | 2.5000%  | 0.0000% | $4096.00           | $2223.17           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $688.99            | Agency Mortgage-Backed Securities |
| 06.500 FGPC A61350 G | 2036-11-01      | 6.5000%  | 0.0000% | $9360.00           | $137.34            | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03577 G | 2037-11-01      | 7.0000%  | 0.0000% | $29814447.00       | $359969.19         | Agency Mortgage-Backed Securities |
| 05.500 FGPC K00031 G | 2037-04-01      | 5.5000%  | 0.0000% | $8066.00           | $27.98             | Agency Mortgage-Backed Securities |
| 04.500 FGPC A96200 G | 2041-01-01      | 4.5000%  | 0.0000% | $8192.00           | $315.23            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A94284 G | 2040-10-01      | 4.5000%  | 0.0000% | $9216.00           | $235.84            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $11483.00          | $544.73            | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10226 G | 2036-01-01      | 5.5000%  | 0.0000% | $9216.00           | $97.80             | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  | 0.0000% | $864853.00         | $3062.80           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $742.47            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $658.41            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $8000.00           | $3617.40           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | 0.0000% | $7000.00           | $351.45            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $89.84             | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.93            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $7211.00           | $2290.56           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q25770 G | 2044-04-01      | 4.0000%  | 0.0000% | $37730318.00       | $5842101.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $904.04            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3818 | 2053-08-01      | 5.5000%  | 0.0000% | $17007832.00       | $13218738.16       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $802.80            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $18244176.00       | $15556520.33       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3520 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1525.49           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1265 | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $725.92            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3180 | 2053-06-01      | 6.5000%  | 0.0000% | $902818.00         | $715930.97         | Agency Mortgage-Backed Securities |
| 06.000 FGPC H19029 G | 2037-09-01      | 6.0000%  | 0.0000% | $1112.00           | $1.30              | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $160922.00         | $2096.22           | Agency Mortgage-Backed Securities |
| 05.000 FGPC L00016 G | 2035-11-01      | 5.0000%  | 0.0000% | $29879.00          | $1139.50           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $39937.00          | $399.56            | Agency Mortgage-Backed Securities |
| 07.000 FGPC A82013 G | 2038-09-01      | 7.0000%  | 0.0000% | $1008.00           | $31.74             | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03878 G | 2038-02-01      | 6.0000%  | 0.0000% | $11200.00          | $112.11            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  | 0.0000% | $13004.00          | $1832.26           | Agency Mortgage-Backed Securities |
| FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | 0.0000% | $14299.00          | $382.50            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $1994.00           | $0.59              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $10001.00          | $1468.35           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $4168965.00        | $150276.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1611 | 2043-09-01      | 4.0000%  | 0.0000% | $27004.00          | $3891.49           | Agency Mortgage-Backed Securities |

### Security 710: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKUG8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKUG8
- **C.18 - Value (incl. sponsor support):** $8993000000.00
- **C.18.a - Value (excl. sponsor support):** $8993000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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 | 2029-04-30      | 4.6250%  | 0.0000% | $1779220000.00     | $1866293605.20     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1798166700.00     | $1828929716.12     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1833900000.00     | $1855889816.25     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $1266000000.00     | $1991234773.22     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1039897700.00     | $1074887598.59     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $546873400.00      | $555624563.30      | U.S. Treasuries (including strips) |

### Security 711: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKVF9, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1AKVF9
- **C.18 - Value (incl. sponsor support):** $1262000000.00
- **C.18.a - Value (excl. sponsor support):** $1262000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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 | 2027-08-31      | 0.5000%  | 0.0000% | $800.00            | $753.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $200.00            | $193.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1000.00           | $1005.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1000400.00        | $864771.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | 0.0000% | $1600.00           | $1624.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $200.00            | $200.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $700.00            | $702.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $281100.00         | $285942.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $1300200.00        | $1262340.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $900.00            | $903.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $700.00            | $686.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $830900.00         | $778157.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $500.00            | $503.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $82320700.00       | $74349080.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $1400.00           | $1337.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $900.00            | $898.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $761300.00         | $711260.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $900.00            | $894.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $1000.00           | $991.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $900.00            | $897.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $71300.00          | $71231.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $999900.00         | $995494.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $1000200.00        | $1024641.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $1400.00           | $1484.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $1300200.00        | $1224310.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $454800.00         | $455818.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $722600.00         | $736857.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $410200.00         | $416682.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $700.00            | $705.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $900.00            | $910.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $1400.00           | $1424.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $900.00            | $904.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $611000.00         | $609473.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $632700.00         | $643497.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $58277200.00       | $57918332.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $241356400.00      | $249999897.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $139995400.00      | $68296629.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $91000.00          | $92487.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $500.00            | $506.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $500000.00         | $512840.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $185961700.00      | $180981089.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $800.00            | $808.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $500.00            | $490.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $151350500.00      | $145609701.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $262186100.00      | $249999940.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $276825800.00      | $249999953.77      | U.S. Treasuries (including strips) |

### Security 712: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 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: ARP1AKVG7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AKVG7
- **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:** 4.3400%
- **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? 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 | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLDC8522   | 2054-12-01      | 5.5000%  | 0.0000% | $1031108.00        | $1037428.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6692   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.410 2M469340   | 2039-03-01      | 5.4100%  | 0.0000% | $1000.00           | $721.59            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL6290   | 2030-05-01      | 2.0800%  | 0.0000% | $1000.00           | $911.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6819   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.82           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8293   | 2028-02-01      | 3.2500%  | 0.0000% | $1000.00           | $855.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7856   | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1176.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0668   | 2049-07-01      | 2.5000%  | 0.0000% | $2010.00           | $1243.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3048   | 2052-10-01      | 5.0000%  | 0.0000% | $202400.00         | $164813.50         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3804   | 2035-05-01      | 5.0400%  | 0.0000% | $2430990.00        | $2504413.96        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2691   | 2034-01-01      | 5.2400%  | 0.0000% | $1000.00           | $1044.59           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| GNII SF DE7907 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.34           | Agency Mortgage-Backed Securities  |
| GNII ET DD5384 C       | 2064-08-20      | 7.0000%  | 0.0000% | $1008.00           | $770.43            | Agency Mortgage-Backed Securities  |
| GNII SF DE7936 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.66           | Agency Mortgage-Backed Securities  |
| GNII SF CS4369 C       | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $893.35            | Agency Mortgage-Backed Securities  |
| GNII ET DC8557 C       | 2064-08-20      | 7.0000%  | 0.0000% | $1024.00           | $857.19            | Agency Mortgage-Backed Securities  |
| GNII SF CU7836 C       | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $1035.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8954   | 2055-07-01      | 6.0000%  | 0.0000% | $10135072.00       | $10392521.98       | Agency Mortgage-Backed Securities  |
| GNII SF DE4985 C       | 2054-09-20      | 7.5000%  | 0.0000% | $1008.00           | $1025.57           | Agency Mortgage-Backed Securities  |
| GNII SF DF5460 C       | 2054-10-20      | 6.5000%  | 0.0000% | $2097032.00        | $1173312.24        | Agency Mortgage-Backed Securities  |
| GNII SF DF5455 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $452.06            | Agency Mortgage-Backed Securities  |
| GNII SF DE0352 C       | 2054-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1059.99           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-01-31      | 4.3884%  | 0.0000% | $700.00            | $702.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $52300.00          | $51561.11          | U.S. Treasuries (including strips) |
| 05.500 FGPC G06623 G   | 2039-04-01      | 5.5000%  | 0.0000% | $18595210.00       | $792335.64         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2462   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.59           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $200.00            | $147.04            | U.S. Treasuries (including strips) |
| GNII SF DF1897 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1000.00           | $761.79            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $14254466.00       | $12049631.86       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $610.70            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ7454   | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1001.34           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $2048.00           | $1140.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4792   | 2054-01-01      | 6.5000%  | 0.0000% | $1008.00           | $785.65            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $1061.00           | $911.61            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $1217.00           | $821.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5915   | 2046-11-01      | 3.0000%  | 0.0000% | $2000.00           | $439.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $6670.00           | $6174.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0938   | 2039-04-01      | 6.0000%  | 0.0000% | $1001.00           | $14.16             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8543   | 2054-05-01      | 6.0000%  | 0.0000% | $516882.00         | $477188.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7524   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $825.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0023   | 2054-10-01      | 6.0000%  | 0.0000% | $2048.00           | $2002.22           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7757   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5229   | 2050-02-01      | 3.0000%  | 0.0000% | $3040.00           | $1500.88           | Agency Mortgage-Backed Securities  |
| GNII ET DD5363 C       | 2064-08-20      | 7.0000%  | 0.0000% | $1030.00           | $628.02            | Agency Mortgage-Backed Securities  |
| GNII SF CV6503 C       | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $981.38            | Agency Mortgage-Backed Securities  |
| GNII SF CZ1477 C       | 2054-06-20      | 7.5000%  | 0.0000% | $1008.00           | $1073.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7512   | 2051-04-01      | 2.0000%  | 0.0000% | $5074224.00        | $3162847.87        | Agency Mortgage-Backed Securities  |
| GNII SF CV0165 C       | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $804.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $484.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8157   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1749.91           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3524   | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $151.05            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3435   | 2029-09-01      | 2.9000%  | 0.0000% | $1000.00           | $944.91            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3805   | 2035-05-01      | 5.1200%  | 0.0000% | $1000.00           | $1040.96           | Agency Mortgage-Backed Securities  |
| GNII SF CW2366 C       | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $514.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $469.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9692   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3569   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $879.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5090   | 2052-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1628.41           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM6629   | 2029-09-01      | 3.4600%  | 0.0000% | $1000.00           | $826.70            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAM9777   | 2030-09-01      | 3.3700%  | 0.0000% | $1000.00           | $793.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4504   | 2054-09-01      | 5.5000%  | 0.0000% | $3453546.00        | $3266306.42        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195   | 2031-02-01      | 1.5800%  | 0.0000% | $1000.00           | $876.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ1844   | 2050-09-01      | 2.5000%  | 0.0000% | $1025.00           | $440.99            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS0968   | 2031-02-01      | 1.3400%  | 0.0000% | $1000.00           | $845.24            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8176   | 2033-04-01      | 4.3850%  | 0.0000% | $1014.00           | $1014.35           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $400.00            | $392.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $400.00            | $375.84            | U.S. Treasuries (including strips) |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $4096.00           | $2896.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5087   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $811.16            | Agency Mortgage-Backed Securities  |
| GNII SF DK7840 C       | 2055-06-20      | 7.5000%  | 0.0000% | $1000.00           | $1082.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0565   | 2055-01-01      | 6.0000%  | 0.0000% | $3072.00           | $3062.49           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1026   | 2031-02-01      | 1.4100%  | 0.0000% | $1000.00           | $869.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8548   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $797.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6986   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $955.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2697   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $793.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $11408191.00       | $8606775.22        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3828   | 2035-05-01      | 5.1500%  | 0.0000% | $1000.00           | $1035.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0709   | 2047-09-01      | 4.0000%  | 0.0000% | $29103463.00       | $3999722.81        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3892   | 2032-05-01      | 4.8900%  | 0.0000% | $2010.00           | $2058.41           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HT471415   | 2032-05-01      | 3.4000%  | 0.0000% | $1000.00           | $459.29            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE2847   | 2052-05-01      | 4.5000%  | 0.0000% | $1001.00           | $783.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB7117   | 2054-07-01      | 5.5000%  | 0.0000% | $307815.00         | $309835.08         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ3171   | 2031-08-01      | 5.3600%  | 0.0000% | $1000.00           | $1054.89           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD1115   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $637.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $713.77            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0752   | 2029-01-01      | 3.6500%  | 0.0000% | $1000.00           | $992.27            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933   | 2053-11-01      | 7.0000%  | 0.0000% | $3000.00           | $2372.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB8697   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $902.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4488   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2072.88           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0226   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $996.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5400   | 2044-04-01      | 4.0000%  | 0.0000% | $2016.00           | $1032.38           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1396   | 2031-03-01      | 1.5400%  | 0.0000% | $1000.00           | $876.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0152   | 2040-06-01      | 6.0000%  | 0.0000% | $17673138.00       | $304207.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW8783   | 2052-09-01      | 5.5000%  | 0.0000% | $1157190.00        | $907200.11         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7163   | 2027-10-01      | 2.9400%  | 0.0000% | $1000.00           | $841.15            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2375   | 2031-09-01      | 2.5100%  | 0.0000% | $1000.00           | $816.35            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790   | 2050-06-01      | 2.5000%  | 0.0000% | $1001.00           | $379.72            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $39852.00          | $30288.79          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBS3713   | 2028-11-01      | 1.6600%  | 0.0000% | $1000.00           | $861.92            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1196   | 2031-02-01      | 1.4800%  | 0.0000% | $1000.00           | $871.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6982   | 2046-10-01      | 3.0000%  | 0.0000% | $464669.00         | $67253.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995050   | 2037-09-01      | 6.0000%  | 0.0000% | $18332997.00       | $151020.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA5265 M       | 2048-05-20      | 4.5000%  | 0.0000% | $7579944.00        | $554758.85         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $980.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2583   | 2055-01-01      | 5.5000%  | 0.0000% | $8361488.00        | $8221718.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1641   | 2054-12-01      | 5.5000%  | 0.0000% | $3000.00           | $3035.66           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8572   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL888743   | 2036-01-01      | 6.0000%  | 0.0000% | $3004.00           | $49.92             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $3176.00           | $3072.89           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2221   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.74           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $30793000.00       | $30295081.04       | U.S. Treasuries (including strips) |
| FNMS 05.500 CLBY2840   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $859.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5867   | 2049-06-01      | 3.5000%  | 0.0000% | $1023.00           | $311.05            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ1991   | 2029-12-01      | 4.4000%  | 0.0000% | $2868.00           | $2887.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131   | 2053-05-01      | 5.5000%  | 0.0000% | $2016.00           | $1454.15           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2032   | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $690.86            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1741   | 2029-03-01      | 3.5500%  | 0.0000% | $1000.00           | $952.32            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL8565   | 2030-10-01      | 1.3300%  | 0.0000% | $1000.00           | $877.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0448   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $921.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9228   | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1936.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0229   | 2054-08-01      | 5.5000%  | 0.0000% | $3008.00           | $3010.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388   | 2054-06-01      | 5.5000%  | 0.0000% | $25642200.00       | $22978734.91       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0023   | 2055-05-01      | 6.0000%  | 0.0000% | $3030.00           | $2849.60           | Agency Mortgage-Backed Securities  |
| GNII SF CS4373 C       | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $809.76            | Agency Mortgage-Backed Securities  |
| GNII SF MA6866 M       | 2050-07-20      | 3.0000%  | 0.0000% | $1000.00           | $314.37            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0979   | 2055-01-01      | 7.0000%  | 0.0000% | $1071.00           | $1120.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K0918263   | 2037-04-01      | 6.5000%  | 0.0000% | $3002.00           | $221.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2553   | 2055-01-01      | 5.5000%  | 0.0000% | $1026428.00        | $997774.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1268   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $740.59            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $847.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8394   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9574   | 2052-11-01      | 4.5000%  | 0.0000% | $1293.00           | $981.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2653   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $675.18            | Agency Mortgage-Backed Securities  |
| GNHA AL DJ1381 H       | 2075-04-20      | 6.6400%  | 0.0000% | $946640.00         | $1006893.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9312   | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $941.86            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4300.00           | $2572.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $70.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $268.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $14600.00          | $19558.97          | U.S. Treasuries (including strips) |
| GNII SP 787212 C       | 2047-10-20      | 3.5000%  | 0.0000% | $4982990.00        | $3935411.08        | Agency Mortgage-Backed Securities  |
| GNII SF 005082 M       | 2041-06-20      | 4.5000%  | 0.0000% | $160340482.00      | $6641871.80        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSD2056   | 2052-12-01      | 6.0000%  | 0.0000% | $4768.00           | $3569.10           | Agency Mortgage-Backed Securities  |
| FMAR 841660 G          | 2050-05-01      | 3.1620%  | 0.0000% | $1000.00           | $864.83            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $3300.00           | $3361.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $200.00            | $147.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $87.70             | U.S. Treasuries (including strips) |
| GNII SF DH6177 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.69           | Agency Mortgage-Backed Securities  |
| GNII SF DG4286 C       | 2054-11-20      | 7.5000%  | 0.0000% | $1000.00           | $1072.11           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $60400.00          | $64039.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $173.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $300.00            | $142.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $900.00            | $720.18            | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQX0055   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $908.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8670   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.36           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX7142   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.15           | Agency Mortgage-Backed Securities  |
| GNII SP 786378 C       | 2049-06-20      | 5.0000%  | 0.0000% | $10155408.00       | $6852242.27        | Agency Mortgage-Backed Securities  |
| GNII SF DG7307 C       | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.45           | Agency Mortgage-Backed Securities  |
| GNII SF DE7921 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.87           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $148.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $290.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $75900.00          | $76713.87          | U.S. Treasuries (including strips) |
| GNMI SF 701432 X       | 2038-11-15      | 6.0000%  | 0.0000% | $4000.00           | $55.24             | Agency Mortgage-Backed Securities  |
| GNII SF CZ1323 C       | 2054-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.21           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9934 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1008.00           | $1064.91           | Agency Mortgage-Backed Securities  |
| GNII SF DB5948 C       | 2054-03-20      | 8.0000%  | 0.0000% | $1000.00           | $1069.24           | Agency Mortgage-Backed Securities  |
| GNII SF 004923 M       | 2041-01-20      | 4.5000%  | 0.0000% | $3074.00           | $157.02            | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M       | 2052-03-20      | 3.5000%  | 0.0000% | $22192.00          | $15474.03          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1182   | 2031-03-01      | 1.3800%  | 0.0000% | $1000.00           | $864.22            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS2523   | 2031-07-01      | 1.8150%  | 0.0000% | $1000.00           | $873.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1001.00           | $793.73            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ3557   | 2029-11-01      | 4.9350%  | 0.0000% | $1000.00           | $1028.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9970   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $898.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5859   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $877.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3812   | 2053-01-01      | 4.5000%  | 0.0000% | $75869.00          | $62957.06          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3032   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1836.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9448   | 2054-11-01      | 4.5000%  | 0.0000% | $1010.00           | $939.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5361   | 2050-09-01      | 4.5000%  | 0.0000% | $4267056.00        | $3304831.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1636   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $980.04            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2025   | 2029-03-01      | 4.4200%  | 0.0000% | $9419990.00        | $9490964.37        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3092   | 2035-02-01      | 5.1400%  | 0.0000% | $1881990.00        | $1949731.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3252   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.98            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3708   | 2032-05-01      | 4.7700%  | 0.0000% | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0945   | 2054-07-01      | 6.0000%  | 0.0000% | $3856528.00        | $3802385.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1818.53           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4473   | 2053-12-01      | 6.5000%  | 0.0000% | $6000624.00        | $4946063.93        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ4047   | 2054-09-01      | 7.0000%  | 0.0000% | $1195245.00        | $1229815.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7687   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $968.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8387   | 2054-11-01      | 4.5000%  | 0.0000% | $3042.00           | $2899.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2179   | 2054-08-01      | 5.5000%  | 0.0000% | $2008.00           | $1890.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7626   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $992.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2566   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $886.67            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4236   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1061.95           | Agency Mortgage-Backed Securities  |
| GNII SF MA4899 M       | 2047-12-20      | 3.0000%  | 0.0000% | $13460528.00       | $1905943.91        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8659   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.55           | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M       | 2052-05-20      | 3.5000%  | 0.0000% | $2980.00           | $2101.99           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2218   | 2029-11-01      | 4.4900%  | 0.0000% | $1005.00           | $1022.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0874   | 2055-03-01      | 6.0000%  | 0.0000% | $3000.00           | $3014.22           | Agency Mortgage-Backed Securities  |
| GNII SF MA8099 M       | 2052-06-20      | 3.5000%  | 0.0000% | $2048.00           | $1454.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166   | 2053-10-01      | 6.0000%  | 0.0000% | $2032.00           | $1575.09           | Agency Mortgage-Backed Securities  |
| GNII SF DC4645 C       | 2054-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1079.95           | Agency Mortgage-Backed Securities  |
| GNII SF DA9377 C       | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0877   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.33           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL9426   | 2030-12-01      | 1.2700%  | 0.0000% | $1000.00           | $775.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $13977778.00       | $133481.72         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7419   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $570.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4104   | 2054-04-01      | 6.0000%  | 0.0000% | $3861240.00        | $3783294.98        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2275   | 2032-03-01      | 5.0700%  | 0.0000% | $20970.00          | $21640.41          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992   | 2054-10-01      | 6.0000%  | 0.0000% | $25700.00          | $25891.57          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $2999.00           | $453.34            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2788   | 2030-01-01      | 4.4500%  | 0.0000% | $2000.00           | $2032.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8675   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $893.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1904   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $987.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0436   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $916.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0692   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $993.47            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3183   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.83           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4238   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.18           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7380   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $998.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $48916509.00       | $38808364.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6284   | 2055-04-01      | 5.5000%  | 0.0000% | $78868.00          | $79761.36          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9994   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $873.64            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $47179200.00       | $48662286.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $104.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1200.00           | $1217.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.08            | U.S. Treasuries (including strips) |
| MNAR XX.XXX HYBL0095   | 2030-10-01      | 3.8700%  | 0.0000% | $1000.00           | $909.16            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7211   | 2032-10-01      | 3.3300%  | 0.0000% | $1000.00           | $843.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8298   | 2054-04-01      | 6.0000%  | 0.0000% | $3008.00           | $2754.64           | Agency Mortgage-Backed Securities  |

### Security 713: 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: ARP1AKVH5, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1AKVH5
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $27214.00          | $3999913.72        | Equities   |
| SNOWFLAKE INC                  COM SHS      | 2500-12-31      | N/A      | 0.0000% | $16597.00          | $3999877.00        | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2500-12-31      | N/A      | 0.0000% | $13285.00          | $3999714.95        | Equities   |
| LAM RESEARCH CORP              COM NEW      | 2500-12-31      | N/A      | 0.0000% | $38428.00          | $3999970.52        | Equities   |
| ADVANCED MICRO DEVICES INC     COM          | 2500-12-31      | N/A      | 0.0000% | $23727.00          | $3999897.66        | Equities   |
| BREAD FINANCIAL HOLDINGS INC   COM          | 2500-12-31      | N/A      | 0.0000% | $59979.00          | $3999999.51        | Equities   |
| NEXTERA ENERGY INC             COM          | 2500-12-31      | N/A      | 0.0000% | $55486.00          | $3999985.74        | Equities   |
| NETFLIX INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $3248.00           | $3999749.60        | Equities   |
| PALANTIR TECHNOLOGIES INC      CL A         | 2500-12-31      | N/A      | 0.0000% | $25297.00          | $3999961.64        | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $12959.00          | $3999795.35        | Equities   |
| COINBASE GLOBAL INC            COM CL A     | 2500-12-31      | N/A      | 0.0000% | $12967.00          | $3999930.49        | Equities   |
| ALPHABET INC                   CAP STK CL C | 2500-12-31      | N/A      | 0.0000% | $18835.00          | $3999988.95        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW     | 2500-12-31      | N/A      | 0.0000% | $8002.00           | $3999879.72        | Equities   |
| HONEYWELL INTL INC             COM          | 2500-12-31      | N/A      | 0.0000% | $18070.00          | $3999794.50        | Equities   |
| HALOZYME THERAPEUTICS INC      COM          | 2500-12-31      | N/A      | 0.0000% | $54937.00          | $3999962.97        | Equities   |
| META PLATFORMS INC             CL A         | 2500-12-31      | N/A      | 0.0000% | $5325.00           | $3999660.75        | Equities   |
| L3HARRIS TECHNOLOGIES INC      COM          | 2500-12-31      | N/A      | 0.0000% | $14438.00          | $3999903.52        | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $5464.00           | $3999429.44        | Equities   |
| ZSCALER INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $14264.00          | $3999910.88        | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $11561.00          | $3999874.78        | Equities   |
| ORACLE CORP                    COM          | 2500-12-31      | N/A      | 0.0000% | $9999.00           | $2402959.68        | Equities   |
| WALMART INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $41618.00          | $3999905.98        | Equities   |

### Security 714: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKVJ1, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1AKVJ1
- **C.18 - Value (incl. sponsor support):** $351000000.00
- **C.18.a - Value (excl. sponsor support):** $351000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $48900.00          | $51278.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $75000000.00       | $76296914.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $3796400.00        | $3915740.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $26952200.00       | $27157702.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $24069000.00       | $22884444.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $5980000.00        | $5797873.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $620834.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $3387700.00        | $3535231.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $284000.00         | $287836.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $5053200.00        | $4897084.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $986800.00         | $786587.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $7528800.00        | $7722782.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $920000.00         | $1331380.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $5000000.00        | $4698047.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $4786000.00        | $5320866.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $4320400.00        | $4466478.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $10000000.00       | $9813401.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $3574200.00        | $3574997.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $10200.00          | $10332.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $83191600.00       | $85079051.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $5000000.00        | $5041515.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $94600.00          | $97357.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $8395900.00        | $7857133.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $1381800.00        | $1362735.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $182.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $4380600.00        | $4412482.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $40051000.00       | $40718283.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $10210600.00       | $6410102.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $200.00            | $202.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $32999900.00       | $23871056.25       | U.S. Treasuries (including strips) |

### Security 715: 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: ARP1AKVK8, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1AKVK8
- **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:** 4.3900%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NISSAN MOTOR CO LTD            SR GLBL REGS 30     | 2030-09-17      | 4.8100%  | 0.0000% | $216000.00         | $206017.56         | Corporate Debt Securities                         |
| J.P. MOG CHSE CML TR 2021-1440 A      20360317 FLT | 2036-03-17      | 5.7785%  | 0.0000% | $18403000.00       | $16858881.32       | Private Label Collateralized Mortgage Obligations |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 33     | 2033-03-15      | 7.3750%  | 0.0000% | $8000.00           | $8610.49           | Corporate Debt Securities                         |
| CROWN AMERS LLC                SR GLBL 144A 33     | 2033-06-01      | 5.8750%  | 0.0000% | $5000.00           | $5129.02           | Corporate Debt Securities                         |
| CENTRAL PARENT LLC / CDK GLOBA 144A NT 8%29        | 2029-06-15      | 8.0000%  | 0.0000% | $800000.00         | $705435.56         | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31     | 2031-07-01      | 9.2500%  | 0.0000% | $3262000.00        | $3521566.40        | Corporate Debt Securities                         |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 3.8750%  | 0.0000% | $817000.00         | $785845.18         | Corporate Debt Securities                         |
| SASOL FING USA LLC             SR GLBL NT5.5%31    | 2031-03-18      | 5.5000%  | 0.0000% | $5237000.00        | $4541983.18        | Corporate Debt Securities                         |
| QORVO INC                      SR GLBL 144A 31     | 2031-04-01      | 3.3750%  | 0.0000% | $2579000.00        | $2379398.29        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2015-C27      B      20471217 FLT | 2047-12-17      | 4.6243%  | 0.0000% | $74878.00          | $73275.59          | Private Label Collateralized Mortgage Obligations |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $5355000.00        | $5769482.15        | Corporate Debt Securities                         |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 4.6250%  | 0.0000% | $200000.00         | $197067.64         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         C      20390715 FLT | 2039-07-15      | 7.0071%  | 0.0000% | $233000.00         | $232777.48         | Private Label Collateralized Mortgage Obligations |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30     | 2030-09-17      | 4.8100%  | 0.0000% | $670000.00         | $639035.95         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $519000.00         | $375171.84         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 6.6571%  | 0.0000% | $2835000.00        | $2833834.45        | Private Label Collateralized Mortgage Obligations |

### Security 716: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 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: ARP1AKVM4, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1AKVM4
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $230000000.00      | $225035325.65      | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M       | 2055-05-20      | 5.5000%  | 0.0000% | $25000000.00       | $25166848.95       | Agency Mortgage-Backed Securities         |
| GNII SF DI6212 C       | 2055-04-20      | 6.0000%  | 0.0000% | $363146.00         | $373051.23         | Agency Mortgage-Backed Securities         |
| GNRM 2025-119 PJ       | 2055-07-20      | 5.0000%  | 0.0000% | $6208000.00        | $5929061.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-132 FC       | 2055-08-20      | 5.4503%  | 0.0000% | $53092764.00       | $53252763.56       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 BP       | 2052-12-20      | 5.0000%  | 0.0000% | $30770000.00       | $30873654.63       | Agency Collateralized Mortgage Obligation |
| GNII SF DK5452 C       | 2055-07-20      | 6.0000%  | 0.0000% | $12723397.00       | $13110024.52       | Agency Mortgage-Backed Securities         |
| GNRM 2019-159 UC       | 2049-02-20      | 2.5000%  | 0.0000% | $13100000.00       | $3441224.45        | Agency Collateralized Mortgage Obligation |
| GNII SF DK5638 C       | 2050-07-20      | 6.0000%  | 0.0000% | $1298466.00        | $1337531.04        | Agency Mortgage-Backed Securities         |
| GNRA 2010-020 FE       | 2040-02-20      | 5.2049%  | 0.0000% | $131000000.00      | $4577520.47        | Agency Collateralized Mortgage Obligation |
| GNII SF DF4578 C       | 2055-01-20      | 5.5000%  | 0.0000% | $2512820.00        | $2525292.47        | Agency Mortgage-Backed Securities         |
| GNII SF DE2396 C       | 2054-12-20      | 6.0000%  | 0.0000% | $5448306.00        | $5627919.66        | Agency Mortgage-Backed Securities         |
| GNRA 2012-097 JF       | 2042-08-16      | 4.7244%  | 0.0000% | $506000.00         | $19834.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF       | 2045-11-20      | 4.7349%  | 0.0000% | $48093505.00       | $8115864.76        | Agency Collateralized Mortgage Obligation |
| GNII SF DK5704 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1566883.00        | $1614457.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $25000000.00       | $14781525.86       | Agency Mortgage-Backed Securities         |
| GNII SF DI6213 C       | 2055-04-20      | 6.0000%  | 0.0000% | $374275.00         | $384747.89         | Agency Mortgage-Backed Securities         |
| GNII SF DJ1870 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1452735.00        | $1466871.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1027   | 2052-10-01      | 5.0000%  | 0.0000% | $1319420.00        | $1246882.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3966   | 2053-09-01      | 6.0000%  | 0.0000% | $23000000.00       | $21146794.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF4620   | 2052-12-01      | 5.0000%  | 0.0000% | $24427369.00       | $20036624.60       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE7910   | 2052-08-01      | 4.0000%  | 0.0000% | $23300000.00       | $16809148.73       | Agency Mortgage-Backed Securities         |
| GNRA 2025-045 FH       | 2055-03-20      | 5.4150%  | 0.0000% | $100000000.00      | $98526145.40       | Agency Collateralized Mortgage Obligation |
| GNII SF DL4666 C       | 2055-07-20      | 6.0000%  | 0.0000% | $2729674.00        | $2807644.77        | Agency Mortgage-Backed Securities         |
| GNII SF DK9275 C       | 2055-07-20      | 6.0000%  | 0.0000% | $12871931.00       | $13220706.97       | Agency Mortgage-Backed Securities         |
| GNII SF DJ2872 C       | 2055-07-20      | 6.0000%  | 0.0000% | $30657720.00       | $31600815.14       | Agency Mortgage-Backed Securities         |
| GNII SF DJ2972 C       | 2055-07-20      | 6.0000%  | 0.0000% | $6531450.00        | $6713963.20        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $172922600.00      | $163800833.55      | U.S. Treasuries (including strips)        |
| GNRM 2024-044 D        | 2051-06-20      | 4.5000%  | 0.0000% | $1900000.00        | $1534773.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE       | 2050-05-20      | 4.5000%  | 0.0000% | $7000000.00        | $6878241.95        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-101 PJ       | 2055-06-20      | 5.0000%  | 0.0000% | $125000.00         | $118446.36         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-146 H        | 2051-11-20      | 3.7500%  | 0.0000% | $6869693.00        | $4870612.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-225 KC       | 2051-12-20      | 1.2500%  | 0.0000% | $4400000.00        | $2023021.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA        | 2046-09-20      | 4.8549%  | 0.0000% | $30000000.00       | $6800178.03        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $33230000.00       | $9797570.68        | Agency Mortgage-Backed Securities         |
| GNRM 2014-091 CB       | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $13298.88          | Agency Collateralized Mortgage Obligation |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $347605412.00      | $249999999.60      | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $353545962.00      | $250000000.03      | Agency Mortgage-Backed Securities         |
| GNII SF DL2137 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1076066.00        | $1115952.18        | Agency Mortgage-Backed Securities         |
| GNII SF DL4663 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1138549.00        | $1171073.12        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $300.00            | $268.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $85138500.00       | $75488162.98       | U.S. Treasuries (including strips)        |
| GNII SF DK6220 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1299392.00        | $1350144.52        | Agency Mortgage-Backed Securities         |
| GNII SF DK6216 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1136546.00        | $1180936.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957   | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $11981946.62       | Agency Mortgage-Backed Securities         |
| GNII SF DK5640 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1836786.00        | $1891157.48        | Agency Mortgage-Backed Securities         |
| GNII SF DK9272 C       | 2055-07-20      | 6.0000%  | 0.0000% | $32715513.00       | $33593416.18       | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FG       | 2053-05-20      | 5.3950%  | 0.0000% | $100000000.00      | $44981388.22       | Agency Collateralized Mortgage Obligation |
| GNII SF DH6210 C       | 2055-02-20      | 5.5000%  | 0.0000% | $23784302.00       | $23967716.59       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1863 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1338428.00        | $1394825.02        | Agency Mortgage-Backed Securities         |
| GNII SF DK9358 C       | 2055-07-20      | 6.0000%  | 0.0000% | $7953130.00        | $8181976.60        | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $284017000.00      | $27896233.37       | Agency Mortgage-Backed Securities         |
| GNII SF DK7352 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4000000.00        | $4144283.77        | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M       | 2046-06-20      | 3.0000%  | 0.0000% | $160516000.00      | $18683215.73       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5804   | 2055-06-01      | 6.0000%  | 0.0000% | $120352858.00      | $121885567.15      | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4546   | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $6407453.44        | Agency Mortgage-Backed Securities         |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $26597000.00       | $15781153.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-064 FA       | 2052-04-20      | 4.5000%  | 0.0000% | $10667117.00       | $6103644.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD       | 2053-12-20      | 5.5950%  | 0.0000% | $100000000.00      | $48905524.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 FD       | 2053-12-20      | 5.6450%  | 0.0000% | $50000000.00       | $33821072.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-147 FM       | 2053-10-20      | 5.7450%  | 0.0000% | $50000000.00       | $19379163.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 CF       | 2055-07-20      | 5.3950%  | 0.0000% | $50000000.00       | $49963333.92       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $440000000.00      | $214395000.70      | Agency Mortgage-Backed Securities         |
| GNRM 2021-077 KV       | 2048-05-20      | 2.5000%  | 0.0000% | $9465316.00        | $6746821.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $200000000.00      | $131828995.00      | Agency Collateralized Mortgage Obligation |
| GNRM 2013-184 KA       | 2043-08-20      | 2.5000%  | 0.0000% | $16645650.00       | $982929.23         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-189 PT       | 2051-10-20      | 2.5000%  | 0.0000% | $18500000.00       | $12533067.41       | Agency Collateralized Mortgage Obligation |
| GNII SF DL7963 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2014811.00        | $2078665.73        | Agency Mortgage-Backed Securities         |
| GNRM 2024-043 CB       | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $50924988.85       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL       | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51152838.90       | Agency Collateralized Mortgage Obligation |
| GNII SF DK9274 C       | 2055-07-20      | 6.0000%  | 0.0000% | $7222549.00        | $7418240.48        | Agency Mortgage-Backed Securities         |
| GNRA 2023-166 FJ       | 2053-11-20      | 5.8450%  | 0.0000% | $50000000.00       | $20499792.45       | Agency Collateralized Mortgage Obligation |
| GNII SF DL5962 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2523597.00        | $2603581.57        | Agency Mortgage-Backed Securities         |
| GNRA 2022-160 NF       | 2052-09-20      | 4.8450%  | 0.0000% | $8006953.00        | $5878576.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 CF       | 2053-05-20      | 5.2950%  | 0.0000% | $100000000.00      | $44869913.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB       | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51078788.85       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB       | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $75572533.35       | Agency Collateralized Mortgage Obligation |
| GNII SF DK9448 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4994578.00        | $5150680.49        | Agency Mortgage-Backed Securities         |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $288693.00         | $292480.81         | Agency Mortgage-Backed Securities         |
| GNII SF DK6210 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1326212.00        | $1390955.75        | Agency Mortgage-Backed Securities         |
| GNII SF DK6142 C       | 2055-07-20      | 6.0000%  | 0.0000% | $25422383.00       | $26197821.74       | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $332026484.00      | $249999999.78      | Agency Mortgage-Backed Securities         |
| GNII SF DL2131 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1181495.00        | $1218943.27        | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $25605994.82       | Agency Mortgage-Backed Securities         |
| GNII SF DK5693 C       | 2055-07-20      | 6.0000%  | 0.0000% | $2472908.00        | $2548693.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $266760000.00      | $25303324.44       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1761 C       | 2055-04-20      | 6.5000%  | 0.0000% | $3799267.00        | $3945428.86        | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M       | 2048-02-20      | 4.0000%  | 0.0000% | $518824000.00      | $52189744.15       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $127510000.00      | $135228344.02      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $6923500.00        | $6707379.26        | U.S. Treasuries (including strips)        |
| GNRM 2025-082 A        | 2048-04-20      | 3.5000%  | 0.0000% | $35931000.00       | $33379138.42       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PK       | 2054-07-20      | 4.5000%  | 0.0000% | $13104000.00       | $12810651.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB       | 2054-05-20      | 5.5450%  | 0.0000% | $100000000.00      | $52537994.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 FL       | 2055-07-20      | 5.4450%  | 0.0000% | $43495000.00       | $43528630.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24066497.23       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $2323100.00        | $2308929.09        | U.S. Treasuries (including strips)        |
| GNRA 2024-005 FA       | 2054-01-20      | 5.4450%  | 0.0000% | $100000000.00      | $49775347.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 FN       | 2054-11-20      | 5.5450%  | 0.0000% | $7000000.00        | $6725633.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 FQ       | 2053-10-20      | 5.8450%  | 0.0000% | $50000000.00       | $30156001.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-127 FC       | 2054-08-20      | 5.5950%  | 0.0000% | $50000000.00       | $40610071.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AY       | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51245811.10       | Agency Collateralized Mortgage Obligation |
| GNII SF DF0570 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $1959198.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2231   | 2052-12-01      | 5.5000%  | 0.0000% | $104412373.00      | $83075700.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG5547   | 2053-06-01      | 5.5000%  | 0.0000% | $58631186.00       | $49815778.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870   | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $13770788.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9072   | 2053-05-01      | 6.0000%  | 0.0000% | $31624565.00       | $29270325.93       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570   | 2054-05-01      | 6.0000%  | 0.0000% | $242500000.00      | $217701978.20      | Agency Mortgage-Backed Securities         |
| GNRA 2025-081 FH       | 2055-05-20      | 6.0000%  | 0.0000% | $250297283.00      | $249999999.51      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW       | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $49399944.45       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9847 M       | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $28110995.30       | Agency Mortgage-Backed Securities         |
| GNRA 2009-052 FD       | 2039-07-16      | 5.4244%  | 0.0000% | $63000000.00       | $539846.54         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-078 BA       | 2049-06-20      | 3.0000%  | 0.0000% | $9606678.00        | $2088404.67        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0485 M       | 2055-07-20      | 5.5000%  | 0.0000% | $247674184.00      | $249999999.05      | Agency Mortgage-Backed Securities         |
| GNII SF DK9273 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4255453.00        | $4370656.50        | Agency Mortgage-Backed Securities         |
| GNII SF DK7424 C       | 2055-07-20      | 6.0000%  | 0.0000% | $78459001.00       | $80867765.17       | Agency Mortgage-Backed Securities         |
| GNII SF DK9446 C       | 2055-07-20      | 6.0000%  | 0.0000% | $7603035.00        | $7847280.37        | Agency Mortgage-Backed Securities         |
| GNII SF DH6845 C       | 2055-03-20      | 5.5000%  | 0.0000% | $1171956.00        | $1182021.21        | Agency Mortgage-Backed Securities         |
| GNII SF DK9447 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4634332.00        | $4712894.78        | Agency Mortgage-Backed Securities         |
| GNRA 2025-048 FA       | 2055-03-20      | 5.3950%  | 0.0000% | $26686000.00       | $26271364.28       | Agency Collateralized Mortgage Obligation |
| GNII SF DK9444 C       | 2055-07-20      | 6.0000%  | 0.0000% | $9092278.00        | $9370025.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA7827 M       | 2052-01-20      | 2.5000%  | 0.0000% | $390757125.00      | $249123509.46      | Agency Mortgage-Backed Securities         |
| GNII SF MA7938 M       | 2052-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $34863979.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $342640206.00      | $249999999.75      | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $901000.00         | $687401.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $50000000.00       | $31265980.04       | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $100000000.00      | $94155100.44       | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $50000000.00       | $49611421.44       | Agency Mortgage-Backed Securities         |
| GNII SF MB0552 M       | 2055-07-20      | 3.5000%  | 0.0000% | $133150.00         | $121699.13         | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $500000000.00      | $50997821.45       | Agency Mortgage-Backed Securities         |
| GNII SF MA9907 M       | 2054-09-20      | 6.0000%  | 0.0000% | $20784304.00       | $18152437.32       | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $314102856.00      | $249999999.34      | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M       | 2051-07-20      | 2.5000%  | 0.0000% | $25000000.00       | $14316430.84       | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $75000000.00       | $41437888.92       | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $25000000.00       | $13221558.23       | Agency Mortgage-Backed Securities         |
| GNII SF DL7964 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1079642.00        | $1113860.89        | Agency Mortgage-Backed Securities         |
| GNII SF DM1080 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2719711.00        | $2835825.13        | Agency Mortgage-Backed Securities         |
| GNII SF DH0289 C       | 2055-01-20      | 5.5000%  | 0.0000% | $47032433.00       | $47270818.17       | Agency Mortgage-Backed Securities         |
| GNII SF DH4082 C       | 2055-03-20      | 5.5000%  | 0.0000% | $2029127.00        | $2049595.11        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $50000000.00       | $48774729.28       | Agency Mortgage-Backed Securities         |
| GNII SF MA8150 M       | 2052-07-20      | 4.0000%  | 0.0000% | $50000000.00       | $37329331.14       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $8992100.00        | $8913966.86        | U.S. Treasuries (including strips)        |
| GNRM 2020-115 YA       | 2050-08-20      | 1.0000%  | 0.0000% | $3995959.00        | $1878652.32        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $1000.00           | $1018.30           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips)        |
| GNII SF BL1076 C       | 2049-01-20      | 4.5000%  | 0.0000% | $55832630.00       | $9290484.66        | Agency Mortgage-Backed Securities         |
| GNRM 2024-041 BL       | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $60752386.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-012 FA       | 2052-01-20      | 3.0000%  | 0.0000% | $100000000.00      | $60680845.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 FL       | 2053-11-20      | 5.9450%  | 0.0000% | $50000000.00       | $32182569.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24043047.23       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-097 D        | 2050-12-20      | 4.5000%  | 0.0000% | $42704752.00       | $34176676.98       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL       | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $84723648.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB       | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50355288.90       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $1000.00           | $982.72            | U.S. Treasuries (including strips)        |
| GNII SF DI6211 C       | 2055-04-20      | 6.0000%  | 0.0000% | $514322.00         | $515349.93         | Agency Mortgage-Backed Securities         |
| GNII SF DM1916 C       | 2055-08-20      | 5.5000%  | 0.0000% | $5726366.00        | $5831477.90        | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 FB       | 2055-03-20      | 5.3950%  | 0.0000% | $100000000.00      | $94221384.21       | Agency Collateralized Mortgage Obligation |
| GNII SF DM1917 C       | 2055-08-20      | 5.5000%  | 0.0000% | $5804721.00        | $5900329.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY4866   | 2055-06-01      | 5.0000%  | 0.0000% | $2954992.00        | $2935253.63        | Agency Mortgage-Backed Securities         |
| GNRM 2025-033 LH       | 2054-05-20      | 5.0000%  | 0.0000% | $3563000.00        | $3410662.08        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PN       | 2054-12-20      | 5.0000%  | 0.0000% | $3891000.00        | $3692589.70        | Agency Collateralized Mortgage Obligation |
| GNII SF DA3879 C       | 2054-03-20      | 6.0000%  | 0.0000% | $4281013.00        | $4091364.28        | Agency Mortgage-Backed Securities         |
| GNII SF DL3580 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2060325.00        | $2150811.50        | Agency Mortgage-Backed Securities         |
| GNII SF DL6481 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3134187.00        | $3267993.45        | Agency Mortgage-Backed Securities         |
| GNII SF DL2135 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1008183.00        | $1042033.42        | Agency Mortgage-Backed Securities         |
| GNII SF DL4664 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1382552.00        | $1421908.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3908   | 2052-11-01      | 5.0000%  | 0.0000% | $138818740.00      | $107741890.74      | Agency Mortgage-Backed Securities         |
| GNII SF DM1124 C       | 2055-08-20      | 5.5000%  | 0.0000% | $4065178.00        | $4131537.06        | Agency Mortgage-Backed Securities         |
| GNII SF DL5951 C       | 2055-08-20      | 6.0000%  | 0.0000% | $3549469.00        | $3661964.69        | Agency Mortgage-Backed Securities         |
| GNII SF DM1122 C       | 2055-08-20      | 5.5000%  | 0.0000% | $4961334.00        | $5045075.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA9965 M       | 2054-10-20      | 5.5000%  | 0.0000% | $50000000.00       | $48067842.63       | Agency Mortgage-Backed Securities         |
| GNII SF DK9360 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4653784.00        | $4799772.48        | Agency Mortgage-Backed Securities         |
| GNII SF DL4336 C       | 2055-07-20      | 6.0000%  | 0.0000% | $3456212.00        | $3562550.77        | Agency Mortgage-Backed Securities         |
| GNII SF DK8394 C       | 2055-07-20      | 6.5000%  | 0.0000% | $10590514.00       | $11174790.54       | Agency Mortgage-Backed Securities         |
| GNII SF DK7354 C       | 2055-07-20      | 6.0000%  | 0.0000% | $2310084.00        | $2388306.99        | Agency Mortgage-Backed Securities         |
| GNII SF DK9445 C       | 2055-07-20      | 6.0000%  | 0.0000% | $6026967.00        | $6214843.30        | Agency Mortgage-Backed Securities         |
| GNII SF DK7353 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4000000.00        | $4120918.84        | Agency Mortgage-Backed Securities         |
| GNII SF DK9355 C       | 2055-07-20      | 6.0000%  | 0.0000% | $39014910.00       | $40071885.07       | Agency Mortgage-Backed Securities         |
| GNII SF DK9359 C       | 2055-07-20      | 6.0000%  | 0.0000% | $6683186.00        | $6886852.78        | Agency Mortgage-Backed Securities         |
| GNRM 2004-018 WD       | 2034-02-20      | 5.5000%  | 0.0000% | $6000.00           | $1034.50           | Agency Collateralized Mortgage Obligation |
| GNRM 2017-100 AB       | 2052-04-16      | 2.3000%  | 0.0000% | $3570000.00        | $380262.50         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD8001   | 2049-07-01      | 3.5000%  | 0.0000% | $85785773.00       | $7814448.81        | Agency Mortgage-Backed Securities         |
| GNRM 2014-147 JB       | 2044-10-20      | 3.0000%  | 0.0000% | $5076000.00        | $4445146.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA       | 2055-03-20      | 5.3950%  | 0.0000% | $100000000.00      | $96133701.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD       | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $48535044.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 FB       | 2055-07-20      | 5.4950%  | 0.0000% | $50000000.00       | $50033736.54       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 DL       | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $24643808.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-103 HE       | 2051-06-20      | 2.0000%  | 0.0000% | $4300000.00        | $2234906.03        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-003 DY       | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50589988.90       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ1761   | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12877029.23       | Agency Mortgage-Backed Securities         |
| GNII SF DL1895 C       | 2055-08-20      | 5.5000%  | 0.0000% | $10052381.00       | $10216775.41       | Agency Mortgage-Backed Securities         |
| GNII SF DL2033 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1984539.00        | $2070106.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662   | 2055-03-01      | 6.0000%  | 0.0000% | $20663038.00       | $19917472.39       | Agency Mortgage-Backed Securities         |
| GNII SF DI6902 C       | 2055-03-20      | 5.5000%  | 0.0000% | $6794933.00        | $6851904.30        | Agency Mortgage-Backed Securities         |
| GNII SF DL4733 C       | 2055-07-20      | 6.0000%  | 0.0000% | $2998903.00        | $3088372.07        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $132250000.00      | $136012426.27      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $4600.00           | $2202.62           | U.S. Treasuries (including strips)        |
| GNRA 2013-150 FT       | 2040-02-20      | 4.8949%  | 0.0000% | $200000000.00      | $6567931.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-03 CL        | 2042-08-16      | 2.5000%  | 0.0000% | $2667917.00        | $2427533.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 C        | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $64632528.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-068 FA       | 2053-05-20      | 5.3450%  | 0.0000% | $50000000.00       | $24016794.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 YH       | 2055-04-20      | 5.5950%  | 0.0000% | $5000000.00        | $4972832.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA       | 2055-06-20      | 6.0000%  | 0.0000% | $100000000.00      | $100307220.04      | Agency Collateralized Mortgage Obligation |
| GNRM 2013-071 GA       | 2041-07-20      | 2.5000%  | 0.0000% | $1375000.00        | $86083.86          | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK       | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3841552.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-070 QF       | 2041-05-16      | 5.0844%  | 0.0000% | $100000000.00      | $6247934.86        | Agency Collateralized Mortgage Obligation |
| GNII SF DI9402 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9240224.00        | $9607603.22        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $41000.00          | $30166.54          | U.S. Treasuries (including strips)        |
| GNII SF DH6252 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $2449885.35        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6984 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1074383.00        | $1107352.58        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1915 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $2135452.76        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1865 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $1613894.70        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1871 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1424081.00        | $1437326.89        | Agency Mortgage-Backed Securities         |
| GNRA 2022-168 FE       | 2052-09-20      | 4.7950%  | 0.0000% | $15188000.00       | $10725844.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK       | 2055-03-20      | 5.3950%  | 0.0000% | $100000000.00      | $98674526.38       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BA       | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $9768131.35        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-084 NC       | 2055-02-20      | 5.0000%  | 0.0000% | $33434065.00       | $33314470.32       | Agency Collateralized Mortgage Obligation |
| GNII SF DK3921 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1426411.00        | $1467128.69        | Agency Mortgage-Backed Securities         |
| GNII SF DK5700 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1923156.00        | $1981874.87        | Agency Mortgage-Backed Securities         |
| GNII SF DF8311 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1397922.00        | $1430580.10        | Agency Mortgage-Backed Securities         |
| GNII SF MB0367 M       | 2055-05-20      | 6.0000%  | 0.0000% | $730124.00         | $741561.75         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $10000.00          | $9140.92           | U.S. Treasuries (including strips)        |
| GNRM 2024-062 GA       | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $4203433.06        | Agency Collateralized Mortgage Obligation |
| GNII SF DL7844 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2966930.00        | $3093595.83        | Agency Mortgage-Backed Securities         |
| GNII SF DL7973 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1624051.00        | $1707310.50        | Agency Mortgage-Backed Securities         |
| GNRM 2024-171 MB       | 2051-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $46415994.51       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM       | 2054-04-20      | 5.5000%  | 0.0000% | $20000000.00       | $20399495.54       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB       | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19386017.78       | Agency Collateralized Mortgage Obligation |
| GNII SF DI6221 C       | 2055-04-20      | 5.5000%  | 0.0000% | $2845845.00        | $2876505.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $471937507.00      | $249831357.35      | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M       | 2054-08-20      | 6.0000%  | 0.0000% | $25000000.00       | $21068143.73       | Agency Mortgage-Backed Securities         |
| GNII SF DI8396 C       | 2055-07-20      | 6.0000%  | 0.0000% | $10050373.00       | $10357596.27       | Agency Mortgage-Backed Securities         |
| GNII SF DI3687 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1523472.00        | $1542040.42        | Agency Mortgage-Backed Securities         |
| GNII SF DI9388 C       | 2055-04-20      | 6.0000%  | 0.0000% | $6286222.00        | $6461026.73        | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $50000000.00       | $49658244.45       | Agency Mortgage-Backed Securities         |
| GNII SF DJ5906 C       | 2055-04-20      | 6.5000%  | 0.0000% | $3411060.00        | $3541698.80        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4644 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $10315334.14       | Agency Mortgage-Backed Securities         |
| GNII SF DI7723 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3071081.00        | $3098664.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA9542 M       | 2054-03-20      | 6.0000%  | 0.0000% | $25000000.00       | $17648750.90       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6376   | 2053-01-01      | 6.0000%  | 0.0000% | $10926561.00       | $9813614.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $33895156.00       | $28901863.45       | Agency Mortgage-Backed Securities         |
| GNII SF MA9363 M       | 2053-11-20      | 6.0000%  | 0.0000% | $25000000.00       | $16556667.41       | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M       | 2052-07-20      | 4.5000%  | 0.0000% | $330043034.00      | $249999999.94      | Agency Mortgage-Backed Securities         |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $30000000.00       | $27034988.87       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7955   | 2048-09-01      | 4.0000%  | 0.0000% | $15239637.00       | $2826854.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4430   | 2052-06-01      | 5.0000%  | 0.0000% | $1562600.00        | $1230743.30        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD6060   | 2052-02-01      | 3.0000%  | 0.0000% | $99665293.00       | $66951336.88       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1459951.44        | Agency Mortgage-Backed Securities         |
| GNII SF DK7858 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1181697.00        | $1232147.85        | Agency Mortgage-Backed Securities         |
| GNRM 2024-168 BL       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24036222.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 GL       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24171547.23       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $700.00            | $722.21            | U.S. Treasuries (including strips)        |
| GNRA 2007-051 FN       | 2037-08-20      | 4.8749%  | 0.0000% | $3522973.00        | $1292199.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA       | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $521803.08         | Agency Collateralized Mortgage Obligation |
| GNII SF DL7966 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1438842.00        | $1500269.84        | Agency Mortgage-Backed Securities         |
| GNII SF DL9719 C       | 2055-08-20      | 6.0000%  | 0.0000% | $5908932.00        | $6105266.12        | Agency Mortgage-Backed Securities         |
| GNII SF DK1820 C       | 2055-07-20      | 6.0000%  | 0.0000% | $5165099.00        | $5323792.50        | Agency Mortgage-Backed Securities         |
| GNII SF DM1915 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3563751.00        | $3631910.51        | Agency Mortgage-Backed Securities         |
| GNII SF DL7965 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1719639.00        | $1774140.67        | Agency Mortgage-Backed Securities         |
| GNII SF MA9424 M       | 2053-12-20      | 6.0000%  | 0.0000% | $250000000.00      | $164583214.23      | Agency Mortgage-Backed Securities         |
| GNII SF DH6251 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2001166.00        | $2075868.19        | Agency Mortgage-Backed Securities         |
| GNII SF DF6468 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1711688.00        | $1750747.97        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $1000.00           | $1011.99           | U.S. Treasuries (including strips)        |
| GNRM 2024-025 CL       | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $76211654.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 AF       | 2053-04-20      | 5.2450%  | 0.0000% | $50000000.00       | $23909189.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 A        | 2035-05-20      | 3.0000%  | 0.0000% | $3600000.00        | $401831.72         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 A        | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $63210026.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 DF       | 2053-11-20      | 5.6950%  | 0.0000% | $50000000.00       | $26674482.64       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD       | 2054-04-20      | 5.7500%  | 0.0000% | $45000000.00       | $45922194.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-103 CD       | 2050-07-20      | 3.0000%  | 0.0000% | $18551300.00       | $10288152.38       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD4234   | 2046-09-01      | 3.5000%  | 0.0000% | $57036597.00       | $43220023.88       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8511   | 2050-03-01      | 4.0000%  | 0.0000% | $10399321.00       | $3864302.65        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516   | 2055-03-01      | 6.0000%  | 0.0000% | $62504088.00       | $59618297.66       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG4368   | 2053-06-01      | 5.0000%  | 0.0000% | $7602000.00        | $6270557.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2909   | 2053-04-01      | 6.5000%  | 0.0000% | $21508269.00       | $18379614.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5304   | 2054-04-01      | 6.5000%  | 0.0000% | $207599096.00      | $182768104.59      | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 FA       | 2053-02-20      | 5.1450%  | 0.0000% | $50000000.00       | $21345803.98       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-101 LW       | 2055-06-20      | 5.0000%  | 0.0000% | $6208000.00        | $5966483.28        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL       | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $51086138.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FD       | 2055-05-20      | 6.0000%  | 0.0000% | $259948604.00      | $249999999.31      | Agency Collateralized Mortgage Obligation |

### Security 717: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKVN2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AKVN2
- **C.18 - Value (incl. sponsor support):** $1123000000.00
- **C.18.a - Value (excl. sponsor support):** $1123000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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% | $42574800.00       | $44298779.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $77906000.00       | $81060644.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $55971100.00       | $29109881.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $200.00            | $127.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $12000800.00       | $5798667.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $249.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $15700.00          | $20599.45          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $15143200.00       | $15305578.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $79800.00          | $59260.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $200.00            | $205.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $68.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $4275500.00        | $4485821.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $57.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $200.00            | $191.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $7126900.00        | $6817783.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $1315000.00        | $932372.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $3362400.00        | $3407287.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $69865900.00       | $73822091.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $100.00            | $102.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $207.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $59.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $1885300.00        | $1127986.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $300.00            | $165.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $2997900.00        | $3056727.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $25964700.00       | $25655434.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $500.00            | $312.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $700.00            | $907.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $93.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $97.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $1700600.00        | $1477254.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $500.00            | $786.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $15276000.00       | $15387181.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $300.00            | $388.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $200.00            | $233.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $98426100.00       | $114986901.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $600.00            | $503.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $700.00            | $603.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $6256200.00        | $5609006.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1000.00           | $1339.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $40200.00          | $48327.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $115000.00         | $129739.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $500.00            | $501.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $20600.00          | $14582.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $400.00            | $355.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $8112200.00        | $7591638.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $1000000.00        | $867522.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $178182600.00      | $154577432.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $17345200.00       | $16293422.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $16318500.00       | $16013752.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $999700.00         | $1017149.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $416000.00         | $453727.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $33874400.00       | $29583190.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $137.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $64400.00          | $36374.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1558700.00        | $1152609.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $73.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $8500.00           | $8227.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $2098100.00        | $2110764.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $2018000.00        | $2019837.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $274900.00         | $281626.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $4568700.00        | $5098994.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $33200.00          | $26464.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $200.00            | $174.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $393600.00         | $381783.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $7904000.00        | $8037867.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $59408000.00       | $66047226.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.3884%  | 0.0000% | $600.00            | $602.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $13400.00          | $13993.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $18600.00          | $19423.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $50000000.00       | $50752592.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1100.00           | $724.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $25300.00          | $24927.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1839600.00        | $1814020.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $2482800.00        | $2798585.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $600.00            | $589.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $290800.00         | $283044.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $6000.00           | $5988.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $18544900.00       | $20226743.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $3147400.00        | $3088670.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $1260400.00        | $1233086.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $6333100.00        | $6282707.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $13794100.00       | $13617521.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $132.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $79.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $4004100.00        | $3958945.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $241539000.00      | $240486651.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $8040400.00        | $7972297.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $300.00            | $326.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $300.00            | $302.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $12700.00          | $12358.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $47517900.00       | $48645270.68       | U.S. Treasuries (including strips) |

### Security 718: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 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: ARP1AKWD3, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1AKWD3
- **C.18 - Value (incl. sponsor support):** $2521000000.00
- **C.18.a - Value (excl. sponsor support):** $2521000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 1G2137 G          | 2037-08-01      | 7.5810%  | 0.0000% | $22056.00          | $153.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507   | 2055-02-01      | 6.0000%  | 0.0000% | $4748008.00        | $4481594.62        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $662.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDE6362   | 2055-08-01      | 4.0000%  | 0.0000% | $3251719.00        | $3046425.33        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8531   | 2055-05-01      | 4.5000%  | 0.0000% | $7715253.00        | $7307118.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489   | 2054-12-01      | 4.5000%  | 0.0000% | $14012986.00       | $13093639.34       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $14041278.00       | $12796146.29       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8242   | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $733.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $88683234.00       | $78746720.56       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3652   | 2053-08-01      | 6.0000%  | 0.0000% | $4960000.00        | $4010391.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4348   | 2053-12-01      | 6.5000%  | 0.0000% | $1021.00           | $805.10            | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $865.99            | Agency Collateralized Mortgage Obligation |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $14607.00          | $197.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6313   | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $588039.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6717   | 2055-08-01      | 6.0000%  | 0.0000% | $1003.00           | $1037.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7680   | 2052-07-01      | 5.0000%  | 0.0000% | $15994698.00       | $12351460.49       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934   | 2053-05-01      | 5.4980%  | 0.0000% | $1278.00           | $996.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010   | 2055-06-01      | 4.0000%  | 0.0000% | $255758.00         | $235629.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296   | 2055-01-01      | 5.0000%  | 0.0000% | $5567769.00        | $5390307.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1363   | 2055-08-01      | 6.0000%  | 0.0000% | $1008120.00        | $1036960.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1364   | 2055-08-01      | 6.5000%  | 0.0000% | $1072936.00        | $1119645.79        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232   | 2054-08-01      | 7.0000%  | 0.0000% | $394302.00         | $361563.95         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061   | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $4123.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6200   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732   | 2055-06-01      | 4.0000%  | 0.0000% | $241634.00         | $223475.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1887   | 2055-08-01      | 6.0000%  | 0.0000% | $6157975.00        | $6369006.75        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1307 C       | 2055-04-20      | 7.5000%  | 0.0000% | $14387598.00       | $15458024.93       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8461   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8341   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $857.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5364   | 2045-08-01      | 5.5000%  | 0.0000% | $9890128.00        | $10086919.57       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB5949   | 2050-11-01      | 2.0000%  | 0.0000% | $2020520.00        | $1293435.03        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0206   | 2041-11-01      | 2.0000%  | 0.0000% | $1000.00           | $595.97            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7531   | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $462.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $11200000.00       | $10094590.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287   | 2054-12-01      | 6.0000%  | 0.0000% | $13138138.00       | $12363689.73       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $609.44            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $2574551.44        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.2484%  | 0.0000% | $76803345.00       | $63355793.79       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ1368   | 2055-07-01      | 6.0000%  | 0.0000% | $2245312.00        | $2304369.69        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1151   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9956   | 2055-02-01      | 5.0000%  | 0.0000% | $47741270.00       | $45567970.21       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $2064752.00        | $1991165.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4299   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3173   | 2055-05-01      | 5.5000%  | 0.0000% | $8288758.00        | $8387686.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1893   | 2055-08-01      | 6.5000%  | 0.0000% | $3152955.00        | $3302696.89        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0001   | 2040-06-01      | 4.5000%  | 0.0000% | $274177.00         | $266008.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $1623558.00        | $1629864.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5373   | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2033.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159   | 2054-12-01      | 6.0000%  | 0.0000% | $57885000.00       | $56213688.31       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540   | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13397839.22       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0303   | 2055-08-01      | 6.0000%  | 0.0000% | $78638.00          | $81688.97          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1961   | 2055-09-01      | 6.5000%  | 0.0000% | $5536091.00        | $5796860.57        | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 MF       | 2065-03-20      | 5.1450%  | 0.0000% | $76666666.00       | $71486476.59       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY9461   | 2055-07-01      | 5.5000%  | 0.0000% | $1274513.00        | $1294009.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026   | 2040-08-01      | 5.5000%  | 0.0000% | $1841092.00        | $1889112.79        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 5.4984%  | 0.0000% | $33900000.00       | $21668310.56       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD7232   | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $8780868.25        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325   | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $43110.30          | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 5.3484%  | 0.0000% | $16595053.00       | $16092506.79       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBU5635   | 2055-02-01      | 5.5000%  | 0.0000% | $16701855.00       | $16451373.95       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $32303.00          | $24926.12          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1364   | 2055-04-01      | 4.5000%  | 0.0000% | $10390470.00       | $9908711.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4347   | 2051-12-01      | 4.0000%  | 0.0000% | $826363.00         | $606288.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5553   | 2054-12-01      | 5.5000%  | 0.0000% | $1390000.00        | $1316843.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851   | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20756045.82       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915   | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $25857963.92       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0500   | 2051-05-01      | 2.0000%  | 0.0000% | $27705.00          | $17456.84          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $71235309.00       | $65903413.36       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4731   | 2053-02-01      | 6.5000%  | 0.0000% | $16396899.00       | $12513794.03       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $33032496.35       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3838   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $854.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $212267931.00      | $198504684.90      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $71617684.00       | $66178881.28       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD4288   | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $816.74            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $1001.00           | $745.87            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08715 G   | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $156.74            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0188   | 2041-09-01      | 2.0000%  | 0.0000% | $1000.00           | $588.16            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244   | 2042-11-01      | 3.5000%  | 0.0000% | $3000002.00        | $429488.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $5456003.00        | $4350479.44        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0165   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $525.65            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $700.00            | $661.59            | U.S. Treasuries (including strips)        |
| FNMS 01.500 CICB0314   | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $175286.02         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5756   | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1899   | 2055-08-01      | 6.0000%  | 0.0000% | $14086.00          | $14464.16          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3359   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2031.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8848   | 2055-03-01      | 6.5000%  | 0.0000% | $1006.00           | $995.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2305   | 2054-09-01      | 6.0000%  | 0.0000% | $24162259.00       | $22658213.44       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5670   | 2055-04-01      | 4.0000%  | 0.0000% | $154404.00         | $141202.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331   | 2054-04-01      | 5.5000%  | 0.0000% | $391685.00         | $344172.71         | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F        | 2065-06-20      | 5.2450%  | 0.0000% | $142000000.00      | $141489230.00      | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLMA4208   | 2050-12-01      | 2.0000%  | 0.0000% | $2850000.00        | $1523355.46        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5551   | 2054-12-01      | 4.5000%  | 0.0000% | $18475981.00       | $17233428.54       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076   | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $265.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $50135.12          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $758961.00         | $655976.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823   | 2055-08-01      | 6.0000%  | 0.0000% | $21843961.00       | $22417226.64       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654   | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $127667.98         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0050   | 2055-08-01      | 6.0000%  | 0.0000% | $62796019.00       | $64444016.81       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8972   | 2051-02-01      | 2.0000%  | 0.0000% | $757366.00         | $458088.56         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2001   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $741.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5429   | 2055-05-01      | 5.5000%  | 0.0000% | $379450.00         | $373010.53         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9443   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $645.90            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1991   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $615.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5723   | 2054-11-01      | 5.0000%  | 0.0000% | $144048.00         | $127294.55         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB837923   | 2035-08-01      | 6.4900%  | 0.0000% | $7072.00           | $49.17             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6135   | 2051-10-01      | 2.5000%  | 0.0000% | $38016836.00       | $22751893.35       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0362   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $675.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408   | 2054-03-01      | 5.5000%  | 0.0000% | $38737839.00       | $33396814.02       | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M       | 2049-12-20      | 3.5000%  | 0.0000% | $39631358.00       | $5159726.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $71798855.00       | $71430979.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4148   | 2055-05-01      | 5.5000%  | 0.0000% | $90806.00          | $88644.20          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $7783424.00        | $7333543.03        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 5.2484%  | 0.0000% | $1465034.00        | $1340910.51        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLQA7048   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $456.39            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ8520   | 2054-11-01      | 5.0000%  | 0.0000% | $3691457.00        | $3623368.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4863   | 2055-07-01      | 6.0000%  | 0.0000% | $3344935.00        | $3453758.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7821   | 2055-08-01      | 6.0000%  | 0.0000% | $1004411.00        | $1033828.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8322   | 2054-06-01      | 5.5000%  | 0.0000% | $36337187.00       | $31821384.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $8987.00           | $7996.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691   | 2053-01-01      | 6.0000%  | 0.0000% | $26691676.00       | $21025176.77       | Agency Mortgage-Backed Securities         |
| FNRM RC140MA R11F140   | 2032-01-25      | 3.5000%  | 0.0000% | $35998830.00       | $1436596.08        | Agency Collateralized Mortgage Obligation |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $902190.00         | $990992.76         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-09-25      | 5.1684%  | 0.0000% | $31205950.00       | $23573137.84       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCB4388   | 2052-08-01      | 4.5000%  | 0.0000% | $95549643.00       | $71180505.86       | Agency Mortgage-Backed Securities         |
| GNRM 2021-097 EC       | 2051-04-20      | 1.5000%  | 0.0000% | $1770346.00        | $1070011.89        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CIMA5830   | 2040-08-01      | 5.5000%  | 0.0000% | $1418002.00        | $1454987.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3049   | 2044-04-01      | 4.0000%  | 0.0000% | $3100000.00        | $1019675.74        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0049   | 2055-08-01      | 5.5000%  | 0.0000% | $56684.00          | $57260.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0019   | 2055-01-01      | 5.5000%  | 0.0000% | $7806469.00        | $7667854.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ1196   | 2055-08-01      | 5.0000%  | 0.0000% | $240967.00         | $238796.82         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0025   | 2040-08-01      | 5.0000%  | 0.0000% | $9875095.00        | $10012693.48       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIRR0027   | 2040-08-01      | 6.0000%  | 0.0000% | $323000.00         | $334858.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1366   | 2055-08-01      | 6.0000%  | 0.0000% | $1258043.00        | $1291132.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1997   | 2050-08-01      | 5.5000%  | 0.0000% | $1384.00           | $1405.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299   | 2055-06-01      | 5.0000%  | 0.0000% | $50825732.00       | $50286416.50       | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $11164875.00       | $5071997.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8658   | 2054-06-01      | 4.5000%  | 0.0000% | $20000000.00       | $18868355.12       | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $121064000.00      | $103332138.55      | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $23382011.46       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046   | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $34881528.57       | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M       | 2054-01-20      | 5.5000%  | 0.0000% | $64141770.00       | $53847951.60       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3353   | 2052-11-01      | 4.5000%  | 0.0000% | $1558000.00        | $1253400.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3982   | 2054-10-01      | 5.0000%  | 0.0000% | $26037.00          | $24016.97          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2209   | 2055-07-01      | 5.5000%  | 0.0000% | $69289.00          | $69946.84          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBW0516   | 2037-05-01      | 2.5000%  | 0.0000% | $34386.00          | $24205.65          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2050-04-25      | 6.0000%  | 0.0000% | $2124504.00        | $1521402.38        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD0943   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $628.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550   | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8614444.80        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607   | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1188382.43        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $769.32            | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M       | 2055-01-20      | 4.5000%  | 0.0000% | $64422532.00       | $61265025.57       | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 FA       | 2054-02-20      | 5.3950%  | 0.0000% | $50861500.00       | $39957382.76       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD3478   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $738.08            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4550   | 2053-10-01      | 2.5000%  | 0.0000% | $1000.00           | $745.72            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051   | 2052-07-01      | 4.0000%  | 0.0000% | $9397871.00        | $7149076.70        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7502   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $200.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD3580   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $683.59            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $578.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4561   | 2054-09-01      | 5.5000%  | 0.0000% | $1136737.00        | $1039934.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8207   | 2053-08-01      | 5.5000%  | 0.0000% | $2233171.00        | $2016345.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6910   | 2054-06-01      | 5.5000%  | 0.0000% | $3800000.00        | $3554071.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5288   | 2052-06-01      | 3.5000%  | 0.0000% | $1457640.00        | $1174962.91        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0732   | 2037-06-01      | 2.5000%  | 0.0000% | $1000.00           | $698.84            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401   | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $9228791.04        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5726   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $796.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $109063023.00      | $100712463.84      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6474   | 2051-03-01      | 2.0000%  | 0.0000% | $502526.00         | $370998.52         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929   | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1365000.93        | Agency Mortgage-Backed Securities         |
| GNII JM MA5388 M       | 2048-07-20      | 4.0000%  | 0.0000% | $6865.00           | $180.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324   | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $37308.32          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412   | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $8627754.35        | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 MF       | 2054-02-20      | 5.3450%  | 0.0000% | $5479056.00        | $4575236.82        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFM8642   | 2051-09-01      | 2.5000%  | 0.0000% | $16953140.00       | $10252422.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4163   | 2052-07-01      | 4.5000%  | 0.0000% | $1020.00           | $847.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD4919   | 2055-04-01      | 5.0000%  | 0.0000% | $677102.00         | $672087.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4794   | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $162.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $87292655.00       | $81498375.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515   | 2055-03-01      | 5.5000%  | 0.0000% | $58682925.00       | $56692920.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $679000.00         | $619882.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515   | 2055-03-01      | 5.5000%  | 0.0000% | $2446199.00        | $2363245.60        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA8966   | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $346.18            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0091   | 2037-04-01      | 3.0000%  | 0.0000% | $993554.00         | $642628.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $32549450.00       | $30859827.24       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7719   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1064.68           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5410   | 2050-12-01      | 2.0000%  | 0.0000% | $6548191.00        | $3996169.59        | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $69681480.00       | $55460718.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $2537.00           | $838.54            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2027-04-23      | 4.4850%  | 0.0000% | $180869000.00      | $181784925.64      | Agency Debentures and Agency Strips       |
| FNMS 04.000 CLAJ4077   | 2041-10-01      | 4.0000%  | 0.0000% | $3722.00           | $260.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2627   | 2054-10-01      | 6.5000%  | 0.0000% | $11172053.00       | $10000421.47       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9645   | 2054-12-01      | 5.0000%  | 0.0000% | $2964884.00        | $2849370.10        | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $2809704.00        | $2782883.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9168   | 2055-04-01      | 6.0000%  | 0.0000% | $4653100.00        | $4651878.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4327   | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2076.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697   | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $39938176.62       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1362   | 2055-08-01      | 6.0000%  | 0.0000% | $1315563.00        | $1356626.55        | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 P        | 2051-06-20      | 2.0000%  | 0.0000% | $26000000.00       | $16590074.12       | Agency Collateralized Mortgage Obligation |
| 06.000 FGPC P20603 G   | 2034-05-01      | 6.0000%  | 0.0000% | $1230.00           | $17.68             | Agency Mortgage-Backed Securities         |

### Security 719: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 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: ARP1AKWE1, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1AKWE1
- **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:** 4.3400%
- **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? 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 MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $253182434.00      | $170853345.78      | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M | 2053-03-20      | 5.0000%  | 0.0000% | $311719216.00      | $249999999.44      | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M | 2052-10-20      | 5.5000%  | 0.0000% | $339777437.00      | $249999999.54      | Agency Mortgage-Backed Securities |

### Security 720: 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: ARP1AKWH4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1AKWH4
- **C.18 - Value (incl. sponsor support):** $1197800000.00
- **C.18.a - Value (excl. sponsor support):** $1197800000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PT PERTAMINA PERSERO           FR 4.175%012150     | 2050-01-21      | 4.1750%  | 0.0000% | $700000.00         | $546361.86         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $464000.00         | $377539.79         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT 30       | 2030-07-01      | 4.3540%  | 0.0000% | $1509000.00        | $1537044.43        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $19000.00          | $19514.67          | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 2%50     | 2050-08-15      | 2.0000%  | 0.0000% | $968000.00         | $524799.05         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%28    | 2028-08-15      | 5.3000%  | 0.0000% | $425000.00         | $439208.22         | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27       | 2027-03-25      | 4.9500%  | 0.0000% | $842000.00         | $864893.98         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT 26       | 2026-05-13      | 2.8500%  | 0.0000% | $1558000.00        | $1556460.18        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT2.2%30    | 2030-09-02      | 2.2000%  | 0.0000% | $8000.00           | $7257.01           | Corporate Debt Securities                         |
| PIKES PEAK C 7.41755 15JUL34 144A F                | 2034-07-15      | 7.4176%  | 0.0000% | $2226549.00        | $2252381.28        | Asset-Backed Securities                           |
| MARVELL TECHNOLOGY INC         SR GLBL NT 35       | 2035-07-15      | 5.4500%  | 0.0000% | $273000.00         | $281425.31         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26    | 2026-07-15      | 3.4000%  | 0.0000% | $2000.00           | $1983.93           | Corporate Debt Securities                         |
| OSHKOSH CORP                   SR GLBL NT3.1%30    | 2030-03-01      | 3.1000%  | 0.0000% | $50000.00          | $47846.39          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 36       | 2036-12-16      | 5.8750%  | 0.0000% | $2000.00           | $2185.09           | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT5.7%37    | 2037-03-15      | 5.7000%  | 0.0000% | $2000.00           | $2162.15           | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT31    | 2031-07-15      | 2.3750%  | 0.0000% | $18000.00          | $15926.99          | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT4.9%25    | 2025-10-15      | 4.9000%  | 0.0000% | $868000.00         | $883761.92         | Corporate Debt Securities                         |
| MAGNETITE LTD 2020-26R2        D-1-R2 20380125 FLT | 2038-01-25      | 6.8185%  | 0.0000% | $250000.00         | $252054.76         | Asset-Backed Securities                           |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 30       | 2030-02-15      | 5.0500%  | 0.0000% | $3523000.00        | $3604571.15        | Corporate Debt Securities                         |
| METRONET INFRA ISSUER 2025-2   A-2    20550820 5.4 | 2055-08-20      | 5.4000%  | 0.0000% | $49315.00          | $50111.44          | Asset-Backed Securities                           |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $1839000.00        | $1971243.51        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 124 BD48    | 2048-03-01      | 4.0000%  | 0.0000% | $850000.00         | $693785.11         | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP         SR GLBL NT4.7%49    | 2049-03-01      | 4.7000%  | 0.0000% | $2000.00           | $1833.42           | Corporate Debt Securities                         |
| EQT AB                         SR GLBL 144A 35     | 2035-05-08      | 5.8500%  | 0.0000% | $800000.00         | $835526.00         | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $1115000.00        | $1147112.62        | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC        SR GLBL NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $498000.00         | $526246.97         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 6%48     | 2048-06-15      | 6.0000%  | 0.0000% | $100000.00         | $97813.33          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 35       | 2035-03-23      | 4.7500%  | 0.0000% | $177000.00         | $173777.42         | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL 144A 40     | 2040-09-01      | 5.1000%  | 0.0000% | $4000.00           | $3508.43           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 5.15%29     | 2029-06-15      | 5.1500%  | 0.0000% | $3000.00           | $3122.48           | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 54     | 2054-10-01      | 5.8000%  | 0.0000% | $275000.00         | $253589.72         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT5.7%55    | 2055-09-01      | 5.7000%  | 0.0000% | $3650000.00        | $3639287.25        | Corporate Debt Securities                         |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.6285%  | 0.0000% | $415703.00         | $340221.17         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2020-VIV4 2020- A      20440311 2.8 | 2044-03-11      | 2.8430%  | 0.0000% | $9317003.00        | $8635643.33        | Private Label Collateralized Mortgage Obligations |
| FEDEX CORP                     SR GLBL REGS 46     | 2046-04-01      | 4.5500%  | 0.0000% | $72000.00          | $60400.48          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL REGS 46     | 2046-04-01      | 4.5500%  | 0.0000% | $2780000.00        | $2332129.65        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-05-08      | 4.4210%  | 0.0000% | $4428000.00        | $4488404.19        | Corporate Debt Securities                         |
| BPCE                           SUB REGS NT 37      | 2037-01-14      | 3.6480%  | 0.0000% | $269000.00         | $242420.11         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $434000.00         | $445287.86         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2025-12  B      20370422 FLT | 2037-04-22      | 5.9171%  | 0.0000% | $250770.00         | $255502.22         | Asset-Backed Securities                           |
| APPLE INC                      SR GLBL NT4.5%32    | 2032-05-12      | 4.5000%  | 0.0000% | $37000.00          | $38240.43          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $2000.00           | $2052.02           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36      | 2036-05-01      | 6.4500%  | 0.0000% | $32000.00          | $35628.53          | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 5.337%35    | 2035-07-08      | 5.3370%  | 0.0000% | $1855000.00        | $1889373.61        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $1258000.00        | $1261586.70        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $29174000.00       | $30412047.32       | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT5.3%35    | 2035-05-15      | 5.3000%  | 0.0000% | $99000.00          | $101944.37         | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR NT 7.15%37       | 2037-11-30      | 7.1500%  | 0.0000% | $390000.00         | $451509.39         | Corporate Debt Securities                         |
| STATE STR CORP                 ALT TIER I EXT77    | 2077-06-01      | 5.5801%  | 0.0000% | $21000.00          | $18858.53          | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT4.9%28    | 2028-04-03      | 4.9000%  | 0.0000% | $283000.00         | $292138.70         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT3.3%40    | 2040-09-02      | 3.3000%  | 0.0000% | $42000.00          | $32574.57          | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $22000.00          | $25415.72          | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2811000.00        | $3247435.70        | Corporate Debt Securities                         |
| VENTURE CLO LTD 2024-50        A1     20371020 FLT | 2037-10-20      | 5.7755%  | 0.0000% | $1723084.00        | $1736742.51        | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.4%28    | 2028-06-15      | 4.4000%  | 0.0000% | $2000.00           | $2036.63           | Corporate Debt Securities                         |
| ELEMENT FLEET MGMT CORP        SR REGS NT 30       | 2030-03-25      | 5.0370%  | 0.0000% | $824000.00         | $859668.63         | Corporate Debt Securities                         |
| WORD FIN NT CR MS NT TR 2024-B A      20310515 4.6 | 2031-05-15      | 4.6200%  | 0.0000% | $617000.00         | $623817.64         | Asset-Backed Securities                           |
| HSBC HLDGS PLC                 SUB NT 5.25%44      | 2044-03-14      | 5.2500%  | 0.0000% | $3738000.00        | $3643363.19        | Corporate Debt Securities                         |
| WORD FIN NT CR MS NT TR 2024-B A      20310515 4.6 | 2031-05-15      | 4.6200%  | 0.0000% | $11891000.00       | $12022391.59       | Asset-Backed Securities                           |
| FEDEX CORP                     SR GLBL 144A 45     | 2045-02-01      | 4.1000%  | 0.0000% | $594000.00         | $462689.70         | Corporate Debt Securities                         |
| CONN AVE SEC TR 2023-R04       1M-1   20430526 FLT | 2043-05-26      | 6.6497%  | 0.0000% | $252753.00         | $160622.09         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          M-2    20411125 FLT | 2041-11-25      | 6.1484%  | 0.0000% | $511374.00         | $516010.20         | Private Label Collateralized Mortgage Obligations |
| ING GROEP N.V.                 SR GLBL NT 33       | 2033-03-28      | 4.2520%  | 0.0000% | $826000.00         | $817760.47         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $194000.00         | $246438.52         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $207000.00         | $262952.45         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38    | 2038-03-01      | 8.2500%  | 0.0000% | $1798000.00        | $2284002.40        | Corporate Debt Securities                         |
| HPS LOAN MANAGEMENT 2023-17R   A-R    20380423 FLT | 2038-04-23      | 5.5890%  | 0.0000% | $64854056.00       | $65240861.15       | Asset-Backed Securities                           |
| FEDEX CORP                     GLBL NT 3.25%41     | 2041-05-15      | 3.2500%  | 0.0000% | $15000.00          | $11013.73          | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 36       | 2036-08-08      | 3.4500%  | 0.0000% | $2000.00           | $1818.42           | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 36       | 2036-08-08      | 3.4500%  | 0.0000% | $70000.00          | $63644.88          | Corporate Debt Securities                         |
| GLS AUTO RECEIVABLES ISSUER TR D      20290515 6.4 | 2029-05-15      | 6.4400%  | 0.0000% | $115000.00         | $117988.10         | Asset-Backed Securities                           |
| CONN AVE SECUS TR 2023-R05     1M-2   20430625 FLT | 2043-06-25      | 7.4497%  | 0.0000% | $630000.00         | $659213.48         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              SUB NT 7.75%38      | 2038-05-14      | 7.7500%  | 0.0000% | $1098000.00        | $1350654.38        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT3.1%27    | 2027-05-15      | 3.1000%  | 0.0000% | $104000.00         | $103544.02         | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 35       | 2035-07-15      | 6.7500%  | 0.0000% | $801000.00         | $821615.74         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $1749000.00        | $1330783.01        | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 45       | 2045-10-15      | 6.3500%  | 0.0000% | $105000.00         | $111717.49         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.1%60    | 2060-02-15      | 3.1000%  | 0.0000% | $221000.00         | $124185.55         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $151000.00         | $154540.36         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 32      | 2032-11-29      | 5.8750%  | 0.0000% | $64000.00          | $69943.52          | Corporate Debt Securities                         |
| CALIFORNIA INSTITUTE OF TECH   -2011 BD 4.7%11     | 2111-11-01      | 4.7000%  | 0.0000% | $1000.00           | $826.06            | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL29    | 2029-07-15      | 6.8750%  | 0.0000% | $692000.00         | $738476.64         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 37    | 2037-09-15      | 6.5000%  | 0.0000% | $412000.00         | $450460.66         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 33       | 2033-11-01      | 6.5500%  | 0.0000% | $650000.00         | $735929.64         | Corporate Debt Securities                         |
| HLTN COML MTG TR 2024-DPLO     A      20410615 FLT | 2041-06-15      | 6.0046%  | 0.0000% | $1250000.00        | $1254872.65        | Private Label Collateralized Mortgage Obligations |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $4917000.00        | $3997444.51        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 34       | 2034-02-15      | 5.4500%  | 0.0000% | $295000.00         | $300944.09         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 37    | 2037-09-15      | 6.5000%  | 0.0000% | $1385000.00        | $1514291.29        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 5%32     | 2032-09-12      | 5.0000%  | 0.0000% | $13000.00          | $13609.50          | Corporate Debt Securities                         |
| US BANCORP                     FR 5.678%012335     | 2035-01-23      | 5.6780%  | 0.0000% | $24000.00          | $25225.63          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.994%040529     | 2029-04-05      | 4.9940%  | 0.0000% | $298000.00         | $311840.91         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25      | 2025-10-21      | 4.2500%  | 0.0000% | $276000.00         | $280013.35         | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 44 BD 35    | 2035-09-15      | 5.1500%  | 0.0000% | $2217000.00        | $2218723.10        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.4%26    | 2026-08-08      | 2.4000%  | 0.0000% | $14745000.00       | $14549333.85       | Corporate Debt Securities                         |
| PERNOD RICARD SA               GLBL 144A NT 26     | 2026-06-08      | 3.2500%  | 0.0000% | $217000.00         | $216705.42         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-J42       A-2    20321125 4.1 | 2032-11-25      | 4.1180%  | 0.0000% | $2575000.00        | $2565490.24        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC K-512              A-2    20281125 5.0 | 2028-11-25      | 5.0000%  | 0.0000% | $142699.00         | $147080.27         | Agency Collateralized Mortgage Obligation         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D27    | 2027-07-13      | 7.1460%  | 0.0000% | $535000.00         | $552077.73         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.9%030731       | 2031-03-07      | 4.9000%  | 0.0000% | $1000.00           | $1055.27           | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -A NT 30    | 2030-04-01      | 5.2000%  | 0.0000% | $364000.00         | $385405.22         | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 35       | 2035-01-16      | 5.4500%  | 0.0000% | $1042000.00        | $1095350.11        | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 3.15%32     | 2032-01-15      | 3.1500%  | 0.0000% | $2380000.00        | $2174748.80        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.4%34    | 2034-04-18      | 5.4000%  | 0.0000% | $1809000.00        | $1868208.57        | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.4%34    | 2034-04-18      | 5.4000%  | 0.0000% | $61000.00          | $62996.53          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.4%34    | 2034-04-18      | 5.4000%  | 0.0000% | $507000.00         | $523594.11         | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT 27       | 2027-02-25      | 5.4500%  | 0.0000% | $3525000.00        | $3594109.58        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 29       | 2029-11-15      | 2.4500%  | 0.0000% | $820000.00         | $762237.38         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.3%012745       | 2045-01-27      | 4.3000%  | 0.0000% | $209000.00         | $180639.16         | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $262000.00         | $320656.56         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL53    | 2053-08-15      | 5.9500%  | 0.0000% | $3000.00           | $3085.72           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.875%012726     | 2026-01-27      | 3.8750%  | 0.0000% | $6000.00           | $6006.09           | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $659000.00         | $623353.96         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 29       | 2029-11-15      | 2.4500%  | 0.0000% | $974000.00         | $905389.28         | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC NT 37        | 2037-03-15      | 6.2740%  | 0.0000% | $2080000.00        | $2313795.24        | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68    | 2068-04-08      | 9.2500%  | 0.0000% | $29084000.00       | $35667139.16       | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL53    | 2053-08-15      | 5.9500%  | 0.0000% | $147000.00         | $151200.36         | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $1373000.00        | $1298732.90        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.75%091428      | 2028-09-14      | 4.7500%  | 0.0000% | $1200000.00        | $1233301.00        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32       | 2032-08-05      | 4.1500%  | 0.0000% | $1190000.00        | $1136446.03        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 34     | 2034-01-15      | 4.9000%  | 0.0000% | $400000.00         | $392731.56         | Corporate Debt Securities                         |
| HMH TR 2017-NSS                A      20310708 3.0 | 2031-07-08      | 3.0622%  | 0.0000% | $65566.00          | $55067.68          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 1.512%072027     | 2027-07-20      | 1.5120%  | 0.0000% | $4000.00           | $3906.95           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 26    | 2026-12-09      | 5.1485%  | 0.0000% | $1000.00           | $1012.39           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-01-27      | 1.9920%  | 0.0000% | $1000.00           | $880.58            | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51    | 2051-05-20      | 3.5000%  | 0.0000% | $3798000.00        | $2668417.83        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 2.9%31      | 2031-11-15      | 2.9000%  | 0.0000% | $883000.00         | $798274.19         | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 30       | 2030-07-15      | 5.2500%  | 0.0000% | $885000.00         | $919031.94         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT2.6%31    | 2031-06-15      | 2.6000%  | 0.0000% | $2000000.00        | $1791628.89        | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 47     | 2047-08-15      | 4.6000%  | 0.0000% | $2204000.00        | $1688195.43        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44       | 2044-07-09      | 5.8360%  | 0.0000% | $2000.00           | $2056.27           | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2018-C5  A-S    20510612 FLT | 2051-06-12      | 4.4080%  | 0.0000% | $50000.00          | $49432.82          | Private Label Collateralized Mortgage Obligations |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AQ BD 35    | 2035-08-15      | 4.9500%  | 0.0000% | $1000000.00        | $998755.00         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D27    | 2027-11-16      | 2.3110%  | 0.0000% | $1276000.00        | $1252983.55        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT1.9%27    | 2027-04-15      | 1.9000%  | 0.0000% | $1477000.00        | $1440846.32        | Corporate Debt Securities                         |
| CARMAX AUTO OWNER TRUST 2024-1 A-3    20281016 4.9 | 2028-10-16      | 4.9200%  | 0.0000% | $600000.00         | $604914.80         | Asset-Backed Securities                           |
| DBGS MORTGAGE TRUST 2024-SBL   A      20340815 FLT | 2034-08-15      | 6.2461%  | 0.0000% | $5008000.00        | $5029589.68        | Private Label Collateralized Mortgage Obligations |
| CONTINENTAL RES INC            SR GLBL NT4.9%44    | 2044-06-01      | 4.9000%  | 0.0000% | $1873000.00        | $1511637.95        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $1000.00           | $1012.15           | Corporate Debt Securities                         |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.2%32    | 2032-04-01      | 5.2000%  | 0.0000% | $561000.00         | $587118.91         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.4%35      | 2035-03-21      | 5.4000%  | 0.0000% | $1361000.00        | $1427838.71        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $155000.00         | $131251.42         | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 30      | 2030-11-15      | 1.7770%  | 0.0000% | $2000.00           | $1776.31           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.001%52    | 2052-03-17      | 3.0010%  | 0.0000% | $3000.00           | $1941.01           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 26       | 2026-07-15      | 2.6500%  | 0.0000% | $1858000.00        | $1837151.18        | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $1927000.00        | $2060675.99        | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3178.67           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 37       | 2037-03-03      | 3.6250%  | 0.0000% | $1794000.00        | $1649156.43        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $1914000.00        | $1780648.96        | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $433390.00         | Corporate Debt Securities                         |
| OCTANE REC TRUST 2023-3        B      20290720 6.4 | 2029-07-20      | 6.4800%  | 0.0000% | $150000.00         | $152723.55         | Asset-Backed Securities                           |
| TRUIST FINL CORP               FR 7.161%103029     | 2029-10-30      | 7.1610%  | 0.0000% | $14000.00          | $15534.98          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-11-19      | 5.5610%  | 0.0000% | $37000.00          | $37386.92          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 51       | 2051-12-14      | 3.1500%  | 0.0000% | $100000.00         | $65204.25          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45        | 2045-07-15      | 5.2000%  | 0.0000% | $188000.00         | $169907.92         | Corporate Debt Securities                         |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $411000.00         | $387843.75         | Private Label Collateralized Mortgage Obligations |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $1446000.00        | $1377776.11        | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1400000.00        | $1516865.00        | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1735000.00        | $1879829.12        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49       | 2049-10-01      | 4.8750%  | 0.0000% | $2310000.00        | $1997830.45        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $26142000.00       | $26884548.98       | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30    | 2030-03-15      | 4.8000%  | 0.0000% | $3447000.00        | $3580835.52        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $3772000.00        | $3854342.76        | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT | 2067-10-25      | 6.8190%  | 0.0000% | $331481.00         | $227903.78         | Private Label Collateralized Mortgage Obligations |
| GENERAL MTRS CO                SR GLBL NT5.4%48    | 2048-04-01      | 5.4000%  | 0.0000% | $723000.00         | $654278.85         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 31       | 2031-03-01      | 4.2500%  | 0.0000% | $600000.00         | $603482.33         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT4.8%41    | 2041-09-15      | 4.8000%  | 0.0000% | $1605000.00        | $1472678.45        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 28       | 2028-09-01      | 5.6250%  | 0.0000% | $631000.00         | $668476.67         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 26       | 2026-07-15      | 2.6500%  | 0.0000% | $3045000.00        | $3010831.72        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $8008000.00        | $8403132.51        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 7.3%33        | 2033-08-15      | 7.3000%  | 0.0000% | $1618000.00        | $1834858.74        | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR GLBL NT 33       | 2033-08-15      | 5.4500%  | 0.0000% | $3504000.00        | $3598150.53        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.3%35    | 2035-09-30      | 5.3000%  | 0.0000% | $1473000.00        | $1491274.20        | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 29       | 2029-12-01      | 2.9500%  | 0.0000% | $1848000.00        | $1763326.69        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $3044000.00        | $3287827.78        | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR NT 5.5%30        | 2030-09-01      | 5.5000%  | 0.0000% | $1744000.00        | $1789359.50        | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                SR 144A NT5.3%34    | 2034-03-26      | 5.3000%  | 0.0000% | $911000.00         | $957738.85         | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 32      | 2032-09-01      | 3.9500%  | 0.0000% | $22000.00          | $21547.03          | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 31       | 2031-01-15      | 2.1500%  | 0.0000% | $3294000.00        | $2966470.26        | Corporate Debt Securities                         |
| VAR ENERGI ASA                 SR REGS NT7.5%28    | 2028-01-15      | 7.5000%  | 0.0000% | $200000.00         | $214055.33         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 27       | 2027-04-05      | 3.6500%  | 0.0000% | $2514000.00        | $2526595.14        | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $2654000.00        | $2725890.96        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 4.35%022550      | 2050-02-25      | 4.3500%  | 0.0000% | $1000.00           | $827.17            | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 34     | 2034-09-13      | 6.6920%  | 0.0000% | $773000.00         | $874006.02         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT4.9%30    | 2030-10-10      | 4.9000%  | 0.0000% | $741000.00         | $749876.77         | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2022-B35 A-5    20550517 FLT | 2055-05-17      | 4.5910%  | 0.0000% | $135000.00         | $132235.71         | Private Label Collateralized Mortgage Obligations |
| WILLIAMS COS INC               SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $912000.00         | $940925.60         | Corporate Debt Securities                         |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $3633000.00        | $3686832.99        | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 35       | 2035-02-15      | 5.1500%  | 0.0000% | $1725000.00        | $1740391.79        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 54       | 2054-02-20      | 5.4500%  | 0.0000% | $284000.00         | $278431.47         | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $855000.00         | $845997.80         | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $2852000.00        | $2821971.61        | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-04-30      | 5.4380%  | 0.0000% | $259000.00         | $265523.07         | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-08-06      | 4.9290%  | 0.0000% | $251000.00         | $253592.60         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $23000.00          | $19735.57          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $130000.00         | $111548.89         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 34    | 2034-05-25      | 6.1740%  | 0.0000% | $359000.00         | $384729.89         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 34    | 2034-05-25      | 6.1740%  | 0.0000% | $2376000.00        | $2546290.30        | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2026000.00        | $2146664.06        | Corporate Debt Securities                         |
| COBANK ACB                     PERP -M NT7.125%    | 2500-12-31      | 7.1250%  | 0.0000% | $2329000.00        | $2439381.01        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP     | 2079-12-31      | 4.7000%  | 0.0000% | $110000.00         | $112011.72         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 32       | 2032-11-30      | 6.2500%  | 0.0000% | $740000.00         | $814260.03         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $6191000.00        | $6229299.93        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.734%072227     | 2027-07-22      | 1.7340%  | 0.0000% | $2000.00           | $1957.76           | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $20000.00          | $20123.73          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 32       | 2032-11-30      | 6.2500%  | 0.0000% | $999000.00         | $1099251.04        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.8%34    | 2034-05-15      | 5.8000%  | 0.0000% | $2515000.00        | $2616972.07        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.606%072139     | 2039-07-21      | 5.6060%  | 0.0000% | $22000.00          | $22895.12          | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 29       | 2029-12-01      | 2.3750%  | 0.0000% | $1323000.00        | $1235107.23        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 35     | 2035-05-20      | 5.7500%  | 0.0000% | $100000.00         | $104289.25         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             LW TIER II GLBL     | 2031-07-08      | 5.8820%  | 0.0000% | $200000.00         | $208682.57         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 35     | 2035-01-17      | 6.0330%  | 0.0000% | $200000.00         | $214455.70         | Corporate Debt Securities                         |
| DT AUTO OWNER TR 2023-2        D      20290215 6.6 | 2029-02-15      | 6.6200%  | 0.0000% | $390000.00         | $400999.73         | Asset-Backed Securities                           |
| JOHN DEERE CAPITAL CORPORATION FR 4.375%101530     | 2030-10-15      | 4.3750%  | 0.0000% | $63000.00          | $63809.77          | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.85%33     | 2033-08-02      | 6.8500%  | 0.0000% | $1400000.00        | $1483716.50        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 60       | 2060-04-01      | 3.8500%  | 0.0000% | $328000.00         | $226932.63         | Corporate Debt Securities                         |
| TRUIST FINL CORP               ALT TIER I PERP     | 2099-12-31      | 4.9500%  | 0.0000% | $228000.00         | $229625.64         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 52       | 2052-03-10      | 2.9500%  | 0.0000% | $2000.00           | $1301.50           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 5%25     | 2025-11-17      | 5.0000%  | 0.0000% | $3000.00           | $3044.84           | Corporate Debt Securities                         |
| CARVANA AUTO REC 2023-N4       A      20280110 6.4 | 2028-01-10      | 6.4200%  | 0.0000% | $2000.00           | $328.00            | Asset-Backed Securities                           |
| COBANK ACB                     PERP -M NT7.125%    | 2500-12-31      | 7.1250%  | 0.0000% | $429000.00         | $449332.10         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.4%090831       | 2031-09-08      | 4.4000%  | 0.0000% | $4000.00           | $4107.56           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 53       | 2053-02-15      | 4.6500%  | 0.0000% | $2903000.00        | $2553677.17        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.1%61    | 2061-03-25      | 4.1000%  | 0.0000% | $2133000.00        | $1548406.32        | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 28     | 2028-03-17      | 2.2500%  | 0.0000% | $270000.00         | $259125.75         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%030127       | 2027-03-01      | 3.5000%  | 0.0000% | $30000.00          | $30269.27          | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $318000.00         | $252552.77         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT6.8%25    | 2025-10-14      | 7.0500%  | 0.0000% | $430000.00         | $442083.00         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT 35       | 2035-01-24      | 6.4500%  | 0.0000% | $1382000.00        | $1402233.63        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.574%072529     | 2029-07-25      | 5.5740%  | 0.0000% | $41000.00          | $42717.67          | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30    | 2030-09-06      | 5.3530%  | 0.0000% | $20618000.00       | $21717849.46       | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.8%36    | 2036-03-15      | 5.8000%  | 0.0000% | $9000.00           | $9760.16           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.3%072227       | 2027-07-22      | 4.3000%  | 0.0000% | $999000.00         | $1005992.44        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR GLBL 144A 34     | 2034-08-01      | 5.1250%  | 0.0000% | $948000.00         | $957789.15         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $1000.00           | $959.32            | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $5573000.00        | $6438263.67        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL REGS 35     | 2035-10-30      | 5.5500%  | 0.0000% | $322000.00         | $328438.12         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $85000.00          | $81541.92          | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT2.5%50    | 2050-09-15      | 2.5000%  | 0.0000% | $149000.00         | $93266.38          | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL RR NT 32    | 2032-04-15      | 5.1000%  | 0.0000% | $198000.00         | $207400.05         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $88000.00          | $91800.98          | Corporate Debt Securities                         |
| E ON INTL FIN                  GLBL REGS NT 38     | 2038-04-30      | 6.6500%  | 0.0000% | $280000.00         | $317279.74         | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $206000.00         | $180714.64         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL REGS 41     | 2041-05-15      | 3.2500%  | 0.0000% | $62000.00          | $45523.43          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $1000.00           | $863.01            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $250000.00         | $215751.63         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-11-15      | 2.2500%  | 0.0000% | $605000.00         | $533640.25         | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II GLBL     | 2026-05-12      | 5.2000%  | 0.0000% | $702000.00         | $715875.42         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 30       | 2030-06-15      | 5.1500%  | 0.0000% | $207000.00         | $213577.65         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL VV NT 35    | 2035-10-15      | 5.2500%  | 0.0000% | $82000.00          | $81818.99          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-06-14      | 4.5650%  | 0.0000% | $4207000.00        | $4296863.27        | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 50     | 2050-07-16      | 2.4500%  | 0.0000% | $2000.00           | $1141.81           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $3876000.00        | $3784051.59        | Corporate Debt Securities                         |
| ING GROEP N.V.                 GLBL COCO 35        | 2035-03-19      | 5.5500%  | 0.0000% | $740000.00         | $782873.13         | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 28     | 2028-03-15      | 6.1000%  | 0.0000% | $3145000.00        | $3272526.26        | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  2010C BD4.875%40    | 2040-10-15      | 4.8750%  | 0.0000% | $2000.00           | $1990.31           | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.5%31    | 2031-01-15      | 4.5000%  | 0.0000% | $226000.00         | $226506.24         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 1.922%102431     | 2031-10-24      | 1.9220%  | 0.0000% | $50000.00          | $44516.18          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.1%031532       | 2032-03-15      | 3.1000%  | 0.0000% | $55000.00          | $51371.22          | Corporate Debt Securities                         |
| SCG MTG TRUST 2024-MSP         A      20410415 FLT | 2041-04-15      | 6.1041%  | 0.0000% | $1328000.00        | $1331981.56        | Private Label Collateralized Mortgage Obligations |
| VASA TRUST 2021-VASA           D      20390715 FLT | 2039-07-15      | 6.5785%  | 0.0000% | $5153357.00        | $4587014.91        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $557000.00         | $687646.52         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2022-7 B-1    20670725 FLT | 2067-07-25      | 5.3109%  | 0.0000% | $8264697.00        | $8155856.54        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            8.75%30             | 2030-09-01      | 8.7500%  | 0.0000% | $2326000.00        | $2871572.35        | Corporate Debt Securities                         |
| BRITISH AIRWAYS PLC 2019-1     A      20301215 3.3 | 2030-12-15      | 3.3500%  | 0.0000% | $3000.00           | $1303.75           | Asset-Backed Securities                           |
| WALMART INC                    SR GLBL NT3.9%25    | 2025-09-09      | 3.9000%  | 0.0000% | $11998000.00       | $12214763.87       | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.071%052031     | 2031-05-20      | 5.0710%  | 0.0000% | $6000.00           | $6232.77           | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 28     | 2028-01-15      | 6.2500%  | 0.0000% | $256000.00         | $258098.92         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $3332000.00        | $3406111.08        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $76000.00          | $79940.22          | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 30       | 2030-03-25      | 3.4500%  | 0.0000% | $2000.00           | $1979.64           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%28    | 2028-08-03      | 4.8000%  | 0.0000% | $100000.00         | $102250.67         | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL NT29    | 2029-11-15      | 3.7000%  | 0.0000% | $758000.00         | $745029.78         | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  SR SEC GLBL NT29    | 2029-11-15      | 3.7000%  | 0.0000% | $1058000.00        | $1039896.44        | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 29     | 2029-06-15      | 4.1250%  | 0.0000% | $4000.00           | $3919.32           | Corporate Debt Securities                         |
| CONN AVN SEC TR 2022-R06       1M-1   20420527 FLT | 2042-05-27      | 7.0984%  | 0.0000% | $784820.00         | $358000.32         | Private Label Collateralized Mortgage Obligations |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $530000.00         | $485934.62         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $3942000.00        | $4029678.84        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 1.5%030628       | 2028-03-06      | 1.5000%  | 0.0000% | $16000.00          | $15190.85          | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR 144A NT 31       | 2031-09-15      | 2.6910%  | 0.0000% | $200000.00         | $173165.80         | Corporate Debt Securities                         |
| SANDS CHINA LTD                CR SEN SR GLBL29    | 2029-03-08      | 2.8500%  | 0.0000% | $286000.00         | $271587.74         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4%28        | 2028-10-15      | 4.0000%  | 0.0000% | $6126000.00        | $6147379.74        | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 30       | 2030-10-01      | 4.3750%  | 0.0000% | $1982000.00        | $1991385.32        | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL COCO 27     | 2027-06-14      | 1.6730%  | 0.0000% | $2922000.00        | $2868630.89        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 33       | 2033-06-15      | 7.9500%  | 0.0000% | $404000.00         | $469957.71         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-10-23      | 4.6920%  | 0.0000% | $33000.00          | $33981.82          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $3725000.00        | $3798420.79        | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR 144A32    | 2032-01-23      | 6.3750%  | 0.0000% | $300000.00         | $318604.50         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 30       | 2030-04-24      | 4.8340%  | 0.0000% | $336000.00         | $350886.39         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 51     | 2051-02-09      | 4.6770%  | 0.0000% | $2062000.00        | $1483976.72        | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT3.9%50    | 2050-06-01      | 3.9000%  | 0.0000% | $883000.00         | $649758.49         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $1000.00           | $750.31            | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $100000.00         | $58086.78          | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 50       | 2050-09-17      | 4.1500%  | 0.0000% | $1098000.00        | $865888.29         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.25%042134      | 2034-04-21      | 5.2500%  | 0.0000% | $4000.00           | $4167.99           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.971%072238     | 2038-07-22      | 3.9710%  | 0.0000% | $941000.00         | $836926.63         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 LW TIER II 38       | 2038-06-01      | 6.8000%  | 0.0000% | $190000.00         | $214006.92         | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.7262%  | 0.0000% | $2000000.00        | $1598255.40        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT4.3%28    | 2028-08-15      | 4.3000%  | 0.0000% | $2000000.00        | $2016347.78        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT4.3%28    | 2028-08-15      | 4.3000%  | 0.0000% | $4696000.00        | $4734384.58        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $778000.00         | $798953.27         | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 35       | 2035-08-15      | 5.1500%  | 0.0000% | $634000.00         | $643097.02         | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 35       | 2035-08-15      | 5.1500%  | 0.0000% | $1000000.00        | $1014348.61        | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $1945000.00        | $2040577.30        | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34      | 2034-04-15      | 5.4000%  | 0.0000% | $3767000.00        | $3952110.38        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 1.15%071426      | 2026-07-14      | 1.1500%  | 0.0000% | $1580000.00        | $1542581.65        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $1087000.00        | $1111177.30        | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $253000.00         | $255778.78         | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA7          B-2    20411125 FLT | 2041-11-25      | 12.1484% | 0.0000% | $3900000.00        | $4157048.30        | Private Label Collateralized Mortgage Obligations |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 32       | 2032-05-08      | 4.7500%  | 0.0000% | $1326000.00        | $1375334.93        | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28    | 2028-11-27      | 7.3000%  | 0.0000% | $2000.00           | $2172.83           | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $40000.00          | $42395.82          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 5.576%36     | 2036-07-23      | 5.5760%  | 0.0000% | $5724000.00        | $5884707.02        | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT 53       | 2053-11-21      | 6.8750%  | 0.0000% | $1188000.00        | $1291267.23        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 5.1329%  | 0.0000% | $1000.00           | $1003.68           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $7000.00           | $6385.58           | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.283%27      | 2027-03-18      | 5.2830%  | 0.0000% | $1000.00           | $1028.39           | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $889000.00         | $991551.09         | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $218000.00         | $228756.60         | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 54     | 2054-06-01      | 5.0990%  | 0.0000% | $8000.00           | $7454.19           | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 52       | 2052-03-17      | 2.9210%  | 0.0000% | $517000.00         | $349990.65         | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $15000.00          | $15740.13          | Corporate Debt Securities                         |
| SYNOPSYS INC                   SR GLBL NT 30       | 2030-04-01      | 4.8500%  | 0.0000% | $590000.00         | $615024.85         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53    | 2053-04-01      | 6.7000%  | 0.0000% | $417000.00         | $446216.87         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53    | 2053-04-01      | 6.7000%  | 0.0000% | $638000.00         | $682701.12         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 47    | 2047-09-15      | 4.5000%  | 0.0000% | $24000.00          | $24086.16          | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.7%44    | 2044-06-15      | 4.7000%  | 0.0000% | $200000.00         | $169620.22         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $501000.00         | $463472.32         | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $360000.00         | $363623.20         | Corporate Debt Securities                         |
| NNN REIT INC                   SR GLBL NT4.6%31    | 2031-02-15      | 4.6000%  | 0.0000% | $1872000.00        | $1891920.16        | Corporate Debt Securities                         |
| NISOURCE INC                   SR GLBL NT 55       | 2055-04-01      | 5.8500%  | 0.0000% | $836000.00         | $852569.52         | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $3404000.00        | $3438259.37        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $4565000.00        | $4590792.25        | Corporate Debt Securities                         |
| ZIONS BANCORPORATION NATL ASSN SUB NT 3.25%29      | 2029-10-29      | 3.2500%  | 0.0000% | $700000.00         | $657687.33         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-12-05      | 4.4520%  | 0.0000% | $38000.00          | $38688.10          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 3.4000%  | 0.0000% | $1918000.00        | $1867765.45        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 36    | 2036-05-02      | 6.5000%  | 0.0000% | $150000.00         | $164211.75         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 27     | 2027-09-15      | 7.5000%  | 0.0000% | $3487000.00        | $3612520.38        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $2000.00           | $2044.04           | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT4.5%31    | 2031-02-09      | 4.5000%  | 0.0000% | $5000.00           | $5055.05           | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT2.3%31    | 2031-05-01      | 2.3000%  | 0.0000% | $2000.00           | $1809.08           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $1000.00           | $1025.09           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 26     | 2026-04-15      | 4.1250%  | 0.0000% | $275000.00         | $278749.40         | Corporate Debt Securities                         |
| 3M CO                          FR 2.25%091926      | 2026-09-19      | 2.2500%  | 0.0000% | $102000.00         | $101004.48         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $2328000.00        | $2261538.19        | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.8%62      | 2062-09-15      | 5.8000%  | 0.0000% | $1098000.00        | $1107148.78        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $1696000.00        | $1738547.93        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51    | 2051-08-15      | 2.9500%  | 0.0000% | $186000.00         | $117906.74         | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT1.9%30    | 2030-08-15      | 1.9000%  | 0.0000% | $15000.00          | $13440.13          | Corporate Debt Securities                         |
| MPLX LP                        5.5%49              | 2049-02-15      | 5.5000%  | 0.0000% | $300000.00         | $272705.67         | Corporate Debt Securities                         |
| MARKEL GROUP INC               GLBL NT 6%54        | 2054-05-16      | 6.0000%  | 0.0000% | $485000.00         | $495227.03         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $2253000.00        | $2357928.47        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.97%050231      | 2031-05-02      | 4.9700%  | 0.0000% | $7000.00           | $7285.41           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $243000.00         | $232412.90         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $1238000.00        | $1312053.03        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.7%050128       | 2028-05-01      | 3.7000%  | 0.0000% | $21000.00          | $21135.61          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $73000.00          | $77366.62          | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $1638000.00        | $1721136.69        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.125%030130     | 2030-03-01      | 2.1250%  | 0.0000% | $6000.00           | $5559.82           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52    | 2052-09-01      | 6.0000%  | 0.0000% | $201000.00         | $213023.15         | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.2%33      | 2033-01-15      | 5.2000%  | 0.0000% | $1933000.00        | $1987424.69        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%26    | 2026-07-15      | 3.3000%  | 0.0000% | $1425000.00        | $1418107.75        | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT 5%42     | 2042-05-01      | 5.0000%  | 0.0000% | $2495000.00        | $2330851.18        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 36       | 2036-04-25      | 5.6670%  | 0.0000% | $2183000.00        | $2328452.56        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $189000.00         | $190752.03         | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $200000.00         | $148183.67         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-02-09      | 4.2500%  | 0.0000% | $51000.00          | $44172.18          | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%26    | 2026-07-15      | 3.3000%  | 0.0000% | $1725000.00        | $1716656.75        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26       | 2026-09-11      | 2.0500%  | 0.0000% | $5335000.00        | $5285793.52        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $951000.00         | $722713.51         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%41    | 2041-02-04      | 3.4000%  | 0.0000% | $3637000.00        | $2763942.19        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%50    | 2050-02-15      | 3.3000%  | 0.0000% | $44000.00          | $29845.79          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 5.8%62      | 2062-09-15      | 5.8000%  | 0.0000% | $587000.00         | $591891.01         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $1114000.00        | $1132983.49        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $8000.00           | $5927.35           | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT5.5%35    | 2035-03-17      | 5.5000%  | 0.0000% | $3859000.00        | $4051872.82        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $409000.00         | $410956.72         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT 37       | 2037-12-01      | 6.2500%  | 0.0000% | $2323000.00        | $2478171.24        | Corporate Debt Securities                         |
| CROSS MORTGAGE TR 2025-H2      A-1    20700325 FLT | 2070-03-25      | 5.3560%  | 0.0000% | $5627237.00        | $5356815.36        | Private Label Collateralized Mortgage Obligations |
| SYSCO CORP                     SR GLBL NT3.3%50    | 2050-02-15      | 3.3000%  | 0.0000% | $56000.00          | $37985.55          | Corporate Debt Securities                         |
| MERCK & CO INC                 CR SEN SR NT 33     | 2033-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1148.67           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $114000.00         | $119952.94         | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26       | 2026-01-15      | 1.1250%  | 0.0000% | $1312000.00        | $1297968.16        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 5%32     | 2032-09-15      | 5.0000%  | 0.0000% | $2000000.00        | $2017608.89        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $6194000.00        | $6252058.42        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2018-C6  A-S    20511110 FLT | 2051-11-10      | 4.6420%  | 0.0000% | $338000.00         | $329873.95         | Private Label Collateralized Mortgage Obligations |
| UNUM GROUP                     SR GLBL NT 51       | 2051-06-15      | 4.1250%  | 0.0000% | $20000.00          | $15002.58          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $650000.00         | $595482.33         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            5.7%48              | 2048-09-15      | 5.7000%  | 0.0000% | $13000.00          | $13535.04          | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 33       | 2033-09-15      | 6.0500%  | 0.0000% | $2857000.00        | $3119875.74        | Corporate Debt Securities                         |
| TUCSON ELEC PWR CO             SR GLBL 12 NT 55    | 2055-04-15      | 5.9000%  | 0.0000% | $944000.00         | $972585.37         | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $1000.00           | $969.63            | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $300000.00         | $270366.33         | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 26       | 2026-11-03      | 2.4500%  | 0.0000% | $1634000.00        | $1618549.62        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 25       | 2025-10-15      | 4.6500%  | 0.0000% | $342000.00         | $347861.31         | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $3015000.00        | $3195904.19        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%32    | 2032-04-15      | 5.2000%  | 0.0000% | $297000.00         | $312992.13         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $6503000.00        | $6666142.20        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 30       | 2030-06-30      | 4.6250%  | 0.0000% | $645000.00         | $654004.11         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2036-11-18      | 3.0200%  | 0.0000% | $48000.00          | $43143.49          | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR GLBL REGS 29     | 2029-10-15      | 4.4000%  | 0.0000% | $896000.00         | $896562.49         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR REGS NT 26       | 2026-05-24      | 5.7500%  | 0.0000% | $826000.00         | $844877.08         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.013%040451     | 2051-04-04      | 5.0130%  | 0.0000% | $2405000.00        | $2241655.41        | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             GLBL REGS NT 27     | 2027-05-25      | 3.6250%  | 0.0000% | $1195000.00        | $1193990.56        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%30    | 2030-05-06      | 3.4000%  | 0.0000% | $685000.00         | $664095.32         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $1099760.00        | $948521.00         | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT2.8%31    | 2031-12-01      | 2.8000%  | 0.0000% | $64000.00          | $58230.68          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.55%080726      | 2026-08-07      | 4.5500%  | 0.0000% | $257000.00         | $258752.88         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.6%43    | 2043-03-02      | 5.6000%  | 0.0000% | $2292000.00        | $2342912.96        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL REGS NT 33     | 2033-07-26      | 3.8750%  | 0.0000% | $797000.00         | $693471.36         | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 34       | 2034-07-15      | 5.4500%  | 0.0000% | $5000.00           | $5184.36           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 4.625%34      | 2034-03-01      | 4.6250%  | 0.0000% | $230000.00         | $227531.65         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR 144A NT 29       | 2029-03-01      | 5.7500%  | 0.0000% | $1000.00           | $1062.17           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.456%060832     | 2032-06-08      | 4.4560%  | 0.0000% | $755000.00         | $757088.33         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2018-H3   A-S    20510717 FLT | 2051-07-17      | 4.4290%  | 0.0000% | $1441000.00        | $1427717.98        | Private Label Collateralized Mortgage Obligations |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $5350000.00        | $5586553.22        | Corporate Debt Securities                         |
| SNAM S.P.A.                    GLBL B 144A NT35    | 2035-05-28      | 5.7500%  | 0.0000% | $395000.00         | $411228.47         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 35       | 2035-10-01      | 5.1250%  | 0.0000% | $4000.00           | $4015.93           | Corporate Debt Securities                         |
| TRACTOR SUPPLY CO              SR GLBL NT 33       | 2033-05-15      | 5.2500%  | 0.0000% | $40000.00          | $41703.87          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $19086000.00       | $19877220.74       | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 30       | 2030-07-15      | 4.6500%  | 0.0000% | $110000.00         | $113135.55         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.516%111955     | 2055-11-19      | 5.5160%  | 0.0000% | $1000.00           | $1001.87           | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 34    | 2034-05-25      | 6.1740%  | 0.0000% | $3000.00           | $3215.01           | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $1000.00           | $1044.22           | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 34       | 2034-02-08      | 5.1100%  | 0.0000% | $639000.00         | $651154.31         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.13%021431      | 2031-02-14      | 5.1300%  | 0.0000% | $5000.00           | $5156.14           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -T 55    | 2055-08-15      | 6.5000%  | 0.0000% | $87000.00          | $91130.57          | Corporate Debt Securities                         |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 25       | 2025-09-01      | 4.2500%  | 0.0000% | $465000.00         | $474683.11         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 27       | 2027-03-03      | 2.9500%  | 0.0000% | $176000.00         | $176311.91         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%051729         | 2029-05-17      | 5.0000%  | 0.0000% | $1000.00           | $1044.99           | Corporate Debt Securities                         |
| JANUS HENDERSON US HLDGS INC   SR GLBL NT 34       | 2034-09-10      | 5.4500%  | 0.0000% | $3525000.00        | $3614974.65        | Corporate Debt Securities                         |
| JANUS HENDERSON US HLDGS INC   SR GLBL NT 34       | 2034-09-10      | 5.4500%  | 0.0000% | $6495000.00        | $6660783.07        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.3%62    | 2062-06-15      | 4.3000%  | 0.0000% | $4958000.00        | $3941852.39        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31      | 2031-07-18      | 4.7340%  | 0.0000% | $915000.00         | $933050.20         | Corporate Debt Securities                         |
| MOSAIC CO                      SR NT 5.45%33       | 2033-11-15      | 5.4500%  | 0.0000% | $1050000.00        | $1096288.67        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT4.5%30    | 2030-05-06      | 4.5000%  | 0.0000% | $2695000.00        | $2752416.98        | Corporate Debt Securities                         |
| NESTLE HLDGS INC               SR 144A NT 26       | 2026-03-13      | 5.2500%  | 0.0000% | $541000.00         | $556931.55         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 35       | 2035-08-19      | 5.2500%  | 0.0000% | $5501000.00        | $5499285.52        | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 28     | 2028-01-15      | 6.2500%  | 0.0000% | $756000.00         | $762198.36         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-11-03      | 2.5200%  | 0.0000% | $16372000.00       | $14629364.32       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.597%032451     | 2051-03-24      | 5.5970%  | 0.0000% | $880000.00         | $896780.01         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 5.2500%  | 0.0000% | $6699000.00        | $6657237.32        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL -F 78    | 2078-02-15      | 5.3750%  | 0.0000% | $97000.00          | $96198.81          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 5.2500%  | 0.0000% | $657000.00         | $652904.15         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77    | 2077-08-16      | 5.2500%  | 0.0000% | $1043000.00        | $1036497.76        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-07-20      | 4.8750%  | 0.0000% | $596000.00         | $577363.82         | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $14000.00          | $14035.57          | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 26       | 2026-08-15      | 1.9980%  | 0.0000% | $4000.00           | $3925.71           | Corporate Debt Securities                         |
| AMDOCS LTD                     SR GLBL NT 30       | 2030-06-15      | 2.5380%  | 0.0000% | $167000.00         | $153429.08         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 40       | 2040-03-15      | 5.7500%  | 0.0000% | $1750000.00        | $1850335.28        | Corporate Debt Securities                         |
| F&G GLOBAL FUNDING             SR SEC REGS 26      | 2026-06-30      | 1.7500%  | 0.0000% | $2000.00           | $1959.92           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.95%071428      | 2028-07-14      | 4.9500%  | 0.0000% | $12000.00          | $12405.21          | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $47000.00          | $46280.46          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2%061731         | 2031-06-17      | 2.0000%  | 0.0000% | $2820000.00        | $2510138.40        | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7             D      20440715 FLT | 2044-07-15      | 7.6131%  | 0.0000% | $124221.00         | $124938.21         | Private Label Collateralized Mortgage Obligations |
| AVIATION CAP GROUP LLC         SR GLBL 144A 27     | 2027-04-14      | 4.7500%  | 0.0000% | $52000.00          | $53331.27          | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $1170000.00        | $1063469.23        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $1645000.00        | $1495219.55        | Corporate Debt Securities                         |
| DTE ELEC CO                    GLBL -A BD 3%32     | 2032-03-01      | 3.0000%  | 0.0000% | $6000.00           | $5614.22           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.45%030326      | 2026-03-03      | 4.4500%  | 0.0000% | $738000.00         | $754099.88         | Corporate Debt Securities                         |
| LEIDOS INC                     CR SEN SR GLBL30    | 2030-05-15      | 4.3750%  | 0.0000% | $2860000.00        | $2881275.22        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 35       | 2035-09-15      | 5.4500%  | 0.0000% | $426000.00         | $429433.32         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $646000.00         | $705008.87         | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL 144A 28     | 2028-01-15      | 6.2500%  | 0.0000% | $3725000.00        | $3755540.86        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37     | 2037-02-25      | 6.7000%  | 0.0000% | $200000.00         | $193098.89         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%32    | 2032-11-15      | 4.3000%  | 0.0000% | $1250000.00        | $1235865.28        | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT6.1%34    | 2034-04-12      | 6.1000%  | 0.0000% | $14000.00          | $15030.87          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $183000.00         | $195939.02         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 5.6%41        | 2041-07-15      | 5.6000%  | 0.0000% | $518000.00         | $537831.34         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023E 28    | 2028-10-01      | 5.6500%  | 0.0000% | $1000.00           | $1060.01           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $725000.00         | $749971.72         | Corporate Debt Securities                         |
| XCEL ENERGY INC                GLBL NT 4.6%32      | 2032-06-01      | 4.6000%  | 0.0000% | $640000.00         | $639375.64         | Corporate Debt Securities                         |
| XCEL ENERGY INC                GLBL NT 4.6%32      | 2032-06-01      | 4.6000%  | 0.0000% | $914000.00         | $913108.34         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30       | 2030-05-15      | 5.6250%  | 0.0000% | $2000.00           | $2080.00           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-03-01      | 5.0000%  | 0.0000% | $500000.00         | $508896.11         | Corporate Debt Securities                         |
| US BANCORP                     FR 2.677%012733     | 2033-01-27      | 2.6770%  | 0.0000% | $1000.00           | $886.18            | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $6172000.00        | $6485259.86        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $1000000.00        | $1030946.67        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $14000.00          | $12680.45          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 26       | 2026-07-15      | 4.8500%  | 0.0000% | $1045000.00        | $1053441.28        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $99215.00          | $85570.95          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $34000.00          | $33432.77          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 37       | 2037-08-22      | 3.8750%  | 0.0000% | $2000.00           | $1826.23           | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 6.375%37      | 2037-06-01      | 6.3750%  | 0.0000% | $410000.00         | $458709.37         | Corporate Debt Securities                         |
| AMGEN INC                      SR NT 6.375%37      | 2037-06-01      | 6.3750%  | 0.0000% | $830000.00         | $928606.77         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $141428.49         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $2984000.00        | $2910500.76        | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           GLBL NT 5%25        | 2025-09-27      | 5.0000%  | 0.0000% | $7000.00           | $7147.99           | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $8000.00           | $7208.76           | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT3.2%31    | 2031-11-15      | 3.2000%  | 0.0000% | $3032000.00        | $2732118.36        | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51       | 2051-11-30      | 3.2500%  | 0.0000% | $98000.00          | $64570.70          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 53       | 2053-09-01      | 2.7700%  | 0.0000% | $100000.00         | $60504.61          | Corporate Debt Securities                         |
| LMREC LLC 2024-CRE5            A      20380324 FLT | 2038-03-24      | 6.1822%  | 0.0000% | $4000000.00        | $3913164.38        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7             A      20440715 FLT | 2044-07-15      | 6.0631%  | 0.0000% | $3159395.00        | $3176717.56        | Private Label Collateralized Mortgage Obligations |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $663000.00         | $718209.12         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR NT 5.25%37       | 2037-06-15      | 5.2500%  | 0.0000% | $2026000.00        | $1958902.26        | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 6.2%54      | 2054-03-15      | 6.2000%  | 0.0000% | $23000.00          | $25329.31          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $5501000.00        | $5800291.08        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31       | 2031-01-08      | 2.3500%  | 0.0000% | $398000.00         | $352353.05         | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 30     | 2030-10-01      | 3.7500%  | 0.0000% | $862000.00         | $824232.91         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT3.5%51    | 2051-10-15      | 3.5000%  | 0.0000% | $35000.00          | $24340.67          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 38    | 2038-07-24      | 3.8820%  | 0.0000% | $3217000.00        | $2868580.14        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 35     | 2035-01-11      | 6.0970%  | 0.0000% | $3008000.00        | $3232575.27        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.5%27    | 2027-03-01      | 4.5000%  | 0.0000% | $248000.00         | $256309.24         | Corporate Debt Securities                         |
| KAISER FNDTN HOSP/HLTH MTN BE  SR -2021 BD 51      | 2051-06-01      | 3.0020%  | 0.0000% | $1049000.00        | $685823.85         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 30       | 2030-04-01      | 4.8750%  | 0.0000% | $275000.00         | $284012.21         | Corporate Debt Securities                         |
| KENTUCKY UTILS CO              1M GLBL BD 55       | 2055-08-15      | 5.8500%  | 0.0000% | $4000.00           | $4019.12           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $12766000.00       | $13610797.15       | Corporate Debt Securities                         |
| US BANCORP                     FR 5.836%061234     | 2034-06-12      | 5.8360%  | 0.0000% | $66000.00          | $70595.75          | Corporate Debt Securities                         |
| STANDARD CHARTERED BK          SB GLBL 7 144A31    | 2031-05-30      | 8.0000%  | 0.0000% | $436000.00         | $506264.79         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 28       | 2028-05-15      | 4.3500%  | 0.0000% | $984000.00         | $996609.96         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT5.6%28    | 2028-03-01      | 5.6000%  | 0.0000% | $56000.00          | $59590.10          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 34       | 2034-11-02      | 7.9640%  | 0.0000% | $45000.00          | $53928.58          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 46       | 2046-09-01      | 3.7500%  | 0.0000% | $1226000.00        | $943078.02         | Corporate Debt Securities                         |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $2299070.00        | $2443155.63        | Private Label Collateralized Mortgage Obligations |
| RTX CORPORATION                GLBL NT 5.75%26     | 2026-11-08      | 5.7500%  | 0.0000% | $1405000.00        | $1453190.33        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67    | 2067-06-15      | 6.7051%  | 0.0000% | $999000.00         | $962659.04         | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 27       | 2027-03-27      | 2.7500%  | 0.0000% | $169000.00         | $167781.70         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%28    | 2028-11-30      | 4.8000%  | 0.0000% | $2000.00           | $2050.49           | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT 5%34     | 2034-08-19      | 5.0000%  | 0.0000% | $1222000.00        | $1226300.08        | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 55     | 2055-05-01      | 5.7000%  | 0.0000% | $2000.00           | $2026.78           | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.2%26      | 2026-05-28      | 1.2000%  | 0.0000% | $333000.00         | $326827.29         | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -K NT     | 2500-12-31      | 6.4500%  | 0.0000% | $34000.00          | $35017.90          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52       | 2052-03-01      | 5.2500%  | 0.0000% | $480000.00         | $425711.20         | Corporate Debt Securities                         |
| MARATHON PETE CORP             3.8%28              | 2028-04-01      | 3.8000%  | 0.0000% | $1125000.00        | $1130875.00        | Corporate Debt Securities                         |
| COLT MTG LN TR 2023-3          A-3    20680925 FLT | 2068-09-25      | 7.5840%  | 0.0000% | $2200000.00        | $1440616.23        | Private Label Collateralized Mortgage Obligations |
| COBANK ACB                     PERP JR GLBL NT     | 2079-12-31      | 4.2500%  | 0.0000% | $270000.00         | $262387.95         | Corporate Debt Securities                         |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33     | 2033-08-25      | 5.3320%  | 0.0000% | $2240000.00        | $2211087.07        | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT 35       | 2035-01-15      | 5.3500%  | 0.0000% | $980000.00         | $997413.51         | Corporate Debt Securities                         |
| PTT TREASURY CENTER COMPANY LT FR 3.7%071670       | 2070-07-16      | 3.7000%  | 0.0000% | $245000.00         | $165948.16         | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 1.85%073026      | 2026-07-30      | 1.8500%  | 0.0000% | $4000.00           | $3924.48           | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 1.85%073026      | 2026-07-30      | 1.8500%  | 0.0000% | $64000.00          | $62791.70          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-08-04      | 5.6806%  | 0.0000% | $2199000.00        | $2210186.11        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -B 56    | 2056-02-15      | 6.2000%  | 0.0000% | $1999000.00        | $2007258.09        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-05-24      | 4.9100%  | 0.0000% | $1218000.00        | $1240736.34        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $660000.00         | $628860.47         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%35     | 2035-08-15      | 6.0000%  | 0.0000% | $843000.00         | $875298.14         | Corporate Debt Securities                         |
| JPMORGAN CHASE BK N A          SR NT 5.11%26       | 2026-12-08      | 5.1100%  | 0.0000% | $3683000.00        | $3773003.31        | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 26       | 2026-06-03      | 2.7500%  | 0.0000% | $1234000.00        | $1229285.43        | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $1001000.00        | $1116470.91        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-04-23      | 5.2180%  | 0.0000% | $1094000.00        | $1150245.82        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $14000.00          | $14942.57          | Corporate Debt Securities                         |
| FOX CORP                       SR GLBL NT 29       | 2029-01-25      | 4.7090%  | 0.0000% | $3000.00           | $3050.30           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT6.2%55    | 2055-09-15      | 6.2000%  | 0.0000% | $4447000.00        | $4389811.58        | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT 5%34     | 2034-08-19      | 5.0000%  | 0.0000% | $851000.00         | $853994.57         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.6%35    | 2035-09-01      | 4.6000%  | 0.0000% | $985000.00         | $986590.23         | Corporate Debt Securities                         |
| GREYWOLF CLO LTD 2014-4R2      A-1-R2 20340417 FLT | 2034-04-17      | 5.5204%  | 0.0000% | $8307563.00        | $8320302.22        | Asset-Backed Securities                           |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2500-12-31      | 6.9500%  | 0.0000% | $407000.00         | $433956.97         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 42     | 2042-08-01      | 3.8750%  | 0.0000% | $2383000.00        | $1838541.43        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $4262000.00        | $4567670.64        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $215000.00         | $220939.21         | Agency Collateralized Mortgage Obligation         |
| INTEL CORP                     SR GLBL NT3.9%30    | 2030-03-25      | 3.9000%  | 0.0000% | $156000.00         | $154637.08         | Corporate Debt Securities                         |
| MICROSOFT CORP                 NT 5.2%39           | 2039-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2132.36           | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35     | 2035-05-13      | 7.5000%  | 0.0000% | $519000.00         | $547847.75         | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 53     | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $24178.51          | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 27       | 2027-09-01      | 4.9110%  | 0.0000% | $21000.00          | $21684.86          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 30       | 2030-04-15      | 5.6250%  | 0.0000% | $464000.00         | $487668.64         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT0.7%26    | 2026-02-08      | 0.7000%  | 0.0000% | $6803000.00        | $6702236.23        | Corporate Debt Securities                         |
| RELIANCE INDS LTD              GLBL REGS NT 32     | 2032-01-12      | 2.8750%  | 0.0000% | $531000.00         | $482404.72         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.6%26    | 2026-08-19      | 2.6000%  | 0.0000% | $973000.00         | $958708.79         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.7%34    | 2034-09-27      | 4.7000%  | 0.0000% | $800000.00         | $791235.56         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $382000.00         | $407140.11         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $409000.00         | $435917.03         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  FR 4.75%081126      | 2026-08-11      | 4.7500%  | 0.0000% | $3000.00           | $3017.47           | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     FR 1.106%022427     | 2027-02-24      | 1.1060%  | 0.0000% | $665000.00         | $654708.20         | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%28    | 2028-08-19      | 4.3000%  | 0.0000% | $3000000.00        | $3012583.33        | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $1080000.00        | $1130139.30        | Corporate Debt Securities                         |
| GLS AUTO REC ISS TR 2025-1     C      20301115 5.0 | 2030-11-15      | 5.0700%  | 0.0000% | $70000.00          | $70964.58          | Asset-Backed Securities                           |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $4884000.00        | $4451500.10        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $4982000.00        | $4540821.76        | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 28      | 2028-09-01      | 3.5000%  | 0.0000% | $165000.00         | $162695.87         | Corporate Debt Securities                         |
| FOCUS BRANDS FUNDING LLC       A-2    20531030 8.2 | 2053-10-30      | 8.2410%  | 0.0000% | $120522.00         | $126704.44         | Asset-Backed Securities                           |
| KEYCORP                        FR 2.55%100129      | 2029-10-01      | 2.5500%  | 0.0000% | $5000.00           | $4728.67           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.699%012231     | 2031-01-22      | 2.6990%  | 0.0000% | $179000.00         | $167499.96         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30    | 2030-11-15      | 2.3000%  | 0.0000% | $141000.00         | $127886.22         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30    | 2030-11-15      | 2.3000%  | 0.0000% | $761000.00         | $690222.77         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30    | 2030-11-15      | 2.3000%  | 0.0000% | $1046000.00        | $948716.19         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29       | 2029-06-12      | 6.5650%  | 0.0000% | $511000.00         | $544629.83         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 4.5%40        | 2040-10-01      | 4.5000%  | 0.0000% | $593000.00         | $584875.90         | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $81000.00          | $91259.82          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.498%080629     | 2029-08-06      | 4.4980%  | 0.0000% | $997000.00         | $1008897.92        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $3045000.00        | $3222356.45        | Corporate Debt Securities                         |
| TYSON FOODS INC                SR NT 4.875%34      | 2034-08-15      | 4.8750%  | 0.0000% | $3299000.00        | $3260915.79        | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE CO      SR DEB 7%27         | 2027-03-15      | 7.0000%  | 0.0000% | $500000.00         | $535774.44         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 4%47     | 2047-04-15      | 4.0000%  | 0.0000% | $204000.00         | $165543.73         | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 7.95%30      | 2030-08-15      | 7.9500%  | 0.0000% | $579000.00         | $677899.96         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.654%101830     | 2030-10-18      | 4.6540%  | 0.0000% | $306000.00         | $314294.25         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-163       A-2    20340325 FLT | 2034-03-25      | 5.0000%  | 0.0000% | $100084.00         | $104343.96         | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-148       A-2    20320725 FLT | 2032-07-25      | 3.5000%  | 0.0000% | $3750752.00        | $3585040.86        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-1522      A-2    20361025 2.3 | 2036-10-25      | 2.3610%  | 0.0000% | $650002.00         | $520660.27         | Agency Collateralized Mortgage Obligation         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $726000.00         | $765499.24         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2019-B10      A-4    20620317 3.7 | 2062-03-17      | 3.7170%  | 0.0000% | $10560146.00       | $10299743.36       | Private Label Collateralized Mortgage Obligations |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $187000.00         | $202574.81         | Corporate Debt Securities                         |
| BELL CDA                       SR US-9 NT5.2%34    | 2034-02-15      | 5.2000%  | 0.0000% | $600000.00         | $604591.33         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $885000.00         | $958709.68         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $1292000.00        | $1399607.81        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.4%30    | 2030-12-01      | 6.4000%  | 0.0000% | $750000.00         | $823675.83         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $2000.00           | $2081.69           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $70000.00          | $44604.47          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $33000.00          | $35748.50          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 3%50     | 2050-07-15      | 3.0000%  | 0.0000% | $130000.00         | $82836.87          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $3000.00           | $3064.64           | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-07-10      | 4.9500%  | 0.0000% | $21000.00          | $21459.32          | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 28       | 2028-07-10      | 4.9500%  | 0.0000% | $2827000.00        | $2888833.56        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT5.2%36    | 2036-01-15      | 5.2000%  | 0.0000% | $130000.00         | $132801.07         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL ZZ BD 33    | 2033-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2072.42           | Corporate Debt Securities                         |
| US BANCORP                     FR 5.775%061229     | 2029-06-12      | 5.7750%  | 0.0000% | $12000.00          | $12651.86          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 65       | 2065-09-15      | 6.2500%  | 0.0000% | $1100000.00        | $1091607.61        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-07-22      | 5.2940%  | 0.0000% | $157000.00         | $161535.90         | Corporate Debt Securities                         |
| ALINEA CLO LTD 2018-1R         C-R    20310721 FLT | 2031-07-21      | 5.6755%  | 0.0000% | $5322960.00        | $5353771.68        | Asset-Backed Securities                           |
| ALTRIA GROUP INC               SR GLBL NT 49       | 2049-02-14      | 5.9500%  | 0.0000% | $779000.00         | $786236.26         | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       GLBL -R NT5.2%29    | 2029-01-15      | 5.2000%  | 0.0000% | $1210000.00        | $1256265.02        | Corporate Debt Securities                         |
| AON PLC                        SR NT 4.45%43       | 2043-05-24      | 4.4500%  | 0.0000% | $3444000.00        | $2955513.56        | Corporate Debt Securities                         |
| AETNA INC NEW                  SR GLBL NT 47       | 2047-08-15      | 3.8750%  | 0.0000% | $2584000.00        | $1897423.30        | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 27       | 2027-12-01      | 3.6250%  | 0.0000% | $3278000.00        | $3269185.82        | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.1%030129       | 2029-03-01      | 5.1000%  | 0.0000% | $2000.00           | $2103.33           | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.2%011527       | 2027-01-15      | 2.2000%  | 0.0000% | $68000.00          | $66333.24          | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37     | 2037-12-10      | 7.3750%  | 0.0000% | $11000.00          | $12731.66          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F    | 2099-12-31      | 4.6250%  | 0.0000% | $3256000.00        | $3285261.94        | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR GLBL NT3.5%26    | 2026-07-01      | 3.5000%  | 0.0000% | $734000.00         | $731863.24         | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37     | 2037-12-10      | 7.3750%  | 0.0000% | $85000.00          | $98381.04          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 26       | 2026-09-17      | 1.0500%  | 0.0000% | $2541000.00        | $2477131.96        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 29       | 2029-06-08      | 6.3120%  | 0.0000% | $2030000.00        | $2160127.06        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT3.8%28    | 2028-03-01      | 3.8000%  | 0.0000% | $3000.00           | $3042.39           | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $1464000.00        | $1563395.43        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR 144A NT 26       | 2026-07-01      | 4.2500%  | 0.0000% | $2364000.00        | $2373733.11        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR 144A NT 26       | 2026-07-01      | 4.2500%  | 0.0000% | $43000.00          | $43177.04          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.677%061527     | 2027-06-15      | 4.6770%  | 0.0000% | $3545000.00        | $3609603.49        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%32    | 2032-04-15      | 5.2000%  | 0.0000% | $390000.00         | $410999.77         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $378000.00         | $391161.69         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $1839000.00        | $1950917.45        | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT3.2%26    | 2026-09-16      | 3.2000%  | 0.0000% | $2000.00           | $2013.46           | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $396000.00         | $409788.43         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $767000.00         | $771395.34         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     SNR PREF 144A 27    | 2027-03-19      | 5.1080%  | 0.0000% | $3500000.00        | $3553095.97        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  FR 5%020731         | 2031-02-07      | 5.0000%  | 0.0000% | $6000.00           | $6223.71           | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 30       | 2030-03-05      | 2.0500%  | 0.0000% | $92000.00          | $84659.17          | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          4.3%28              | 2028-03-01      | 4.3000%  | 0.0000% | $10000.00          | $10248.91          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $961000.00         | $782262.54         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $2346000.00        | $2485292.45        | Corporate Debt Securities                         |
| GOLUB CAP PRIVATE CR FD        SR GLBL 144A 28     | 2028-08-15      | 5.4500%  | 0.0000% | $281000.00         | $283531.81         | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL 144A 30     | 2030-05-06      | 6.2500%  | 0.0000% | $868000.00         | $906051.43         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 56       | 2056-01-28      | 5.7340%  | 0.0000% | $22000.00          | $22273.63          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $1374000.00        | $1458536.11        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $6785000.00        | $7202450.89        | Corporate Debt Securities                         |
| BELL CDA                       SR US-9 NT5.2%34    | 2034-02-15      | 5.2000%  | 0.0000% | $2472000.00        | $2490916.29        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $996000.00         | $1055136.95        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 25       | 2025-10-10      | 6.0500%  | 0.0000% | $282000.00         | $288956.86         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 35       | 2035-07-15      | 6.1500%  | 0.0000% | $960000.00         | $1003415.20        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 55       | 2055-10-15      | 5.5500%  | 0.0000% | $1403000.00        | $1409618.65        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $300000.00         | $250390.33         | Corporate Debt Securities                         |
| FIDELITY NATL FINL INC         SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $900000.00         | $802450.00         | Corporate Debt Securities                         |
| ASSURED GTY MUN HLDGS INC      EXT JR SB GLBL86    | 2086-12-15      | 6.4000%  | 0.0000% | $100000.00         | $94048.56          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT31    | 2031-01-25      | 5.5000%  | 0.0000% | $693000.00         | $723072.35         | Corporate Debt Securities                         |
| ASSURED GTY MUN HLDGS INC      EXT JR SB GLBL86    | 2086-12-15      | 6.4000%  | 0.0000% | $308000.00         | $289669.55         | Corporate Debt Securities                         |
| TRUSTEES OF DARTMOUTH COLLEGE  GLBL 2025B BD 30    | 2030-06-01      | 4.2730%  | 0.0000% | $1000.00           | $1011.61           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 32       | 2032-04-15      | 3.2500%  | 0.0000% | $20000.00          | $18888.94          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1934000.00        | $2068944.85        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $777000.00         | $838560.85         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $2239000.00        | $2426490.13        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -P 82    | 2082-03-15      | 3.8000%  | 0.0000% | $20000.00          | $19681.62          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $957000.00         | $1023774.68        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1000000.00        | $1069775.00        | Corporate Debt Securities                         |
| NISOURCE INC                   SR NT 5.25%43       | 2043-02-15      | 5.2500%  | 0.0000% | $4300000.00        | $4074515.17        | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.447%27      | 2027-10-15      | 4.4470%  | 0.0000% | $250000.00         | $254348.18         | Corporate Debt Securities                         |
| RELIANCE INC                   SR GLBL NT 30       | 2030-08-15      | 2.1500%  | 0.0000% | $2000.00           | $1795.15           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $32000.00          | $32553.90          | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL 144A 29     | 2029-05-15      | 3.8750%  | 0.0000% | $1512000.00        | $1478032.08        | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 45       | 2045-11-03      | 4.4500%  | 0.0000% | $475000.00         | $445254.97         | Corporate Debt Securities                         |
| SOLAR STAR FDG LLC             SR SEC GLBL 35      | 2035-06-30      | 5.3750%  | 0.0000% | $5171000.00        | $3690544.33        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $1252000.00        | $1273335.12        | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL 144A 30     | 2030-07-09      | 4.6990%  | 0.0000% | $1727000.00        | $1751672.59        | Corporate Debt Securities                         |
| PSEG POWER LLC                 SR REGS NT5.2%30    | 2030-05-15      | 5.2000%  | 0.0000% | $2700000.00        | $2817033.00        | Corporate Debt Securities                         |
| SNAM S.P.A.                    GLBL C 144A NT55    | 2055-05-28      | 6.5000%  | 0.0000% | $400000.00         | $424976.22         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 53     | 2053-09-08      | 6.3000%  | 0.0000% | $295000.00         | $299718.53         | Corporate Debt Securities                         |
| INDUSTRIAS PENOLES S.A.B.      SR GLBL 144A 49     | 2049-09-12      | 5.6500%  | 0.0000% | $3000000.00        | $2838899.17        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT5.2%45    | 2045-04-01      | 5.2000%  | 0.0000% | $47000.00          | $42090.28          | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL 144A 30     | 2030-07-09      | 4.6990%  | 0.0000% | $2393000.00        | $2427187.33        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $3069000.00        | $3129490.84        | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326       | 2026-10-13      | 1.5000%  | 0.0000% | $1225000.00        | $1196330.92        | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT2.7%30    | 2030-06-22      | 2.7000%  | 0.0000% | $854000.00         | $790987.61         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.389%042434     | 2034-04-24      | 5.3890%  | 0.0000% | $8000.00           | $8406.57           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $500000.00         | $502537.50         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT5.8%54    | 2054-11-15      | 5.8000%  | 0.0000% | $1168000.00        | $1160694.81        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR REGS NT5.9%33    | 2033-09-12      | 5.9000%  | 0.0000% | $487000.00         | $518990.76         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.95%042327      | 2027-04-23      | 3.9500%  | 0.0000% | $15000.00          | $15147.38          | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.2%060326       | 2026-06-03      | 1.2000%  | 0.0000% | $70000.00          | $68598.37          | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 32     | 2032-09-12      | 6.3750%  | 0.0000% | $920000.00         | $981155.08         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26       | 2026-03-01      | 3.0430%  | 0.0000% | $2346000.00        | $2367081.02        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.462%090629     | 2029-09-06      | 3.4620%  | 0.0000% | $22000.00          | $21693.03          | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 6.6%120133       | 2033-12-01      | 6.6000%  | 0.0000% | $81000.00          | $91218.42          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 29       | 2029-06-07      | 5.0810%  | 0.0000% | $1000.00           | $1039.46           | Corporate Debt Securities                         |
| CAIXABANK S A                  SNR NPF GLBL 29     | 2029-01-18      | 6.2080%  | 0.0000% | $992000.00         | $1040489.18        | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR GLBL 144A 27     | 2027-01-28      | 2.3750%  | 0.0000% | $4124000.00        | $4046366.27        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $1302000.00        | $1368799.83        | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $729000.00         | $712392.77         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.466%28      | 2028-07-06      | 4.4660%  | 0.0000% | $250000.00         | $252406.03         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.466%28      | 2028-07-06      | 4.4660%  | 0.0000% | $1008000.00        | $1017701.10        | Corporate Debt Securities                         |
| MASCO CORP                     SR GLBL NT1.5%28    | 2028-02-15      | 1.5000%  | 0.0000% | $2000.00           | $1872.89           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.23%011531      | 2031-01-15      | 5.2300%  | 0.0000% | $1696000.00        | $1762351.29        | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.3%020128       | 2028-02-01      | 5.3000%  | 0.0000% | $189000.00         | $194307.54         | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR NT 5.625%32      | 2032-08-16      | 5.6250%  | 0.0000% | $1180000.00        | $1220499.07        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.05%41       | 2041-06-01      | 6.0500%  | 0.0000% | $501000.00         | $509857.12         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 3.75%33     | 2033-02-14      | 3.7500%  | 0.0000% | $38000.00          | $37529.28          | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $2094000.00        | $2179656.23        | Corporate Debt Securities                         |
| FARM CR BK TEX                 CL B -3 6.2%        | 2500-12-31      | 6.2000%  | 0.0000% | $232000.00         | $231462.79         | Corporate Debt Securities                         |
| FARM CR BK TEX                 CL B -3 6.2%        | 2500-12-31      | 6.2000%  | 0.0000% | $5603000.00        | $5590025.94        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $564000.00         | $518604.11         | Corporate Debt Securities                         |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34    | 2034-06-15      | 5.5000%  | 0.0000% | $4641000.00        | $4830842.68        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 65       | 2065-09-15      | 6.2500%  | 0.0000% | $297000.00         | $294734.06         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT6.2%55    | 2055-09-15      | 6.2000%  | 0.0000% | $3945000.00        | $3942203.43        | Corporate Debt Securities                         |
| EASTMAN CHEM CO                GLBL NT 5.625%34    | 2034-02-20      | 5.6250%  | 0.0000% | $393000.00         | $402202.59         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $498000.00         | $469255.16         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 46       | 2046-08-11      | 5.8600%  | 0.0000% | $2070000.00        | $2080143.00        | Corporate Debt Securities                         |
| COLONIAL ENTERPRISES INC       SR 144A NT 35       | 2035-11-15      | 5.6270%  | 0.0000% | $1000000.00        | $1003579.36        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 40       | 2040-04-06      | 3.6250%  | 0.0000% | $664000.00         | $573549.46         | Corporate Debt Securities                         |
| CSAIL COML MTG TR 2018-CX12    A-4    20510817 FLT | 2051-08-17      | 4.2244%  | 0.0000% | $5845000.00        | $5824388.45        | Private Label Collateralized Mortgage Obligations |
| CANADIAN NATL RY CO            SR GLBL NT 50       | 2050-05-01      | 2.4500%  | 0.0000% | $1090000.00        | $654698.21         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%32    | 2032-07-15      | 4.9000%  | 0.0000% | $698000.00         | $712094.95         | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.6%32    | 2032-09-01      | 3.6000%  | 0.0000% | $3000.00           | $2805.03           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT2.2%29    | 2029-09-11      | 2.2000%  | 0.0000% | $18000.00          | $17047.74          | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $418000.00         | $419182.48         | Corporate Debt Securities                         |
| COMM MTG TR 2015-CCRE22        C      20480312 FLT | 2048-03-12      | 3.8852%  | 0.0000% | $2000000.00        | $1807831.66        | Private Label Collateralized Mortgage Obligations |
| COTERRA ENERGY INC             SR GLBL NT5.9%55    | 2055-02-15      | 5.9000%  | 0.0000% | $8188000.00        | $7722712.35        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.6%30    | 2030-07-15      | 4.6000%  | 0.0000% | $601000.00         | $610690.12         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $443000.00         | $444253.20         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 30       | 2030-11-15      | 4.1500%  | 0.0000% | $1869000.00        | $1874287.19        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 41     | 2041-02-15      | 3.5000%  | 0.0000% | $2080000.00        | $1667122.31        | Corporate Debt Securities                         |
| TIFFANY & CO NEW               SR GLBL NT4.9%44    | 2044-10-01      | 4.9000%  | 0.0000% | $507000.00         | $478032.27         | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27    | 2027-09-01      | 3.6000%  | 0.0000% | $3913000.00        | $3943990.96        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD2.5%31    | 2031-02-01      | 2.5000%  | 0.0000% | $692000.00         | $615294.88         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50    | 2050-06-01      | 5.5000%  | 0.0000% | $544000.00         | $505231.54         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50    | 2050-06-01      | 5.5000%  | 0.0000% | $683000.00         | $634325.63         | Corporate Debt Securities                         |
| AOA 2025-1301                  C      20420813 FLT | 2042-08-13      | 5.8294%  | 0.0000% | $825598.00         | $839437.46         | Private Label Collateralized Mortgage Obligations |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 28     | 2028-03-18      | 3.7500%  | 0.0000% | $3758000.00        | $3788292.61        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.8%30    | 2030-11-01      | 5.8000%  | 0.0000% | $1024000.00        | $1097411.70        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42    | 2042-12-15      | 4.0700%  | 0.0000% | $1000.00           | $853.47            | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.6984%  | 0.0000% | $800000.00         | $831145.90         | Private Label Collateralized Mortgage Obligations |
| PHILIP MORRIS INTL INC         SR GLBL NT 33       | 2033-02-15      | 5.3750%  | 0.0000% | $2000.00           | $2077.70           | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP SUB GLBL -Q    | 2079-12-31      | 5.1000%  | 0.0000% | $1000.00           | $1016.92           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DEB4.6%27    | 2027-09-01      | 4.6850%  | 0.0000% | $4000.00           | $4052.14           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 60       | 2060-09-01      | 2.4500%  | 0.0000% | $4000.00           | $2270.42           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $502000.00         | $507968.28         | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 3.404%042861     | 2061-04-28      | 3.4040%  | 0.0000% | $238000.00         | $160447.99         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-01-26      | 6.8750%  | 0.0000% | $1172000.00        | $1292319.96        | Corporate Debt Securities                         |
| ABPCI DIRECT 6.34792 30OCT36 144A F                | 2036-10-30      | 6.2100%  | 0.0000% | $2965090.00        | $2991926.93        | Asset-Backed Securities                           |
| AGCO CORP                      SR GLBL NT5.8%34    | 2034-03-21      | 5.8000%  | 0.0000% | $1587000.00        | $1677372.60        | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -O NT 34    | 2034-05-15      | 5.7000%  | 0.0000% | $2000.00           | $2097.35           | Corporate Debt Securities                         |
| AON PLC                        SR GLBL NT 25       | 2025-12-15      | 3.8750%  | 0.0000% | $2489000.00        | $2503524.01        | Corporate Debt Securities                         |
| ACM AUTO TRUST 2025-3          B      20320720 7.5 | 2032-07-20      | 6.0800%  | 0.0000% | $624000.00         | $624759.34         | Asset-Backed Securities                           |
| AGL CLO LTD 2020-6RR           A-1RR  20380420 FLT | 2038-04-20      | 5.6055%  | 0.0000% | $2972294.00        | $3001935.54        | Asset-Backed Securities                           |
| BX COMMERCIAL MTG TR 2025-BCAT D      20420815 FLT | 2042-08-15      | 7.0000%  | 0.0000% | $2500000.00        | $2510331.11        | Private Label Collateralized Mortgage Obligations |
| PETRONAS CAPITAL LTD           FR 3.404%042861     | 2061-04-28      | 3.4040%  | 0.0000% | $300000.00         | $202245.37         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-154       A-2    20330125 FLT | 2033-01-25      | 4.3500%  | 0.0000% | $75000.00          | $75267.02          | Agency Collateralized Mortgage Obligation         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $2804000.00        | $2857958.31        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $14145000.00       | $14417196.95       | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $254000.00         | $257469.26         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT3.2%31    | 2031-04-21      | 3.2000%  | 0.0000% | $825000.00         | $778261.92         | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 5%34        | 2034-03-14      | 5.0000%  | 0.0000% | $493000.00         | $518989.32         | Corporate Debt Securities                         |
| AMERICAN NATL GLOBAL FDG       FR 5.25%060330      | 2030-06-03      | 5.2500%  | 0.0000% | $3000.00           | $3098.71           | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $519000.00         | $373723.39         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35    | 2035-07-15      | 5.2000%  | 0.0000% | $922000.00         | $939742.35         | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR REGS NT 26       | 2026-07-12      | 1.6250%  | 0.0000% | $658000.00         | $643386.83         | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 29       | 2029-06-15      | 5.4500%  | 0.0000% | $35000.00          | $35790.75          | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          SR NT 5%45          | 2045-06-15      | 5.0000%  | 0.0000% | $628000.00         | $537905.72         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT4.6%28    | 2028-03-01      | 4.6000%  | 0.0000% | $251000.00         | $261422.64         | Corporate Debt Securities                         |
| EMD FINANCE LLC                SR 144A NT 5%35     | 2035-10-15      | 5.0000%  | 0.0000% | $1120000.00        | $1114964.98        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.819%091529     | 2029-09-15      | 5.8190%  | 0.0000% | $5000.00           | $5359.54           | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD3.1%41    | 2041-06-15      | 3.1000%  | 0.0000% | $356000.00         | $268239.67         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32    | 2032-11-29      | 6.7000%  | 0.0000% | $460000.00         | $515209.20         | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 29       | 2029-11-15      | 6.9500%  | 0.0000% | $99000.00          | $107081.15         | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $1592000.00        | $1049407.13        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 30       | 2030-10-15      | 4.2500%  | 0.0000% | $156000.00         | $158717.43         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -A NT 32    | 2032-08-15      | 4.3500%  | 0.0000% | $8000.00           | $7785.85           | Corporate Debt Securities                         |
| EPR PPTYS                      SR GLBL NT 29       | 2029-08-15      | 3.7500%  | 0.0000% | $100000.00         | $96146.83          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR NT 4.45%43       | 2043-02-15      | 4.4500%  | 0.0000% | $31000.00          | $27035.12          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 55       | 2055-03-15      | 5.9500%  | 0.0000% | $681000.00         | $660717.55         | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 55       | 2055-03-15      | 5.9500%  | 0.0000% | $2312000.00        | $2243140.93        | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $207000.00         | $149470.79         | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $4000.00           | $4032.59           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $22000.00          | $19453.63          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 56    | 2056-02-15      | 6.0000%  | 0.0000% | $1306000.00        | $1326404.07        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.202%042529     | 2029-04-25      | 5.2020%  | 0.0000% | $512000.00         | $534061.06         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31       | 2031-03-20      | 5.7410%  | 0.0000% | $1634000.00        | $1739664.38        | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 30       | 2030-03-15      | 6.2500%  | 0.0000% | $19000.00          | $20292.87          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -A 56    | 2056-02-15      | 6.0000%  | 0.0000% | $507000.00         | $514921.03         | Corporate Debt Securities                         |
| FIDELITY NATL FINL INC         SR GLBL NT3.4%30    | 2030-06-15      | 3.4000%  | 0.0000% | $589000.00         | $563224.71         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $1805000.00        | $1514206.48        | Corporate Debt Securities                         |
| FIDELITY NATL FINL INC         SR GLBL NT3.4%30    | 2030-06-15      | 3.4000%  | 0.0000% | $826000.00         | $789853.32         | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL NT 30       | 2030-01-15      | 4.5500%  | 0.0000% | $84000.00          | $85138.29          | Corporate Debt Securities                         |
| ROLLINS INC                    SR GLBL NT 35       | 2035-02-24      | 5.2500%  | 0.0000% | $14185000.00       | $14306695.48       | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $41000.00          | $47094.38          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 4%46     | 2046-05-10      | 4.0000%  | 0.0000% | $7000.00           | $5735.53           | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $2899000.00        | $2856408.86        | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR GLBL 144A 26     | 2026-03-05      | 0.9910%  | 0.0000% | $264000.00         | $260699.96         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-07-23      | 5.0490%  | 0.0000% | $19000.00          | $19561.05          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-22      | 4.9790%  | 0.0000% | $1670000.00        | $1702360.10        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT5.6%54    | 2054-02-21      | 5.6000%  | 0.0000% | $4957000.00        | $4562940.53        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $3600000.00        | $3784700.00        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 2.3%110331       | 2031-11-03      | 2.3000%  | 0.0000% | $25000.00          | $22450.28          | Corporate Debt Securities                         |
| MASS INST TECH MTN BE          GLBL -B BD5.6%11    | 2111-07-01      | 5.6000%  | 0.0000% | $7000.00           | $6975.66           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 47       | 2047-03-03      | 3.7500%  | 0.0000% | $368000.00         | $303314.19         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $600000.00         | $591322.00         | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $401000.00         | $395108.64         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.969%080230     | 2030-08-02      | 4.9690%  | 0.0000% | $20000.00          | $20515.53          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 3.3%26        | 2026-04-01      | 3.3000%  | 0.0000% | $587000.00         | $591711.65         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-08-23      | 4.4820%  | 0.0000% | $35000.00          | $35175.94          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35    | 2035-01-07      | 5.9000%  | 0.0000% | $2080000.00        | $2137433.42        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35    | 2035-01-07      | 5.9000%  | 0.0000% | $7520000.00        | $7727643.91        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 30       | 2030-05-22      | 2.3750%  | 0.0000% | $6000.00           | $5591.34           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $225000.00         | $218575.25         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37      | 2037-10-01      | 6.7500%  | 0.0000% | $12036000.00       | $13754500.08       | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 48     | 2048-02-15      | 4.0500%  | 0.0000% | $1131000.00        | $838687.40         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     GLBL NT 2.875%41    | 2041-11-26      | 2.8750%  | 0.0000% | $13000.00          | $9509.85           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $1100000.00        | $1136232.47        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 34       | 2034-08-12      | 5.1500%  | 0.0000% | $1096000.00        | $1104594.77        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.4%030328       | 2028-03-03      | 4.4000%  | 0.0000% | $46000.00          | $47504.25          | Corporate Debt Securities                         |
| CITIGROUP INC                  GLBL SB NT 33       | 2033-10-31      | 6.0000%  | 0.0000% | $1038000.00        | $1129710.76        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 26       | 2026-07-15      | 2.9500%  | 0.0000% | $6561000.00        | $6509860.65        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR NT 3.75%26       | 2026-11-30      | 3.7500%  | 0.0000% | $4500000.00        | $4532853.75        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $680000.00         | $435899.64         | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT6.2%30    | 2030-07-15      | 6.2000%  | 0.0000% | $96000.00          | $100187.63         | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $399000.00         | $472326.45         | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 26       | 2026-07-15      | 1.4500%  | 0.0000% | $689000.00         | $672644.67         | Corporate Debt Securities                         |
| CONSTELLATION SOFTWARE INC     SR 144A NT 34       | 2034-02-16      | 5.4610%  | 0.0000% | $1917000.00        | $1961919.20        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT5.6%54    | 2054-02-15      | 5.6000%  | 0.0000% | $430000.00         | $387321.54         | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR GLBL NT 5%49     | 2049-05-20      | 5.0000%  | 0.0000% | $2573000.00        | $2296582.61        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $2089000.00        | $2157713.01        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $12875000.00       | $12818421.53       | Corporate Debt Securities                         |
| FEDEX CORP                     SR NT 3.9%35        | 2035-02-01      | 3.9000%  | 0.0000% | $1399000.00        | $1267778.46        | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 35       | 2035-10-15      | 5.8750%  | 0.0000% | $228000.00         | $228484.97         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 48     | 2048-02-15      | 4.0500%  | 0.0000% | $100000.00         | $74154.50          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 34     | 2034-01-15      | 4.9000%  | 0.0000% | $645000.00         | $633279.63         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $2000.00           | $1886.57           | Corporate Debt Securities                         |
| BRIDGECREST LD AUTO SEC 2023-1 D      20290815 7.8 | 2029-08-15      | 7.8400%  | 0.0000% | $645000.00         | $683446.44         | Asset-Backed Securities                           |
| BP CAP MKTS AMER INC           GLBL NT 3%50        | 2050-02-24      | 3.0000%  | 0.0000% | $1000.00           | $645.31            | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 41       | 2041-02-08      | 2.3750%  | 0.0000% | $3105000.00        | $2194568.72        | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 1.65%011031      | 2031-01-10      | 1.6500%  | 0.0000% | $1208000.00        | $1057768.09        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $796000.00         | $866145.73         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT5.6%53    | 2053-07-31      | 5.6000%  | 0.0000% | $455000.00         | $448348.41         | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29      | 2029-04-19      | 5.5000%  | 0.0000% | $13000.00          | $13810.82          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 49       | 2049-01-23      | 3.8970%  | 0.0000% | $135000.00         | $107400.20         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $33000.00          | $24960.71          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 5.625%41      | 2041-09-01      | 5.6250%  | 0.0000% | $1000.00           | $1001.40           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 45       | 2045-06-01      | 5.5500%  | 0.0000% | $238000.00         | $229347.91         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 32     | 2032-04-15      | 4.1500%  | 0.0000% | $460000.00         | $453521.92         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $733000.00         | $899061.15         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $408000.00         | $500432.40         | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 26       | 2026-05-16      | 2.9540%  | 0.0000% | $6652000.00        | $6653208.81        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35    | 2035-03-15      | 5.8000%  | 0.0000% | $2584000.00        | $2743877.82        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT 46       | 2046-03-01      | 4.7500%  | 0.0000% | $2000.00           | $1854.79           | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $265000.00         | $310238.74         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32    | 2032-10-15      | 3.5000%  | 0.0000% | $1589000.00        | $1479720.94        | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $93000.00          | $70453.18          | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $18164000.00       | $19109582.53       | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 46       | 2046-02-23      | 4.6500%  | 0.0000% | $289000.00         | $266621.28         | Corporate Debt Securities                         |
| DELL INC                       6.5%38              | 2038-04-15      | 6.5000%  | 0.0000% | $115000.00         | $125996.81         | Corporate Debt Securities                         |
| RELIANCE INDS LTD              SR GLBL REGS 62     | 2062-01-12      | 3.7500%  | 0.0000% | $610000.00         | $433969.76         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR NT 50     | 2050-04-28      | 3.2500%  | 0.0000% | $3959000.00        | $2735445.76        | Corporate Debt Securities                         |
| KIMCO RLTY OP LLC              SR GLBL NT 35       | 2035-03-01      | 4.8500%  | 0.0000% | $1407000.00        | $1424827.47        | Corporate Debt Securities                         |

### Security 721: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 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: ARP1AKWO9, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1AKWO9
- **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:** 4.3400%
- **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? 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 CLZL1425   | 2041-06-01      | 5.0000%  | 0.0000% | $271200.00         | $23658.73          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4614   | 2045-05-01      | 3.5000%  | 0.0000% | $692200.00         | $74637.01          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65458 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1842300.00        | $147144.40         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2832   | 2039-11-01      | 5.0000%  | 0.0000% | $2061500.00        | $81954.08          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4078   | 2045-01-01      | 3.5000%  | 0.0000% | $600000.00         | $87202.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3826   | 2039-09-01      | 6.5000%  | 0.0000% | $333200.00         | $20153.20          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7159   | 2030-03-01      | 3.0000%  | 0.0000% | $989100.00         | $65894.77          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4688   | 2046-11-01      | 3.0000%  | 0.0000% | $520000.00         | $86481.13          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4707   | 2047-03-01      | 3.5000%  | 0.0000% | $404800.00         | $53447.11          | Agency Mortgage-Backed Securities         |
| GNMI SF AV4166 X       | 2046-08-15      | 4.5000%  | 0.0000% | $247600.00         | $55544.37          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $48999800.00       | $46164366.30       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $9886100.00        | $9699333.74        | U.S. Treasuries (including strips)        |
| FNAR XX.XXX WS829608   | 2035-08-01      | 6.7500%  | 0.0000% | $2906500.00        | $54420.44          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC T65222 G   | 2044-05-01      | 4.5000%  | 0.0000% | $1730600.00        | $71409.71          | Agency Mortgage-Backed Securities         |
| GNII SF MA4450 M       | 2047-05-20      | 3.0000%  | 0.0000% | $1321300.00        | $189530.59         | Agency Mortgage-Backed Securities         |
| GNII JM 004827 M       | 2040-10-20      | 4.0000%  | 0.0000% | $1400000.00        | $26039.56          | Agency Mortgage-Backed Securities         |
| GNMI SF 469549 X       | 2028-06-15      | 6.5000%  | 0.0000% | $976000.00         | $28141.66          | Agency Mortgage-Backed Securities         |
| GNII SF 647019 C       | 2035-09-20      | 5.5000%  | 0.0000% | $2907300.00        | $98191.64          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA2536   | 2036-02-01      | 4.0000%  | 0.0000% | $998400.00         | $156468.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0293   | 2030-01-01      | 4.5000%  | 0.0000% | $1015000.00        | $16633.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1664   | 2043-10-01      | 4.5000%  | 0.0000% | $1931300.00        | $274884.33         | Agency Mortgage-Backed Securities         |
| GNII SF MA5021 M       | 2048-02-20      | 4.5000%  | 0.0000% | $238400.00         | $20216.11          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CQMA1681   | 2043-10-01      | 5.0000%  | 0.0000% | $2988400.00        | $465369.87         | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M       | 2048-11-20      | 5.0000%  | 0.0000% | $13908800.00       | $856609.77         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4975   | 2047-12-01      | 3.5000%  | 0.0000% | $677600.00         | $137320.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLZT2401   | 2047-12-01      | 3.5000%  | 0.0000% | $8007300.00        | $6005432.86        | Agency Mortgage-Backed Securities         |
| GNMI SF 645669 X       | 2035-06-15      | 5.8600%  | 0.0000% | $1441400.00        | $51842.58          | Agency Mortgage-Backed Securities         |
| GNMI SF 761677 X       | 2041-05-15      | 3.7500%  | 0.0000% | $302300.00         | $41431.47          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $3628900.00        | $3958006.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | 0.0000% | $3784700.00        | $3843635.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $894900.00         | $1045472.47        | U.S. Treasuries (including strips)        |
| FEPC 02.500 CNZS8014   | 2028-01-01      | 2.5000%  | 0.0000% | $351000.00         | $16604.80          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSAL0356   | 2036-05-01      | 6.5350%  | 0.0000% | $1974900.00        | $85561.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA2076 M       | 2044-07-20      | 5.0000%  | 0.0000% | $689200.00         | $35309.88          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL256926   | 2037-09-01      | 6.5000%  | 0.0000% | $2335000.00        | $20038.39          | Agency Mortgage-Backed Securities         |
| GNII SF MA0138 M       | 2027-06-20      | 2.5000%  | 0.0000% | $2320800.00        | $45534.71          | Agency Mortgage-Backed Securities         |
| GNAR AT MA4798 M       | 2047-10-20      | 4.6250%  | 0.0000% | $2792100.00        | $203718.07         | Agency Mortgage-Backed Securities         |
| GNII JM MA4290 M       | 2032-03-20      | 3.0000%  | 0.0000% | $471700.00         | $33802.58          | Agency Mortgage-Backed Securities         |
| GNII SF MA2679 M       | 2045-03-20      | 4.0000%  | 0.0000% | $382300.00         | $38096.83          | Agency Mortgage-Backed Securities         |
| GNII SF MA3032 M       | 2045-06-20      | 2.5000%  | 0.0000% | $1061300.00        | $200149.92         | Agency Mortgage-Backed Securities         |
| GNII JM MA9291 M       | 2053-09-20      | 5.0000%  | 0.0000% | $743400.00         | $479394.40         | Agency Mortgage-Backed Securities         |
| GNII SF 005176 M       | 2041-09-20      | 5.0000%  | 0.0000% | $609400.00         | $26106.85          | Agency Mortgage-Backed Securities         |
| GNII JM MA4712 M       | 2047-09-20      | 4.5000%  | 0.0000% | $1430200.00        | $28944.12          | Agency Mortgage-Backed Securities         |
| GNMI SF 755166 X       | 2040-10-15      | 4.7000%  | 0.0000% | $1377300.00        | $90500.11          | Agency Mortgage-Backed Securities         |
| GNII JM MA6534 M       | 2050-03-20      | 4.5000%  | 0.0000% | $1317100.00        | $179636.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA0462 M       | 2042-10-20      | 3.5000%  | 0.0000% | $2197000.00        | $192128.40         | Agency Mortgage-Backed Securities         |
| GNII SF MA3662 M       | 2046-05-20      | 3.0000%  | 0.0000% | $2429690.00        | $273772.97         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6251   | 2043-09-01      | 6.7380%  | 0.0000% | $1620900.00        | $304456.15         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP8732   | 2042-10-01      | 3.5000%  | 0.0000% | $1225000.00        | $243238.64         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3051   | 2047-11-01      | 4.5000%  | 0.0000% | $338500.00         | $65818.85          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT0718   | 2033-10-01      | 4.0000%  | 0.0000% | $1853000.00        | $168518.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4416   | 2040-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $73650.74          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8225   | 2052-07-01      | 3.0000%  | 0.0000% | $31219800.00       | $23053246.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2198   | 2053-01-01      | 6.0000%  | 0.0000% | $57800.00          | $42518.06          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $844300.00         | $840273.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $47298600.00       | $47667771.72       | U.S. Treasuries (including strips)        |
| 02.000 FGPC G15336 G   | 2029-01-01      | 2.0000%  | 0.0000% | $2050000.00        | $146825.70         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $33538700.00       | $33015560.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $6247000.00        | $6554303.68        | U.S. Treasuries (including strips)        |
| GNII JM MA1282 M       | 2043-08-20      | 5.0000%  | 0.0000% | $1068500.00        | $88000.36          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL4817   | 2038-04-01      | 6.5650%  | 0.0000% | $1537700.00        | $128007.31         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM5820   | 2043-03-01      | 6.5770%  | 0.0000% | $772700.00         | $115102.76         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $37212200.00       | $39184549.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $8563000.00        | $8350045.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $458300.00         | $466225.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $32708700.00       | $33190733.80       | U.S. Treasuries (including strips)        |
| GNII SF 004696 M       | 2040-05-20      | 4.5000%  | 0.0000% | $575100.00         | $20457.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA4177 M       | 2032-07-20      | 6.5000%  | 0.0000% | $224500.00         | $41048.69          | Agency Mortgage-Backed Securities         |
| GNII SF BK1661 C       | 2048-12-20      | 5.5000%  | 0.0000% | $1080800.00        | $84106.83          | Agency Mortgage-Backed Securities         |
| GNII SF BE6807 C       | 2048-02-20      | 3.5000%  | 0.0000% | $1131500.00        | $222438.12         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2777   | 2052-05-01      | 3.0000%  | 0.0000% | $755500.00         | $501009.08         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $14018100.00       | $10800529.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-31      | 4.3024%  | 0.0000% | $10000000.00       | $10026885.74       | U.S. Treasuries (including strips)        |
| GNMI SF 755380 X       | 2040-11-15      | 4.4900%  | 0.0000% | $1187600.00        | $52253.07          | Agency Mortgage-Backed Securities         |
| GNII FS 004105 M       | 2038-02-20      | 7.0000%  | 0.0000% | $407500.00         | $58557.28          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $20900.00          | $20685.86          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $195000.00         | $177923.59         | U.S. Treasuries (including strips)        |
| GNMI SF 638863 X       | 2034-11-15      | 5.8600%  | 0.0000% | $637900.00         | $60434.64          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $52555600.00       | $55116628.91       | U.S. Treasuries (including strips)        |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $537465.00         | $40093.12          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PQU7823   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $741.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL890604   | 2044-10-01      | 4.5000%  | 0.0000% | $1353700.00        | $174514.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA0155 M       | 2042-06-20      | 4.0000%  | 0.0000% | $1467700.00        | $84698.42          | Agency Mortgage-Backed Securities         |
| GNRM 2016-150 KY       | 2046-11-20      | 3.0000%  | 0.0000% | $694173.00         | $599935.78         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $5705100.00        | $3979297.27        | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLZM1278   | 2046-06-01      | 3.5000%  | 0.0000% | $784800.00         | $133702.32         | Agency Mortgage-Backed Securities         |
| GNRM 2020-005 CA       | 2049-12-20      | 3.5000%  | 0.0000% | $12980603.00       | $937535.54         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $6987600.00        | $7135299.80        | U.S. Treasuries (including strips)        |
| GNMI SF 472000 X       | 2028-08-15      | 7.0000%  | 0.0000% | $2020000.00        | $50603.58          | Agency Mortgage-Backed Securities         |
| GNMI SF 471991 X       | 2028-08-15      | 7.0000%  | 0.0000% | $2011900.00        | $16921.90          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL0458   | 2051-10-01      | 2.0000%  | 0.0000% | $18425100.00       | $14212617.31       | Agency Mortgage-Backed Securities         |
| GNMI SF 487710 X       | 2039-03-15      | 4.5000%  | 0.0000% | $655500.00         | $10155.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2883   | 2034-01-01      | 4.0000%  | 0.0000% | $2820100.00        | $410242.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA1840 M       | 2044-04-20      | 4.5000%  | 0.0000% | $213600.00         | $15643.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA6153 M       | 2049-08-20      | 3.0000%  | 0.0000% | $423999.00         | $60983.79          | Agency Mortgage-Backed Securities         |
| GNMI SF 768595 X       | 2041-06-15      | 3.7500%  | 0.0000% | $345500.00         | $35225.10          | Agency Mortgage-Backed Securities         |
| GNII SF MA0299 M       | 2027-08-20      | 2.5000%  | 0.0000% | $600000.00         | $12018.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA2226 M       | 2044-09-20      | 5.0000%  | 0.0000% | $215700.00         | $12455.31          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $40600.00          | $49888.42          | U.S. Treasuries (including strips)        |
| FNAR XX.XXX LB813844   | 2035-01-01      | 6.1950%  | 0.0000% | $1600000.00        | $16808.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB4416   | 2054-07-01      | 6.5000%  | 0.0000% | $458100.00         | $358265.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2662   | 2047-02-01      | 3.5000%  | 0.0000% | $396300.00         | $42518.87          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8589   | 2048-10-01      | 4.5000%  | 0.0000% | $423400.00         | $80878.30          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN5874   | 2049-05-01      | 4.0000%  | 0.0000% | $1366700.00        | $338333.31         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U93079 G   | 2045-11-01      | 3.5000%  | 0.0000% | $1034900.00        | $67469.82          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB995269   | 2035-07-01      | 6.1630%  | 0.0000% | $1782800.00        | $37328.33          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $8309900.00        | $8434979.35        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $28290400.00       | $29030613.08       | U.S. Treasuries (including strips)        |
| FEPC 03.000 CIZK7243   | 2030-04-01      | 3.0000%  | 0.0000% | $2902200.00        | $339142.01         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0497   | 2045-11-01      | 3.5000%  | 0.0000% | $851000.00         | $95648.33          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2704   | 2042-02-01      | 4.0000%  | 0.0000% | $1000000.00        | $87616.92          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5815   | 2031-12-01      | 7.0000%  | 0.0000% | $1660000.00        | $29941.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK7272   | 2030-05-01      | 3.0000%  | 0.0000% | $1599900.00        | $139581.45         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM1933   | 2046-10-01      | 3.0000%  | 0.0000% | $444300.00         | $80563.84          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2523   | 2047-01-01      | 3.0000%  | 0.0000% | $2250000.00        | $316938.27         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV8846   | 2044-10-01      | 4.0000%  | 0.0000% | $2423400.00        | $490918.20         | Agency Mortgage-Backed Securities         |

### Security 722: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 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: ARP1AKWP6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AKWP6
- **C.18 - Value (incl. sponsor support):** $1630000000.00
- **C.18.a - Value (excl. sponsor support):** $1630000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 004637 M | 2040-02-20      | 5.0000%  | 0.0000% | $75000.00          | $2656.81           | Agency Mortgage-Backed Securities |
| GNII SF 737986 C | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $3927.14           | Agency Mortgage-Backed Securities |
| GNII SF 004597 M | 2039-12-20      | 4.0000%  | 0.0000% | $187000.00         | $9635.52           | Agency Mortgage-Backed Securities |
| GNII SF CZ3716 C | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $646863.99         | Agency Mortgage-Backed Securities |
| GNII SF 002824 M | 2029-10-20      | 7.0000%  | 0.0000% | $27855582.00       | $20863.86          | Agency Mortgage-Backed Securities |
| GNII SF DL0278 C | 2055-06-20      | 6.0000%  | 0.0000% | $1064754.00        | $1098501.02        | Agency Mortgage-Backed Securities |
| GNII SF DL4166 C | 2055-07-20      | 6.0000%  | 0.0000% | $6550197.00        | $6769230.25        | Agency Mortgage-Backed Securities |
| GNII SF CT9747 C | 2053-04-20      | 6.5000%  | 0.0000% | $1260320.00        | $639233.84         | Agency Mortgage-Backed Securities |
| GNII SF CS2198 C | 2053-04-20      | 6.5000%  | 0.0000% | $1333566.00        | $1237227.79        | Agency Mortgage-Backed Securities |
| GNII SF CS7461 C | 2053-02-20      | 5.0000%  | 0.0000% | $9939428.00        | $8220589.78        | Agency Mortgage-Backed Securities |
| GNII SF DJ3093 C | 2055-08-20      | 5.0000%  | 0.0000% | $6089267.00        | $6064068.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ3109 C | 2055-08-20      | 6.5000%  | 0.0000% | $5988268.00        | $6254192.35        | Agency Mortgage-Backed Securities |
| GNII SF AK8796 C | 2045-12-20      | 3.7500%  | 0.0000% | $1000000.00        | $515597.26         | Agency Mortgage-Backed Securities |
| GNII SF CY9089 C | 2054-03-20      | 6.0000%  | 0.0000% | $7622375.00        | $6873933.24        | Agency Mortgage-Backed Securities |
| GNII SF DH3478 C | 2055-03-20      | 7.0000%  | 0.0000% | $4242618.00        | $4423686.85        | Agency Mortgage-Backed Securities |
| GNII SF BB8651 C | 2047-08-20      | 3.5000%  | 0.0000% | $432226.00         | $128357.80         | Agency Mortgage-Backed Securities |
| GNII SF BE0034 C | 2047-12-20      | 3.5000%  | 0.0000% | $287183.00         | $117800.82         | Agency Mortgage-Backed Securities |
| GNII SF DJ9908 C | 2055-07-20      | 7.0000%  | 0.0000% | $2524933.00        | $2679516.39        | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M | 2043-07-20      | 3.0000%  | 0.0000% | $1014036.00        | $117974.16         | Agency Mortgage-Backed Securities |
| GNII SF MA0321 M | 2042-08-20      | 5.0000%  | 0.0000% | $250000.00         | $8897.96           | Agency Mortgage-Backed Securities |
| GNII SF MA5986 M | 2049-06-20      | 4.0000%  | 0.0000% | $35879428.00       | $3112233.06        | Agency Mortgage-Backed Securities |
| GNII SF MA2521 M | 2045-01-20      | 3.5000%  | 0.0000% | $628000.00         | $44252.70          | Agency Mortgage-Backed Securities |
| GNII SF MA8802 M | 2053-04-20      | 6.0000%  | 0.0000% | $1000.00           | $632.48            | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M | 2054-08-20      | 6.0000%  | 0.0000% | $3786272.00        | $3190788.91        | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M | 2054-06-20      | 4.0000%  | 0.0000% | $2646514.00        | $2377169.54        | Agency Mortgage-Backed Securities |
| GNII SF 004712 M | 2040-06-20      | 4.0000%  | 0.0000% | $25000.00          | $1244.53           | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M | 2052-07-20      | 5.0000%  | 0.0000% | $61699535.00       | $60762040.78       | Agency Mortgage-Backed Securities |
| GNII SF 003545 M | 2034-04-20      | 6.0000%  | 0.0000% | $1050000.00        | $12499.87          | Agency Mortgage-Backed Securities |
| GNII SF DE6772 C | 2054-11-20      | 6.0000%  | 0.0000% | $4452652.00        | $4144921.34        | Agency Mortgage-Backed Securities |
| GNII SF DE6846 C | 2054-10-20      | 6.0000%  | 0.0000% | $6602596.00        | $5920021.45        | Agency Mortgage-Backed Securities |
| GNII SF CT6549 C | 2054-01-20      | 7.5000%  | 0.0000% | $23096824.00       | $21204285.82       | Agency Mortgage-Backed Securities |
| GNII SF DF8627 C | 2055-01-20      | 5.5000%  | 0.0000% | $15145572.00       | $15001595.88       | Agency Mortgage-Backed Securities |
| GNII SF MA0782 M | 2043-02-20      | 3.0000%  | 0.0000% | $82645732.00       | $9181866.06        | Agency Mortgage-Backed Securities |
| GNII SF BE6527 C | 2048-02-20      | 3.5000%  | 0.0000% | $322220.00         | $65413.44          | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M | 2045-09-20      | 4.0000%  | 0.0000% | $223961820.00      | $16077061.08       | Agency Mortgage-Backed Securities |
| GNII SF MA5877 M | 2049-04-20      | 4.5000%  | 0.0000% | $1990000.00        | $172503.44         | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M | 2045-06-20      | 3.0000%  | 0.0000% | $163703714.00      | $16153485.71       | Agency Mortgage-Backed Securities |
| GNII SF CJ9135 C | 2051-12-20      | 2.5000%  | 0.0000% | $3166352.00        | $1820132.38        | Agency Mortgage-Backed Securities |
| GNII SF CM4454 C | 2052-04-20      | 2.5000%  | 0.0000% | $4747228.00        | $2032663.52        | Agency Mortgage-Backed Securities |
| GNII SF DA2082 C | 2054-03-20      | 6.5000%  | 0.0000% | $1879033.00        | $1563424.93        | Agency Mortgage-Backed Securities |
| GNII SF DG1681 C | 2055-02-20      | 5.5000%  | 0.0000% | $1534940.00        | $1552764.54        | Agency Mortgage-Backed Securities |
| GNII SF DH3087 C | 2055-02-20      | 5.5000%  | 0.0000% | $1205491.00        | $1226133.63        | Agency Mortgage-Backed Securities |
| GNII SF DH3851 C | 2055-01-20      | 6.5000%  | 0.0000% | $1128487.00        | $1174011.13        | Agency Mortgage-Backed Securities |
| GNII SF DH3608 C | 2055-04-20      | 6.0000%  | 0.0000% | $1329872.00        | $1371379.25        | Agency Mortgage-Backed Securities |
| GNII SF MA8488 M | 2052-12-20      | 4.0000%  | 0.0000% | $4914468.00        | $3906554.18        | Agency Mortgage-Backed Securities |
| GNII SF BD1738 C | 2048-02-20      | 3.5000%  | 0.0000% | $1259747.00        | $602097.98         | Agency Mortgage-Backed Securities |
| GNII SF DC1027 C | 2054-06-20      | 5.5000%  | 0.0000% | $1992282.00        | $1895471.97        | Agency Mortgage-Backed Securities |
| GNII SF DE3753 C | 2054-09-20      | 7.0000%  | 0.0000% | $1135058.00        | $1180107.96        | Agency Mortgage-Backed Securities |
| GNII SF CZ3712 C | 2054-01-20      | 7.5000%  | 0.0000% | $1034461.00        | $1085648.56        | Agency Mortgage-Backed Securities |
| GNII SF MA6063 M | 2029-08-20      | 2.5000%  | 0.0000% | $215000.00         | $31481.00          | Agency Mortgage-Backed Securities |
| GNII SF MA6337 M | 2049-12-20      | 2.5000%  | 0.0000% | $1200000.00        | $225748.68         | Agency Mortgage-Backed Securities |
| GNII SF 004498 M | 2039-07-20      | 6.0000%  | 0.0000% | $420000.00         | $13271.23          | Agency Mortgage-Backed Securities |
| GNII SF 003001 M | 2030-11-20      | 8.5000%  | 0.0000% | $3467287.00        | $1648.07           | Agency Mortgage-Backed Securities |
| GNII SF 003774 M | 2035-10-20      | 5.5000%  | 0.0000% | $7564195.00        | $138004.43         | Agency Mortgage-Backed Securities |
| GNII SF BC4815 C | 2047-08-20      | 3.5000%  | 0.0000% | $2667646.00        | $532214.22         | Agency Mortgage-Backed Securities |
| GNII SF MA7165 M | 2036-06-20      | 2.5000%  | 0.0000% | $1695000.00        | $694882.39         | Agency Mortgage-Backed Securities |
| GNII SF MA7319 M | 2051-04-20      | 6.0000%  | 0.0000% | $40000.00          | $14324.33          | Agency Mortgage-Backed Securities |
| GNII SF MA8568 M | 2052-06-20      | 4.5000%  | 0.0000% | $1091908.00        | $879214.78         | Agency Mortgage-Backed Securities |
| GNII SF MA5816 M | 2049-03-20      | 3.5000%  | 0.0000% | $218181.00         | $19862.74          | Agency Mortgage-Backed Securities |
| GNII SF CZ3944 C | 2054-02-20      | 6.0000%  | 0.0000% | $8985682.00        | $6741823.25        | Agency Mortgage-Backed Securities |
| GNII SF DJ9473 C | 2055-04-20      | 7.0000%  | 0.0000% | $826907.00         | $877246.66         | Agency Mortgage-Backed Securities |
| GNII SF DJ9865 C | 2055-07-20      | 7.0000%  | 0.0000% | $23603673.00       | $25314666.15       | Agency Mortgage-Backed Securities |
| GNII SF CD7215 C | 2051-05-20      | 2.5000%  | 0.0000% | $5100000.00        | $2816561.36        | Agency Mortgage-Backed Securities |
| GNII SF BF9487 C | 2048-04-20      | 4.0000%  | 0.0000% | $3563319.00        | $829834.78         | Agency Mortgage-Backed Securities |
| GNII SF DK5645 C | 2055-06-20      | 5.5000%  | 0.0000% | $1808397.00        | $1828534.05        | Agency Mortgage-Backed Securities |
| GNII SF DI6508 C | 2055-05-20      | 5.5000%  | 0.0000% | $6865907.00        | $6878969.09        | Agency Mortgage-Backed Securities |
| GNII SF DI7741 C | 2055-03-20      | 5.5000%  | 0.0000% | $1050013.00        | $1067379.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ0714 C | 2055-05-20      | 7.0000%  | 0.0000% | $1365021.00        | $1425912.17        | Agency Mortgage-Backed Securities |
| GNII SF DH8907 C | 2055-01-20      | 7.5000%  | 0.0000% | $1801859.00        | $1924602.24        | Agency Mortgage-Backed Securities |
| GNII SF DH3465 C | 2055-02-20      | 7.0000%  | 0.0000% | $1911863.00        | $1804419.74        | Agency Mortgage-Backed Securities |
| GNII SF BB3534 C | 2047-08-20      | 3.5000%  | 0.0000% | $589736.00         | $204375.23         | Agency Mortgage-Backed Securities |
| GNII SF MA9727 M | 2054-06-20      | 6.5000%  | 0.0000% | $390634973.00      | $249999999.78      | Agency Mortgage-Backed Securities |
| GNII SF 003415 M | 2033-07-20      | 5.5000%  | 0.0000% | $593906.00         | $6228.14           | Agency Mortgage-Backed Securities |
| GNII SF 004946 M | 2041-02-20      | 4.5000%  | 0.0000% | $563333.00         | $22919.13          | Agency Mortgage-Backed Securities |
| GNII SF 005017 M | 2041-04-20      | 4.5000%  | 0.0000% | $111289.00         | $3835.85           | Agency Mortgage-Backed Securities |
| GNII SF 004269 M | 2038-10-20      | 6.5000%  | 0.0000% | $50000.00          | $582.97            | Agency Mortgage-Backed Securities |
| GNII SF DC1965 C | 2054-06-20      | 6.5000%  | 0.0000% | $1284592.00        | $489989.89         | Agency Mortgage-Backed Securities |
| GNII SF DD5076 C | 2054-09-20      | 6.5000%  | 0.0000% | $1015642.00        | $1011190.01        | Agency Mortgage-Backed Securities |
| GNII SF MA4782 M | 2047-10-20      | 5.5000%  | 0.0000% | $4389019.00        | $475719.65         | Agency Mortgage-Backed Securities |
| GNII SF 754367 C | 2041-07-20      | 4.5000%  | 0.0000% | $964993.00         | $6930.25           | Agency Mortgage-Backed Securities |
| GNII SF 004496 M | 2039-07-20      | 5.0000%  | 0.0000% | $914000.00         | $26738.73          | Agency Mortgage-Backed Securities |
| GNII SF 003850 M | 2036-05-20      | 5.0000%  | 0.0000% | $400000.00         | $5442.57           | Agency Mortgage-Backed Securities |
| GNII SF 005082 M | 2041-06-20      | 4.5000%  | 0.0000% | $685724.00         | $28405.12          | Agency Mortgage-Backed Securities |
| GNII SF 003678 M | 2035-02-20      | 5.5000%  | 0.0000% | $361000.00         | $6218.31           | Agency Mortgage-Backed Securities |
| GNII SF MB0281 M | 2040-04-20      | 4.5000%  | 0.0000% | $1307829.00        | $1280580.72        | Agency Mortgage-Backed Securities |
| GNII SF 004447 M | 2039-05-20      | 5.0000%  | 0.0000% | $5000000.00        | $122814.48         | Agency Mortgage-Backed Securities |
| GNII SF 003637 M | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $2053.17           | Agency Mortgage-Backed Securities |
| GNII SF DE0243 C | 2054-10-20      | 6.5000%  | 0.0000% | $1308847.00        | $964390.42         | Agency Mortgage-Backed Securities |
| GNII SF DE7488 C | 2054-09-20      | 4.0000%  | 0.0000% | $1185950.00        | $1099973.15        | Agency Mortgage-Backed Securities |
| GNII SF CY9135 C | 2054-04-20      | 6.0000%  | 0.0000% | $5057457.00        | $4491544.81        | Agency Mortgage-Backed Securities |
| GNII SF DB0492 C | 2054-05-20      | 6.0000%  | 0.0000% | $1017907.00        | $823214.27         | Agency Mortgage-Backed Securities |
| GNII SF DE2627 C | 2054-10-20      | 5.5000%  | 0.0000% | $2115899.00        | $2122445.27        | Agency Mortgage-Backed Securities |
| GNII SF DA7284 C | 2054-06-20      | 6.0000%  | 0.0000% | $6097383.00        | $5995853.75        | Agency Mortgage-Backed Securities |
| GNII SF DA8687 C | 2054-04-20      | 6.0000%  | 0.0000% | $1920570.00        | $1950908.30        | Agency Mortgage-Backed Securities |
| GNII SF DL4093 C | 2055-08-20      | 6.0000%  | 0.0000% | $18403011.00       | $18952353.15       | Agency Mortgage-Backed Securities |
| GNII SF DC2908 C | 2054-05-20      | 6.5000%  | 0.0000% | $2081343.00        | $2144314.19        | Agency Mortgage-Backed Securities |
| GNII SF 004884 M | 2040-12-20      | 5.0000%  | 0.0000% | $100040000.00      | $4720764.65        | Agency Mortgage-Backed Securities |
| GNII SF CM1844 C | 2052-04-20      | 4.0000%  | 0.0000% | $1050672.00        | $825434.26         | Agency Mortgage-Backed Securities |
| GNII SF MA6933 M | 2050-10-20      | 3.5000%  | 0.0000% | $2410000.00        | $766792.48         | Agency Mortgage-Backed Securities |
| GNII SF DL4087 C | 2055-08-20      | 6.5000%  | 0.0000% | $2937572.00        | $3058478.22        | Agency Mortgage-Backed Securities |
| GNII SF MA6869 M | 2050-09-20      | 4.5000%  | 0.0000% | $5200000.00        | $1254872.43        | Agency Mortgage-Backed Securities |
| GNII SF DL4169 C | 2055-07-20      | 6.0000%  | 0.0000% | $2145783.00        | $2219142.81        | Agency Mortgage-Backed Securities |
| GNII SF DL2052 C | 2055-07-20      | 6.0000%  | 0.0000% | $2965005.00        | $3093402.53        | Agency Mortgage-Backed Securities |
| GNII SF DL2017 C | 2055-06-20      | 7.5000%  | 0.0000% | $401198.00         | $420823.84         | Agency Mortgage-Backed Securities |
| GNII SF BB0593 C | 2047-07-20      | 3.5000%  | 0.0000% | $1129100.00        | $85792.52          | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M | 2053-09-20      | 6.0000%  | 0.0000% | $66888.00          | $46401.66          | Agency Mortgage-Backed Securities |
| GNII SF BA0861 C | 2047-06-20      | 3.5000%  | 0.0000% | $2001774.00        | $267807.70         | Agency Mortgage-Backed Securities |
| GNII SF BC8223 C | 2047-11-20      | 3.5000%  | 0.0000% | $2027726.00        | $538679.78         | Agency Mortgage-Backed Securities |
| GNII SF MA6664 M | 2039-01-20      | 7.0000%  | 0.0000% | $234644.00         | $51876.31          | Agency Mortgage-Backed Securities |
| GNII SF MA5710 M | 2049-01-20      | 4.0000%  | 0.0000% | $4346273.00        | $350674.74         | Agency Mortgage-Backed Securities |
| GNII SF MA5438 M | 2033-08-20      | 4.5000%  | 0.0000% | $1081155.00        | $54924.11          | Agency Mortgage-Backed Securities |
| GNII SF 002988 M | 2030-10-20      | 8.0000%  | 0.0000% | $2948504.00        | $1590.93           | Agency Mortgage-Backed Securities |
| GNII SF MA4003 M | 2046-10-20      | 3.0000%  | 0.0000% | $94578500.00       | $12380726.90       | Agency Mortgage-Backed Securities |
| GNII SF 004396 M | 2039-03-20      | 4.0000%  | 0.0000% | $64333.00          | $2704.78           | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M | 2042-12-20      | 3.5000%  | 0.0000% | $1244000.00        | $121553.93         | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M | 2042-12-20      | 3.5000%  | 0.0000% | $250000.00         | $23580.17          | Agency Mortgage-Backed Securities |
| GNII SF 003830 M | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $655.16            | Agency Mortgage-Backed Securities |
| GNII SF DI9579 C | 2055-05-20      | 5.5000%  | 0.0000% | $1364292.00        | $1389855.31        | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M | 2040-05-20      | 6.0000%  | 0.0000% | $6443176.00        | $6372844.32        | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M | 2051-09-20      | 2.5000%  | 0.0000% | $285887750.00      | $170165357.31      | Agency Mortgage-Backed Securities |
| GNII SF BL9351 C | 2049-07-20      | 5.0000%  | 0.0000% | $155278.00         | $44614.34          | Agency Mortgage-Backed Securities |
| GNII SF DB0075 C | 2054-04-20      | 6.0000%  | 0.0000% | $3583109.00        | $2803035.33        | Agency Mortgage-Backed Securities |
| GNII SF BZ3876 C | 2050-11-20      | 2.5000%  | 0.0000% | $6322470.00        | $2772361.53        | Agency Mortgage-Backed Securities |
| GNII SF CY2882 C | 2054-04-20      | 6.5000%  | 0.0000% | $503159.00         | $446029.80         | Agency Mortgage-Backed Securities |
| GNII SF CZ1336 C | 2054-05-20      | 6.0000%  | 0.0000% | $1078476.00        | $1104051.80        | Agency Mortgage-Backed Securities |
| GNII SF CZ2849 C | 2054-01-20      | 7.5000%  | 0.0000% | $1711513.00        | $1002347.10        | Agency Mortgage-Backed Securities |
| GNII SF MA9605 M | 2054-04-20      | 5.5000%  | 0.0000% | $25000.00          | $22441.51          | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M | 2051-04-20      | 2.5000%  | 0.0000% | $7000.00           | $3580.68           | Agency Mortgage-Backed Securities |
| GNII SF DJ9480 C | 2055-07-20      | 6.5000%  | 0.0000% | $3802144.00        | $3997089.64        | Agency Mortgage-Backed Securities |
| GNII SF DL7961 C | 2055-08-20      | 5.5000%  | 0.0000% | $1028794.00        | $1054015.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ9784 C | 2055-06-20      | 6.5000%  | 0.0000% | $1755798.00        | $1854595.79        | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M | 2055-05-20      | 5.0000%  | 0.0000% | $74647987.00       | $73838300.47       | Agency Mortgage-Backed Securities |
| GNII SF 005331 M | 2042-03-20      | 3.5000%  | 0.0000% | $1306995.00        | $90698.22          | Agency Mortgage-Backed Securities |
| GNII SF DL4134 C | 2055-08-20      | 6.0000%  | 0.0000% | $4018656.00        | $4157483.15        | Agency Mortgage-Backed Securities |
| GNII SF 004220 M | 2038-08-20      | 5.0000%  | 0.0000% | $80000.00          | $1229.12           | Agency Mortgage-Backed Securities |
| GNII SF 004292 M | 2038-11-20      | 6.5000%  | 0.0000% | $250000.00         | $3619.52           | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M | 2055-01-20      | 5.0000%  | 0.0000% | $3649206.00        | $3559267.79        | Agency Mortgage-Backed Securities |
| GNII SF DE0349 C | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1365787.89        | Agency Mortgage-Backed Securities |
| GNII SF DC2996 C | 2054-06-20      | 6.0000%  | 0.0000% | $3456172.00        | $3512431.24        | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M | 2040-02-20      | 4.5000%  | 0.0000% | $1279674.00        | $1227065.07        | Agency Mortgage-Backed Securities |
| GNII SF 004697 M | 2040-05-20      | 5.0000%  | 0.0000% | $103002143.00      | $3617423.34        | Agency Mortgage-Backed Securities |
| GNII SF 004223 M | 2038-08-20      | 6.5000%  | 0.0000% | $515000.00         | $7037.08           | Agency Mortgage-Backed Securities |
| GNII SF MB0207 M | 2055-02-20      | 6.5000%  | 0.0000% | $8886529.00        | $8969596.56        | Agency Mortgage-Backed Securities |
| GNII SF 004636 M | 2040-02-20      | 4.5000%  | 0.0000% | $285000.00         | $11100.54          | Agency Mortgage-Backed Securities |
| GNII SF 003624 M | 2034-10-20      | 5.5000%  | 0.0000% | $103000.00         | $1403.75           | Agency Mortgage-Backed Securities |
| GNII SF CZ3604 C | 2053-12-20      | 7.5000%  | 0.0000% | $1881624.00        | $488283.41         | Agency Mortgage-Backed Securities |
| GNII SF DF5616 C | 2054-12-20      | 5.5000%  | 0.0000% | $1847167.00        | $1855847.78        | Agency Mortgage-Backed Securities |
| GNII SF DE0666 C | 2054-09-20      | 6.5000%  | 0.0000% | $13124708.00       | $13310015.65       | Agency Mortgage-Backed Securities |
| GNII SF CZ3601 C | 2053-12-20      | 7.5000%  | 0.0000% | $1409415.00        | $682316.79         | Agency Mortgage-Backed Securities |
| GNII SF CZ1878 C | 2054-01-20      | 6.5000%  | 0.0000% | $2073961.00        | $799327.99         | Agency Mortgage-Backed Securities |
| GNII SF DE4471 C | 2054-10-20      | 7.0000%  | 0.0000% | $1551087.00        | $1620148.85        | Agency Mortgage-Backed Securities |
| GNII SF DE6791 C | 2054-11-20      | 6.5000%  | 0.0000% | $3010503.00        | $2718980.70        | Agency Mortgage-Backed Securities |
| GNII SF DG4819 C | 2055-03-20      | 6.5000%  | 0.0000% | $3305163.00        | $3249181.09        | Agency Mortgage-Backed Securities |
| GNII SF 005139 M | 2041-08-20      | 4.0000%  | 0.0000% | $1974314.00        | $96318.32          | Agency Mortgage-Backed Securities |
| GNII SF MA5167 M | 2033-05-20      | 4.0000%  | 0.0000% | $113898.00         | $8855.53           | Agency Mortgage-Backed Securities |
| GNII SF 004882 M | 2040-12-20      | 4.0000%  | 0.0000% | $228684049.00      | $11758391.52       | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M | 2043-01-20      | 3.5000%  | 0.0000% | $7854236.00        | $714927.50         | Agency Mortgage-Backed Securities |
| GNII SF BS8546 C | 2050-12-20      | 2.5000%  | 0.0000% | $425000.00         | $223320.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9746 M | 2039-06-20      | 4.0000%  | 0.0000% | $207790.00         | $186928.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M | 2054-02-20      | 5.0000%  | 0.0000% | $330662.00         | $292846.46         | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C | 2049-07-20      | 3.5000%  | 0.0000% | $500000.00         | $97132.86          | Agency Mortgage-Backed Securities |
| GNII SF MA9066 M | 2031-10-20      | 3.0000%  | 0.0000% | $1531362.00        | $1065704.44        | Agency Mortgage-Backed Securities |
| GNII SF BE3158 C | 2047-11-20      | 3.5000%  | 0.0000% | $2324447.00        | $514937.89         | Agency Mortgage-Backed Securities |
| GNII SF MA8430 M | 2052-11-20      | 6.0000%  | 0.0000% | $257745.00         | $154544.04         | Agency Mortgage-Backed Securities |
| GNII SF MA9361 M | 2053-11-20      | 5.0000%  | 0.0000% | $1301000.00        | $1193235.34        | Agency Mortgage-Backed Securities |
| GNII SF MA5193 M | 2048-05-20      | 4.5000%  | 0.0000% | $3100000.00        | $236504.46         | Agency Mortgage-Backed Securities |
| GNII SF 737971 C | 2035-05-20      | 5.5000%  | 0.0000% | $100000.00         | $2450.45           | Agency Mortgage-Backed Securities |
| GNII SF MA0515 M | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $44485.51          | Agency Mortgage-Backed Securities |
| GNII SF 004599 M | 2039-12-20      | 5.0000%  | 0.0000% | $595000.00         | $19967.10          | Agency Mortgage-Backed Securities |
| GNII SF 004855 M | 2040-11-20      | 5.0000%  | 0.0000% | $263000.00         | $11722.14          | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M | 2048-04-20      | 3.0000%  | 0.0000% | $147051.00         | $22990.87          | Agency Mortgage-Backed Securities |
| GNII SF MA2678 M | 2045-03-20      | 3.5000%  | 0.0000% | $73930000.00       | $5580696.28        | Agency Mortgage-Backed Securities |
| GNII SF DL4165 C | 2055-07-20      | 6.0000%  | 0.0000% | $9082093.00        | $9371357.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M | 2054-07-20      | 7.0000%  | 0.0000% | $1056826.00        | $913382.48         | Agency Mortgage-Backed Securities |
| GNII SF DJ1071 C | 2055-04-20      | 6.0000%  | 0.0000% | $13613832.00       | $14031046.52       | Agency Mortgage-Backed Securities |
| GNII SF DJ0727 C | 2055-05-20      | 6.0000%  | 0.0000% | $1772105.00        | $1829372.86        | Agency Mortgage-Backed Securities |
| GNII SF MA8918 M | 2038-12-20      | 5.5000%  | 0.0000% | $1609088.00        | $1177369.14        | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M | 2053-05-20      | 5.5000%  | 0.0000% | $10750000.00       | $8556114.48        | Agency Mortgage-Backed Securities |
| GNII SF MA8494 M | 2052-12-20      | 7.0000%  | 0.0000% | $143000.00         | $45411.19          | Agency Mortgage-Backed Securities |
| GNII SF CE9945 C | 2051-09-20      | 3.0000%  | 0.0000% | $1591053.00        | $1279477.11        | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M | 2052-10-20      | 5.0000%  | 0.0000% | $2423495.00        | $1864111.05        | Agency Mortgage-Backed Securities |
| GNII SF MB0233 M | 2040-07-20      | 5.0000%  | 0.0000% | $1801419.00        | $1786267.85        | Agency Mortgage-Backed Securities |
| GNII SF AD8825 C | 2043-03-20      | 3.5000%  | 0.0000% | $21150000.00       | $2531781.66        | Agency Mortgage-Backed Securities |
| GNII SF MA9134 M | 2036-04-20      | 3.5000%  | 0.0000% | $156384.00         | $93618.68          | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M | 2053-02-20      | 4.0000%  | 0.0000% | $899994.00         | $702785.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M | 2054-09-20      | 5.0000%  | 0.0000% | $31475725.00       | $30048299.92       | Agency Mortgage-Backed Securities |
| GNII SF CX6878 C | 2053-12-20      | 6.0000%  | 0.0000% | $1405725.00        | $950821.18         | Agency Mortgage-Backed Securities |
| GNII SF CY5634 C | 2054-01-20      | 7.5000%  | 0.0000% | $1205924.00        | $694826.92         | Agency Mortgage-Backed Securities |
| GNII SF CY2879 C | 2054-04-20      | 6.5000%  | 0.0000% | $1736021.00        | $1624341.86        | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M | 2048-09-20      | 4.5000%  | 0.0000% | $46411510.00       | $3613775.47        | Agency Mortgage-Backed Securities |
| GNII SF DD2581 C | 2054-08-20      | 6.5000%  | 0.0000% | $1566506.00        | $1620604.72        | Agency Mortgage-Backed Securities |
| GNII SF MA6545 M | 2050-03-20      | 5.0000%  | 0.0000% | $85000.00          | $11722.47          | Agency Mortgage-Backed Securities |
| GNII SF MA7508 M | 2036-08-20      | 2.5000%  | 0.0000% | $382817.00         | $183657.36         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M | 2050-05-20      | 4.0000%  | 0.0000% | $66329837.00       | $13676820.99       | Agency Mortgage-Backed Securities |
| GNII SF CQ3883 C | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $378163.50         | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M | 2046-05-20      | 3.0000%  | 0.0000% | $6062249.00        | $683082.99         | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M | 2046-08-20      | 3.0000%  | 0.0000% | $115365073.00      | $14245245.51       | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M | 2042-04-20      | 3.5000%  | 0.0000% | $3114160.00        | $213062.38         | Agency Mortgage-Backed Securities |
| GNII SF MA3035 M | 2045-08-20      | 4.0000%  | 0.0000% | $24715476.00       | $1736980.15        | Agency Mortgage-Backed Securities |
| GNII SF MA6312 M | 2034-12-20      | 4.0000%  | 0.0000% | $44770.00          | $7206.12           | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M | 2050-01-20      | 5.0000%  | 0.0000% | $1820000.00        | $265972.56         | Agency Mortgage-Backed Securities |
| GNII SF MA5813 M | 2049-02-20      | 2.0000%  | 0.0000% | $310132.00         | $87239.71          | Agency Mortgage-Backed Securities |
| GNII SF MA5931 M | 2049-05-20      | 4.0000%  | 0.0000% | $47821210.00       | $3965661.40        | Agency Mortgage-Backed Securities |
| GNII SF MA7139 M | 2051-01-20      | 4.0000%  | 0.0000% | $10697825.00       | $3575600.79        | Agency Mortgage-Backed Securities |
| GNII SF CV9682 C | 2053-07-20      | 7.5000%  | 0.0000% | $3171508.00        | $1944677.32        | Agency Mortgage-Backed Securities |
| GNII SF MA1284 M | 2043-09-20      | 3.0000%  | 0.0000% | $200824667.00      | $25775629.85       | Agency Mortgage-Backed Securities |
| GNII SF DD3165 C | 2054-09-20      | 6.0000%  | 0.0000% | $1123346.00        | $1150132.85        | Agency Mortgage-Backed Securities |
| GNII SF DE4852 C | 2054-11-20      | 6.5000%  | 0.0000% | $1433154.00        | $1488295.73        | Agency Mortgage-Backed Securities |
| GNII SF DC3008 C | 2054-06-20      | 6.5000%  | 0.0000% | $4250713.00        | $4376351.26        | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M | 2050-11-20      | 2.0000%  | 0.0000% | $1715123.00        | $823133.95         | Agency Mortgage-Backed Securities |
| GNII SF DL8092 C | 2055-08-20      | 6.0000%  | 0.0000% | $2559969.00        | $2653834.53        | Agency Mortgage-Backed Securities |
| GNII SF CX3290 C | 2053-11-20      | 6.5000%  | 0.0000% | $4196176.00        | $2814709.24        | Agency Mortgage-Backed Securities |
| GNII SF DI9591 C | 2055-05-20      | 6.0000%  | 0.0000% | $1784267.00        | $1787867.29        | Agency Mortgage-Backed Securities |
| GNII SF AZ0162 C | 2047-08-20      | 3.5000%  | 0.0000% | $2769383.00        | $661189.67         | Agency Mortgage-Backed Securities |
| GNII SF MA6712 M | 2050-06-20      | 4.0000%  | 0.0000% | $2318196.00        | $548228.56         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | 0.0000% | $88251152.00       | $41364674.70       | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M | 2052-02-20      | 4.0000%  | 0.0000% | $40000.00          | $27599.04          | Agency Mortgage-Backed Securities |
| GNII SF MA6866 M | 2050-07-20      | 3.0000%  | 0.0000% | $119874512.00      | $37684617.78       | Agency Mortgage-Backed Securities |
| GNII SF MA6543 M | 2050-03-20      | 4.0000%  | 0.0000% | $3000000.00        | $441380.04         | Agency Mortgage-Backed Securities |
| GNII SF MA9384 M | 2032-11-20      | 3.0000%  | 0.0000% | $215749.00         | $107771.27         | Agency Mortgage-Backed Securities |
| GNII SF 003920 M | 2036-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $1079776.79        | Agency Mortgage-Backed Securities |
| GNII SF MA0938 M | 2043-04-20      | 5.5000%  | 0.0000% | $280000.00         | $12826.42          | Agency Mortgage-Backed Securities |
| GNII SF MA2827 M | 2045-05-20      | 4.0000%  | 0.0000% | $55151.00          | $4832.06           | Agency Mortgage-Backed Securities |
| GNII SF MA0935 M | 2043-04-20      | 4.0000%  | 0.0000% | $580000.00         | $48500.49          | Agency Mortgage-Backed Securities |
| GNII SF DJ3189 C | 2055-08-20      | 6.0000%  | 0.0000% | $5005881.00        | $5164540.73        | Agency Mortgage-Backed Securities |
| GNII SF CF1666 C | 2051-07-20      | 2.0000%  | 0.0000% | $1104108.00        | $809796.15         | Agency Mortgage-Backed Securities |
| GNII SF BZ9216 C | 2050-11-20      | 2.5000%  | 0.0000% | $1034463.00        | $776055.06         | Agency Mortgage-Backed Securities |
| GNII SF CI1513 C | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $74472.54          | Agency Mortgage-Backed Securities |
| GNII SF BF9242 C | 2048-04-20      | 4.0000%  | 0.0000% | $1077257.00        | $192215.77         | Agency Mortgage-Backed Securities |
| GNII SF DJ3038 C | 2055-08-20      | 5.5000%  | 0.0000% | $15309943.00       | $15548545.06       | Agency Mortgage-Backed Securities |
| GNII SF DL0275 C | 2055-07-20      | 6.0000%  | 0.0000% | $1212863.00        | $1272143.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ3055 C | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12671404.70       | Agency Mortgage-Backed Securities |
| GNII SF MA4689 M | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $20489.22          | Agency Mortgage-Backed Securities |
| GNII SF MA6257 M | 2034-10-20      | 4.0000%  | 0.0000% | $269250.00         | $53302.51          | Agency Mortgage-Backed Securities |
| GNII SF MA8154 M | 2052-07-20      | 6.0000%  | 0.0000% | $299783.00         | $214406.68         | Agency Mortgage-Backed Securities |
| GNII SF MA4591 M | 2047-07-20      | 6.0000%  | 0.0000% | $233000.00         | $34798.63          | Agency Mortgage-Backed Securities |
| GNII SF DJ3106 C | 2055-08-20      | 5.5000%  | 0.0000% | $3040123.00        | $3111373.69        | Agency Mortgage-Backed Securities |
| GNII SF 003331 M | 2033-01-20      | 5.0000%  | 0.0000% | $100000.00         | $1006.76           | Agency Mortgage-Backed Securities |
| GNII SF AA5878 C | 2042-12-20      | 3.0000%  | 0.0000% | $3705000.00        | $561945.91         | Agency Mortgage-Backed Securities |
| GNII SF AB9822 C | 2043-03-20      | 3.5000%  | 0.0000% | $1500000.00        | $231162.66         | Agency Mortgage-Backed Securities |
| GNII SF AI6300 C | 2044-06-20      | 4.5000%  | 0.0000% | $220204.00         | $24183.21          | Agency Mortgage-Backed Securities |
| GNII SF MA7765 M | 2051-12-20      | 1.5000%  | 0.0000% | $5824148.00        | $3644530.91        | Agency Mortgage-Backed Securities |
| GNII SF BD9048 C | 2047-11-20      | 3.5000%  | 0.0000% | $613954.00         | $142232.48         | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M | 2051-03-20      | 2.5000%  | 0.0000% | $3020818.00        | $1471927.90        | Agency Mortgage-Backed Securities |
| GNII SF MA9166 M | 2052-02-20      | 3.0000%  | 0.0000% | $410307.00         | $297649.57         | Agency Mortgage-Backed Securities |
| GNII SF 004244 M | 2038-09-20      | 5.5000%  | 0.0000% | $243808.00         | $3330.55           | Agency Mortgage-Backed Securities |
| GNII SF 005203 M | 2041-10-20      | 4.0000%  | 0.0000% | $317848.00         | $15738.01          | Agency Mortgage-Backed Securities |
| GNII SF 004539 M | 2039-09-20      | 4.0000%  | 0.0000% | $97829.00          | $5217.04           | Agency Mortgage-Backed Securities |
| GNII SF 003171 M | 2031-12-20      | 5.5000%  | 0.0000% | $248000.00         | $1141.95           | Agency Mortgage-Backed Securities |
| GNII SF DK1592 C | 2055-06-20      | 5.5000%  | 0.0000% | $1592576.00        | $1557189.89        | Agency Mortgage-Backed Securities |
| GNII SF BD3893 C | 2048-01-20      | 3.5000%  | 0.0000% | $75000.00          | $18031.94          | Agency Mortgage-Backed Securities |
| GNII SF DK7941 C | 2055-07-20      | 5.5000%  | 0.0000% | $1602916.00        | $1623639.90        | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M | 2050-02-20      | 3.0000%  | 0.0000% | $276385000.00      | $45899863.28       | Agency Mortgage-Backed Securities |
| GNII SF MA6445 M | 2035-02-20      | 2.5000%  | 0.0000% | $681536.00         | $120841.02         | Agency Mortgage-Backed Securities |
| GNII SF MA4513 M | 2047-06-20      | 5.0000%  | 0.0000% | $1031000.00        | $91841.71          | Agency Mortgage-Backed Securities |
| GNII SF DK5940 C | 2055-06-20      | 6.5000%  | 0.0000% | $2779811.00        | $2934577.24        | Agency Mortgage-Backed Securities |
| GNII SF MA1520 M | 2043-08-20      | 3.0000%  | 0.0000% | $340516.00         | $39243.38          | Agency Mortgage-Backed Securities |
| GNII SF MA5076 M | 2048-03-20      | 3.0000%  | 0.0000% | $684228.00         | $93693.07          | Agency Mortgage-Backed Securities |
| GNII SF MA5023 M | 2048-02-20      | 5.5000%  | 0.0000% | $6300039.00        | $841949.79         | Agency Mortgage-Backed Securities |
| GNII SF AT7573 C | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $312200.79         | Agency Mortgage-Backed Securities |
| GNII SF 002658 M | 2028-10-20      | 6.5000%  | 0.0000% | $1084461.00        | $912.35            | Agency Mortgage-Backed Securities |
| GNII SF DK3307 C | 2055-06-20      | 6.5000%  | 0.0000% | $3413575.00        | $3569301.64        | Agency Mortgage-Backed Securities |
| GNII SF DK3256 C | 2055-06-20      | 7.0000%  | 0.0000% | $3167179.00        | $3314916.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ3170 C | 2055-08-20      | 5.5000%  | 0.0000% | $1003525.00        | $1022872.74        | Agency Mortgage-Backed Securities |
| GNII SF DJ3032 C | 2055-08-20      | 5.5000%  | 0.0000% | $36402038.00       | $36913296.54       | Agency Mortgage-Backed Securities |
| GNII SF DJ1836 C | 2055-05-20      | 5.5000%  | 0.0000% | $2463838.00        | $2489457.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ3119 C | 2055-08-20      | 5.5000%  | 0.0000% | $8136641.00        | $8263448.74        | Agency Mortgage-Backed Securities |
| GNII SF DL4094 C | 2055-08-20      | 6.0000%  | 0.0000% | $15674940.00       | $16157315.38       | Agency Mortgage-Backed Securities |
| GNII SF DJ9483 C | 2055-07-20      | 6.5000%  | 0.0000% | $12782688.00       | $13492977.95       | Agency Mortgage-Backed Securities |
| GNII SF MA8049 M | 2052-05-20      | 6.0000%  | 0.0000% | $50000.00          | $32131.03          | Agency Mortgage-Backed Securities |
| GNII SF DJ2233 C | 2055-06-20      | 6.0000%  | 0.0000% | $1180510.00        | $1215684.02        | Agency Mortgage-Backed Securities |
| GNII SF MA4387 M | 2038-09-20      | 6.0000%  | 0.0000% | $290000.00         | $38825.91          | Agency Mortgage-Backed Securities |
| GNII SF DG4263 C | 2054-11-20      | 7.0000%  | 0.0000% | $1543118.00        | $1613563.34        | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M | 2051-05-20      | 3.0000%  | 0.0000% | $14489649.00       | $7098487.08        | Agency Mortgage-Backed Securities |
| GNII SF BD9838 C | 2047-12-20      | 4.0000%  | 0.0000% | $1552916.00        | $472064.52         | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M | 2034-04-20      | 4.5000%  | 0.0000% | $51650.00          | $7971.92           | Agency Mortgage-Backed Securities |
| GNII SF 668606 C | 2037-11-20      | 5.6000%  | 0.0000% | $56811.00          | $33524.62          | Agency Mortgage-Backed Securities |
| GNII SF MA7569 M | 2033-05-20      | 6.0000%  | 0.0000% | $65000.00          | $33242.53          | Agency Mortgage-Backed Securities |
| GNII SF MA6156 M | 2049-07-20      | 4.5000%  | 0.0000% | $397608.00         | $45464.25          | Agency Mortgage-Backed Securities |
| GNII SF MA6041 M | 2049-06-20      | 4.5000%  | 0.0000% | $9445000.00        | $1021180.85        | Agency Mortgage-Backed Securities |
| GNII SF CB4500 C | 2051-01-20      | 2.5000%  | 0.0000% | $1487941.00        | $738804.55         | Agency Mortgage-Backed Securities |
| GNII SF CB4531 C | 2051-03-20      | 2.5000%  | 0.0000% | $1071076.00        | $574465.71         | Agency Mortgage-Backed Securities |
| GNII SF MB0554 M | 2055-08-20      | 4.5000%  | 0.0000% | $258582348.00      | $249999999.87      | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M | 2055-07-20      | 5.0000%  | 0.0000% | $35573285.00       | $35273856.95       | Agency Mortgage-Backed Securities |
| GNII SF DK7848 C | 2055-07-20      | 7.5000%  | 0.0000% | $12125515.00       | $13132578.70       | Agency Mortgage-Backed Securities |
| GNII SF DG3903 C | 2055-07-20      | 4.5000%  | 0.0000% | $7876078.00        | $7564641.41        | Agency Mortgage-Backed Securities |
| GNII SF DH0219 C | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $3093648.01        | Agency Mortgage-Backed Securities |
| GNII SF DC3486 C | 2054-07-20      | 5.5000%  | 0.0000% | $1245211.00        | $1244044.41        | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M | 2051-11-20      | 2.0000%  | 0.0000% | $2519890.00        | $1524700.10        | Agency Mortgage-Backed Securities |

### Security 723: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 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: ARP1AKWW1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1AKWW1
- **C.18 - Value (incl. sponsor support):** $195200000.00
- **C.18.a - Value (excl. sponsor support):** $195200000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2021-107 EY | 2051-06-20      | 2.0000%  | 0.0000% | $17962.00          | $10294.39          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-036 PL | 2051-11-20      | 2.0000%  | 0.0000% | $454344.00         | $245934.84         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 LA | 2051-08-20      | 4.5000%  | 0.0000% | $219007.00         | $216171.17         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-136 BQ | 2051-09-20      | 4.7500%  | 0.0000% | $4531247.00        | $4539595.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF | 2051-12-20      | 2.5000%  | 0.0000% | $210956960.00      | $126416613.91      | Agency Collateralized Mortgage Obligation |
| GNRM 2021-188 PA | 2051-10-20      | 2.0000%  | 0.0000% | $200000.00         | $95749.73          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FA | 2051-12-20      | 2.5000%  | 0.0000% | $7660563.00        | $4781481.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-125 JA | 2051-11-16      | 5.0000%  | 0.0000% | $1214650.00        | $1212570.27        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 HE | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.31           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE | 2052-01-20      | 2.5000%  | 0.0000% | $109045499.00      | $67441074.24       | Agency Collateralized Mortgage Obligation |

### Security 724: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 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: ARP1AKWX9, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1AKWX9
- **C.18 - Value (incl. sponsor support):** $1418100000.00
- **C.18.a - Value (excl. sponsor support):** $1418100000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 CLQY9229   | 2055-07-01      | 6.0000%  | 0.0000% | $4964373.00        | $5091548.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5394.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $1919597.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $61751.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371   | 2052-02-01      | 3.5000%  | 0.0000% | $470000.00         | $357845.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $15969515.00       | $8624338.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $417421.83         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237   | 2051-01-01      | 2.0000%  | 0.0000% | $370999.00         | $202695.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4031   | 2050-05-01      | 4.5000%  | 0.0000% | $17395.00          | $3226.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $197000.00         | $169439.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $7040.00           | $5612.70           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB8902   | 2054-07-01      | 7.5000%  | 0.0000% | $7208936.00        | $6354378.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1432896.00        | $1194801.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $28889.71          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $215313.82         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $846300.00         | $769058.45         | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCB8012   | 2054-02-01      | 6.5000%  | 0.0000% | $23337072.00       | $20365380.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $81919.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918   | 2050-11-01      | 2.0000%  | 0.0000% | $30647808.00       | $16408304.28       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $35305.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $3007.00           | $2495.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4942   | 2053-03-01      | 6.0000%  | 0.0000% | $12000.00          | $8498.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782   | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $773.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $795.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5167778.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497   | 2054-10-01      | 5.5000%  | 0.0000% | $357952.00         | $333434.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2619   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $523.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5017   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4701   | 2052-08-01      | 4.5000%  | 0.0000% | $196457.00         | $151208.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $858.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5189   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $900.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4565   | 2052-03-01      | 3.5000%  | 0.0000% | $148000.00         | $95842.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9595   | 2054-10-01      | 5.0000%  | 0.0000% | $22989113.00       | $22244127.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1661.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7504   | 2050-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1328.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7231   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $433.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $229.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $59200.00          | $45743.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4751   | 2053-05-01      | 3.5000%  | 0.0000% | $143000.00         | $112783.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9174   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $820.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9335   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1002.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CV890541   | 2028-06-01      | 2.5000%  | 0.0000% | $222989.00         | $9945.97           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8457   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT929229   | 2028-03-01      | 5.0000%  | 0.0000% | $70007.00          | $116.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $29129950.00       | $28250680.58       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6404   | 2053-07-01      | 4.0000%  | 0.0000% | $18999.00          | $14894.28          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0103   | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $970.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $18129519.00       | $17126584.57       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438   | 2052-09-01      | 3.5000%  | 0.0000% | $46000.00          | $39809.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371   | 2050-03-01      | 3.5000%  | 0.0000% | $1013.00           | $825.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1646   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1010.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0719   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.54           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $102.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $9082328.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $314629.00         | $260839.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232242.00        | $2337428.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $202922.00         | $131230.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $367848.00         | $231481.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $383000.00         | $289962.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9682   | 2054-11-01      | 5.5000%  | 0.0000% | $25070435.00       | $23701307.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7780   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7865.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5298462.00        | $4411654.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6401   | 2054-11-01      | 5.0000%  | 0.0000% | $24943.00          | $24330.60          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8623   | 2054-07-01      | 6.5000%  | 0.0000% | $272332.00         | $202554.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228   | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2318.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $639970.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92119551.00       | $11320075.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165   | 2053-10-01      | 5.5000%  | 0.0000% | $6966686.00        | $5894035.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0308   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $957.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $232.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $19264503.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1609621.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6693   | 2053-07-01      | 5.0000%  | 0.0000% | $2323968.00        | $1899222.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9408   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $962.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9380   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9398   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8271   | 2031-04-01      | 3.5000%  | 0.0000% | $1000.00           | $115.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $19970.00          | $18739.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9390   | 2031-10-01      | 3.5000%  | 0.0000% | $1000.00           | $76.33             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2482   | 2042-09-01      | 4.5000%  | 0.0000% | $1027392.00        | $38314.50          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAX7598   | 2030-01-01      | 3.0000%  | 0.0000% | $562999.00         | $38394.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $263931.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAU8774   | 2028-10-01      | 3.0000%  | 0.0000% | $328000.00         | $25145.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6589   | 2045-03-01      | 4.0000%  | 0.0000% | $1000.00           | $193.16            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G15808 G   | 2031-03-01      | 3.5000%  | 0.0000% | $1000.00           | $109.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8508   | 2055-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2723.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8591360.46        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6215   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $610.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $970.84            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $4300.00           | $2428.76           | U.S. Treasuries (including strips) |
| FNMS 03.500 CRMA1328   | 2042-12-01      | 3.5000%  | 0.0000% | $50762763.00       | $7452695.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0777   | 2031-06-01      | 5.0000%  | 0.0000% | $1365.00           | $58.57             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200   | 2029-10-01      | 4.5000%  | 0.0000% | $2149002.00        | $30950.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB3898   | 2026-11-01      | 3.0000%  | 0.0000% | $8701406.00        | $80505.12          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734   | 2031-05-01      | 4.5000%  | 0.0000% | $1664.00           | $52.44             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8739   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE0826   | 2041-01-01      | 4.5000%  | 0.0000% | $1000.00           | $36.08             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $10600.00          | $11200.23          | U.S. Treasuries (including strips) |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480000.00         | $204578.54         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $1370000.00        | $1072489.51        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $638.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $725.63            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2780956.54        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7557   | 2052-12-01      | 4.5000%  | 0.0000% | $7557000.00        | $5821616.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $24752.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1484.93           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268   | 2052-11-01      | 5.5000%  | 0.0000% | $139002.00         | $108688.89         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $6000.00           | $2142.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $60000.00          | $53404.83          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1439   | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $133251.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2896   | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $709.53            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $13000.00          | $11301.31          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18642 G   | 2032-04-01      | 3.5000%  | 0.0000% | $1000.00           | $103.76            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $1942200.00        | $1941743.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $4800.00           | $3589.72           | U.S. Treasuries (including strips) |
| FNMS 03.000 CLAZ0821   | 2045-07-01      | 3.0000%  | 0.0000% | $1008.00           | $253.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $31491.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328994.00         | $23431.82          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $836.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3422   | 2055-06-01      | 6.5000%  | 0.0000% | $3486720.00        | $3648015.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4670   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1016.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3869219.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $751.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35343896.00       | $8390766.36        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G15952 G   | 2031-05-01      | 3.5000%  | 0.0000% | $1000.00           | $116.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4235   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $915.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $36433.78          | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7763   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $584.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $1533.00           | $14.19             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $110514.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU6743   | 2043-10-01      | 4.0000%  | 0.0000% | $1000.00           | $101.32            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH5577   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $720.05            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $273.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13168936.00       | $37915.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $611.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $403064.00         | $354781.50         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8139   | 2051-04-01      | 1.5000%  | 0.0000% | $97868.00          | $55956.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $3843684.00        | $3156390.31        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0503   | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $411.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8175   | 2037-09-01      | 2.5000%  | 0.0000% | $1000.00           | $679.64            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH8481   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $860.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3760   | 2053-08-01      | 6.0000%  | 0.0000% | $155000.00         | $109766.46         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U91254 G   | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $180.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $40893.00          | $36311.14          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $879.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $24000.00          | $17883.04          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8473   | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2783.72           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $787.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $897.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8299   | 2053-02-01      | 5.0000%  | 0.0000% | $41000.00          | $33981.46          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $102977.00         | $80166.80          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $802.80            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $83000.00          | $80887.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $4331100.00        | $4453044.04        | U.S. Treasuries (including strips) |
| FNMS 04.000 CLCB3630   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $761.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $110000.00         | $74717.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $65453.97          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4469   | 2036-11-01      | 1.5000%  | 0.0000% | $77417.00          | $46644.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4182   | 2050-11-01      | 2.0000%  | 0.0000% | $8523669.00        | $4468992.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAE0517   | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $23.52             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5124   | 2038-07-01      | 3.5000%  | 0.0000% | $37000.00          | $28899.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4567   | 2037-03-01      | 2.0000%  | 0.0000% | $2391089.00        | $1471690.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4179   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $433.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4332   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $366.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761   | 2052-09-01      | 5.0000%  | 0.0000% | $58000.00          | $44336.48          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $672.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8804   | 2051-02-01      | 2.0000%  | 0.0000% | $21046146.00       | $11554296.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9812   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $988.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $652899.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1592   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS4802   | 2038-05-01      | 4.0000%  | 0.0000% | $49000.00          | $34058.30          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3117.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $12679679.00       | $12455666.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3255   | 2054-09-01      | 6.0000%  | 0.0000% | $246510.00         | $229582.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1800000.00        | $1498025.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7591   | 2050-11-01      | 2.0000%  | 0.0000% | $30496768.00       | $16568583.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0564   | 2054-05-01      | 5.5000%  | 0.0000% | $1607880.00        | $1573695.45        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNRD5067   | 2031-09-01      | 1.5000%  | 0.0000% | $1000.00           | $444.76            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA3908   | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $517.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $9151722.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $515.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0889   | 2054-12-01      | 5.5000%  | 0.0000% | $2154789.00        | $2110516.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0497   | 2055-01-01      | 4.5000%  | 0.0000% | $126843.00         | $118731.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $18912875.00       | $18271272.52       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $50453.53          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQI3592   | 2054-04-01      | 4.5000%  | 0.0000% | $8434.00           | $7794.03           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8530   | 2053-02-01      | 4.5000%  | 0.0000% | $2048.00           | $1704.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8355   | 2054-04-01      | 6.5000%  | 0.0000% | $235000.00         | $213421.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9646   | 2054-12-01      | 5.0000%  | 0.0000% | $2891240.00        | $2765529.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $55543.00          | $54420.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0199   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $625.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9798   | 2054-11-01      | 5.0000%  | 0.0000% | $40000.00          | $37891.54          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1594   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1035.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $811.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $136421.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3281099.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8394   | 2054-07-01      | 5.5000%  | 0.0000% | $250000.00         | $229334.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $37338.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0430   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $578.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4803   | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $784.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5002   | 2055-06-01      | 6.5000%  | 0.0000% | $1015.00           | $1012.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5543   | 2034-11-01      | 5.0000%  | 0.0000% | $295000.00         | $252964.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4681   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $405.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646999.00        | $1695973.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7680   | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $484.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $835545.00         | $717254.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $146438.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7160   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1010.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2419   | 2050-02-01      | 3.0000%  | 0.0000% | $381557.00         | $187814.06         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL995156   | 2035-03-01      | 7.5000%  | 0.0000% | $871527.00         | $24820.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $601.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $57000.00          | $35689.26          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $5000.00           | $4574.99           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $524.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8186   | 2051-11-01      | 3.5000%  | 0.0000% | $1000.00           | $520.57            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8114   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $456.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3861.28           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $142000.00         | $109158.73         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6099   | 2054-05-01      | 6.5000%  | 0.0000% | $213343.00         | $173286.07         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1531.68           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6051   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $776.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2543   | 2053-05-01      | 5.5000%  | 0.0000% | $226339.00         | $145436.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL781593   | 2034-10-01      | 6.0000%  | 0.0000% | $1000.00           | $26.88             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7448   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $435.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $106853.74         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $15000.00          | $10992.95          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5940   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $508.28            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH5578   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $679.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56100.11          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQD1688   | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $597.83            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $7966.03           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1749   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $682.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $42026.00          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $5120000.00        | $5253314.34        | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFA1031   | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $984.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $655.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0969   | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.36           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLFS8836   | 2054-07-01      | 7.5000%  | 0.0000% | $6889384.00        | $5399007.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8275   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $872.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9012   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $980.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9176   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $910.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9435   | 2053-06-01      | 5.5000%  | 0.0000% | $122000.00         | $113200.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3809   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $787.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0249   | 2055-04-01      | 5.5000%  | 0.0000% | $410768.00         | $395717.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8846   | 2032-04-01      | 3.0000%  | 0.0000% | $2797851.00        | $2266207.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0523   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1013.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8761   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $826.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6686   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5353   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.82           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $499600.00         | $495146.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.3134%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $740200.00         | $729742.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $4100.00           | $4153.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $11449000.00       | $11831953.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1361900.00        | $1325236.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $800.00            | $821.46            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD4782   | 2053-11-01      | 5.5000%  | 0.0000% | $100000.00         | $83294.84          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $23150980.00       | $14392147.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL6598   | 2030-04-01      | 3.5000%  | 0.0000% | $1000.00           | $74.73             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1395.48           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD5311   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $643.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316   | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1615.97           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL3322   | 2043-02-01      | 4.0000%  | 0.0000% | $409000.00         | $30192.95          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8234   | 2052-08-01      | 2.5000%  | 0.0000% | $10000.00          | $7182.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089   | 2046-10-01      | 3.5000%  | 0.0000% | $237680.00         | $62275.50          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7306   | 2042-09-01      | 4.5000%  | 0.0000% | $1000.00           | $130.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $199995.00         | $30120.64          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $740.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9233   | 2029-04-01      | 3.5000%  | 0.0000% | $1000.00           | $84.83             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL8560   | 2041-05-01      | 3.0000%  | 0.0000% | $1000.00           | $138.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1649657.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL2286   | 2027-09-01      | 3.0000%  | 0.0000% | $1000.00           | $14.91             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $296.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $103725.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $25621.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $296368.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7328   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $648.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2810   | 2055-06-01      | 6.0000%  | 0.0000% | $271755.00         | $279430.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2279   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $160068.00         | $56940.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $49312.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694594.00        | $957428.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $405.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5420   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3386.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335   | 2042-12-01      | 3.5000%  | 0.0000% | $20494439.00       | $2430607.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24208320.00       | $22873108.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $44995.00          | $5843.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4275   | 2027-01-01      | 3.0000%  | 0.0000% | $10115651.00       | $93670.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 GL930845   | 2038-02-01      | 5.0000%  | 0.0000% | $1069738.00        | $27621.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA3524   | 2048-11-01      | 4.0000%  | 0.0000% | $6468707.00        | $232173.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7726   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $990.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB9163   | 2043-05-01      | 3.5000%  | 0.0000% | $1025.00           | $135.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466   | 2027-10-01      | 2.5000%  | 0.0000% | $2200000.00        | $98015.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA1610   | 2038-03-01      | 4.5000%  | 0.0000% | $2172655.00        | $2027888.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3465   | 2038-09-01      | 4.0000%  | 0.0000% | $1000.00           | $109.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $9326.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398   | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $613.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4280   | 2027-01-01      | 3.0000%  | 0.0000% | $7553844.00        | $91709.47          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4404   | 2036-08-01      | 2.5000%  | 0.0000% | $1000.00           | $556.09            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154   | 2035-10-01      | 1.5000%  | 0.0000% | $1000.00           | $444.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4309644.00        | $3275872.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFA2587   | 2040-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1014.93           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3102   | 2052-03-01      | 2.0000%  | 0.0000% | $119384.00         | $78587.37          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CK931825   | 2039-08-01      | 5.5000%  | 0.0000% | $20108265.00       | $110507.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $19268637.00       | $16339239.18       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $886469.00         | $558524.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $219000.00         | $48997.41          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8863   | 2054-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6214.01           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS2500   | 2037-03-01      | 3.0000%  | 0.0000% | $170297.00         | $98569.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $211.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $22461784.00       | $15868710.20       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $611.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4258   | 2050-01-01      | 3.5000%  | 0.0000% | $1024.00           | $385.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $660.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $369000.00         | $269226.82         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $7260000.00        | $7456939.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $236400.00         | $232756.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $26500.00          | $26854.20          | U.S. Treasuries (including strips) |
| FEPC 06.500 CLSD2384   | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $210136.38         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1495.49           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1587.00           | $1275.19           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $15827366.00       | $10683112.34       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8225   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $738.42            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107   | 2050-11-01      | 2.5000%  | 0.0000% | $2000.00           | $867.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $774.77            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $590.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1931   | 2051-11-01      | 3.5000%  | 0.0000% | $88033.00          | $60683.19          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $721.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $1426.00           | $1138.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $981.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $18934310.40       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $997.13            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1053   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $746.30            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8017   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $133.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT1859   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $200.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB1629   | 2040-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1043.68           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8038   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $147.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $748.73            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $216.66            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $824.43            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7753   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $601.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4057061.00        | $2989220.62        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G15950 G   | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH5672   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $762.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $881.13            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1539.98           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1038.00           | $944.52            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6052   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $980.95            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5108   | 2041-04-01      | 2.0000%  | 0.0000% | $1000.00           | $576.05            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH8298   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $882.47            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08737 G   | 2046-12-01      | 3.0000%  | 0.0000% | $1924.00           | $346.40            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18566 G   | 2030-08-01      | 3.5000%  | 0.0000% | $1000.00           | $77.50             | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $416900.00         | $402187.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| FEPC 05.000 CLSD3382   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $896.36            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1087   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $734.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $861.15            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH5740   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $401.03            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $532.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $757.72            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1938   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $713.56            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2355   | 2052-12-01      | 4.5000%  | 0.0000% | $1576.00           | $1215.51           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1491   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $749.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $80630.00          | $17518.73          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15561938.00       | $13593137.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7303   | 2053-07-01      | 5.0000%  | 0.0000% | $7317763.00        | $6700022.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8508   | 2040-09-01      | 6.5000%  | 0.0000% | $675000.00         | $586243.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $29460020.00       | $29020483.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3898.74           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6974   | 2050-09-01      | 2.0000%  | 0.0000% | $110000.00         | $78613.21          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7847   | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $904.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5495   | 2054-10-01      | 4.5000%  | 0.0000% | $282918.00         | $261496.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $24783015.00       | $20616320.17       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $112000.00         | $80460.81          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $775.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP7257   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $591.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $779.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9339   | 2054-10-01      | 6.0000%  | 0.0000% | $1833762.00        | $1752984.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $22425489.00       | $22309100.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $617090.00         | $476711.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $48571357.00       | $42681784.95       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153718.00         | $71203.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419   | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $939.71            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4747   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $936.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8280   | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8752   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $990.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $337800.00         | $271070.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $827.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5465.96           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2805   | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $695.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4709   | 2052-07-01      | 5.0000%  | 0.0000% | $164000.00         | $122969.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4867   | 2053-01-01      | 4.5000%  | 0.0000% | $141957.00         | $117839.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $720.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2857   | 2050-04-01      | 5.5000%  | 0.0000% | $222000.00         | $148649.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $779.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $925.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $1550654.00        | $1200350.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $42940.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $274.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563   | 2052-03-01      | 2.5000%  | 0.0000% | $39385.00          | $26142.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM3123   | 2038-03-01      | 2.5000%  | 0.0000% | $100000.00         | $25543.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8122   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $439.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $16024099.17       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $253000.00         | $193494.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167619023.00      | $12978524.21       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624   | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1457.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294   | 2054-03-01      | 5.0000%  | 0.0000% | $286170.00         | $258830.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0028   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $625.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4587   | 2042-04-01      | 2.5000%  | 0.0000% | $114000.00         | $76149.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626   | 2052-06-01      | 4.0000%  | 0.0000% | $16000.00          | $11941.02          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879   | 2053-08-01      | 6.0000%  | 0.0000% | $288048.00         | $223170.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838   | 2052-01-01      | 3.5000%  | 0.0000% | $31000.00          | $20751.65          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $385.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $167.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6615   | 2055-08-01      | 6.0000%  | 0.0000% | $4241626.00        | $4358129.33        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7508   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $869.44            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6083   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $625.67            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH6039   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $950.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4667   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.60           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6044   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $770.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0058   | 2050-08-25      | 2.5000%  | 0.0000% | $67787.00          | $49662.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.250 CA952140   | 2037-09-01      | 6.2500%  | 0.0000% | $1001.00           | $19.66             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9366   | 2052-04-01      | 2.5000%  | 0.0000% | $168000.00         | $131039.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB5890   | 2027-08-01      | 3.0000%  | 0.0000% | $1872903.00        | $41285.09          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $1216000.00        | $1005933.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1112   | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $12362100.80       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $814.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $250000.00         | $188595.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $48443361.00       | $38689194.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $4258954.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1420   | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $967.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5127   | 2050-09-01      | 3.5000%  | 0.0000% | $1998.00           | $469.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $46817.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $167000.00         | $126997.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $164428.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1343873.00        | $1265717.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4747   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $287.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $330548.00         | $212339.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA4269   | 2041-02-01      | 2.5000%  | 0.0000% | $1000.00           | $490.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $97000.00          | $88538.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4839   | 2052-12-01      | 4.0000%  | 0.0000% | $188000.00         | $153619.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190   | 2053-11-01      | 5.5000%  | 0.0000% | $1572278.00        | $1369049.27        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4278   | 2036-03-01      | 1.5000%  | 0.0000% | $500000.00         | $255493.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598   | 2052-05-01      | 2.5000%  | 0.0000% | $48000.00          | $33248.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $12004.00          | $7442.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4048   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $266.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $756.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $440000.00         | $304139.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $8827.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $421000.00         | $369870.97         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $90988.00          | $63350.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $100611.00         | $80578.59          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4872   | 2053-06-01      | 5.5000%  | 0.0000% | $594209.00         | $484811.46         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9660   | 2054-10-01      | 5.5000%  | 0.0000% | $282211.00         | $260477.97         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $598000.00         | $416010.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $99000.00          | $88497.05          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $693.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0568   | 2055-06-01      | 5.5000%  | 0.0000% | $402649.00         | $408184.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0717   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1066.79           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1445.13           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9874   | 2054-08-01      | 7.0000%  | 0.0000% | $10143192.00       | $8288411.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2939   | 2052-09-01      | 4.5000%  | 0.0000% | $99000.00          | $78056.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $108000.00         | $68857.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575   | 2052-09-01      | 4.5000%  | 0.0000% | $138700.00         | $107375.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9878   | 2053-04-01      | 5.0000%  | 0.0000% | $123764.00         | $112483.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD7730   | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $23.15             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5209   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $449.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $33375094.00       | $28152459.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $502824.46         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4382   | 2036-07-01      | 1.5000%  | 0.0000% | $398000.00         | $222460.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $35669.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3239   | 2048-01-01      | 4.0000%  | 0.0000% | $1008.00           | $130.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4399   | 2051-08-01      | 2.5000%  | 0.0000% | $367000.00         | $217391.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT928600   | 2027-08-01      | 6.5000%  | 0.0000% | $12792273.00       | $28012.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9353   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9651   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $944.86            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9731   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $981.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $39669076.00       | $10333631.78       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $631.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7235   | 2053-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5591.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $180.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1342.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $3040400.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $209046.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2302476.46        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $695.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1872341.28        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4106   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $878.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3274   | 2054-09-01      | 6.5000%  | 0.0000% | $234183.00         | $227045.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1909192.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $25102.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9131   | 2055-07-01      | 5.5000%  | 0.0000% | $3174813.00        | $3225095.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4747   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $536.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391   | 2051-06-01      | 3.0000%  | 0.0000% | $7000.00           | $4910.20           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6046   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $859.81            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6081   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $673.50            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH8299   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $830.87            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6528   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $659.04            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6079   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $877.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $51491.87          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9377   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.67           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $713.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3225   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $717.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1962   | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $184.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK6297   | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $142.08            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8115   | 2036-08-01      | 2.0000%  | 0.0000% | $1000.00           | $553.98            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0308   | 2035-01-01      | 2.5000%  | 0.0000% | $1992.00           | $642.71            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0206   | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $246.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTSC0712   | 2045-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1013.51           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7497   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $528.07            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH6078   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $798.95            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH8453   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $957.65            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $200.00            | $199.14            | U.S. Treasuries (including strips) |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $381034245.00      | $249999999.76      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $767.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $764.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $22250.00          | $13410.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1043000.00        | $506034.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622   | 2052-06-01      | 2.0000%  | 0.0000% | $11302650.00       | $7735299.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $694.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5164   | 2053-10-01      | 5.0000%  | 0.0000% | $298000.00         | $263200.57         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM3836   | 2035-09-01      | 1.5000%  | 0.0000% | $1000.00           | $382.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1907   | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $270.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6519   | 2036-03-01      | 2.0000%  | 0.0000% | $650000.00         | $301620.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $318181.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $24189509.43       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4562   | 2052-09-01      | 5.0000%  | 0.0000% | $145000.00         | $112675.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627512.00        | $2328511.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $821.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8734   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $966.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $16211217.00       | $8485120.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8586   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $565.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4270   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $917132.00         | $817749.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487   | 2027-02-01      | 3.0000%  | 0.0000% | $6094601.00        | $75024.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7301   | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $176.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9288   | 2054-10-01      | 5.5000%  | 0.0000% | $22290278.00       | $22107218.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67004.00          | $40596.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914   | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $872.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5340331.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3930   | 2034-08-01      | 3.5000%  | 0.0000% | $1000.00           | $262.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $5591648.00        | $5602264.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5261   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $146.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5963   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5209.83           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA6956   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $883.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $774.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $899569.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $736.85            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA2507   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $784.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $97626.77          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $31304.77          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $22936867.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2473672.00        | $2210053.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $279413.09         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5957   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $809.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $101666.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ995375   | 2048-08-01      | 5.5000%  | 0.0000% | $284997120.00      | $2746412.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $890725.00         | $709119.05         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7695   | 2052-04-01      | 2.5000%  | 0.0000% | $7314131.00        | $5472864.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA1612   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.39            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA0285   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $893.69            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7460   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $701.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4738   | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $144.88            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB2710   | 2054-04-01      | 7.0000%  | 0.0000% | $413460.00         | $284672.41         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $709.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5480   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3921.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9903   | 2054-11-01      | 5.5000%  | 0.0000% | $1433242.00        | $1452958.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $26460.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0869   | 2054-02-01      | 6.0000%  | 0.0000% | $357641.00         | $360238.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1434   | 2055-07-01      | 5.5000%  | 0.0000% | $3759300.00        | $3825933.43        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945244.00         | $228577.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277004.00        | $4029793.68        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $840.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $37153.12          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $179.16            | U.S. Treasuries (including strips) |
| FEPC 06.500 CLQG9472   | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $162025.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4697   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $188.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $100.77            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4642   | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $108.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8502   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $423.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $515.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $20935038.77       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $73476.00          | $56605.69          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4511   | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $155.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT0066   | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $206.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $797.37            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $7683350.00        | $6216599.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $995.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0155   | 2054-07-01      | 6.5000%  | 0.0000% | $317000.00         | $252212.33         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7472   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $560.08            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH7499   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $540.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $927.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341   | 2053-07-01      | 5.0000%  | 0.0000% | $1011.00           | $866.75            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $2067.00           | $1562.37           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $6115.00           | $5157.80           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255   | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $771.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8272   | 2052-12-01      | 3.0000%  | 0.0000% | $1000.00           | $739.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5370   | 2053-07-01      | 6.0000%  | 0.0000% | $282468.00         | $228838.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $218695.00         | $167857.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2730.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2835   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $622.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4638   | 2050-10-01      | 2.5000%  | 0.0000% | $360000.00         | $152922.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS8884   | 2032-02-01      | 3.5000%  | 0.0000% | $1000.00           | $162.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $593.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7910   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $600.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7973   | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $402.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126440.00         | $26339.59          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNFA2695   | 2035-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1042.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $5745073.00        | $2509156.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1087   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $897.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $544.81            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9495   | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $184.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4484628.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9401   | 2054-10-01      | 6.0000%  | 0.0000% | $373000.00         | $349107.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9832   | 2053-07-01      | 5.5000%  | 0.0000% | $121597757.00      | $112803253.61      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9473   | 2054-10-01      | 5.0000%  | 0.0000% | $2660057.00        | $2536966.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8931   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $781.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1207   | 2052-03-01      | 3.5000%  | 0.0000% | $197000.00         | $129609.00         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037   | 2037-05-01      | 1.5000%  | 0.0000% | $86227.00          | $54706.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223   | 2042-01-01      | 3.5000%  | 0.0000% | $1000.00           | $128.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0015   | 2050-09-25      | 2.5000%  | 0.0000% | $240530.00         | $166274.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $25693334.00       | $19214723.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $80596.00          | $68683.72          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $771.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3800   | 2050-01-01      | 4.5000%  | 0.0000% | $400000.00         | $302545.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $21114.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $480080.00         | $367001.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1858   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1391.43           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $465173.00         | $274209.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270179.00        | $1507726.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $313423.00         | $235352.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA6862   | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $413.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC0481   | 2040-05-01      | 6.0000%  | 0.0000% | $6035.00           | $6121.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $28905308.00       | $26447774.63       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1050338.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2430   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $649.40            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA4108   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $761.63            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5867   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $601.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3117.96           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8787   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $605.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $700.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2821   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $797.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6086   | 2053-12-01      | 6.0000%  | 0.0000% | $2258560.00        | $1767993.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $51000.00          | $40668.80          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $160181.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448069.00        | $3197561.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1129   | 2054-06-01      | 6.5000%  | 0.0000% | $28271124.00       | $26210977.47       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $31000.00          | $29878.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54303.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $52587.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8483   | 2054-05-01      | 5.5000%  | 0.0000% | $879213.00         | $795451.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000000.00       | $20259524.76       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8680   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1052.03           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8780   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1035.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $767.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7404   | 2055-07-01      | 6.0000%  | 0.0000% | $1018.00           | $1048.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $158510440.00      | $20829222.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $779.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5192   | 2053-11-01      | 6.5000%  | 0.0000% | $124000.00         | $84041.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $2725883.00        | $379874.40         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $35002.00          | $22639.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $149000.00         | $128782.00         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4200   | 2030-12-01      | 1.5000%  | 0.0000% | $1000.00           | $318.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4512   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $649.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5162   | 2033-09-01      | 5.0000%  | 0.0000% | $360566.00         | $241671.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4564   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.35            | Agency Mortgage-Backed Securities  |

### Security 725: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKX34, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1AKX34
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $6078700.00        | $6241757.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $106584900.00      | $104861435.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $200001000.00      | $189412797.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $970600.00         | $936926.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $20602200.00       | $20047569.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $800.00            | $749.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $157689200.00      | $154022710.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $93.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $96.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $71.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $182.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $262500.00         | $263155.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $286800.00         | $283808.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $94000.00          | $94734.43          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $93700.00          | $91821.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $46371000.00       | $44998096.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $470500.00         | $463263.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $16677200.00       | $15721960.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $10932100.00       | $10913974.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $202.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $149891400.00      | $140802291.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $12000000.00       | $11932284.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $991000.00         | $859714.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $73.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $222000.00         | $152180.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $11000000.00       | $10828420.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $27382300.00       | $27055544.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $2300.00           | $2458.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $24562800.00       | $26409656.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $292700.00         | $282370.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $26900.00          | $24246.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $465000.00         | $460644.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $65847800.00       | $65533754.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $86662500.00       | $88248497.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $487000.00         | $489303.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $2999600.00        | $3072913.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $633100.00         | $639668.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $546200.00         | $517649.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $3249700.00        | $3199615.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $249944200.00      | $249999975.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $460500.00         | $472249.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $15487200.00       | $15736066.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $69708500.00       | $71909748.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $999800.00         | $1019008.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $37746400.00       | $37042059.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1229600.00        | $1261281.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $279603900.00      | $249999916.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $14000.00          | $14760.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $39257800.00       | $38210803.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $14414000.00       | $14351200.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.3134%  | 0.0000% | $1478200.00        | $1483514.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $650000.00         | $639078.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.0000%  | 0.0000% | $178000.00         | $177412.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $3600000.00        | $3297071.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $192707000.00      | $199152781.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $98949000.00       | $103287018.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $163900.00         | $101188.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $499000.00         | $509417.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1830500.00        | $1861502.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $47150700.00       | $47780923.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $238000.00         | $234637.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $200.00            | $198.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $19276300.00       | $19476833.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $27382100.00       | $28952304.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $479000.00         | $494057.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $633500.00         | $645931.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $820000.00         | $815373.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $517000.00         | $512790.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $2000.00           | $2016.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-09      | 0.0000%  | 0.0000% | $300.00            | $299.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $10300.00          | $10185.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $737800.00         | $831419.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $40999600.00       | $42161864.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $8685300.00        | $8797007.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $100.00            | $106.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $579000.00         | $572103.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $56500.00          | $40870.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $697400.00         | $624730.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $38551000.00       | $34562964.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $17867400.00       | $17135103.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $33300.00          | $19923.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $9600000.00        | $9887742.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $443200.00         | $444955.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $366700.00         | $266546.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $12937100.00       | $13119926.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $15000000.00       | $15422331.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $59000000.00       | $61074330.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $32700.00          | $33714.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $104.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $900.00            | $673.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $300.00            | $254.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $984000.00         | $977428.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $82400.00          | $81497.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $175776800.00      | $181995697.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $6000000.00        | $6147695.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $43793300.00       | $44487372.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $52807900.00       | $53462530.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $6835900.00        | $6956515.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $13100.00          | $13194.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $1790000.00        | $1803027.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $134777100.00      | $137815756.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $99988600.00       | $105650505.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $5000.00           | $5108.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $8913800.00        | $8852196.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $28948800.00       | $28515813.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $25000000.00       | $25714858.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $699900.00         | $575626.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $150200.00         | $145026.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $112.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $700.00            | $488.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $398500.00         | $290956.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $12100.00          | $9809.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $319900.00         | $219667.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $25600.00          | $25873.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $55700.00          | $30594.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $853000.00         | $867680.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $86977600.00       | $79039179.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.26             | U.S. Treasuries (including strips) |

### Security 726: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 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: ARP1AKX42, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1AKX42
- **C.18 - Value (incl. sponsor support):** $1625000000.00
- **C.18.a - Value (excl. sponsor support):** $1625000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 | 2048-05-15      | 3.1250%  | 0.0000% | $600.00            | $457.61            | U.S. Treasuries (including strips)        |
| GNRA 2025-069 FN       | 2055-04-20      | 5.6450%  | 0.0000% | $41387300.00       | $41195732.59       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $2262290.00        | $315268.87         | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $808975.00         | $812048.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $3309777.00        | $917226.78         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $855.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $489.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $1024.00           | $527.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $847.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4776   | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $1054.05           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0513   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $874.73            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8776   | 2050-04-01      | 4.0000%  | 0.0000% | $27514323.00       | $6729789.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTQK0071   | 2039-10-01      | 3.0000%  | 0.0000% | $1001.00           | $462.80            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $16464601.00       | $12579937.21       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $8216500.00        | $8126857.98        | U.S. Treasuries (including strips)        |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $108322000.00      | $68507405.44       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $93.79             | U.S. Treasuries (including strips)        |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $48309000.00       | $14243480.05       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1978   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $947.00            | Agency Mortgage-Backed Securities         |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $25923.00          | $15534.44          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $24653906.00       | $14298100.78       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $2008.00           | $974.23            | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $8001.00           | $6024.37           | Agency Mortgage-Backed Securities         |
| GNII SF MA8490 M       | 2052-12-20      | 5.0000%  | 0.0000% | $2176000.00        | $1709808.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $40386512.00       | $31064527.47       | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $327426.00         | $32159.88          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $28390784.00       | $10460132.73       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $2302336.00        | $1395111.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0076   | 2055-03-01      | 5.5000%  | 0.0000% | $2893892.00        | $2871592.82        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $819.61            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $88189164.00       | $64607887.84       | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $16101000.00       | $10612893.24       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $680984.00         | $498432.46         | Agency Mortgage-Backed Securities         |
| GNRA 2023-021 FE       | 2053-02-20      | 5.3450%  | 0.0000% | $49997900.00       | $28691243.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $2046252.00        | $1396770.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $5541459.00        | $3474466.33        | Agency Collateralized Mortgage Obligation |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $12027431.00       | $939771.10         | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $862.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $64918637.00       | $7049844.35        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $953156.00         | $845764.42         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0736   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.02           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.28           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1696998.00        | $367678.49         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2107.00           | $1605.82           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $4655.00           | $176.35            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $1492.00           | $25.88             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE6784   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $950.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2611   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $915.57            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $5243473.00        | $1129915.21        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-05-25      | 5.8984%  | 0.0000% | $13607127.00       | $12906037.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7450%  | 0.0000% | $32844700.00       | $32747692.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3450%  | 0.0000% | $26770100.00       | $17414055.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5450%  | 0.0000% | $22290815.00       | $8337982.11        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1008.30           | U.S. Treasuries (including strips)        |
| GNII SF DF7879 C       | 2054-12-20      | 6.5000%  | 0.0000% | $5806024.00        | $5999925.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $6922951.00        | $5867089.83        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5041   | 2051-04-01      | 2.0000%  | 0.0000% | $150000.00         | $87506.27          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $73700.00          | $99690.41          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.72             | U.S. Treasuries (including strips)        |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $1239.00           | $27.80             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $2464.00           | $1642.92           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $7507733.00        | $781715.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $24000.00          | $20145.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $5408.00           | $805.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $5491.00           | $4223.58           | Agency Mortgage-Backed Securities         |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $58730798.00       | $60794924.55       | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4550%  | 0.0000% | $23520068.00       | $17639033.98       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE8319   | 2055-08-01      | 6.0000%  | 0.0000% | $3337349.00        | $3451108.10        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CKMA5198   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $508.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $27330000.00       | $17460625.54       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $646343.00         | $532121.68         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1100697.00        | $204673.07         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $1128704.00        | $567034.39         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $1000.00           | $566.52            | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $116866816.00      | $71321366.74       | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $6902748.00        | $2008064.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $773.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $3840.00           | $3617.85           | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2660935.00        | $726950.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $7075.00           | $2366.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $1375.00           | $150.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $15443094.00       | $1958022.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $778.30            | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $95931029.00       | $9784546.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3827   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $850.40            | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5450%  | 0.0000% | $36770560.00       | $29219651.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4450%  | 0.0000% | $14379203.00       | $11960318.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $8513000.00        | $5051132.07        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $223271.00         | $108198.87         | Agency Mortgage-Backed Securities         |
| GNRA 2025-025 FY       | 2055-02-20      | 5.4950%  | 0.0000% | $8377488.00        | $8319609.72        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY7572   | 2055-07-01      | 5.5000%  | 0.0000% | $1392.00           | $1349.08           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $103000.00         | $100506.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $9999000.00        | $10452920.47       | U.S. Treasuries (including strips)        |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $5572870.00        | $3306984.87        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $245249600.00      | $249962564.26      | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15103.83          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4548   | 2052-02-01      | 2.5000%  | 0.0000% | $1088.00           | $718.35            | Agency Mortgage-Backed Securities         |
| GNII SF MA6933 M       | 2050-10-20      | 3.5000%  | 0.0000% | $10151999.00       | $3230073.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $874.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $3004.00           | $237.00            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.42             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $3255000.00        | $3148821.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $38524000.00       | $39284104.68       | U.S. Treasuries (including strips)        |
| GNRA 2024-134 FC       | 2054-08-20      | 5.4050%  | 0.0000% | $1664464.00        | $1418825.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4950%  | 0.0000% | $35804336.00       | $29607616.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 AF       | 2054-10-20      | 5.3950%  | 0.0000% | $53664140.00       | $45794961.45       | Agency Collateralized Mortgage Obligation |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $19175525.00       | $1430431.14        | Agency Mortgage-Backed Securities         |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4950%  | 0.0000% | $19398320.00       | $18206349.23       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ3502   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $969.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $2490108.00        | $2210937.18        | Agency Mortgage-Backed Securities         |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $13605931.00       | $2750069.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $17115800.00       | $14599311.71       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $15258752.00       | $12771758.93       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0218   | 2055-04-01      | 6.0000%  | 0.0000% | $2008.00           | $2024.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614   | 2055-02-01      | 5.5000%  | 0.0000% | $274905.00         | $264939.96         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1014300.00        | $700084.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $10500.00          | $7387.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $201.25            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $14249900.00       | $13733719.76       | U.S. Treasuries (including strips)        |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1572510.00        | $154618.79         | Agency Mortgage-Backed Securities         |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4950%  | 0.0000% | $2818.00           | $2493.90           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5450%  | 0.0000% | $10277100.00       | $5126215.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3450%  | 0.0000% | $49963600.00       | $40872609.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $13665506.00       | $8587055.07        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $239188800.00      | $249999899.83      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1000.00           | $1025.91           | U.S. Treasuries (including strips)        |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $11830503.00       | $1892759.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $9240.00           | $8199.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $836.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $38949440.00       | $14618787.89       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $25000.00          | $19306.41          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $2880000.00        | $2961934.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $123792000.00      | $114005219.75      | U.S. Treasuries (including strips)        |
| GNRA 2024-187 FD       | 2054-11-20      | 5.3950%  | 0.0000% | $7850510.00        | $6942139.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.7450%  | 0.0000% | $32436434.00       | $32347214.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 5.2450%  | 0.0000% | $50000000.00       | $28552809.70       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $48259.00          | $4500.15           | Agency Mortgage-Backed Securities         |
| GNII SF BP1505 C       | 2049-08-20      | 3.5000%  | 0.0000% | $10791280.00       | $3180160.09        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $3000.00           | $564.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $27180012.00       | $4185395.37        | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $15860.00          | $11302.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA6767 M       | 2050-07-20      | 3.5000%  | 0.0000% | $11662414.00       | $2987740.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1001.00           | $175.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $950.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1305540.00        | $1195594.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $10072660.00       | $9002523.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $812.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $58655232.00       | $27802265.49       | Agency Mortgage-Backed Securities         |

### Security 727: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKX67, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1AKX67
- **C.18 - Value (incl. sponsor support):** $6320000000.00
- **C.18.a - Value (excl. sponsor support):** $6320000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $243526700.00      | $249999928.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $247809600.00      | $249999962.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $246099600.00      | $249999988.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $240139000.00      | $249999965.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $241508900.00      | $249999906.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $243145600.00      | $249991472.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $245770000.00      | $249999944.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $3712500.00        | $3823261.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $243993800.00      | $249999931.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $137740400.00      | $132742356.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $262463500.00      | $249999921.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $19894900.00       | $19419954.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $93.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $157620700.00      | $160371928.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $113896700.00      | $115288358.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $246383800.00      | $249957827.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $88680700.00       | $85852716.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $10782400.00       | $13743387.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $247181800.00      | $249999931.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $20003600.00       | $18251857.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $253905300.00      | $249999949.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $6107800.00        | $5672962.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $13407300.00       | $16474607.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $230979300.00      | $227244393.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $258985000.00      | $249999933.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $121562600.00      | $123704130.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $247947800.00      | $249999984.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $187845200.00      | $190737673.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $245836300.00      | $249999960.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $245541000.00      | $249999991.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $15121700.00       | $15519373.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $74245700.00       | $162368518.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $6225300.00        | $6582946.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $7669000.00        | $8107078.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $12679400.00       | $12624157.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $241823500.00      | $249999901.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $103.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $8351500.00        | $8799584.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $5200.00           | $5254.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $30576100.00       | $30317117.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $75959000.00       | $75685028.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $39930600.00       | $39939510.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $241872700.00      | $249963005.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $207881000.00      | $195817473.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $289000.00         | $269594.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $26478100.00       | $27125251.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $246158700.00      | $249999901.65      | U.S. Treasuries (including strips) |

### Security 728: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKXE0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1AKXE0
- **C.18 - Value (incl. sponsor support):** $2911000000.00
- **C.18.a - Value (excl. sponsor support):** $2911000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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% | $140790700.00      | $114936962.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $700.00            | $707.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $200.00            | $203.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $35685900.00       | $36261198.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $214925100.00      | $220148836.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $52042000.00       | $52795132.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $2000.00           | $1464.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $22669800.00       | $18929904.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $305871700.00      | $215208040.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $49999400.00       | $44210334.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $300.00            | $308.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $12602500.00       | $12681519.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $18454400.00       | $20583953.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $954300.00         | $1109635.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $5980700.00        | $4814393.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $300.00            | $307.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $15000300.00       | $15678298.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $20406700.00       | $21329062.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $36200.00          | $38280.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $55408200.00       | $56223597.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $154116300.00      | $160126036.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $50338900.00       | $46014400.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $61459600.00       | $61648073.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $251800.00         | $256003.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $21500900.00       | $20366715.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $125219000.00      | $113093273.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $12016500.00       | $11872290.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $207400.00         | $202651.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $19534900.00       | $18793931.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $687100.00         | $662736.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $9217300.00        | $9292441.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $300.00            | $297.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1000.00           | $1012.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $20587400.00       | $22400530.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $300.00            | $333.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $54463400.00       | $41735864.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $72120500.00       | $73555542.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $10587000.00       | $10496979.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $245265600.00      | $249978871.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $3999900.00        | $4181481.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $500.00            | $514.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $23910600.00       | $22648505.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $93.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $200.00            | $193.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $204.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $223.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $20404000.00       | $20717294.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $145910400.00      | $146237104.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $71835000.00       | $72747976.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1500.00           | $1035.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $122051900.00      | $128067501.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $266184600.00      | $249999917.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $44912400.00       | $42008762.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $169737500.00      | $182384617.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $35834800.00       | $40423068.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $278.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $16000.00          | $15285.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $2725000.00        | $2304734.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $1000.00           | $861.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1800.00           | $1609.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $169736000.00      | $133460677.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $800.00            | $1019.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $3479900.00        | $2114199.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $349900.00         | $346856.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $119416400.00      | $116977675.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $24706000.00       | $15513601.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $1500.00           | $1041.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $126941600.00      | $91454218.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $889100.00         | $842663.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $24285800.00       | $22744212.80       | U.S. Treasuries (including strips) |

### Security 729: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKXS9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1AKXS9
- **C.18 - Value (incl. sponsor support):** $70515920.00
- **C.18.a - Value (excl. sponsor support):** $70515920.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $7115100.00        | $7073016.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1600.00           | $1572.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $52126000.00       | $52996148.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $72800.00          | $70757.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $700.00            | $653.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $400.00            | $406.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $7600.00           | $5805.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $500.00            | $506.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $123800.00         | $122354.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $200.00            | $178.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $500.00            | $516.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $200.00            | $210.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $1000.00           | $991.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $2200000.00        | $2240466.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $13400.00          | $13523.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $5467200.00        | $5594413.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $731100.00         | $722835.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $200.00            | $189.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $1173200.00        | $1209297.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $24300.00          | $24651.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $1863000.00        | $1882350.45        | U.S. Treasuries (including strips) |

### Security 730: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKXV2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1AKXV2
- **C.18 - Value (incl. sponsor support):** $2114000000.00
- **C.18.a - Value (excl. sponsor support):** $2114000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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      | 4.2500%  | 0.0000% | $100.00            | $101.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $74006300.00       | $59574205.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $288611000.00      | $164502748.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $28547600.00       | $27656471.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $210127800.00      | $208096707.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $260226800.00      | $179688508.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $998000.00         | $997291.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.2414%  | 0.0000% | $48056500.00       | $48200257.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $271461200.00      | $249999949.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $700.00            | $703.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 4.3024%  | 0.0000% | $11870700.00       | $11903054.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $75505200.00       | $71519741.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $7499800.00        | $7255156.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $124795200.00      | $127932981.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $35775600.00       | $34684295.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $3695400.00        | $3785702.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $1000.00           | $988.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $39156300.00       | $28989337.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $33000.00          | $34786.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $943200.00         | $1017355.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $26274700.00       | $25803570.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $42797100.00       | $43648670.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $296400.00         | $295659.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $72825700.00       | $68932354.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $153350000.00      | $156927930.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $158400.00         | $157363.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $3953800.00        | $4029780.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $765100.00         | $788212.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $49999900.00       | $51502864.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $95177300.00       | $97055212.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $400.00            | $396.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $3000000.00        | $3241955.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.0000%  | 0.0000% | $583000.00         | $580813.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $58134300.00       | $55098018.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $10300400.00       | $10422613.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $1800.00           | $1737.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $32921000.00       | $30875949.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $33029600.00       | $30710796.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $50252300.00       | $48628741.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $26697500.00       | $25968179.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $157819100.00      | $152222985.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $19320000.00       | $18737232.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $6397300.00        | $6323172.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $1500000.00        | $1464718.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $106679500.00      | $91546914.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $6733500.00        | $6432637.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $80000.00          | $78230.05          | U.S. Treasuries (including strips) |

### Security 731: 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: ARP1AKY74, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1AKY74
- **C.18 - Value (incl. sponsor support):** $2853000000.00
- **C.18.a - Value (excl. sponsor support):** $2853000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 DK3183 C | 2055-08-20      | 6.0000%  | 0.0000% | $315633.00         | $326275.09         | Agency Mortgage-Backed Securities |
| GNII SF DJ3071 C | 2055-08-20      | 6.0000%  | 0.0000% | $1112536.00        | $1147797.46        | Agency Mortgage-Backed Securities |
| GNII SF MA8042 M | 2052-05-20      | 2.5000%  | 0.0000% | $17273824.00       | $11346337.81       | Agency Mortgage-Backed Securities |
| GNII SF MA1375 M | 2043-10-20      | 3.5000%  | 0.0000% | $300000000.00      | $28848125.65       | Agency Mortgage-Backed Securities |
| GNII SF DM1862 C | 2055-08-20      | 6.0000%  | 0.0000% | $721943.00         | $744824.02         | Agency Mortgage-Backed Securities |
| GNII SF DL4471 C | 2055-08-20      | 6.5000%  | 0.0000% | $1600786.00        | $1683645.17        | Agency Mortgage-Backed Securities |
| GNII SF DL7998 C | 2055-08-20      | 6.5000%  | 0.0000% | $1133294.00        | $1183065.50        | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $69392944.00       | $16956610.38       | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | 0.0000% | $57893104.00       | $27135389.85       | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M | 2052-04-20      | 3.5000%  | 0.0000% | $2184999.00        | $1545060.07        | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $310410196.00      | $249999999.35      | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M | 2047-05-20      | 3.5000%  | 0.0000% | $792574505.00      | $93241241.47       | Agency Mortgage-Backed Securities |
| GNII SF DK7541 C | 2055-08-20      | 6.0000%  | 0.0000% | $2078944.00        | $2153768.66        | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M | 2047-06-20      | 4.0000%  | 0.0000% | $146455000.00      | $14384853.23       | Agency Mortgage-Backed Securities |
| GNII SF MA9171 M | 2053-09-20      | 5.5000%  | 0.0000% | $599000.00         | $476859.06         | Agency Mortgage-Backed Securities |
| GNII SF DK7542 C | 2055-08-20      | 6.0000%  | 0.0000% | $1933347.00        | $2000677.10        | Agency Mortgage-Backed Securities |
| GNII SF DK7566 C | 2055-08-20      | 6.0000%  | 0.0000% | $2504461.00        | $2593927.03        | Agency Mortgage-Backed Securities |
| GNII SF DK7517 C | 2055-08-20      | 6.5000%  | 0.0000% | $9862608.00        | $10290926.82       | Agency Mortgage-Backed Securities |
| GNII SF DK3594 C | 2055-07-20      | 6.5000%  | 0.0000% | $1851891.00        | $1936083.29        | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $870115.00         | $672240.87         | Agency Mortgage-Backed Securities |
| GNII SF DJ7998 C | 2055-07-20      | 6.5000%  | 0.0000% | $1362286.00        | $1418006.58        | Agency Mortgage-Backed Securities |
| GNII SF DL0457 C | 2055-08-20      | 6.5000%  | 0.0000% | $134337.00         | $140154.67         | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M | 2051-09-20      | 2.5000%  | 0.0000% | $110000000.00      | $65473911.72       | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M | 2054-04-20      | 4.5000%  | 0.0000% | $143955012.00      | $133610472.88      | Agency Mortgage-Backed Securities |
| GNII SF DL6430 C | 2055-08-20      | 6.0000%  | 0.0000% | $3145647.00        | $3239751.13        | Agency Mortgage-Backed Securities |
| GNII SF MA6994 M | 2050-11-20      | 2.0000%  | 0.0000% | $5011375.00        | $2405094.49        | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M | 2049-03-20      | 4.0000%  | 0.0000% | $99993595.00       | $8263613.21        | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $5636811.00        | $3804101.73        | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M | 2048-07-20      | 4.0000%  | 0.0000% | $325000.00         | $29688.01          | Agency Mortgage-Backed Securities |
| GNII SF DB7489 C | 2054-06-20      | 7.0000%  | 0.0000% | $14277941.00       | $12526663.31       | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $71226175.00       | $64820588.50       | Agency Mortgage-Backed Securities |
| GNII SF DL0454 C | 2055-08-20      | 6.0000%  | 0.0000% | $323726.00         | $335178.67         | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M | 2054-11-20      | 4.5000%  | 0.0000% | $175122593.00      | $164676037.94      | Agency Mortgage-Backed Securities |
| GNII SF DL4459 C | 2055-08-20      | 5.5000%  | 0.0000% | $1619921.00        | $1648959.34        | Agency Mortgage-Backed Securities |
| GNII SF DL8983 C | 2055-08-20      | 6.0000%  | 0.0000% | $253327.00         | $261822.49         | Agency Mortgage-Backed Securities |
| GNII SF DL3233 C | 2055-08-20      | 6.0000%  | 0.0000% | $319997.00         | $332103.66         | Agency Mortgage-Backed Securities |
| GNII SF DM0631 C | 2055-08-20      | 6.5000%  | 0.0000% | $1439862.00        | $1506620.56        | Agency Mortgage-Backed Securities |
| GNII SF DL0434 C | 2055-08-20      | 6.0000%  | 0.0000% | $1479687.00        | $1534701.27        | Agency Mortgage-Backed Securities |
| GNII SF DK3078 C | 2055-07-20      | 6.5000%  | 0.0000% | $5096000.00        | $5317817.48        | Agency Mortgage-Backed Securities |
| GNII SF DL8965 C | 2055-08-20      | 6.0000%  | 0.0000% | $1278951.00        | $1320663.56        | Agency Mortgage-Backed Securities |
| GNII SF DL8989 C | 2055-08-20      | 5.5000%  | 0.0000% | $1056363.00        | $1074777.29        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $23790299.00       | $13144263.56       | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $14198032.00       | $9722930.99        | Agency Mortgage-Backed Securities |
| GNII SF MA5931 M | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $12651324.48       | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M | 2052-06-20      | 3.0000%  | 0.0000% | $7381455.00        | $5052733.75        | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M | 2046-05-20      | 3.5000%  | 0.0000% | $171000000.00      | $18323601.34       | Agency Mortgage-Backed Securities |
| GNII SF MA2825 M | 2045-05-20      | 3.0000%  | 0.0000% | $172899999.00      | $16308794.85       | Agency Mortgage-Backed Securities |
| GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $5499.00           | $5134.34           | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M | 2054-06-20      | 4.0000%  | 0.0000% | $14906051.00       | $13389013.04       | Agency Mortgage-Backed Securities |
| GNII SF DM0667 C | 2055-08-20      | 6.0000%  | 0.0000% | $734129.00         | $758478.35         | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M | 2051-07-20      | 2.5000%  | 0.0000% | $436561323.00      | $249999999.58      | Agency Mortgage-Backed Securities |
| GNII SF CZ5934 C | 2054-02-20      | 7.0000%  | 0.0000% | $24098858.00       | $17479986.51       | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M | 2054-05-20      | 4.5000%  | 0.0000% | $245826000.00      | $228732749.60      | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M | 2052-12-20      | 5.5000%  | 0.0000% | $49848985.00       | $35942079.28       | Agency Mortgage-Backed Securities |
| GNII SF MA9485 M | 2052-10-20      | 4.0000%  | 0.0000% | $67674775.00       | $57750983.51       | Agency Mortgage-Backed Securities |
| GNII SF DL4465 C | 2055-08-20      | 6.0000%  | 0.0000% | $255846.00         | $265085.28         | Agency Mortgage-Backed Securities |
| GNII SF DK6021 C | 2055-07-20      | 6.5000%  | 0.0000% | $1327410.00        | $1387857.61        | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M | 2047-07-20      | 3.5000%  | 0.0000% | $216500000.00      | $26771786.79       | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M | 2054-11-20      | 4.0000%  | 0.0000% | $22668358.00       | $20718269.23       | Agency Mortgage-Backed Securities |
| GNII SF DH0547 C | 2055-05-20      | 6.0000%  | 0.0000% | $1414000.00        | $1461590.85        | Agency Mortgage-Backed Securities |
| GNII SF DK3186 C | 2055-08-20      | 6.0000%  | 0.0000% | $1032189.00        | $1064903.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ7917 C | 2055-05-20      | 5.5000%  | 0.0000% | $11224397.00       | $11389879.59       | Agency Mortgage-Backed Securities |
| GNII SF MA5527 M | 2048-10-20      | 3.5000%  | 0.0000% | $250000000.00      | $27431776.84       | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $164263936.00      | $29457437.97       | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M | 2050-12-20      | 2.0000%  | 0.0000% | $79999999.00       | $39185803.43       | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $48392620.00       | $12304452.58       | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | 0.0000% | $378534644.00      | $221180327.66      | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M | 2054-05-20      | 6.0000%  | 0.0000% | $20000000.00       | $16805869.46       | Agency Mortgage-Backed Securities |
| GNII SF MA8044 M | 2052-05-20      | 3.5000%  | 0.0000% | $131122235.00      | $92489146.38       | Agency Mortgage-Backed Securities |
| GNII SF DH4996 C | 2055-07-20      | 6.5000%  | 0.0000% | $1852157.00        | $1930731.12        | Agency Mortgage-Backed Securities |
| GNII SF DK3175 C | 2055-08-20      | 6.0000%  | 0.0000% | $206022.00         | $213613.22         | Agency Mortgage-Backed Securities |
| GNII SF MA5984 M | 2049-06-20      | 3.0000%  | 0.0000% | $91373000.00       | $12656604.94       | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M | 2050-04-20      | 2.5000%  | 0.0000% | $85514596.00       | $21021336.63       | Agency Mortgage-Backed Securities |
| GNII SF MA3105 M | 2045-09-20      | 3.5000%  | 0.0000% | $206600000.00      | $19349800.23       | Agency Mortgage-Backed Securities |
| GNII SF MA9602 M | 2054-01-20      | 4.0000%  | 0.0000% | $241203794.00      | $216166307.21      | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M | 2054-06-20      | 4.0000%  | 0.0000% | $46922135.00       | $41661603.70       | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M | 2050-01-20      | 4.0000%  | 0.0000% | $93993713.00       | $85732094.46       | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M | 2054-03-20      | 4.5000%  | 0.0000% | $63759467.00       | $58370277.06       | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M | 2054-04-20      | 4.0000%  | 0.0000% | $114407925.00      | $102401903.05      | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $1223.00           | $825.31            | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M | 2049-08-20      | 3.0000%  | 0.0000% | $631108930.00      | $90772421.77       | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M | 2052-09-20      | 4.0000%  | 0.0000% | $60783488.00       | $46305307.55       | Agency Mortgage-Backed Securities |
| GNII SF MA8149 M | 2052-07-20      | 3.5000%  | 0.0000% | $83219072.00       | $59904402.74       | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M | 2053-10-20      | 5.0000%  | 0.0000% | $53058515.00       | $47814545.41       | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M | 2052-07-20      | 4.5000%  | 0.0000% | $1208000.00        | $915032.19         | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M | 2044-03-20      | 3.5000%  | 0.0000% | $149499999.00      | $11205550.33       | Agency Mortgage-Backed Securities |

### Security 732: 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: ARP1AKY90, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1AKY90
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY             | 2035-02-15      | 4.6250%  | 0.0000% | $20828000.00       | $21564884.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2048-02-15      | 1.0000%  | 0.0000% | $8800000.00        | $8351783.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2048-02-15      | 3.0000%  | 0.0000% | $7900000.00        | $5798270.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2053-08-15      | 4.1250%  | 0.0000% | $52550000.00       | $46086890.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2052-05-15      | 2.8750%  | 0.0000% | $27300000.00       | $19041702.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2047-11-15      | 2.7500%  | 0.0000% | $8900000.00        | $6310350.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2048-08-15      | 3.0000%  | 0.0000% | $41000000.00       | $29935301.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2050-05-15      | 1.2500%  | 0.0000% | $49000000.00       | $23231710.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2044-08-15      | 4.1250%  | 0.0000% | $5800.00           | $5270.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2054-05-15      | 4.6250%  | 0.0000% | $19489000.00       | $18817662.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2051-05-15      | 2.3750%  | 0.0000% | $36900000.00       | $23165415.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2051-11-15      | 1.8750%  | 0.0000% | $12600000.00       | $6920913.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2053-05-15      | 3.6250%  | 0.0000% | $30000000.00       | $24289817.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2047-05-15      | 3.0000%  | 0.0000% | $33900000.00       | $25352396.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2049-02-15      | 3.0000%  | 0.0000% | $18000000.00       | $13083827.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2050-11-15      | 1.6250%  | 0.0000% | $27800000.00       | $14458438.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-09-23      | 0.0000%  | 0.0000% | $18100000.00       | $18054985.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-10-30      | 0.0000%  | 0.0000% | $35700000.00       | $35461595.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2051-02-15      | 1.8750%  | 0.0000% | $15400000.00       | $8475117.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2052-02-15      | 2.2500%  | 0.0000% | $34500000.00       | $20641556.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2055-02-15      | 4.6250%  | 0.0000% | $38400000.00       | $36653472.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2054-11-15      | 4.5000%  | 0.0000% | $19221700.00       | $18181593.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2050-02-15      | 2.0000%  | 0.0000% | $20100000.00       | $11605737.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2054-02-15      | 4.2500%  | 0.0000% | $38877000.00       | $34827371.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2054-08-15      | 4.2500%  | 0.0000% | $60000000.00       | $53747990.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2054-02-15      | 2.1250%  | 0.0000% | $100830000.00      | $94768286.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2052-08-15      | 3.0000%  | 0.0000% | $2940000.00        | $2081147.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2053-02-15      | 3.6250%  | 0.0000% | $57200000.00       | $45847463.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-11-06      | 0.0000%  | 0.0000% | $3100000.00        | $3077106.50        | U.S. Treasuries (including strips) |
| CYBERARK SOFTWARE LTD          SHS | 2500-12-31      | N/A      | 0.0000% | $17924.00          | $8122619.08        | Equities                           |
| UNITED STATES TREASURY             | 2026-05-14      | 0.0000%  | 0.0000% | $12700000.00       | $12366002.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2052-11-15      | 4.0000%  | 0.0000% | $550000.00         | $478114.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2049-02-15      | 1.0000%  | 0.0000% | $5000000.00        | $4571719.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2049-05-15      | 2.8750%  | 0.0000% | $42500000.00       | $30383345.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2048-11-15      | 3.3750%  | 0.0000% | $28136000.00       | $22219772.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-10-09      | 0.0000%  | 0.0000% | $1000000.00        | $995687.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2044-11-15      | 4.6250%  | 0.0000% | $14072300.00       | $13825007.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2053-02-15      | 1.5000%  | 0.0000% | $15000000.00       | $12585266.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-12-18      | 0.0000%  | 0.0000% | $25000000.00       | $24702225.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2044-08-15      | 3.1250%  | 0.0000% | $346800.00         | $270928.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2046-08-15      | 2.2500%  | 0.0000% | $51400000.00       | $33285713.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2053-11-15      | 4.7500%  | 0.0000% | $71524400.00       | $70472423.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2045-02-15      | 4.7500%  | 0.0000% | $6800000.00        | $6703930.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2055-05-15      | 4.7500%  | 0.0000% | $27392000.00       | $27011116.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2049-08-15      | 2.2500%  | 0.0000% | $36000000.00       | $22225571.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2051-02-15      | 0.1250%  | 0.0000% | $5200000.00        | $3426795.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2044-11-15      | 3.0000%  | 0.0000% | $17500000.00       | $13483230.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2045-02-15      | 2.5000%  | 0.0000% | $84200000.00       | $58651285.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2045-02-15      | 0.7500%  | 0.0000% | $7000000.00        | $6941952.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2026-01-02      | 0.0000%  | 0.0000% | $900000.00         | $887892.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-10-23      | 0.0000%  | 0.0000% | $20000000.00       | $19883340.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-11-20      | 0.0000%  | 0.0000% | $1300000.00        | $1288410.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-10-07      | 0.0000%  | 0.0000% | $3300000.00        | $3286529.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-12-11      | 0.0000%  | 0.0000% | $5000000.00        | $4944550.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2026-02-05      | 0.0000%  | 0.0000% | $10000000.00       | $9831980.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-10-14      | 0.0000%  | 0.0000% | $8650000.00        | $8607900.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-12-26      | 0.0000%  | 0.0000% | $40000000.00       | $39487960.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2052-02-15      | 0.1250%  | 0.0000% | $5400000.00        | $3248645.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2044-05-15      | 3.3750%  | 0.0000% | $200.00            | $164.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-10-28      | 0.0000%  | 0.0000% | $1800000.00        | $1788395.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-11-13      | 0.0000%  | 0.0000% | $49600000.00       | $49196156.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2025-11-25      | 0.0000%  | 0.0000% | $5100000.00        | $5052228.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2047-08-15      | 2.7500%  | 0.0000% | $1100000.00        | $774621.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2049-11-15      | 2.3750%  | 0.0000% | $600000.00         | $383339.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2051-08-15      | 2.0000%  | 0.0000% | $41000000.00       | $23157901.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2046-02-15      | 2.5000%  | 0.0000% | $1000000.00        | $685499.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2045-08-15      | 2.8750%  | 0.0000% | $10000000.00       | $7394687.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY             | 2045-05-15      | 3.0000%  | 0.0000% | $2600000.00        | $1990469.79        | U.S. Treasuries (including strips) |

### Security 733: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 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: ARP1AKYA7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1AKYA7
- **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:** 4.3400%
- **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? 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 787839 C | 2055-02-20      | 5.5000%  | 0.0000% | $35339674.00       | $35228245.88       | Agency Mortgage-Backed Securities |
| GNII SP 787952 C | 2055-05-20      | 5.5000%  | 0.0000% | $52529128.00       | $53402552.17       | Agency Mortgage-Backed Securities |
| GNII SF DK7173 C | 2055-06-20      | 5.5000%  | 0.0000% | $54445450.00       | $55094692.03       | Agency Mortgage-Backed Securities |
| GNII SP 787935 C | 2055-04-20      | 5.5000%  | 0.0000% | $54732684.00       | $54793897.86       | Agency Mortgage-Backed Securities |
| GNII SP 787933 C | 2055-04-20      | 5.5000%  | 0.0000% | $10600109.00       | $10671440.39       | Agency Mortgage-Backed Securities |

### Security 734: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKYJ8, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1AKYJ8
- **C.18 - Value (incl. sponsor support):** $701000000.00
- **C.18.a - Value (excl. sponsor support):** $701000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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 | 2028-03-31      | 3.6250%  | 0.0000% | $4000000.00        | $4061818.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $5000.00           | $5203.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $7881000.00        | $8001911.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $400.00            | $374.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $19900.00          | $20364.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $50000000.00       | $81500429.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $21000000.00       | $22204243.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $5987200.00        | $6244451.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $20000000.00       | $21490197.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $15000000.00       | $14668503.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $87600.00          | $86383.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $6000000.00        | $7329026.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $1592300.00        | $1573893.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $100.00            | $98.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | 0.0000% | $792000.00         | $783577.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $10000000.00       | $11268742.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $16000000.00       | $21642423.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $2649100.00        | $2632940.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $2700.00           | $2555.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $10000000.00       | $10198978.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $39000.00          | $39495.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $448900.00         | $418596.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $4000.00           | $3974.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $45230000.00       | $47712746.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $2000.00           | $2017.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $382900.00         | $381686.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $3914600.00        | $3855176.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | 0.0000% | $716100.00         | $711595.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $2400.00           | $2247.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $344010700.00      | $228960367.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $20000.00          | $19893.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $500.00            | $496.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $16000000.00       | $15860834.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $144400.00         | $144058.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $2700.00           | $2542.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $7600.00           | $7518.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $8000.00           | $7707.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $6500000.00        | $6104783.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $10000000.00       | $8644255.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $2700.00           | $2550.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $4500.00           | $4354.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $80100.00          | $77958.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $34500.00          | $34229.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $12000000.00       | $11370702.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $66400000.00       | $64748687.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $10000000.00       | $10299027.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $20000.00          | $20311.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $12000000.00       | $12485781.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $11000000.00       | $11081445.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $1500.00           | $1525.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $38900200.00       | $38524191.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $10000.00          | $10262.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $6000000.00        | $5812706.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $5000000.00        | $5015333.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $7000.00           | $7155.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $7000000.00        | $7286892.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $2000.00           | $2029.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $5004000.00        | $5132511.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $4000.00           | $4029.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $755000.00         | $765289.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $16000000.00       | $16080877.57       | U.S. Treasuries (including strips) |

### Security 735: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKYS8, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1AKYS8
- **C.18 - Value (incl. sponsor support):** $2106000000.00
- **C.18.a - Value (excl. sponsor support):** $2106000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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 | 2029-05-31      | 4.5000%  | 0.0000% | $1000.00           | $1041.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $16000000.00       | $16227331.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1000.00           | $965.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $100.00            | $100.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $199999000.00      | $205717841.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $93092000.00       | $97671400.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $150000000.00      | $150520594.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $6721800.00        | $8819450.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $109997000.00      | $67602505.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $2680200.00        | $2783990.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $900.00            | $909.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1014.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $199100800.00      | $200542223.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $112.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $14999900.00       | $15657509.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $18624000.00       | $19529858.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $7364000.00        | $7544686.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $834700.00         | $847263.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $70010700.00       | $71064490.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $300.00            | $312.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $117.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $2999900.00        | $2955452.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $74908100.00       | $74581736.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $22490900.00       | $24478320.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $92810000.00       | $82249829.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $16999700.00       | $17261464.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $30002400.00       | $29442560.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $799800.00         | $822472.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $24999400.00       | $25643521.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $8902600.00        | $9017891.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $233658000.00      | $231446002.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $75696500.00       | $77102348.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $106353000.00      | $104815786.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $166500.00         | $175596.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $700.00            | $492.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $25000000.00       | $21716659.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $5000000.00        | $4644880.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $22454500.00       | $22127226.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $200000000.00      | $187460804.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $27477000.00       | $36809717.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $312.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $194183000.00      | $202269366.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $125168800.00      | $128564214.61      | U.S. Treasuries (including strips) |

### Security 736: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 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: ARP1AKYU3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1AKYU3
- **C.18 - Value (incl. sponsor support):** $1057000000.00
- **C.18.a - Value (excl. sponsor support):** $1057000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SP 783065 X     | 2040-06-15      | 5.0000%  | 0.0000% | $80077.00          | $2428.71           | Agency Mortgage-Backed Securities         |
| GNMI SP 782539 X     | 2038-11-15      | 5.5000%  | 0.0000% | $3500000.00        | $49785.21          | Agency Mortgage-Backed Securities         |
| GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $57322.00          | $1032.68           | Agency Mortgage-Backed Securities         |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $25000.00          | $75.34             | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $1212877.00        | $12971.18          | Agency Mortgage-Backed Securities         |
| GNMI SP 782025 X     | 2035-12-15      | 6.5000%  | 0.0000% | $1000000.00        | $15907.93          | Agency Mortgage-Backed Securities         |
| GNII SF 003841 M     | 2036-04-20      | 5.5000%  | 0.0000% | $117624.00         | $1402.48           | Agency Mortgage-Backed Securities         |
| GNII SF 004541 M     | 2039-09-20      | 5.0000%  | 0.0000% | $18257.00          | $477.12            | Agency Mortgage-Backed Securities         |
| GNMI SF 686115 X     | 2038-09-15      | 6.0000%  | 0.0000% | $100000.00         | $309.97            | Agency Mortgage-Backed Securities         |
| GNRM 2024-046 CL     | 2053-11-20      | 6.0000%  | 0.0000% | $17891708.00       | $18608640.67       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AY     | 2055-04-20      | 5.0000%  | 0.0000% | $4680867.00        | $4337173.82        | Agency Collateralized Mortgage Obligation |
| GNII SF DI2575 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2678241.00        | $2782945.60        | Agency Mortgage-Backed Securities         |
| GNII SF DI4061 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1742264.00        | $1810613.60        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8019 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1009013.00        | $1048734.48        | Agency Mortgage-Backed Securities         |
| GNMI SF BE6179 X     | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6578.28           | Agency Mortgage-Backed Securities         |
| GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  | 0.0000% | $506554.00         | $48804.69          | Agency Mortgage-Backed Securities         |
| GNII SF CB2935 C     | 2051-04-20      | 3.0000%  | 0.0000% | $3481046.00        | $2561736.03        | Agency Mortgage-Backed Securities         |
| GNII SF MA4512 M     | 2047-06-20      | 4.5000%  | 0.0000% | $1322808.00        | $117991.33         | Agency Mortgage-Backed Securities         |
| GNMI SF 617572 X     | 2037-06-15      | 6.5000%  | 0.0000% | $150000.00         | $2268.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $350000.00         | $49068.89          | Agency Mortgage-Backed Securities         |
| GNII SF MA5593 M     | 2048-04-20      | 3.0000%  | 0.0000% | $309846.00         | $61962.05          | Agency Mortgage-Backed Securities         |
| GNRM 2025-090 AY     | 2055-05-20      | 5.0000%  | 0.0000% | $568775.00         | $525587.28         | Agency Collateralized Mortgage Obligation |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $2000.00           | $346.29            | Agency Mortgage-Backed Securities         |
| GNII SP 787889 C     | 2055-02-20      | 5.5000%  | 0.0000% | $8554090.00        | $8576408.94        | Agency Mortgage-Backed Securities         |
| GNRM 2025-005 PL     | 2055-01-20      | 5.5000%  | 0.0000% | $1927617.00        | $1888699.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 EL     | 2054-07-20      | 5.0000%  | 0.0000% | $716888.00         | $702475.60         | Agency Collateralized Mortgage Obligation |
| GNMI SF 615294 X     | 2033-07-15      | 6.5000%  | 0.0000% | $742098.00         | $48936.63          | Agency Mortgage-Backed Securities         |
| GNII SP 783311 M     | 2041-05-20      | 5.5000%  | 0.0000% | $2100000.00        | $85776.04          | Agency Mortgage-Backed Securities         |
| GNMI SF 698772 X     | 2038-12-15      | 6.0000%  | 0.0000% | $89930.00          | $724.40            | Agency Mortgage-Backed Securities         |
| GNMI SF 710853 X     | 2039-09-15      | 5.0000%  | 0.0000% | $128597.00         | $8367.34           | Agency Mortgage-Backed Securities         |
| GNMI SF 673101 X     | 2038-09-15      | 6.0000%  | 0.0000% | $6412762.00        | $406165.53         | Agency Mortgage-Backed Securities         |
| GNMI SF 704054 X     | 2038-11-15      | 6.0000%  | 0.0000% | $193013.00         | $678.83            | Agency Mortgage-Backed Securities         |
| GNMI SF 656202 X     | 2036-08-15      | 6.5000%  | 0.0000% | $49208.00          | $765.85            | Agency Mortgage-Backed Securities         |
| GNII SP 783050 M     | 2040-07-20      | 5.0000%  | 0.0000% | $500000.00         | $16814.38          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3110 C     | 2055-08-20      | 5.5000%  | 0.0000% | $9716177.00        | $9863491.52        | Agency Mortgage-Backed Securities         |
| GNMI SF 623958 X     | 2035-12-15      | 5.0000%  | 0.0000% | $50000.00          | $400.37            | Agency Mortgage-Backed Securities         |
| GNMI SP 782071 X     | 2033-05-15      | 7.0000%  | 0.0000% | $35000.00          | $592.94            | Agency Mortgage-Backed Securities         |
| GNMI SF 661590 X     | 2037-01-15      | 6.0000%  | 0.0000% | $2027000.00        | $14661.06          | Agency Mortgage-Backed Securities         |
| GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $50000.00          | $254.77            | Agency Mortgage-Backed Securities         |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $65000.00          | $3702.41           | Agency Mortgage-Backed Securities         |
| GNII SF BA7567 C     | 2048-05-20      | 4.5000%  | 0.0000% | $380000.00         | $50330.99          | Agency Mortgage-Backed Securities         |
| GNII SF AF0141 C     | 2043-02-20      | 4.0000%  | 0.0000% | $475000.00         | $37985.86          | Agency Mortgage-Backed Securities         |
| GNII SF MA9170 M     | 2053-08-20      | 5.0000%  | 0.0000% | $102410.00         | $88837.84          | Agency Mortgage-Backed Securities         |
| GNII SF 003488 M     | 2033-12-20      | 5.5000%  | 0.0000% | $43569.00          | $546.58            | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $23410066.00       | $19728265.41       | Agency Mortgage-Backed Securities         |
| GNII SF DI1506 C     | 2055-02-20      | 6.5000%  | 0.0000% | $5071011.00        | $5101425.65        | Agency Mortgage-Backed Securities         |
| GNII SF 003569 M     | 2034-06-20      | 5.5000%  | 0.0000% | $33000.00          | $489.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA9326 M     | 2038-11-20      | 4.5000%  | 0.0000% | $151769.00         | $115444.54         | Agency Mortgage-Backed Securities         |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $10444.00          | $3151.16           | Agency Mortgage-Backed Securities         |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $26000.00          | $90.40             | Agency Mortgage-Backed Securities         |
| GNMI SF BA7886 X     | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23684.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA8485 M     | 2052-03-20      | 2.5000%  | 0.0000% | $10000.00          | $6756.73           | Agency Mortgage-Backed Securities         |
| GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $1940000.00        | $77530.52          | Agency Mortgage-Backed Securities         |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $795986.00         | $9641.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 515395 X     | 2030-05-15      | 8.0000%  | 0.0000% | $283345.00         | $2665.90           | Agency Mortgage-Backed Securities         |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $1977202.00        | $22178.03          | Agency Mortgage-Backed Securities         |
| GNII SF 004075 M     | 2038-01-20      | 7.0000%  | 0.0000% | $18214.00          | $124.29            | Agency Mortgage-Backed Securities         |
| GNII SF 005056 M     | 2041-05-20      | 5.0000%  | 0.0000% | $201000.00         | $7036.31           | Agency Mortgage-Backed Securities         |
| GNII SF 003251 M     | 2032-06-20      | 7.0000%  | 0.0000% | $175000.00         | $337.65            | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $2600000.00        | $23198.64          | Agency Mortgage-Backed Securities         |
| GNII SF 003415 M     | 2033-07-20      | 5.5000%  | 0.0000% | $25000.00          | $262.17            | Agency Mortgage-Backed Securities         |
| GNII SF 004802 M     | 2040-09-20      | 5.0000%  | 0.0000% | $800000.00         | $32743.48          | Agency Mortgage-Backed Securities         |
| GNII SF 005238 M     | 2041-11-20      | 5.5000%  | 0.0000% | $3912000.00        | $140951.51         | Agency Mortgage-Backed Securities         |
| GNMI SP 780958 X     | 2029-01-15      | 6.0000%  | 0.0000% | $70000.00          | $110.20            | Agency Mortgage-Backed Securities         |
| GNMI SF 608223 X     | 2033-07-15      | 5.0000%  | 0.0000% | $80000.00          | $607.80            | Agency Mortgage-Backed Securities         |
| GNII SF MA5765 M     | 2049-01-20      | 5.0000%  | 0.0000% | $143217.00         | $9524.95           | Agency Mortgage-Backed Securities         |
| GNII SP 787236 C     | 2054-01-20      | 6.5000%  | 0.0000% | $2620000.00        | $1726614.04        | Agency Mortgage-Backed Securities         |
| GNII SF MA5984 M     | 2049-06-20      | 3.0000%  | 0.0000% | $97000.00          | $13436.03          | Agency Mortgage-Backed Securities         |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $25000.00          | $2601.70           | Agency Mortgage-Backed Securities         |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $245407.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA2635 M     | 2044-01-20      | 1.5000%  | 0.0000% | $337425.00         | $44800.87          | Agency Mortgage-Backed Securities         |
| GNII SF 002985 M     | 2030-10-20      | 6.5000%  | 0.0000% | $220000.00         | $182.42            | Agency Mortgage-Backed Securities         |
| GNMI SF 698465 X     | 2039-08-15      | 6.0000%  | 0.0000% | $729734.00         | $16149.05          | Agency Mortgage-Backed Securities         |
| GNMI SF 704587 X     | 2039-06-15      | 5.0000%  | 0.0000% | $140000.00         | $6219.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $1000000.00        | $833835.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $319007.00         | $88478.01          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3049 | 2040-01-01      | 5.5000%  | 0.0000% | $2006.00           | $1810.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3590 | 2040-05-01      | 5.5000%  | 0.0000% | $1000.00           | $994.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0297 | 2038-10-01      | 5.5000%  | 0.0000% | $339779.00         | $36279.61          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  | 0.0000% | $78000.00          | $26184.10          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $64000.00          | $5547.24           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0619 | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $423.10            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $65000.00          | $41350.16          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB1179 | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.44           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN2802 | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5700.92           | Agency Mortgage-Backed Securities         |
| GNII SF DH3996 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1246870.00        | $1292667.40        | Agency Mortgage-Backed Securities         |
| GNII SF DF7412 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1255542.00        | $1268258.94        | Agency Mortgage-Backed Securities         |
| GNII SF AT3442 C     | 2046-06-20      | 3.0000%  | 0.0000% | $46000.00          | $17442.19          | Agency Mortgage-Backed Securities         |
| GNMI SF 609093 X     | 2038-05-15      | 7.5000%  | 0.0000% | $1135142.00        | $61590.11          | Agency Mortgage-Backed Securities         |
| GNMI SF 570456 X     | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $116.61            | Agency Mortgage-Backed Securities         |
| GNII SF AV8326 C     | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $5643.20           | Agency Mortgage-Backed Securities         |
| GNMI SF 474821 X     | 2028-12-15      | 6.5000%  | 0.0000% | $245000.00         | $1242.18           | Agency Mortgage-Backed Securities         |
| GNMI SF 411081 X     | 2038-11-15      | 6.0000%  | 0.0000% | $1122965.00        | $6643.33           | Agency Mortgage-Backed Securities         |
| GNII SF 004660 M     | 2040-03-20      | 6.0000%  | 0.0000% | $419210.00         | $9623.85           | Agency Mortgage-Backed Securities         |
| GNII SF 004979 M     | 2041-03-20      | 5.0000%  | 0.0000% | $950000.00         | $33957.05          | Agency Mortgage-Backed Securities         |
| GNII SF 005265 M     | 2041-12-20      | 3.0000%  | 0.0000% | $55000.00          | $4574.80           | Agency Mortgage-Backed Securities         |
| GNMI SP 780498 X     | 2027-01-15      | 7.5000%  | 0.0000% | $50000.00          | $5.24              | Agency Mortgage-Backed Securities         |
| GNMI SF 723518 X     | 2039-12-15      | 5.0000%  | 0.0000% | $575690.00         | $18247.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 723434 X     | 2039-11-15      | 5.0000%  | 0.0000% | $69102.00          | $1246.41           | Agency Mortgage-Backed Securities         |
| GNMI SF 737193 X     | 2040-04-15      | 5.0000%  | 0.0000% | $1536894.00        | $48259.52          | Agency Mortgage-Backed Securities         |
| GNMI SF 603764 X     | 2033-06-15      | 5.0000%  | 0.0000% | $145000.00         | $1763.33           | Agency Mortgage-Backed Securities         |
| GNMI SF 486759 X     | 2028-12-15      | 6.0000%  | 0.0000% | $35000.00          | $46.12             | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 AN     | 2053-05-20      | 5.0000%  | 0.0000% | $191607.00         | $186927.36         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  | 0.0000% | $6000000.00        | $6264730.00        | Agency Collateralized Mortgage Obligation |
| GNMI SF 668585 X     | 2037-08-15      | 6.0000%  | 0.0000% | $242426.00         | $2089.41           | Agency Mortgage-Backed Securities         |
| GNMI SF 662065 X     | 2036-12-15      | 6.5000%  | 0.0000% | $608289.00         | $13336.43          | Agency Mortgage-Backed Securities         |
| GNII SF DH0569 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2064468.00        | $2140039.23        | Agency Mortgage-Backed Securities         |
| GNMI SF BB7229 X     | 2047-09-15      | 5.0000%  | 0.0000% | $12676.00          | $159.44            | Agency Mortgage-Backed Securities         |
| GNRM 2021-194 KT     | 2051-11-20      | 5.5000%  | 0.0000% | $7200000.00        | $5697436.01        | Agency Collateralized Mortgage Obligation |
| GNMI SF 487238 X     | 2028-12-15      | 6.0000%  | 0.0000% | $25000.00          | $83.25             | Agency Mortgage-Backed Securities         |
| GNII SP 785043 M     | 2049-04-20      | 3.0000%  | 0.0000% | $384271.00         | $82027.71          | Agency Mortgage-Backed Securities         |
| GNRM 2025-027 BN     | 2052-08-20      | 5.0000%  | 0.0000% | $7042407.00        | $6963489.00        | Agency Collateralized Mortgage Obligation |
| GNMI SF BC1180 X     | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4823.24           | Agency Mortgage-Backed Securities         |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61237.10          | Agency Mortgage-Backed Securities         |
| GNII SF MA5986 M     | 2049-06-20      | 4.0000%  | 0.0000% | $2563584.00        | $222368.95         | Agency Mortgage-Backed Securities         |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $79217.00          | $79960.90          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3820 | 2055-05-01      | 6.5000%  | 0.0000% | $41404.00          | $43135.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $46211.00          | $44115.33          | Agency Mortgage-Backed Securities         |
| GNMI SP 782964 X     | 2040-01-15      | 6.0000%  | 0.0000% | $474174.00         | $12789.30          | Agency Mortgage-Backed Securities         |
| GNMI SF 485528 X     | 2031-06-15      | 6.5000%  | 0.0000% | $40000.00          | $64.84             | Agency Mortgage-Backed Securities         |
| GNRM 2012-126 BC     | 2041-02-20      | 1.7500%  | 0.0000% | $3840000.00        | $258738.43         | Agency Collateralized Mortgage Obligation |
| GNII SF AB9233 C     | 2042-11-20      | 4.0000%  | 0.0000% | $1180000.00        | $146509.57         | Agency Mortgage-Backed Securities         |
| GNMI SF AY4224 X     | 2047-05-15      | 5.0000%  | 0.0000% | $137168.00         | $911.47            | Agency Mortgage-Backed Securities         |
| GNII SF 003295 M     | 2032-10-20      | 5.5000%  | 0.0000% | $5557951.00        | $30013.62          | Agency Mortgage-Backed Securities         |
| GNMI SF 593879 X     | 2033-02-15      | 5.5000%  | 0.0000% | $25000.00          | $225.89            | Agency Mortgage-Backed Securities         |
| GNII SF AS9258 C     | 2046-07-20      | 3.0000%  | 0.0000% | $25000.00          | $6038.24           | Agency Mortgage-Backed Securities         |
| GNII SF AQ8311 C     | 2045-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $174665.97         | Agency Mortgage-Backed Securities         |
| GNMI SF AZ8592 X     | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35720.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2860 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.87           | Agency Mortgage-Backed Securities         |
| GNII SF AU0255 C     | 2046-08-20      | 3.0000%  | 0.0000% | $24900.00          | $7129.15           | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 PB     | 2054-02-20      | 5.0000%  | 0.0000% | $34921607.00       | $35229666.21       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-122 CB     | 2052-09-20      | 5.0000%  | 0.0000% | $5000000.00        | $4986888.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-122 P      | 2055-07-20      | 5.0000%  | 0.0000% | $4158731.00        | $4165320.84        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $203000.00         | $18491.80          | Agency Mortgage-Backed Securities         |
| GNII SF 004853 M     | 2040-11-20      | 4.0000%  | 0.0000% | $9130615.00        | $460795.39         | Agency Mortgage-Backed Securities         |
| GNII SF 003078 M     | 2031-05-20      | 5.5000%  | 0.0000% | $1399904.00        | $968.57            | Agency Mortgage-Backed Securities         |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $2873501.00        | $59029.10          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $7000.00           | $6546.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5819.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $1023.00           | $835.80            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $295000.00         | $30479.48          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  | 0.0000% | $57000.00          | $5539.34           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3209 | 2052-04-01      | 2.5000%  | 0.0000% | $63602.00          | $44745.37          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1098 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $668.06            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | 0.0000% | $118000.00         | $56457.92          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2585.69           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  | 0.0000% | $45000.00          | $22044.33          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $47000.00          | $28954.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $77872.00          | $42730.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $109000.00         | $56644.75          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ5090 | 2030-11-01      | 8.0000%  | 0.0000% | $48075.00          | $254.39            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2076 | 2046-11-01      | 3.5000%  | 0.0000% | $55000.00          | $11912.91          | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 BC     | 2051-08-20      | 5.0000%  | 0.0000% | $60000000.00       | $60247117.96       | Agency Collateralized Mortgage Obligation |
| GNII SF 002631 M     | 2028-08-20      | 7.0000%  | 0.0000% | $10000000.00       | $7277.45           | Agency Mortgage-Backed Securities         |
| GNII SF 004800 M     | 2040-09-20      | 4.0000%  | 0.0000% | $153026.00         | $6961.48           | Agency Mortgage-Backed Securities         |
| GNRM 2021-087 TH     | 2051-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $1187235.39        | Agency Collateralized Mortgage Obligation |
| GNII SF 002935 M     | 2030-06-20      | 8.0000%  | 0.0000% | $11547786.00       | $8422.25           | Agency Mortgage-Backed Securities         |
| GNII SF 002457 M     | 2027-07-20      | 7.5000%  | 0.0000% | $275000.00         | $99.80             | Agency Mortgage-Backed Securities         |
| GNII SF 002536 M     | 2028-01-20      | 7.5000%  | 0.0000% | $40000.00          | $12.77             | Agency Mortgage-Backed Securities         |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $100000.00         | $73970.03          | Agency Mortgage-Backed Securities         |
| GNMI SP 781043 X     | 2029-05-15      | 6.0000%  | 0.0000% | $38000.00          | $85.65             | Agency Mortgage-Backed Securities         |
| GNII SP 787405 C     | 2052-02-20      | 2.5000%  | 0.0000% | $60000.00          | $45450.91          | Agency Mortgage-Backed Securities         |
| GNMI SF 454197 X     | 2028-08-15      | 7.0000%  | 0.0000% | $660000.00         | $532.78            | Agency Mortgage-Backed Securities         |
| GNII SF AU0271 C     | 2046-08-20      | 3.0000%  | 0.0000% | $28892.00          | $8137.28           | Agency Mortgage-Backed Securities         |
| GNII SP 785805 C     | 2051-12-20      | 2.5000%  | 0.0000% | $130000.00         | $82681.27          | Agency Mortgage-Backed Securities         |
| GNMI SF 515532 X     | 2030-11-15      | 8.0000%  | 0.0000% | $1852151.00        | $32612.41          | Agency Mortgage-Backed Securities         |
| GNRM 2016-23 GP      | 2039-06-20      | 3.0000%  | 0.0000% | $7449522.00        | $502925.99         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $350996.28         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $28936.00          | $21420.63          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $34397.23          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $128000.00         | $97544.97          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3538 | 2042-08-01      | 3.5000%  | 0.0000% | $1098.00           | $98.93             | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $29554057.56       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL6355 | 2043-07-01      | 4.0000%  | 0.0000% | $199000.00         | $31607.46          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $1000.00           | $768.26            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $31534516.13       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL9838 | 2045-07-01      | 4.0000%  | 0.0000% | $475000.00         | $95400.85          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6705 | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $15292.12          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15609.94          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA1029 | 2049-07-01      | 5.5000%  | 0.0000% | $16223.00          | $3417.99           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2035-12-25      | 5.5000%  | 0.0000% | $16292000.00       | $16142841.93       | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA4797 | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $19760.97          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3892.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19801.47          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8342.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $978.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  | 0.0000% | $19790286.00       | $3097.18           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL9890 | 2045-07-01      | 3.0000%  | 0.0000% | $239141.00         | $23638.64          | Agency Mortgage-Backed Securities         |
| GNII SF AU2016 C     | 2046-08-20      | 3.0000%  | 0.0000% | $26000.00          | $6819.55           | Agency Mortgage-Backed Securities         |
| GNII SF AT4176 C     | 2046-07-20      | 3.0000%  | 0.0000% | $17000.00          | $5140.17           | Agency Mortgage-Backed Securities         |
| GNII SF DH6622 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1223306.00        | $1242737.13        | Agency Mortgage-Backed Securities         |
| GNII SF BZ6343 C     | 2050-11-20      | 2.0000%  | 0.0000% | $150000.00         | $76702.23          | Agency Mortgage-Backed Securities         |
| GNII SF AJ4687 C     | 2044-08-20      | 4.0000%  | 0.0000% | $70653.00          | $19593.41          | Agency Mortgage-Backed Securities         |
| GNII SF DK6143 C     | 2055-07-20      | 5.0000%  | 0.0000% | $2180771.00        | $2174538.44        | Agency Mortgage-Backed Securities         |
| GNII SF DK7398 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1119902.00        | $1112319.17        | Agency Mortgage-Backed Securities         |
| GNMI SF BF2343 X     | 2048-03-15      | 5.0000%  | 0.0000% | $40161.00          | $8132.75           | Agency Mortgage-Backed Securities         |
| GNII SF AL5503 C     | 2045-03-20      | 3.5000%  | 0.0000% | $4818193.00        | $335104.34         | Agency Mortgage-Backed Securities         |
| GNMI SF BP6229 X     | 2049-11-15      | 3.0000%  | 0.0000% | $1027812.00        | $184326.91         | Agency Mortgage-Backed Securities         |
| GNII SF BP8086 C     | 2050-02-20      | 3.5000%  | 0.0000% | $600000.00         | $214752.77         | Agency Mortgage-Backed Securities         |
| GNMI SF BO1489 X     | 2049-06-15      | 4.0000%  | 0.0000% | $550136.00         | $59000.37          | Agency Mortgage-Backed Securities         |
| GNII SF MA5933 M     | 2049-05-20      | 5.0000%  | 0.0000% | $334408.00         | $30454.07          | Agency Mortgage-Backed Securities         |
| GNMI SP 784071 X     | 2041-06-15      | 6.0000%  | 0.0000% | $269816.00         | $45995.67          | Agency Mortgage-Backed Securities         |
| GNII SF DL8986 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1033803.00        | $1048322.53        | Agency Mortgage-Backed Securities         |
| GNMI SF 491428 X     | 2029-08-15      | 6.7500%  | 0.0000% | $50000.00          | $358.98            | Agency Mortgage-Backed Securities         |
| GNMI SF 724247 X     | 2039-08-15      | 5.0000%  | 0.0000% | $750073.00         | $18960.96          | Agency Mortgage-Backed Securities         |
| GNII SP 784295 C     | 2047-03-20      | 3.5000%  | 0.0000% | $2500000.00        | $501900.79         | Agency Mortgage-Backed Securities         |
| GNMI SP 781029 X     | 2029-05-15      | 6.5000%  | 0.0000% | $38000.00          | $38.30             | Agency Mortgage-Backed Securities         |
| GNMI SF 738324 X     | 2041-05-15      | 5.0000%  | 0.0000% | $92259.00          | $5018.67           | Agency Mortgage-Backed Securities         |
| GNII SF DI0109 C     | 2055-04-20      | 5.5000%  | 0.0000% | $3491455.00        | $3531532.07        | Agency Mortgage-Backed Securities         |
| GNII SF MA4903 M     | 2047-11-20      | 5.0000%  | 0.0000% | $1619160.00        | $186223.05         | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $103731223.00      | $22403241.19       | Agency Mortgage-Backed Securities         |
| GNMI SF 643705 X     | 2035-07-15      | 5.0000%  | 0.0000% | $273482.00         | $4273.85           | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $2000.00           | $751.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 474223 X     | 2028-05-15      | 6.0000%  | 0.0000% | $40000.00          | $354.79            | Agency Mortgage-Backed Securities         |
| GNMI SF 553312 X     | 2033-06-15      | 5.5000%  | 0.0000% | $89645.00          | $721.18            | Agency Mortgage-Backed Securities         |
| GNMI SF 687726 X     | 2038-07-15      | 6.0000%  | 0.0000% | $1343252.00        | $8893.00           | Agency Mortgage-Backed Securities         |
| GNMI SF BC3775 X     | 2047-09-15      | 5.0000%  | 0.0000% | $34147.00          | $4163.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6194 | 2055-06-01      | 5.0000%  | 0.0000% | $1002.00           | $991.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6971 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.66           | Agency Mortgage-Backed Securities         |
| GNII SF MA7056 M     | 2050-11-20      | 4.5000%  | 0.0000% | $243426.00         | $62822.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $100000.00         | $74449.46          | Agency Mortgage-Backed Securities         |
| GNII SF MA2824 M     | 2045-05-20      | 2.5000%  | 0.0000% | $351445.00         | $57055.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA3172 M     | 2045-10-20      | 3.0000%  | 0.0000% | $12750656.00       | $1400977.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA2445 M     | 2044-12-20      | 3.5000%  | 0.0000% | $7500000.00        | $547865.06         | Agency Mortgage-Backed Securities         |
| GNII SF DK1827 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2132018.00        | $2161961.72        | Agency Mortgage-Backed Securities         |
| GNII SF DK3127 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2239316.00        | $2317147.16        | Agency Mortgage-Backed Securities         |
| GNII SF DH6475 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3192391.00        | $3317380.34        | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $31000.00          | $3244.28           | Agency Mortgage-Backed Securities         |
| GNMI SF 687381 X     | 2038-05-15      | 6.5000%  | 0.0000% | $724776.00         | $70327.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA3039 M     | 2045-07-20      | 6.0000%  | 0.0000% | $50000.00          | $4343.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6848 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.90           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5569 | 2055-06-01      | 6.0000%  | 0.0000% | $1100.00           | $1135.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5171 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $865.07            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7009 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0503 | 2050-03-01      | 3.5000%  | 0.0000% | $48507.00          | $42460.36          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0917 | 2055-08-01      | 6.0000%  | 0.0000% | $25000.00          | $25954.09          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $61260.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 ZLSI2002 | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $147.34            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6127 | 2048-04-01      | 4.0000%  | 0.0000% | $6456.00           | $1474.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0614 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $24044.28          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  | 0.0000% | $100000.00         | $32280.65          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $1969102.48        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL8099 | 2044-05-01      | 4.0000%  | 0.0000% | $200000.00         | $24353.78          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $761.63            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0480 | 2042-10-01      | 3.5000%  | 0.0000% | $500000.00         | $89429.29          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $57405.93          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-12-25      | 5.5000%  | 0.0000% | $41927084.00       | $42591325.47       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 3PZA3218 | 2046-09-01      | 4.0000%  | 0.0000% | $622590.00         | $53426.48          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $915.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA0223 M     | 2042-07-20      | 5.0000%  | 0.0000% | $648800.00         | $33062.13          | Agency Mortgage-Backed Securities         |
| GNMI SF 722793 X     | 2039-10-15      | 6.0000%  | 0.0000% | $82103.00          | $294.87            | Agency Mortgage-Backed Securities         |
| GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $450000.00         | $16436.29          | Agency Mortgage-Backed Securities         |
| GNMI SF 688024 X     | 2038-10-15      | 6.0000%  | 0.0000% | $70597.00          | $515.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $160594.00         | $18267.00          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  | 0.0000% | $58596.00          | $15364.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2269 | 2046-12-01      | 3.0000%  | 0.0000% | $116397.00         | $28966.88          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7096 | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $93821.78          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB1180 | 2045-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.71           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQG9629 | 2053-08-01      | 4.0000%  | 0.0000% | $3746.00           | $3396.28           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4256 | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $14532.88          | Agency Mortgage-Backed Securities         |
| GNMI SF 618743 X     | 2037-08-15      | 6.5000%  | 0.0000% | $848287.00         | $7418.84           | Agency Mortgage-Backed Securities         |
| GNMI SF 556280 X     | 2031-11-15      | 7.5000%  | 0.0000% | $1176388.00        | $20369.01          | Agency Mortgage-Backed Securities         |
| GNMI SF 430355 X     | 2041-08-15      | 5.0000%  | 0.0000% | $755848.00         | $143014.37         | Agency Mortgage-Backed Securities         |
| GNMI SF 638161 X     | 2035-02-15      | 5.5000%  | 0.0000% | $30000.00          | $705.28            | Agency Mortgage-Backed Securities         |
| GNMI SF 484225 X     | 2028-08-15      | 6.5000%  | 0.0000% | $255668.00         | $38.56             | Agency Mortgage-Backed Securities         |
| GNMI SP 785690 X     | 2050-04-15      | 4.5000%  | 0.0000% | $589267.00         | $222349.43         | Agency Mortgage-Backed Securities         |
| GNII SP 781425 M     | 2032-03-20      | 5.5000%  | 0.0000% | $4339940.00        | $19422.81          | Agency Mortgage-Backed Securities         |
| GNII SF 005124 M     | 2039-01-20      | 6.0000%  | 0.0000% | $107845.00         | $4646.94           | Agency Mortgage-Backed Securities         |
| GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $11000.00          | $2514.07           | Agency Mortgage-Backed Securities         |
| GNMI SF 574829 X     | 2031-11-15      | 6.0000%  | 0.0000% | $50000.00          | $189.31            | Agency Mortgage-Backed Securities         |
| GNII SF 003556 M     | 2034-05-20      | 5.5000%  | 0.0000% | $25000.00          | $361.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 579210 X     | 2032-03-15      | 6.5000%  | 0.0000% | $150000.00         | $529.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 577470 X     | 2032-12-15      | 6.0000%  | 0.0000% | $25000.00          | $385.74            | Agency Mortgage-Backed Securities         |
| GNII SF 003555 M     | 2034-05-20      | 5.0000%  | 0.0000% | $35000.00          | $561.09            | Agency Mortgage-Backed Securities         |
| GNII SF DL3085 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3372714.00        | $3479611.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $116353.00         | $72291.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA5989 M     | 2049-06-20      | 5.5000%  | 0.0000% | $37000.00          | $3968.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $11744.00          | $6990.23           | Agency Mortgage-Backed Securities         |
| GNII SF MA6042 M     | 2049-06-20      | 5.0000%  | 0.0000% | $21309.00          | $1974.62           | Agency Mortgage-Backed Securities         |
| GNII SF MA7372 M     | 2051-05-20      | 5.0000%  | 0.0000% | $5103235.00        | $2010724.75        | Agency Mortgage-Backed Securities         |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $770000.00         | $113287.54         | Agency Mortgage-Backed Securities         |
| GNII SF MA6712 M     | 2050-06-20      | 4.0000%  | 0.0000% | $105000.00         | $24831.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $3939744.00        | $962701.68         | Agency Mortgage-Backed Securities         |
| GNRM 2015-043 DM     | 2045-03-20      | 2.5000%  | 0.0000% | $70000.00          | $44416.30          | Agency Collateralized Mortgage Obligation |
| GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  | 0.0000% | $34720.00          | $2587.98           | Agency Mortgage-Backed Securities         |
| GNII SF BZ4054 C     | 2050-12-20      | 2.0000%  | 0.0000% | $75000.00          | $36399.71          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6877 | 2055-05-01      | 6.5000%  | 0.0000% | $3235.00           | $3392.19           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0118 | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1043.92           | Agency Mortgage-Backed Securities         |
| GNMI SF BK0829 X     | 2048-12-15      | 5.5000%  | 0.0000% | $4899128.00        | $172891.10         | Agency Mortgage-Backed Securities         |
| GNII SF MA3804 M     | 2046-07-20      | 4.0000%  | 0.0000% | $816292.00         | $77737.35          | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | 0.0000% | $9100000.00        | $907278.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA4454 M     | 2047-05-20      | 5.0000%  | 0.0000% | $385000.00         | $36828.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $47698236.00       | $5258010.08        | Agency Mortgage-Backed Securities         |
| GNII SF MA3943 M     | 2038-12-20      | 6.5000%  | 0.0000% | $1000000.00        | $98069.24          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3111 C     | 2055-08-20      | 5.5000%  | 0.0000% | $3577816.00        | $3651618.39        | Agency Mortgage-Backed Securities         |
| GNRM 2021-083 LQ     | 2051-05-20      | 5.5000%  | 0.0000% | $3200000.00        | $2340784.31        | Agency Collateralized Mortgage Obligation |
| GNII SF DK7496 C     | 2055-08-20      | 6.0000%  | 0.0000% | $7035880.00        | $7338336.07        | Agency Mortgage-Backed Securities         |
| GNII SF DH0568 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1150489.00        | $1192602.27        | Agency Mortgage-Backed Securities         |
| GNII SF MA4260 M     | 2047-02-20      | 2.5000%  | 0.0000% | $325000.00         | $71077.34          | Agency Mortgage-Backed Securities         |
| GNII SF MA4840 M     | 2047-11-20      | 5.0000%  | 0.0000% | $165000.00         | $18589.12          | Agency Mortgage-Backed Securities         |
| GNII SF DK3172 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1103484.00        | $1148752.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA5019 M     | 2048-02-20      | 3.5000%  | 0.0000% | $400000.00         | $50283.11          | Agency Mortgage-Backed Securities         |
| GNII SF MA8425 M     | 2052-10-20      | 3.5000%  | 0.0000% | $1321.00           | $1001.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $900000.00         | $98828.22          | Agency Mortgage-Backed Securities         |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $600000.00         | $46028.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $800000.00         | $75883.41          | Agency Mortgage-Backed Securities         |
| GNII SF MA8195 M     | 2051-11-20      | 1.5000%  | 0.0000% | $18618.00          | $11142.01          | Agency Mortgage-Backed Securities         |
| GNII SF MA7648 M     | 2051-10-20      | 2.0000%  | 0.0000% | $3139017.00        | $1877228.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA6221 M     | 2049-08-20      | 4.5000%  | 0.0000% | $327417.00         | $39658.05          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-12-25      | 1.5000%  | 0.0000% | $23714000.00       | $8283887.48        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-12-25      | 1.0000%  | 0.0000% | $30000000.00       | $12617433.68       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $62296.00          | $36892.91          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $2002221.47        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQH9251 | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $925.98            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4703 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $553.67            | Agency Mortgage-Backed Securities         |
| GNII SF DL2214 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1409331.00        | $1466104.02        | Agency Mortgage-Backed Securities         |
| GNMI SP 783353 X     | 2041-04-15      | 5.0000%  | 0.0000% | $456384.00         | $14854.76          | Agency Mortgage-Backed Securities         |
| GNMI SP 782034 X     | 2036-01-15      | 6.0000%  | 0.0000% | $55000.00          | $1034.39           | Agency Mortgage-Backed Securities         |
| GNII SF DL4821 C     | 2055-08-20      | 5.0000%  | 0.0000% | $2008.00           | $1996.60           | Agency Mortgage-Backed Securities         |
| GNII SF DL8007 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1657888.00        | $1691894.23        | Agency Mortgage-Backed Securities         |
| GNRM 2024-134 CL     | 2054-08-20      | 5.0000%  | 0.0000% | $553515.00         | $531367.14         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $58006.00          | $57824.14          | Agency Mortgage-Backed Securities         |
| GNII SF DL4340 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1054435.00        | $1095620.88        | Agency Mortgage-Backed Securities         |
| GNII SF DL3757 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1046893.00        | $1080845.49        | Agency Mortgage-Backed Securities         |
| GNII SF 002549 M     | 2028-02-20      | 7.5000%  | 0.0000% | $70000.00          | $14.38             | Agency Mortgage-Backed Securities         |
| GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $1146156.00        | $55716.28          | Agency Mortgage-Backed Securities         |
| GNII SF 004494 M     | 2039-07-20      | 4.0000%  | 0.0000% | $763282.00         | $30494.91          | Agency Mortgage-Backed Securities         |
| GNII SF 003389 M     | 2033-05-20      | 5.0000%  | 0.0000% | $25000.00          | $238.42            | Agency Mortgage-Backed Securities         |
| GNII SF 004578 M     | 2039-11-20      | 5.0000%  | 0.0000% | $805000.00         | $25408.89          | Agency Mortgage-Backed Securities         |
| GNMI SF 485850 X     | 2031-10-15      | 6.0000%  | 0.0000% | $60000.00          | $317.50            | Agency Mortgage-Backed Securities         |
| GNII SF 002592 M     | 2028-05-20      | 7.5000%  | 0.0000% | $75000.00          | $49.50             | Agency Mortgage-Backed Securities         |
| GNII SF BE6454 C     | 2048-01-20      | 3.5000%  | 0.0000% | $321000.00         | $76935.20          | Agency Mortgage-Backed Securities         |
| GNII SF BI0416 C     | 2048-11-20      | 4.5000%  | 0.0000% | $500000.00         | $75807.90          | Agency Mortgage-Backed Securities         |
| GNMI SF 480004 X     | 2028-12-15      | 6.0000%  | 0.0000% | $30000.00          | $519.15            | Agency Mortgage-Backed Securities         |
| GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  | 0.0000% | $3327956.00        | $225364.78         | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  | 0.0000% | $35000.00          | $3051.92           | Agency Mortgage-Backed Securities         |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $18000.00          | $1307.64           | Agency Mortgage-Backed Securities         |
| GNMI SF 555690 X     | 2032-01-15      | 6.0000%  | 0.0000% | $25000.00          | $96.34             | Agency Mortgage-Backed Securities         |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $23017.52          | Agency Mortgage-Backed Securities         |
| GNMI SF BO1629 X     | 2049-07-15      | 4.0000%  | 0.0000% | $50224.00          | $6354.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 564436 X     | 2031-10-15      | 6.5000%  | 0.0000% | $132123.00         | $240.10            | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 PL     | 2055-07-20      | 5.0000%  | 0.0000% | $2417000.00        | $2213268.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-06 CY      | 2048-01-20      | 2.5000%  | 0.0000% | $803865.00         | $567933.39         | Agency Collateralized Mortgage Obligation |
| GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18518.58          | Agency Mortgage-Backed Securities         |
| GNII SF MA7647 M     | 2051-10-20      | 1.5000%  | 0.0000% | $1225000.00        | $724212.29         | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 CY     | 2055-07-20      | 5.0000%  | 0.0000% | $8315092.00        | $7748800.05        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-122 PM     | 2055-07-20      | 5.0000%  | 0.0000% | $5833662.00        | $5529657.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-122 CD     | 2053-10-20      | 5.0000%  | 0.0000% | $10000000.00       | $9935688.13        | Agency Collateralized Mortgage Obligation |
| GNII SF AV8327 C     | 2046-09-20      | 3.0000%  | 0.0000% | $25000.00          | $6394.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 642030 X     | 2036-06-15      | 6.5000%  | 0.0000% | $250000.00         | $4329.47           | Agency Mortgage-Backed Securities         |
| GNMI SF 618677 X     | 2036-10-15      | 6.0000%  | 0.0000% | $150000.00         | $2060.76           | Agency Mortgage-Backed Securities         |
| GNMI SF 624207 X     | 2034-01-15      | 5.5000%  | 0.0000% | $72260.00          | $864.75            | Agency Mortgage-Backed Securities         |
| GNMI SF 689791 X     | 2038-08-15      | 6.0000%  | 0.0000% | $750755.00         | $9310.84           | Agency Mortgage-Backed Securities         |
| GNII SF DL4681 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1246031.00        | $1290493.96        | Agency Mortgage-Backed Securities         |
| GNMI SF 644912 X     | 2035-06-15      | 6.5000%  | 0.0000% | $1036768.00        | $6857.11           | Agency Mortgage-Backed Securities         |
| GNMI SF 686877 X     | 2038-06-15      | 6.0000%  | 0.0000% | $170548.00         | $5661.82           | Agency Mortgage-Backed Securities         |
| GNMI SF 675394 X     | 2038-05-15      | 6.5000%  | 0.0000% | $1868041.00        | $22279.65          | Agency Mortgage-Backed Securities         |
| GNII SP 783224 M     | 2040-12-20      | 5.0000%  | 0.0000% | $21953.00          | $973.38            | Agency Mortgage-Backed Securities         |
| GNII SF AX4345 C     | 2046-10-20      | 3.5000%  | 0.0000% | $22657.00          | $3893.04           | Agency Mortgage-Backed Securities         |
| GNMI SF 592498 X     | 2033-03-15      | 6.0000%  | 0.0000% | $225000.00         | $1915.30           | Agency Mortgage-Backed Securities         |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $117900.00         | $152.80            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4529 | 2055-05-01      | 6.0000%  | 0.0000% | $44365.00          | $43873.21          | Agency Mortgage-Backed Securities         |
| GNII SF BD2035 C     | 2047-11-20      | 3.0000%  | 0.0000% | $1264886.00        | $160628.65         | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $1800000.00        | $141336.42         | Agency Mortgage-Backed Securities         |
| GNII SF MA9778 M     | 2054-07-20      | 5.0000%  | 0.0000% | $275000.00         | $262501.08         | Agency Mortgage-Backed Securities         |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $397387.00         | $240445.42         | Agency Mortgage-Backed Securities         |
| GNII SF MA8198 M     | 2052-08-20      | 3.0000%  | 0.0000% | $2000.00           | $1312.43           | Agency Mortgage-Backed Securities         |
| GNII SF MA1599 M     | 2044-01-20      | 3.0000%  | 0.0000% | $246000.00         | $28902.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA5021 M     | 2048-02-20      | 4.5000%  | 0.0000% | $528676.00         | $44831.26          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8894 | 2025-09-25      | 5.5000%  | 0.0000% | $71472.00          | $0.28              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $1003.00           | $79.91             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $2000.00           | $871.88            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $6.09              | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $16025.00          | $411.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  | 0.0000% | $40079.00          | $10526.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3208 | 2046-04-01      | 3.5000%  | 0.0000% | $459644.00         | $37133.49          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3815.60           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $52565.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $741.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4231 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $768.53            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  | 0.0000% | $12523.00          | $11825.62          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8088 | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $30838.05          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6427 | 2048-05-01      | 4.0000%  | 0.0000% | $396851.00         | $66443.08          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZS0712 | 2032-04-01      | 8.0000%  | 0.0000% | $1195.00           | $24.71             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | 0.0000% | $3000.00           | $1872.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0628 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $14061.25          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0870 | 2037-07-01      | 2.0000%  | 0.0000% | $23573.00          | $16869.43          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4570 | 2044-06-01      | 4.0000%  | 0.0000% | $3758.00           | $233.47            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  | 0.0000% | $301036.00         | $81738.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4611 | 2045-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $68613.73          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN2103 | 2048-12-01      | 4.5000%  | 0.0000% | $77575.00          | $3932.51           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4689 | 2047-10-01      | 4.5000%  | 0.0000% | $131910.00         | $18660.62          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9822 | 2046-09-01      | 3.0000%  | 0.0000% | $166488.00         | $37270.84          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8122 | 2036-10-01      | 1.5000%  | 0.0000% | $1000.00           | $577.38            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2051-12-25      | 2.0000%  | 0.0000% | $1400000.00        | $1125498.58        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-02-25      | 5.5000%  | 0.0000% | $3800000.00        | $2474446.31        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD1751 | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $66227.26          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0979 | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $732.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  | 0.0000% | $300000.00         | $68817.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8093 | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $20460.51          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3252 | 2051-12-01      | 2.0000%  | 0.0000% | $22845.00          | $13679.43          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6029 | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $30004.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5205 | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $24922.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $40112.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $5309.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $4028.00           | $2684.51           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $540417.00         | $24303.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1301.74           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $10000.00          | $5255.18           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8712 | 2033-08-01      | 4.0000%  | 0.0000% | $2234.00           | $186.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2140 | 2038-05-01      | 6.5000%  | 0.0000% | $1325.00           | $17.36             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6220 | 2048-04-01      | 4.0000%  | 0.0000% | $137000.00         | $10139.23          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1048 | 2038-07-01      | 3.0000%  | 0.0000% | $46708.00          | $35918.39          | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZA0674 | 2030-04-01      | 8.0000%  | 0.0000% | $30247.00          | $6.49              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $711.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8646 | 2032-03-01      | 3.0000%  | 0.0000% | $24930.00          | $3044.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8066 | 2048-09-01      | 4.0000%  | 0.0000% | $73995.00          | $9655.45           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7187 | 2027-09-01      | 4.0000%  | 0.0000% | $150000.00         | $284.31            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2276 | 2046-12-01      | 3.0000%  | 0.0000% | $48156.00          | $14011.84          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $4255.00           | $294.37            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1381 | 2044-11-01      | 4.0000%  | 0.0000% | $390000.00         | $31440.29          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5770 | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $34681.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $75252.70          | Agency Mortgage-Backed Securities         |
| GNMI SF 646027 X     | 2037-09-15      | 6.0000%  | 0.0000% | $492888.00         | $8446.42           | Agency Mortgage-Backed Securities         |
| GNMI SF 654021 X     | 2039-02-15      | 6.5000%  | 0.0000% | $1684757.00        | $97333.56          | Agency Mortgage-Backed Securities         |
| GNII SF 004745 M     | 2040-07-20      | 4.0000%  | 0.0000% | $240000.00         | $9876.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 699277 X     | 2038-09-15      | 6.0000%  | 0.0000% | $82266.00          | $128.49            | Agency Mortgage-Backed Securities         |
| GNMI SF 681638 X     | 2038-12-15      | 6.0000%  | 0.0000% | $1000000.00        | $58839.23          | Agency Mortgage-Backed Securities         |
| GNMI SF 698218 X     | 2039-06-15      | 5.0000%  | 0.0000% | $91099.00          | $3550.73           | Agency Mortgage-Backed Securities         |
| GNMI SF 648676 X     | 2036-01-15      | 6.5000%  | 0.0000% | $251469.00         | $3597.08           | Agency Mortgage-Backed Securities         |
| GNII SF AI4167 C     | 2044-08-20      | 4.0000%  | 0.0000% | $107610.00         | $15986.01          | Agency Mortgage-Backed Securities         |
| GNII SF AS9217 C     | 2046-05-20      | 3.0000%  | 0.0000% | $25000.00          | $7110.39           | Agency Mortgage-Backed Securities         |
| GNII SF DL4822 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1000.00           | $994.32            | Agency Mortgage-Backed Securities         |
| GNRM 2025-122 BN     | 2052-03-20      | 5.0000%  | 0.0000% | $3024783.00        | $3016286.05        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-184 LE     | 2044-09-20      | 3.5000%  | 0.0000% | $1489937.00        | $430168.05         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0258 M     | 2055-02-20      | 5.0000%  | 0.0000% | $23269126.00       | $22893727.23       | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $8071975.00        | $7897737.06        | Agency Mortgage-Backed Securities         |
| GNII SF DI4548 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2025004.00        | $2053835.56        | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X     | 2041-03-15      | 4.0000%  | 0.0000% | $1502806.00        | $62998.16          | Agency Mortgage-Backed Securities         |
| GNII SP 783389 C     | 2039-08-20      | 6.0000%  | 0.0000% | $1000000.00        | $24621.31          | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X     | 2034-09-15      | 6.5000%  | 0.0000% | $44000.00          | $455.48            | Agency Mortgage-Backed Securities         |
| GNMI SF 696456 X     | 2038-08-15      | 5.5000%  | 0.0000% | $75000.00          | $533.29            | Agency Mortgage-Backed Securities         |
| GNMI SF 658066 X     | 2036-08-15      | 6.5000%  | 0.0000% | $7000000.00        | $79195.64          | Agency Mortgage-Backed Securities         |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $705680.00         | $63034.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA7986 M     | 2052-03-20      | 2.0000%  | 0.0000% | $190061.00         | $121535.02         | Agency Mortgage-Backed Securities         |
| GNII SF MA5935 M     | 2049-05-20      | 6.0000%  | 0.0000% | $35000.00          | $4363.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $2429478.00        | $1421836.91        | Agency Mortgage-Backed Securities         |
| GNII SF MA8396 M     | 2037-11-20      | 4.0000%  | 0.0000% | $147582.00         | $91949.71          | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $44686.00          | $26110.33          | Agency Mortgage-Backed Securities         |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $3862.00           | $2473.80           | Agency Mortgage-Backed Securities         |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $2896450.00        | $544040.47         | Agency Mortgage-Backed Securities         |
| GNMI SF BA8278 X     | 2047-08-15      | 4.5000%  | 0.0000% | $358447.00         | $25679.08          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7235 | 2055-07-01      | 6.5000%  | 0.0000% | $2107.00           | $2210.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5118 | 2055-05-01      | 5.0000%  | 0.0000% | $21552.00          | $21249.57          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5326 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $995.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6179 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.09           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4013 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $938.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6999 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $991.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY2518 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $997.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8605 | 2055-07-01      | 6.0000%  | 0.0000% | $31163.00          | $31968.42          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5346 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $847.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY6997 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $992.41            | Agency Mortgage-Backed Securities         |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $34887.23          | Agency Mortgage-Backed Securities         |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $58000.00          | $25800.15          | Agency Mortgage-Backed Securities         |
| GNII SF BF4034 C     | 2048-02-20      | 3.5000%  | 0.0000% | $1702920.00        | $365400.65         | Agency Mortgage-Backed Securities         |
| GNMI SF BD7185 X     | 2047-11-15      | 5.0000%  | 0.0000% | $51548.00          | $2496.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA2636 M     | 2044-04-20      | 1.5000%  | 0.0000% | $355533.00         | $15707.36          | Agency Mortgage-Backed Securities         |
| GNII SF DJ1414 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1086746.00        | $1122524.58        | Agency Mortgage-Backed Securities         |
| GNII SF MA2827 M     | 2045-05-20      | 4.0000%  | 0.0000% | $1225000.00        | $107328.39         | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $469000.00         | $37631.39          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0911 | 2054-12-01      | 6.0000%  | 0.0000% | $35001.00          | $29914.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $35567.00          | $33541.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $490000.00         | $44676.04          | Agency Mortgage-Backed Securities         |
| GNII SF MA2898 M     | 2038-08-20      | 6.5000%  | 0.0000% | $1000000.00        | $94239.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3224 | 2046-11-01      | 4.0000%  | 0.0000% | $599200.00         | $41412.76          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $49730.00          | $33343.68          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5620 | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $63207.73          | Agency Mortgage-Backed Securities         |
| GNMI SF 697488 X     | 2038-09-15      | 6.0000%  | 0.0000% | $449085.00         | $3723.64           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0728 | 2031-01-01      | 7.0000%  | 0.0000% | $5970000.00        | $1839.40           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-03-25      | 5.3410%  | 0.0000% | $51592856.00       | $52263637.82       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $2365.00           | $89.84             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4608 | 2045-03-01      | 4.0000%  | 0.0000% | $632080.00         | $54095.27          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $6001.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4761 | 2046-12-01      | 3.0000%  | 0.0000% | $286000.00         | $68988.71          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1276 | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $799.47            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2035-12-25      | 5.5000%  | 0.0000% | $13118000.00       | $13016396.11       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  | 0.0000% | $120000.00         | $72068.60          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE3824 | 2052-06-01      | 3.5000%  | 0.0000% | $25000.00          | $14194.03          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3259 | 2051-06-01      | 2.0000%  | 0.0000% | $7194.00           | $4682.08           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3644 | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $57543.78          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB2668 | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $36875.66          | Agency Mortgage-Backed Securities         |
| GNII SF 003199 M     | 2032-02-20      | 5.5000%  | 0.0000% | $8288883.00        | $41199.47          | Agency Mortgage-Backed Securities         |
| GNII SF DL2212 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1110955.00        | $1158053.57        | Agency Mortgage-Backed Securities         |
| GNII SF DL6497 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3036802.00        | $3139763.76        | Agency Mortgage-Backed Securities         |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $130609420.00      | $133412243.13      | Agency Mortgage-Backed Securities         |
| GNII SF DL5947 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1366544.00        | $1409854.79        | Agency Mortgage-Backed Securities         |
| GNII SF DM1022 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10181825.00       | $10364036.68       | Agency Mortgage-Backed Securities         |
| GNII SF DL7979 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1135967.00        | $1171969.96        | Agency Mortgage-Backed Securities         |
| GNII SF DM0599 C     | 2055-08-20      | 5.0000%  | 0.0000% | $3616776.00        | $3612062.94        | Agency Mortgage-Backed Securities         |
| GNII SF CZ0782 C     | 2054-01-20      | 7.0000%  | 0.0000% | $4341140.00        | $2758298.89        | Agency Mortgage-Backed Securities         |
| GNMI SP 782932 X     | 2040-04-15      | 5.0000%  | 0.0000% | $897164.00         | $28666.09          | Agency Mortgage-Backed Securities         |
| GNRM 2017-34 BY      | 2047-09-20      | 2.5000%  | 0.0000% | $776000.00         | $539706.02         | Agency Collateralized Mortgage Obligation |
| GNMI SF 500266 X     | 2029-11-15      | 8.0000%  | 0.0000% | $50000.00          | $39.34             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $17159.55          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-03-25      | 5.0000%  | 0.0000% | $77389284.00       | $77812517.40       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $7028.94           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8064 | 2050-05-01      | 4.0000%  | 0.0000% | $15000.00          | $3341.38           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8053 | 2035-07-01      | 2.5000%  | 0.0000% | $12000.00          | $3615.68           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $7000.00           | $4519.58           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $1000.00           | $572.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2036-05-25      | 5.0000%  | 0.0000% | $11060000.00       | $11041708.21       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA9475 | 2053-07-01      | 5.0000%  | 0.0000% | $35000.00          | $32094.58          | Agency Mortgage-Backed Securities         |
| GNII SF CM5772 C     | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16393.18          | Agency Mortgage-Backed Securities         |
| GNMI SF AQ0562 X     | 2046-12-15      | 4.0000%  | 0.0000% | $15781516.00       | $1437681.08        | Agency Mortgage-Backed Securities         |
| GNII SF BD0560 C     | 2048-09-20      | 4.5000%  | 0.0000% | $213704.00         | $44152.87          | Agency Mortgage-Backed Securities         |
| GNII SF DL9935 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1191606.00        | $1232664.77        | Agency Mortgage-Backed Securities         |
| GNII SF MA5929 M     | 2049-04-20      | 3.0000%  | 0.0000% | $600060.00         | $70993.13          | Agency Mortgage-Backed Securities         |
| GNMI SF BE4664 X     | 2047-12-15      | 4.0000%  | 0.0000% | $68000.00          | $23971.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $1200000.00        | $92438.47          | Agency Mortgage-Backed Securities         |
| GNII SF MA5710 M     | 2049-01-20      | 4.0000%  | 0.0000% | $1270000.00        | $102468.69         | Agency Mortgage-Backed Securities         |
| GNII SF DL6655 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1845531.00        | $1835046.33        | Agency Mortgage-Backed Securities         |
| GNII SF DL5926 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1136747.00        | $1155862.29        | Agency Mortgage-Backed Securities         |
| GNII SF 005283 M     | 2041-12-20      | 6.0000%  | 0.0000% | $367502.00         | $10592.15          | Agency Mortgage-Backed Securities         |
| GNII SF 003819 M     | 2036-02-20      | 5.5000%  | 0.0000% | $25000.00          | $327.78            | Agency Mortgage-Backed Securities         |
| GNII SF 003226 M     | 2032-04-20      | 5.5000%  | 0.0000% | $1479111.00        | $13290.49          | Agency Mortgage-Backed Securities         |
| GNII SF MA7703 M     | 2051-11-20      | 1.5000%  | 0.0000% | $23234.00          | $14094.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $32197.00          | $20661.70          | Agency Mortgage-Backed Securities         |
| GNRM 2024-203 DV     | 2035-12-20      | 5.0000%  | 0.0000% | $2910835.00        | $2820287.87        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY2132 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.23           | Agency Mortgage-Backed Securities         |
| GNRM 2024-203 AN     | 2054-06-20      | 5.0000%  | 0.0000% | $2976935.00        | $2857753.08        | Agency Collateralized Mortgage Obligation |
| GNMI SF CL4956 X     | 2052-03-15      | 3.5000%  | 0.0000% | $327567.00         | $86293.93          | Agency Mortgage-Backed Securities         |
| GNMI SP 783710 X     | 2041-06-15      | 6.0000%  | 0.0000% | $1091062.00        | $56429.89          | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 GL     | 2054-12-20      | 5.0000%  | 0.0000% | $16993609.00       | $16091263.47       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQY6998 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.92           | Agency Mortgage-Backed Securities         |
| GNII SF MA6824 M     | 2050-04-20      | 5.0000%  | 0.0000% | $135000.00         | $26942.71          | Agency Mortgage-Backed Securities         |
| GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $602000.00         | $288916.09         | Agency Mortgage-Backed Securities         |
| GNMI SP 781445 X     | 2031-11-15      | 8.0000%  | 0.0000% | $385000.00         | $656.99            | Agency Mortgage-Backed Securities         |
| GNMI SP 780931 X     | 2028-12-15      | 7.0000%  | 0.0000% | $6350000.00        | $4932.68           | Agency Mortgage-Backed Securities         |
| GNMI SF 510627 X     | 2035-02-15      | 5.0000%  | 0.0000% | $228111.00         | $3673.98           | Agency Mortgage-Backed Securities         |
| GNMI SF BJ2873 X     | 2048-11-15      | 5.5000%  | 0.0000% | $508192.00         | $60901.28          | Agency Mortgage-Backed Securities         |
| GNII SF BP4046 C     | 2049-08-20      | 4.5000%  | 0.0000% | $278419.00         | $46817.34          | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 HN     | 2052-04-20      | 5.0000%  | 0.0000% | $1062905.00        | $1037991.45        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 BL     | 2054-06-20      | 5.5000%  | 0.0000% | $5538331.00        | $5606179.86        | Agency Collateralized Mortgage Obligation |
| GNII SF DK7501 C     | 2055-08-20      | 6.0000%  | 0.0000% | $11038555.00       | $11422980.04       | Agency Mortgage-Backed Securities         |
| GNII SF MA2961 M     | 2045-07-20      | 3.5000%  | 0.0000% | $2900000.00        | $258608.82         | Agency Mortgage-Backed Securities         |
| GNII SF AT4164 C     | 2046-07-20      | 3.0000%  | 0.0000% | $88000.00          | $21134.03          | Agency Mortgage-Backed Securities         |
| GNII SF 004618 M     | 2040-01-20      | 5.0000%  | 0.0000% | $2430000.00        | $85874.09          | Agency Mortgage-Backed Securities         |
| GNII SF MA0021 M     | 2042-04-20      | 3.0000%  | 0.0000% | $53000.00          | $4421.34           | Agency Mortgage-Backed Securities         |
| GNII SF 003998 M     | 2037-06-20      | 6.0000%  | 0.0000% | $100000.00         | $1120.58           | Agency Mortgage-Backed Securities         |
| GNII SF 003093 M     | 2031-06-20      | 5.5000%  | 0.0000% | $1608413.00        | $3325.25           | Agency Mortgage-Backed Securities         |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $2828500.00        | $286741.59         | Agency Mortgage-Backed Securities         |
| GNII SF 004928 M     | 2038-12-20      | 6.0000%  | 0.0000% | $100000.00         | $2042.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA4589 M     | 2047-06-20      | 5.0000%  | 0.0000% | $810141.00         | $76979.32          | Agency Mortgage-Backed Securities         |
| GNII SF 003187 M     | 2032-01-20      | 6.0000%  | 0.0000% | $350868.00         | $1013.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA3526 M     | 2038-11-20      | 6.0000%  | 0.0000% | $10000000.00       | $1217933.10        | Agency Mortgage-Backed Securities         |
| GNII SF 004871 M     | 2039-04-20      | 6.0000%  | 0.0000% | $377252.00         | $11510.03          | Agency Mortgage-Backed Securities         |
| GNII SF BG7731 C     | 2048-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $218128.39         | Agency Mortgage-Backed Securities         |
| GNMI SP 782962 X     | 2040-05-15      | 5.0000%  | 0.0000% | $1473485.00        | $56044.88          | Agency Mortgage-Backed Securities         |
| GNMI SP 783346 X     | 2040-12-15      | 6.0000%  | 0.0000% | $4106459.00        | $118017.88         | Agency Mortgage-Backed Securities         |
| GNII SP 783158 M     | 2040-08-20      | 5.0000%  | 0.0000% | $300000.00         | $11185.24          | Agency Mortgage-Backed Securities         |
| GNRM 2025-140 CY     | 2055-08-20      | 5.0000%  | 0.0000% | $5632000.00        | $5505836.94        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-122 B      | 2052-03-20      | 5.0000%  | 0.0000% | $56790581.00       | $56938436.56       | Agency Collateralized Mortgage Obligation |
| GNMI SF 651861 X     | 2036-06-15      | 6.0000%  | 0.0000% | $2396314.00        | $15594.84          | Agency Mortgage-Backed Securities         |
| GNRM 2019-085 GE     | 2048-02-20      | 3.0000%  | 0.0000% | $3008250.00        | $668939.92         | Agency Collateralized Mortgage Obligation |
| GNII SF 005334 M     | 2042-02-20      | 5.0000%  | 0.0000% | $955000.00         | $44532.67          | Agency Mortgage-Backed Securities         |
| GNII SF 004559 M     | 2039-10-20      | 5.0000%  | 0.0000% | $3759001.00        | $105461.90         | Agency Mortgage-Backed Securities         |
| GNMI SF 673009 X     | 2038-08-15      | 6.0000%  | 0.0000% | $1050078.00        | $8789.06           | Agency Mortgage-Backed Securities         |
| GNMI SF 697489 X     | 2038-09-15      | 6.0000%  | 0.0000% | $50099.00          | $909.98            | Agency Mortgage-Backed Securities         |
| GNRM 2025-046 BN     | 2053-04-20      | 5.0000%  | 0.0000% | $231584.00         | $226946.74         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 DL     | 2054-10-20      | 5.0000%  | 0.0000% | $12785598.00       | $12345784.78       | Agency Collateralized Mortgage Obligation |
| GNMI SF 704098 X     | 2038-12-15      | 6.0000%  | 0.0000% | $2217037.00        | $10122.97          | Agency Mortgage-Backed Securities         |
| GNMI SF 668415 X     | 2037-04-15      | 6.0000%  | 0.0000% | $2458014.00        | $97532.37          | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 BL     | 2054-06-20      | 5.0000%  | 0.0000% | $1131035.00        | $1082235.24        | Agency Collateralized Mortgage Obligation |
| GNMI SF 677527 X     | 2037-11-15      | 6.0000%  | 0.0000% | $809875.00         | $6940.60           | Agency Mortgage-Backed Securities         |
| GNMI SF 700131 X     | 2039-01-15      | 6.0000%  | 0.0000% | $63255.00          | $1412.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $30380.20          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2463 | 2050-04-01      | 4.0000%  | 0.0000% | $245000.00         | $89641.61          | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $1612843.00        | $1632095.15        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $49817.11          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  | 0.0000% | $572509.00         | $1584.54           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8921 | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $5979.18           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZS8833 | 2027-06-01      | 4.5000%  | 0.0000% | $296446.00         | $376.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0496 | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $25227.15          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1704 | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $83816.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $99000.00          | $13583.70          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $84529.04          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2530 | 2047-02-01      | 4.0000%  | 0.0000% | $239623.00         | $48813.90          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3371 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $868.62            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN5031 | 2036-01-01      | 2.5000%  | 0.0000% | $113839.00         | $63180.76          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA5279 | 2051-05-01      | 4.0000%  | 0.0000% | $195000.00         | $76797.96          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7549 | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $15826.00          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $5512.58           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $33000.00          | $19347.40          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $13000.00          | $4396.53           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $16013.36          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $851.15            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD6951 | 2052-02-01      | 2.0000%  | 0.0000% | $2570.00           | $1777.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  | 0.0000% | $60000.00          | $40908.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $824.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5011 | 2039-10-01      | 3.0000%  | 0.0000% | $386391.00         | $56975.40          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  | 0.0000% | $118852.00         | $62174.35          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011 | 2052-04-01      | 2.5000%  | 0.0000% | $22707.00          | $15258.32          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLZT1206 | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10652.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $1200.00           | $954.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  | 0.0000% | $100000.00         | $90179.35          | Agency Mortgage-Backed Securities         |
| GNMI SF 676973 X     | 2038-05-15      | 5.0000%  | 0.0000% | $50000.00          | $1678.14           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1159 | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $79353.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $49757.00          | $34298.65          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2842.97           | Agency Mortgage-Backed Securities         |
| GNII SP 787732 C     | 2054-12-20      | 5.5000%  | 0.0000% | $12296710.00       | $12233534.14       | Agency Mortgage-Backed Securities         |
| GNMI SP 783292 X     | 2040-12-15      | 6.0000%  | 0.0000% | $660554.00         | $17367.45          | Agency Mortgage-Backed Securities         |
| GNII SF DH0383 C     | 2055-02-20      | 6.5000%  | 0.0000% | $983119.00         | $1019645.29        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2966 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2581857.00        | $2669233.93        | Agency Mortgage-Backed Securities         |
| GNII SP 788091 C     | 2055-07-20      | 5.0000%  | 0.0000% | $10843798.00       | $10765018.21       | Agency Mortgage-Backed Securities         |
| GNII SF DL9934 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1503959.00        | $1559934.35        | Agency Mortgage-Backed Securities         |
| GNII SF BX4967 C     | 2050-09-20      | 3.5000%  | 0.0000% | $8199.00           | $6005.65           | Agency Mortgage-Backed Securities         |
| GNII SF DI3677 C     | 2055-04-20      | 6.5000%  | 0.0000% | $3536736.00        | $3672907.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $100000.00         | $77830.15          | Agency Mortgage-Backed Securities         |
| GNII SF CK9371 C     | 2052-04-20      | 3.5000%  | 0.0000% | $81945.00          | $60394.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA4456 M     | 2037-10-20      | 6.0000%  | 0.0000% | $34000.00          | $4253.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $177557.00         | $14459.68          | Agency Mortgage-Backed Securities         |
| GNII SF MA3453 M     | 2046-02-20      | 3.0000%  | 0.0000% | $1600000.00        | $198049.77         | Agency Mortgage-Backed Securities         |
| GNII SF MA5015 M     | 2047-12-20      | 1.5000%  | 0.0000% | $581265.00         | $31826.66          | Agency Mortgage-Backed Securities         |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $8530248.00        | $649934.54         | Agency Mortgage-Backed Securities         |
| GNII SF MA7587 M     | 2051-09-20      | 1.5000%  | 0.0000% | $50000.00          | $29171.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $45000.00          | $15690.94          | Agency Mortgage-Backed Securities         |
| GNII SF DI3942 C     | 2055-03-20      | 6.5000%  | 0.0000% | $2296004.00        | $2382981.03        | Agency Mortgage-Backed Securities         |
| GNII SF DH8190 C     | 2055-01-20      | 6.5000%  | 0.0000% | $4488392.00        | $4675106.84        | Agency Mortgage-Backed Securities         |
| GNRM 2025-071 BY     | 2055-04-20      | 5.0000%  | 0.0000% | $4567000.00        | $4204233.55        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 GL     | 2054-09-20      | 5.0000%  | 0.0000% | $596042.00         | $553889.84         | Agency Collateralized Mortgage Obligation |
| GNMI SF 717242 X     | 2039-04-15      | 5.0000%  | 0.0000% | $627519.00         | $31052.65          | Agency Mortgage-Backed Securities         |
| GNII SF 004855 M     | 2040-11-20      | 5.0000%  | 0.0000% | $500000.00         | $22285.43          | Agency Mortgage-Backed Securities         |
| GNMI SF 733210 X     | 2040-06-15      | 5.0000%  | 0.0000% | $126341.00         | $11508.59          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2286 | 2054-12-01      | 6.0000%  | 0.0000% | $18530.00          | $18995.66          | Agency Mortgage-Backed Securities         |
| GNII SF BM9692 C     | 2049-07-20      | 4.5000%  | 0.0000% | $200000.00         | $34806.61          | Agency Mortgage-Backed Securities         |
| GNRM 2025-046 BW     | 2054-03-20      | 5.0000%  | 0.0000% | $203049.00         | $196243.18         | Agency Collateralized Mortgage Obligation |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $56000.00          | $18392.59          | Agency Mortgage-Backed Securities         |
| GNRM 2024-069 MA     | 2054-04-20      | 5.5000%  | 0.0000% | $7372000.00        | $6852532.53        | Agency Collateralized Mortgage Obligation |
| GNMI SF BA7937 X     | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9217.59           | Agency Mortgage-Backed Securities         |
| GNMI SF BC5919 X     | 2047-09-15      | 4.0000%  | 0.0000% | $50000.00          | $18512.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $8000.00           | $4230.90           | Agency Mortgage-Backed Securities         |
| GNII SF MA7421 M     | 2051-06-20      | 4.0000%  | 0.0000% | $135000.00         | $60486.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $2400000.00        | $1268247.79        | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $26000.00          | $14365.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA7253 M     | 2051-03-20      | 1.5000%  | 0.0000% | $70771.00          | $38296.86          | Agency Mortgage-Backed Securities         |
| GNII SF DM1023 C     | 2055-08-20      | 6.0000%  | 0.0000% | $17947300.00       | $18651079.45       | Agency Mortgage-Backed Securities         |
| GNII SF DM1939 C     | 2055-08-20      | 6.0000%  | 0.0000% | $15053719.00       | $15530841.61       | Agency Mortgage-Backed Securities         |
| GNII SF DM0981 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1523527.00        | $1593459.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $711000.00         | $55361.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $711806.00         | $49731.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $1787029.00        | $124790.78         | Agency Mortgage-Backed Securities         |
| GNII SF DF3292 C     | 2054-11-20      | 5.5000%  | 0.0000% | $1736033.00        | $1744964.19        | Agency Mortgage-Backed Securities         |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $108000.00         | $51700.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA8566 M     | 2053-01-20      | 3.5000%  | 0.0000% | $4245.00           | $3121.98           | Agency Mortgage-Backed Securities         |
| GNII SF DM7672 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3240.00           | $3342.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA2372 M     | 2044-11-20      | 4.0000%  | 0.0000% | $27371.00          | $1800.86           | Agency Mortgage-Backed Securities         |
| GNMI SF AD0815 X     | 2043-03-15      | 2.5000%  | 0.0000% | $523753.00         | $16227.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA2374 M     | 2044-11-20      | 5.0000%  | 0.0000% | $1816408.00        | $83147.48          | Agency Mortgage-Backed Securities         |
| GNII SF MA3517 M     | 2045-06-20      | 1.5000%  | 0.0000% | $131516.00         | $14464.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $20000633.00       | $17468000.70       | Agency Mortgage-Backed Securities         |
| GNII SF MA1376 M     | 2043-10-20      | 4.0000%  | 0.0000% | $1250000.00        | $70288.47          | Agency Mortgage-Backed Securities         |
| GNII SF MA2753 M     | 2045-04-20      | 3.0000%  | 0.0000% | $1000000.00        | $90158.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $440000.00         | $48148.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $513300.00         | $70798.41          | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $4100052.00        | $599176.55         | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $9000.00           | $6160.66           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 5.0000%  | 0.0000% | $21792000.00       | $21024984.56       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLQA6226 | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $56349.43          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $9841.30           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3065 | 2040-02-01      | 5.5000%  | 0.0000% | $2055.00           | $2057.98           | Agency Mortgage-Backed Securities         |

### Security 737: 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: ARP1AKYV1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1AKYV1
- **C.18 - Value (incl. sponsor support):** $98200000.00
- **C.18.a - Value (excl. sponsor support):** $98200000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $25000000.00       | $14249521.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $23964900.00       | $21190179.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1000.00           | $973.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $37500.00          | $36844.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $4999700.00        | $2777484.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $1100.00           | $1128.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $22462200.00       | $21648542.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $53938300.00       | $33582308.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $1900.00           | $1989.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1400.00           | $931.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $1300.00           | $1612.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $7289100.00        | $6721463.23        | U.S. Treasuries (including strips) |

### Security 738: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 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: ARP1AKZC2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1AKZC2
- **C.18 - Value (incl. sponsor support):** $814000000.00
- **C.18.a - Value (excl. sponsor support):** $814000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 02.000 CLMA4325                               | 2051-05-01      | 2.0000%  | 0.0000% | $18295464.00       | $10852534.02       | Agency Mortgage-Backed Securities         |
| GNII SF MA5768 M                                   | 2049-02-20      | 6.5000%  | 0.0000% | $47980.00          | $9600.96           | Agency Mortgage-Backed Securities         |
| GNII SF MA6042 M                                   | 2049-06-20      | 5.0000%  | 0.0000% | $8258800.00        | $765311.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M                                   | 2053-07-20      | 6.0000%  | 0.0000% | $51903.00          | $35035.63          | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M                                   | 2050-02-20      | 3.0000%  | 0.0000% | $1000.00           | $160.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $4006.00           | $3008.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $771.60            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2275                               | 2051-12-01      | 2.5000%  | 0.0000% | $788072.00         | $512215.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053                               | 2053-04-01      | 5.0000%  | 0.0000% | $893928.00         | $657132.50         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4113                               | 2052-07-01      | 3.5000%  | 0.0000% | $655657.00         | $483122.72         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.5280%  | 0.0000% | $55977224.00       | $239255.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8626                               | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $805.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1792                               | 2043-08-01      | 3.5000%  | 0.0000% | $275000.00         | $60806.23          | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $22749.38          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8341                               | 2053-07-01      | 5.0000%  | 0.0000% | $32000.00          | $27434.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555285                               | 2033-03-01      | 6.0000%  | 0.0000% | $5464.00           | $13.95             | Agency Mortgage-Backed Securities         |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $247616.76         | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1880%  | 0.0000% | $3396942.00        | $104004.64         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2138                               | 2055-04-01      | 5.5000%  | 0.0000% | $34215.00          | $34448.80          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7784                               | 2046-11-01      | 4.5000%  | 0.0000% | $145654.00         | $64523.63          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $221157.00         | $205004.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6293                               | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6417.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3279                               | 2038-02-01      | 3.0000%  | 0.0000% | $53000.00          | $8351.33           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $34000.00          | $20913.64          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL952924                               | 2037-10-01      | 6.0000%  | 0.0000% | $4617044.00        | $17951.18          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928593                               | 2037-07-01      | 6.5000%  | 0.0000% | $6645568.00        | $159804.58         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5561                               | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2073.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL935668                               | 2039-10-01      | 6.0000%  | 0.0000% | $2713.00           | $113.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2896                               | 2047-02-01      | 3.5000%  | 0.0000% | $5800.00           | $821.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $917160.00         | $693627.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4538                               | 2054-05-01      | 6.0000%  | 0.0000% | $902691.00         | $919294.52         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $818.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8687                               | 2054-06-01      | 5.5000%  | 0.0000% | $19000.00          | $17098.37          | Agency Mortgage-Backed Securities         |
| GNMI SF 763527 X                                   | 2041-05-15      | 4.7500%  | 0.0000% | $14599216.00       | $111844.16         | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.4750%  | 0.0000% | $10249695.00       | $7553279.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.4450%  | 0.0000% | $2826839.00        | $2390219.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 YF                                   | 2052-02-20      | 3.0000%  | 0.0000% | $221831.00         | $135388.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.3450%  | 0.0000% | $71540461.00       | $32140114.19       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $3010.00           | $1016.54           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.7070%  | 0.0000% | $16296114.00       | $132188.94         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2089                               | 2046-11-01      | 3.0000%  | 0.0000% | $22693.00          | $4248.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA6271                               | 2054-02-01      | 6.0000%  | 0.0000% | $109577.00         | $97476.25          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3295                               | 2034-08-01      | 2.9100%  | 0.0000% | $50000.00          | $44488.67          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1619                               | 2055-04-01      | 5.5000%  | 0.0000% | $1098.00           | $1106.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4801                               | 2047-08-01      | 3.5000%  | 0.0000% | $28209.00          | $7152.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5206                               | 2054-06-01      | 6.5000%  | 0.0000% | $2003.00           | $1609.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8935                               | 2054-08-01      | 6.0000%  | 0.0000% | $88149.00          | $74560.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6624                               | 2054-11-01      | 6.0000%  | 0.0000% | $1403625.00        | $1432248.44        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.7700%  | 0.0000% | $2478316.00        | $22010.15          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9978                               | 2051-12-01      | 3.0000%  | 0.0000% | $630076.00         | $342746.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $351706.00         | $267955.60         | Agency Mortgage-Backed Securities         |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.8450%  | 0.0000% | $10658292.00       | $4369855.48        | Agency Collateralized Mortgage Obligation |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565728.00        | $132964.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA4843 M                                   | 2039-01-20      | 6.5000%  | 0.0000% | $40103.00          | $6800.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2971                               | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $320.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM8843                               | 2048-03-01      | 4.5000%  | 0.0000% | $748680.00         | $354736.52         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5197                               | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2524.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA8758                               | 2054-04-01      | 6.0000%  | 0.0000% | $1454399.00        | $1250697.41        | Agency Mortgage-Backed Securities         |
| GNII SF MA4266 M                                   | 2047-02-20      | 5.5000%  | 0.0000% | $73000.00          | $8221.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $722.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9668                               | 2040-01-01      | 5.0000%  | 0.0000% | $455000.00         | $23731.90          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3120                               | 2047-09-01      | 3.5000%  | 0.0000% | $126992.00         | $15759.32          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $660.49            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0522                               | 2052-02-01      | 2.5000%  | 0.0000% | $5000.00           | $3261.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL890365                               | 2041-07-01      | 5.5000%  | 0.0000% | $380563.00         | $5817.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0446                               | 2055-05-01      | 6.5000%  | 0.0000% | $166533.00         | $164614.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1598                               | 2055-08-01      | 6.0000%  | 0.0000% | $1834994.00        | $1886971.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M                                   | 2052-05-20      | 2.5000%  | 0.0000% | $314272.00         | $203051.52         | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M                                   | 2054-07-20      | 6.5000%  | 0.0000% | $37321704.00       | $24487106.12       | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 5.6250%  | 0.0000% | $1000000.00        | $7596.75           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G                               | 2046-09-01      | 3.5000%  | 0.0000% | $133998.00         | $22380.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8824                               | 2047-02-01      | 4.0000%  | 0.0000% | $1877.00           | $577.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861                               | 2055-07-01      | 5.5000%  | 0.0000% | $39735.00          | $40253.07          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1521                               | 2055-04-01      | 5.5000%  | 0.0000% | $1680298.00        | $1586121.23        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5039                               | 2055-04-01      | 6.0000%  | 0.0000% | $4550045.00        | $4510636.55        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $100148.96         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $447729.03         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8180                               | 2041-08-01      | 4.5000%  | 0.0000% | $1001.00           | $19.44             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $345.14            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                               | 2052-03-01      | 2.5000%  | 0.0000% | $417841.00         | $277352.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5661                               | 2049-10-01      | 3.5000%  | 0.0000% | $141171.00         | $63198.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2252                               | 2050-07-01      | 3.0000%  | 0.0000% | $393485.00         | $267810.67         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $191546.00         | $150757.69         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV9700                               | 2052-06-01      | 2.5000%  | 0.0000% | $203000.00         | $139608.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5096                               | 2053-01-01      | 6.5000%  | 0.0000% | $1300791.00        | $822980.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5153                               | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $775.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $1060.00           | $249.08            | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M                                   | 2054-11-20      | 5.5000%  | 0.0000% | $619463.00         | $604282.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6606                               | 2052-10-01      | 2.0000%  | 0.0000% | $48000.00          | $34610.96          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4308                               | 2053-04-01      | 5.0000%  | 0.0000% | $95889.00          | $73592.87          | Agency Mortgage-Backed Securities         |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $328367.00         | $11965.03          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $523712.00         | $352431.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA7057 M                                   | 2050-12-20      | 5.0000%  | 0.0000% | $89965.00          | $23879.84          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $16002.00          | $2225.88           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.9220%  | 0.0000% | $218000.00         | $44669.08          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6070                               | 2030-05-01      | 2.1700%  | 0.0000% | $2600.00           | $2386.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA5876                               | 2039-07-01      | 6.0000%  | 0.0000% | $3034.00           | $219.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $400022.00         | $343672.98         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $247092.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4781                               | 2048-10-01      | 4.5000%  | 0.0000% | $1001.00           | $214.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4160                               | 2050-10-01      | 3.0000%  | 0.0000% | $436993.00         | $142937.81         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBO6267                               | 2050-01-01      | 2.6630%  | 0.0000% | $210000.00         | $48918.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA5533 M                                   | 2048-10-20      | 6.5000%  | 0.0000% | $50000.00          | $5719.64           | Agency Mortgage-Backed Securities         |
| GNII SF DA8091 C                                   | 2054-03-20      | 5.5000%  | 0.0000% | $25527132.00       | $22945653.91       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6753                               | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1638.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA8203 M                                   | 2052-08-20      | 5.5000%  | 0.0000% | $50000.00          | $33671.87          | Agency Mortgage-Backed Securities         |
| GNII SF MA8877 M                                   | 2053-05-20      | 4.5000%  | 0.0000% | $87168.00          | $73364.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M                                   | 2052-09-20      | 4.0000%  | 0.0000% | $91356806.00       | $69596285.74       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6197                               | 2038-07-01      | 4.2400%  | 0.0000% | $1000.00           | $933.87            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6385                               | 2032-08-01      | 3.8900%  | 0.0000% | $895000.00         | $835652.09         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5257                               | 2052-12-01      | 4.5000%  | 0.0000% | $24960.00          | $18223.51          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $17318696.00       | $16253795.14       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.7240%  | 0.0000% | $149251.00         | $143687.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA3030                               | 2039-04-01      | 6.0000%  | 0.0000% | $1059.00           | $36.04             | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M                                   | 2048-05-20      | 4.5000%  | 0.0000% | $598000.00         | $45622.47          | Agency Mortgage-Backed Securities         |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3149778.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.3450%  | 0.0000% | $20783660.00       | $12735711.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.4550%  | 0.0000% | $28632616.00       | $22469513.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 FM                                   | 2054-10-20      | 5.2950%  | 0.0000% | $99998000.00       | $91710077.65       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7779                               | 2052-08-01      | 4.5000%  | 0.0000% | $49133.00          | $36161.58          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7128                               | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $712.37            | Agency Mortgage-Backed Securities         |
| GNRA 2023-098 FA                                   | 2053-07-20      | 5.3450%  | 0.0000% | $11990405.00       | $5781216.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.7450%  | 0.0000% | $66093882.00       | $25616883.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 LF                                   | 2053-02-20      | 5.2550%  | 0.0000% | $106111.00         | $81181.18          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.2450%  | 0.0000% | $42706067.00       | $25362893.78       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8074                               | 2050-07-01      | 3.0000%  | 0.0000% | $307117.00         | $84401.88          | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.6810%  | 0.0000% | $3763248.00        | $3072338.13        | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.4550%  | 0.0000% | $20956.00          | $10755.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.3750%  | 0.0000% | $11414797.00       | $8117702.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 FB                                   | 2055-05-20      | 6.0000%  | 0.0000% | $76411501.00       | $76394288.78       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5421                               | 2054-07-01      | 6.0000%  | 0.0000% | $96577.00          | $82381.34          | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.3450%  | 0.0000% | $20907733.00       | $16245530.40       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8946 M                                   | 2053-06-20      | 4.5000%  | 0.0000% | $12711830.00       | $10751986.16       | Agency Mortgage-Backed Securities         |
| GNRA 2022-148 FA                                   | 2052-08-20      | 5.0000%  | 0.0000% | $11315632.00       | $8575721.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.3450%  | 0.0000% | $41906903.00       | $38476358.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.4950%  | 0.0000% | $88472947.00       | $67201950.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.6450%  | 0.0000% | $720199.00         | $285966.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 5.3450%  | 0.0000% | $11574094.00       | $7778825.18        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB8233                               | 2054-03-01      | 5.5000%  | 0.0000% | $14557.00          | $13775.98          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0549                               | 2047-10-01      | 4.0000%  | 0.0000% | $425414.00         | $30914.45          | Agency Mortgage-Backed Securities         |
| FMAR 8C1031 G                                      | 2055-06-01      | 5.2570%  | 0.0000% | $22269754.00       | $22167506.16       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4036                               | 2031-01-01      | 5.2600%  | 0.0000% | $1847000.00        | $1931317.60        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1699                               | 2029-09-01      | 4.1150%  | 0.0000% | $90000.00          | $89264.30          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5295                               | 2054-03-01      | 6.0000%  | 0.0000% | $33131630.00       | $26476139.66       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4077                               | 2050-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $433543.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $10000.00          | $7625.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2963                               | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1774142.01        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $160000.00         | $88919.09          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $2254.00           | $2004.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $69893.00          | $28350.18          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8456                               | 2054-05-01      | 6.5000%  | 0.0000% | $20000.00          | $17048.94          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $456047.00         | $34279.18          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $3008.00           | $1844.74           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $3191.00           | $2912.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA2560                               | 2039-04-01      | 6.0000%  | 0.0000% | $3797528.00        | $262717.57         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521                               | 2048-11-01      | 4.0000%  | 0.0000% | $10998.00          | $867.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5352                               | 2054-05-01      | 5.0000%  | 0.0000% | $101000.00         | $91889.21          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI5179                               | 2041-08-01      | 5.0000%  | 0.0000% | $20549855.00       | $585212.95         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5900%  | 0.0000% | $288419.00         | $14267.92          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $1003.00           | $736.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $8000.00           | $6106.56           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $1483391.00        | $1471208.46        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8716                               | 2041-08-01      | 4.5000%  | 0.0000% | $1992.00           | $127.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1010                               | 2055-02-01      | 6.5000%  | 0.0000% | $206641.00         | $213370.13         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7030                               | 2052-06-01      | 2.4690%  | 0.0000% | $75000.00          | $50565.45          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8647                               | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1991.92           | Agency Mortgage-Backed Securities         |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.4450%  | 0.0000% | $1277301.00        | $974531.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2007-078 FA                                   | 2037-12-16      | 4.9444%  | 0.0000% | $46368421.00       | $1402139.70        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $3993247.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 FA                                   | 2063-08-20      | 5.4450%  | 0.0000% | $898604.00         | $346124.35         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.6450%  | 0.0000% | $1000.00           | $766.69            | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1843311.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7230                               | 2053-10-01      | 5.0000%  | 0.0000% | $13000.00          | $12222.72          | Agency Mortgage-Backed Securities         |
| FKAR 03.700 WAWA2225                               | 2037-05-01      | 3.7000%  | 0.0000% | $2003914.00        | $1756351.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV7104                               | 2044-03-01      | 4.0000%  | 0.0000% | $53000.00          | $5701.49           | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $1679547.00        | $1723934.25        | Agency Mortgage-Backed Securities         |
| GNRM 2025-064 E                                    | 2055-04-20      | 4.5000%  | 0.0000% | $1961.00           | $1870.07           | Agency Collateralized Mortgage Obligation |
| GNII SF MA5935 M                                   | 2049-05-20      | 6.0000%  | 0.0000% | $69011.00          | $8602.97           | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M                                   | 2050-06-20      | 3.0000%  | 0.0000% | $15477755.00       | $3935420.37        | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M                                   | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456                               | 2029-12-01      | 4.5000%  | 0.0000% | $284844.00         | $287347.64         | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8086607.03        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2275                               | 2045-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $337053.06         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8417                               | 2053-01-01      | 6.0000%  | 0.0000% | $401545.00         | $319443.17         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS745862                               | 2035-04-01      | 6.3940%  | 0.0000% | $2600000.00        | $23874.39          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7896                               | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2036.45           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.7870%  | 0.0000% | $6022000.00        | $68126.78          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1357                               | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $264.72            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2040-10-25      | 4.8629%  | 0.0000% | $57252849.00       | $1731248.30        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CTCA7422                               | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $533.85            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $17125000.00       | $15286294.45       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK7618                               | 2048-09-01      | 5.0000%  | 0.0000% | $305844.00         | $59587.05          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3787                               | 2055-03-01      | 6.5000%  | 0.0000% | $352306.00         | $366971.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1800                               | 2055-02-01      | 6.0000%  | 0.0000% | $806522.00         | $825123.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3651                               | 2052-05-01      | 5.0000%  | 0.0000% | $1002.00           | $698.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621                               | 2051-11-01      | 2.5000%  | 0.0000% | $86942.00          | $60060.20          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2208                               | 2048-08-01      | 4.5000%  | 0.0000% | $345000.00         | $37387.27          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $221881.00         | $230616.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3925                               | 2053-03-01      | 5.5000%  | 0.0000% | $348042.00         | $293299.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5449                               | 2055-06-01      | 6.0000%  | 0.0000% | $1958967.00        | $2008522.18        | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.4450%  | 0.0000% | $2648309.00        | $2277143.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.9450%  | 0.0000% | $35452629.00       | $31246542.67       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $119000.00         | $55108.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $201000.00         | $16004.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6943                               | 2052-06-01      | 3.0000%  | 0.0000% | $43002.00          | $33530.68          | Agency Mortgage-Backed Securities         |
| GNII SF MA9542 M                                   | 2054-03-20      | 6.0000%  | 0.0000% | $25300.00          | $17860.54          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2484                               | 2045-12-01      | 4.0000%  | 0.0000% | $100000.00         | $10479.16          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0878                               | 2031-10-01      | 4.0000%  | 0.0000% | $11153696.00       | $513905.21         | Agency Mortgage-Backed Securities         |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.9950%  | 0.0000% | $1555670.00        | $1298582.91        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HXBS5055                               | 2029-03-01      | 2.4000%  | 0.0000% | $103310.00         | $92279.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0045                               | 2052-07-01      | 5.0000%  | 0.0000% | $577000.00         | $440203.01         | Agency Mortgage-Backed Securities         |
| GNMI SF 779579 X                                   | 2041-10-15      | 3.5000%  | 0.0000% | $267000.00         | $5066.71           | Agency Mortgage-Backed Securities         |
| GNMI SF 763409 X                                   | 2041-05-15      | 4.7500%  | 0.0000% | $3713160.00        | $105215.34         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1329237.00        | $1329720.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7530                               | 2052-05-01      | 3.5000%  | 0.0000% | $19240.00          | $16399.58          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5406                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $852.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725610                               | 2034-07-01      | 5.5000%  | 0.0000% | $1095578.00        | $10689.08          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0277                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $946.71            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232                               | 2036-11-01      | 2.0000%  | 0.0000% | $200000.00         | $117903.05         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS7180                               | 2042-05-01      | 2.0000%  | 0.0000% | $600000.00         | $448304.37         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL766070                               | 2034-02-01      | 5.5000%  | 0.0000% | $1494737.00        | $16676.62          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ2170                               | 2030-06-01      | 3.9500%  | 0.0000% | $1002.00           | $995.09            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3563                               | 2032-04-01      | 4.4000%  | 0.0000% | $64064.00          | $64593.95          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9610%  | 0.0000% | $243953.00         | $167027.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9405                               | 2047-07-01      | 4.0000%  | 0.0000% | $4566760.00        | $1854280.65        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6562                               | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16541.47          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5693                               | 2044-02-01      | 4.5000%  | 0.0000% | $1471934.00        | $336310.43         | Agency Mortgage-Backed Securities         |
| GNRA 2022-213 FA                                   | 2052-12-20      | 5.2450%  | 0.0000% | $301055.00         | $205588.07         | Agency Collateralized Mortgage Obligation |
| GNII SF MA6289 M                                   | 2049-10-20      | 6.0000%  | 0.0000% | $541805.00         | $119251.13         | Agency Mortgage-Backed Securities         |
| GNRA 2023-003 FD                                   | 2053-01-20      | 5.2550%  | 0.0000% | $3337288.00        | $2402910.06        | Agency Collateralized Mortgage Obligation |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $718136.00         | $710681.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0639                               | 2054-01-01      | 5.5000%  | 0.0000% | $999023.00         | $898528.09         | Agency Mortgage-Backed Securities         |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.6450%  | 0.0000% | $65511532.00       | $64777283.07       | Agency Collateralized Mortgage Obligation |

### Security 739: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKZH1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1AKZH1
- **C.18 - Value (incl. sponsor support):** $1402000000.00
- **C.18.a - Value (excl. sponsor support):** $1402000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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 | 2025-12-31      | 4.2500%  | 0.0000% | $500.00            | $503.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $124000000.00      | $131125612.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $182989000.00      | $187049854.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $6616900.00        | $6760395.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $902300.00         | $915578.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $3388700.00        | $3445268.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $20766800.00       | $17340847.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $480900.00         | $468940.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $63057500.00       | $35030352.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 4.3024%  | 0.0000% | $400.00            | $401.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $970900.00         | $1000228.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $3721200.00        | $3767858.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $10416400.00       | $11192524.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $40000.00          | $40234.94          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $2300.00           | $2273.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $8343300.00        | $8488971.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $24652500.00       | $40183786.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $35313700.00       | $36250623.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $489900.00         | $516056.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $13929400.00       | $14049334.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $1950000.00        | $2006305.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $6782500.00        | $11090491.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $3483000.00        | $3542441.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $800.00            | $802.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $3046600.00        | $3184905.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $158000000.00      | $160622281.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $1410600.00        | $1436546.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $184822100.00      | $249999889.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $20482400.00       | $20759746.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $65556500.00       | $69155000.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $2323000.00        | $2325152.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $20852300.00       | $20533735.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $21990000.00       | $25688946.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $405900.00         | $349677.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $174984000.00      | $164773468.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $211525500.00      | $197622145.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $6900.00           | $6839.98           | U.S. Treasuries (including strips) |

### Security 740: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKZM0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AKZM0
- **C.18 - Value (incl. sponsor support):** $8776000000.00
- **C.18.a - Value (excl. sponsor support):** $8776000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $247036800.00      | $249998953.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $24596700.00       | $24579236.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $216012400.00      | $222052529.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $237124400.00      | $239719410.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $241660800.00      | $249998294.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $380109600.00      | $185436125.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $388441600.00      | $249999692.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $68316800.00       | $67122080.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $243145600.00      | $249999982.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.3484%  | 0.0000% | $40250800.00       | $40400477.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $5315200.00        | $5483839.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $273494400.00      | $249999123.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $108000.00         | $66771.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $161492800.00      | $162833857.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $495800.00         | $520064.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $252438400.00      | $249998333.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $166051800.00      | $172526959.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $239187200.00      | $249998227.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $109153200.00      | $111575505.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $243504000.00      | $249998053.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $343574400.00      | $249999003.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.2414%  | 0.0000% | $249078400.00      | $249823501.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $247820800.00      | $249999160.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $1768200.00        | $1771982.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $13174700.00       | $12749049.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $51513600.00       | $51308575.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $92850000.00       | $94006502.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $228452800.00      | $212251165.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $289208800.00      | $249999473.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $263049600.00      | $246708974.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $298020800.00      | $249999804.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $7700300.00        | $7180482.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $245270400.00      | $249999746.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $826100.00         | $884821.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $129037400.00      | $125101223.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $246694400.00      | $249999380.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $362206400.00      | $249999959.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $335924000.00      | $249999931.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $21046400.00       | $18282784.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $51254900.00       | $50809541.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $75357800.00       | $74580107.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $442400.00         | $430384.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $178966400.00      | $160075728.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $231466400.00      | $202162056.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $245161600.00      | $249998804.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $127504000.00      | $127966278.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $11287500.00       | $10923664.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $243868000.00      | $249999681.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $47346800.00       | $48132601.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $3263600.00        | $3307791.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $187361200.00      | $188802251.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $72864000.00       | $73958721.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $2972500.00        | $3027175.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $271634400.00      | $249999313.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $346406800.00      | $215674944.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $105548800.00      | $81840882.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $235740800.00      | $241226121.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $1066700.00        | $1064355.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $209653600.00      | $215167106.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $321993600.00      | $249999453.47      | U.S. Treasuries (including strips) |

### Security 741: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKZO6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AKZO6
- **C.18 - Value (incl. sponsor support):** $7021000000.00
- **C.18.a - Value (excl. sponsor support):** $7021000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $396200.00         | $382233.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $194415600.00      | $187562450.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $50857400.00       | $50378323.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $167500.00         | $177054.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $220401600.00      | $248364877.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $42640000.00       | $46593971.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $18195600.00       | $19180823.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $29929300.00       | $31836433.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $56552700.00       | $59189208.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $1474600.00        | $1461947.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $239699200.00      | $249998345.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $236324800.00      | $249999309.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $204803600.00      | $209141867.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $44575900.00       | $44906550.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $58243200.00       | $59614598.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $119038400.00      | $120826853.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $254303000.00      | $249999578.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $6797100.00        | $6780116.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $84100000.00       | $86541606.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $5617400.00        | $5569820.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $2385500.00        | $2466333.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $249779200.00      | $249999855.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $360105600.00      | $249999664.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $22601800.00       | $17319992.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $383309600.00      | $249999879.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $67497000.00       | $66465836.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $352452000.00      | $249999911.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $225777600.00      | $168850556.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $141053000.00      | $141183719.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $63642000.00       | $65197184.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $89995700.00       | $92023124.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $93731200.00       | $90805330.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $3257700.00        | $3203263.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $246033600.00      | $249999950.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $213277600.00      | $164348797.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $18166600.00       | $18310365.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $94363200.00       | $83667255.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $2740500.00        | $2767013.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $209250800.00      | $203657526.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $54500.00          | $53654.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $230428800.00      | $197742261.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $455900.00         | $358466.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $253035200.00      | $249998527.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $183581600.00      | $180026312.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $88614300.00       | $88124262.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $8338800.00        | $8160266.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $25914300.00       | $25299603.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $50000000.00       | $48813981.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $19364100.00       | $18978387.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $266944000.00      | $249999223.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $309306400.00      | $249999705.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $246457600.00      | $249997947.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $244872000.00      | $249999905.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $3030000.00        | $3093988.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $186916000.00      | $190969500.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $282734400.00      | $249998645.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $41903600.00       | $24411397.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $916900.00         | $912859.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $42527400.00       | $42396930.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $5866500.00        | $5862334.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $241502800.00      | $249999629.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $292978400.00      | $249999955.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | 0.0000% | $27531800.00       | $27450773.91       | U.S. Treasuries (including strips) |

### Security 742: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKZQ1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AKZQ1
- **C.18 - Value (incl. sponsor support):** $8776000000.00
- **C.18.a - Value (excl. sponsor support):** $8776000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? 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      | 4.2500%  | 0.0000% | $245978800.00      | $249999778.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $476204800.00      | $249999284.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $341350400.00      | $249999333.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $59689600.00       | $33093156.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $271460800.00      | $249999581.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $394716800.00      | $249998240.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $229824800.00      | $110047133.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $306540000.00      | $249999573.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $151582400.00      | $133477190.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $387236000.00      | $225588541.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $355320000.00      | $249999332.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $156739200.00      | $115002995.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $34106000.00       | $21976713.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $245876000.00      | $249999794.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $306233600.00      | $249999181.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $277299200.00      | $249999838.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $276825600.00      | $249999773.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $259190400.00      | $249999756.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $414052800.00      | $249999274.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $350044800.00      | $249998952.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $266737000.00      | $249999222.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $222192400.00      | $160077014.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $398134400.00      | $249999932.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $317495200.00      | $249641351.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $217933600.00      | $194816115.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $229803600.00      | $216394277.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $3370000.00        | $3362788.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $1214000.00        | $1143598.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $252070400.00      | $249997167.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $45974200.00       | $46077139.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $253591600.00      | $249999690.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $252857600.00      | $249999272.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $302252800.00      | $249999746.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100672800.00      | $74533031.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $349985600.00      | $249999682.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $43976300.00       | $27379907.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $263776000.00      | $249999309.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $104890400.00      | $80443405.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.0000%  | 0.0000% | $2262600.00        | $2254115.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $327272000.00      | $249999544.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $240208800.00      | $249999277.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $244299200.00      | $249999138.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $136660800.00      | $166931776.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $257460800.00      | $249999462.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $85171500.00       | $89298168.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $252142400.00      | $249998449.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $356512800.00      | $249999997.35      | U.S. Treasuries (including strips) |

### Security 743: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **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: ARP1AKZR9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AKZR9
- **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:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET CT5341 C | 2063-02-20      | 5.5000%  | 0.0000% | $906738.00         | $787501.21         | Agency Mortgage-Backed Securities |
| GNII SF CX0795 C | 2053-08-20      | 7.5000%  | 0.0000% | $1869820.00        | $1646974.27        | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $631117.09         | Agency Mortgage-Backed Securities |
| GNII SF DM2321 C | 2055-08-20      | 7.0000%  | 0.0000% | $1022968.00        | $1079000.50        | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M | 2055-06-20      | 5.5000%  | 0.0000% | $66281472.00       | $67072659.22       | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95479.57          | Agency Mortgage-Backed Securities |
| GNII SF DI5117 C | 2055-06-20      | 7.0000%  | 0.0000% | $1398932.00        | $1484850.93        | Agency Mortgage-Backed Securities |
| GNII SF DI1742 C | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $2206182.77        | Agency Mortgage-Backed Securities |
| GNII JM MA6144 M | 2049-09-20      | 3.0000%  | 0.0000% | $1151644.00        | $73419.14          | Agency Mortgage-Backed Securities |
| GNII BD DJ1087 C | 2055-03-20      | 4.5000%  | 0.0000% | $15317888.00       | $14224181.08       | Agency Mortgage-Backed Securities |
| GNAR AF MB0567 M | 2055-08-20      | 5.5000%  | 0.0000% | $36275904.00       | $36983167.25       | Agency Mortgage-Backed Securities |
| GNII JM MA9289 M | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1361840.24        | Agency Mortgage-Backed Securities |
| GNII SF DK6380 C | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $5182887.57        | Agency Mortgage-Backed Securities |
| GNII JM MA5584 M | 2048-10-20      | 3.5000%  | 0.0000% | $474143.00         | $18162.23          | Agency Mortgage-Backed Securities |
| GNII ET DG6881 C | 2064-11-20      | 6.0000%  | 0.0000% | $563123.00         | $571205.40         | Agency Mortgage-Backed Securities |
| GNII ET DE9125 C | 2064-09-20      | 6.0000%  | 0.0000% | $1334154.00        | $565156.12         | Agency Mortgage-Backed Securities |
| GNII AP 787362 M | 2051-05-20      | 2.5000%  | 0.0000% | $59997.00          | $44835.34          | Agency Mortgage-Backed Securities |
| GNII SF DL5906 C | 2055-08-20      | 5.5000%  | 0.0000% | $2574360.00        | $2595451.16        | Agency Mortgage-Backed Securities |
| GNII ET DK8766 C | 2065-06-20      | 7.0000%  | 0.0000% | $48242688.00       | $49765557.36       | Agency Mortgage-Backed Securities |
| GNII ET DL1366 C | 2065-08-20      | 7.0000%  | 0.0000% | $2860570.00        | $2953519.77        | Agency Mortgage-Backed Securities |
| GNII SF DK8140 C | 2055-08-20      | 5.5000%  | 0.0000% | $1020020.00        | $1038304.65        | Agency Mortgage-Backed Securities |
| GNII ET CV5458 C | 2063-05-20      | 6.5000%  | 0.0000% | $7144368.00        | $2748294.44        | Agency Mortgage-Backed Securities |
| GNII ET CV5115 C | 2063-06-20      | 6.5000%  | 0.0000% | $3772924.00        | $1231511.67        | Agency Mortgage-Backed Securities |
| GNII SF DK7700 C | 2055-06-20      | 5.5000%  | 0.0000% | $2965448.00        | $3008544.65        | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $83532.81          | Agency Mortgage-Backed Securities |
| GNII ET DJ6888 C | 2065-05-20      | 6.0000%  | 0.0000% | $1026050.00        | $1043010.58        | Agency Mortgage-Backed Securities |
| GNII SF DL3100 C | 2055-08-20      | 6.5000%  | 0.0000% | $3121100.00        | $3261994.43        | Agency Mortgage-Backed Securities |
| GNII RG CF0263 C | 2038-12-20      | 6.0000%  | 0.0000% | $63085.00          | $22562.73          | Agency Mortgage-Backed Securities |
| GNII ET DI2629 C | 2065-02-20      | 6.0000%  | 0.0000% | $2941220.00        | $2876668.60        | Agency Mortgage-Backed Securities |
| GNII SF 545608 C | 2030-10-20      | 3.5000%  | 0.0000% | $363214.00         | $34335.52          | Agency Mortgage-Backed Securities |
| GNII ET DJ7238 C | 2064-10-20      | 5.5000%  | 0.0000% | $150401.00         | $150454.39         | Agency Mortgage-Backed Securities |
| GNMI SF AX6161 X | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $31900.48          | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C | 2065-02-20      | 6.5000%  | 0.0000% | $1961200.00        | $2015520.55        | Agency Mortgage-Backed Securities |
| GNII SF DI0917 C | 2055-08-20      | 6.5000%  | 0.0000% | $1840810.00        | $1919400.72        | Agency Mortgage-Backed Securities |
| GNII ET DK8680 C | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $280816.58         | Agency Mortgage-Backed Securities |

### Security 744: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 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: ARP1AL1D5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AL1D5
- **C.18 - Value (incl. sponsor support):** $2114000000.00
- **C.18.a - Value (excl. sponsor support):** $2114000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 DJ4657 C                                   | 2055-04-20      | 6.0000%  | 0.0000% | $2213970.00        | $2273811.48        | Agency Mortgage-Backed Securities         |
| GNRA 2022-024 FB                                   | 2052-02-20      | 3.0000%  | 0.0000% | $250000000.00      | $158087774.78      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FJ                                   | 2053-08-20      | 5.4950%  | 0.0000% | $100000000.00      | $51442104.52       | Agency Collateralized Mortgage Obligation |
| GNMI SF 442336 X                                   | 2028-04-15      | 7.0000%  | 0.0000% | $786416.00         | $476.74            | Agency Mortgage-Backed Securities         |
| GNII SP 788012 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $45039000.00       | $45545205.99       | Agency Mortgage-Backed Securities         |
| GNRA 2020-16O FK                                   | 2070-09-20      | 4.8917%  | 0.0000% | $3900000.00        | $1935712.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FA                                   | 2051-05-20      | 3.0000%  | 0.0000% | $200000000.00      | $110463323.34      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FB                                   | 2054-04-20      | 5.4750%  | 0.0000% | $50000000.00       | $37002363.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-026 FA                                   | 2054-02-20      | 5.6450%  | 0.0000% | $99605000.00       | $49889414.14       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT | 2052-05-28      | 10.8484% | 0.0000% | $4000000.00        | $4532665.51        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 GB                                   | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $47994394.45       | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQY7349                               | 2055-06-01      | 7.0000%  | 0.0000% | $1161546.00        | $1237430.78        | Agency Mortgage-Backed Securities         |
| GNII SF DL0328 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $1089772.00        | $1140303.15        | Agency Mortgage-Backed Securities         |
| GNII SF DK8161 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $1105398.00        | $1156650.39        | Agency Mortgage-Backed Securities         |
| GNAR AF MB0566 M                                   | 2055-08-20      | 5.0000%  | 0.0000% | $71128448.00       | $72046566.11       | Agency Mortgage-Backed Securities         |
| GNRM 2024-019 TL                                   | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50383588.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM                                   | 2054-04-20      | 5.3950%  | 0.0000% | $110000000.00      | $86489030.33       | Agency Collateralized Mortgage Obligation |
| FNRM RC053DY R25F053                               | 2055-07-25      | 5.2500%  | 0.0000% | $20421248.00       | $20119102.01       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5263 M                                   | 2048-03-20      | 3.5000%  | 0.0000% | $4424990.00        | $534048.49         | Agency Mortgage-Backed Securities         |
| GNII BD DM3787 C                                   | 2055-08-20      | 5.0000%  | 0.0000% | $2314336.00        | $2287857.42        | Agency Mortgage-Backed Securities         |
| GNRM 2024-112 JB                                   | 2054-07-20      | 5.7500%  | 0.0000% | $50000000.00       | $51600911.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FA                                   | 2055-04-20      | 5.3450%  | 0.0000% | $36804800.00       | $36326862.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-01O FA                                   | 2073-01-20      | 5.1450%  | 0.0000% | $2900000.00        | $2844357.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-4O FM                                    | 2068-03-20      | 4.7417%  | 0.0000% | $340000.00         | $50532.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-086 AE                                   | 2052-05-16      | 2.7500%  | 0.0000% | $6500000.00        | $532902.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-21O FA                                   | 2064-10-20      | 5.0917%  | 0.0000% | $1400000.00        | $299504.80         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       B-1    20510125 FLT | 2051-01-25      | 12.0984% | 0.0000% | $14274000.00       | $15779853.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-8O FB                                    | 2067-09-20      | 6.1112%  | 0.0000% | $8000000.00        | $2739194.66        | Agency Collateralized Mortgage Obligation |
| GNII SF DI0400 C                                   | 2055-03-20      | 5.0000%  | 0.0000% | $1490650.00        | $1461827.61        | Agency Mortgage-Backed Securities         |
| FREMF MTG TR 2020-KJ32         B-FL   20290925 FLT | 2029-09-25      | 14.4555% | 0.0000% | $17087360.00       | $4875159.42        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         A-10H  20400225 FLT | 2040-02-25      | 1.5000%  | 0.0000% | $14874912.00       | $8812778.29        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9104 M                                   | 2053-07-20      | 4.5000%  | 0.0000% | $1026872.00        | $893226.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA9244 M                                   | 2053-09-20      | 7.0000%  | 0.0000% | $31822.00          | $12713.71          | Agency Mortgage-Backed Securities         |
| GNRA 2019-4O DF                                    | 2069-08-20      | 5.4417%  | 0.0000% | $9769440.00        | $5680871.82        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   B-1    20520528 FLT | 2052-05-28      | 13.8484% | 0.0000% | $18500000.00       | $21951983.64       | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQZ0840                               | 2055-07-01      | 7.0000%  | 0.0000% | $1281104.00        | $1358465.31        | Agency Mortgage-Backed Securities         |
| GNRA 2022-22O EF                                   | 2072-10-20      | 5.0950%  | 0.0000% | $100000.00         | $32468.61          | Agency Collateralized Mortgage Obligation |
| GNII SF DL1878 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $3143524.00        | $3271951.28        | Agency Mortgage-Backed Securities         |
| GNRM 2025-148 AB                                   | 2052-09-16      | 4.5000%  | 0.0000% | $10880940.00       | $10781074.73       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1504      A-3    20321125 FLT | 2032-11-25      | 3.4590%  | 0.0000% | $220000.00         | $208229.63         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-01-25      | 5.4484%  | 0.0000% | $400000.00         | $379404.12         | Agency Collateralized Mortgage Obligation |
| FNRM CL067LA R25F067                               | 2051-09-25      | 5.5000%  | 0.0000% | $52995200.00       | $52080176.93       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-760       A-2    20320125 FLT | 2032-01-25      | 4.5500%  | 0.0000% | $28000000.00       | $28568424.86       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $40489344.00       | $40921215.42       | Agency Collateralized Mortgage Obligation |
| GNPL PN DJ7963                                     | 2060-08-15      | 5.9700%  | 0.0000% | $6079000.00        | $6503820.78        | Agency Mortgage-Backed Securities         |
| GNII SF DL2210 C                                   | 2055-08-20      | 5.5000%  | 0.0000% | $3584172.00        | $3636166.79        | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2017-SB32         A-10H  20370425 FLT | 2037-04-25      | 3.0300%  | 0.0000% | $5000000.00        | $2844728.08        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-KF26         B      20261025 FLT | 2026-10-25      | 9.7055%  | 0.0000% | $13801000.00       | $2710548.90        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         A-10H  20391025 FLT | 2039-10-25      | 2.4500%  | 0.0000% | $5600000.00        | $3457593.09        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.2984%  | 0.0000% | $50000000.00       | $46241602.95       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-04-25      | 5.2500%  | 0.0000% | $15051000.00       | $15184187.21       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-151       A-2    20321025 FLT | 2032-10-25      | 3.8000%  | 0.0000% | $6738000.00        | $6541618.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $1999999.00        | $2055247.42        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $50000000.00       | $33672266.26       | Agency Collateralized Mortgage Obligation |
| GNMI SF BS5065 X                                   | 2050-02-15      | 3.5000%  | 0.0000% | $123882.00         | $20915.77          | Agency Mortgage-Backed Securities         |
| GNRA 2019-1O FT                                    | 2068-10-20      | 4.8417%  | 0.0000% | $1045000.00        | $30324.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O F                                     | 2066-05-20      | 5.2417%  | 0.0000% | $2800000.00        | $538711.22         | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLMA5249                               | 2054-01-01      | 7.0000%  | 0.0000% | $200860672.00      | $104508872.09      | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-07-25      | 5.8129%  | 0.0000% | $36979240.00       | $6588048.71        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-05-25      | 5.7484%  | 0.0000% | $81000000.00       | $77115222.46       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-06-25      | 6.0000%  | 0.0000% | $81000000.00       | $77711277.67       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-07-25      | 5.0000%  | 0.0000% | $12967000.00       | $13063382.27       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.2500%  | 0.0000% | $27602000.00       | $27486010.52       | Agency Collateralized Mortgage Obligation |
| FNRM CL049KG R19F049                               | 2049-09-25      | 3.0000%  | 0.0000% | $91760512.00       | $24794241.19       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-01-25      | 5.4984%  | 0.0000% | $500000.00         | $457141.70         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-06-25      | 5.8484%  | 0.0000% | $35000000.00       | $33985290.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O FA                                    | 2066-08-20      | 5.1917%  | 0.0000% | $200000.00         | $34657.19          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF98         CL     20301226 FLT | 2030-12-26      | 12.9555% | 0.0000% | $9213168.00        | $5734862.25        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB77         A-7H   20400625 FLT | 2040-06-25      | 1.1200%  | 0.0000% | $1525000.00        | $1194306.14        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 5.3000%  | 0.0000% | $21088640.00       | $21317786.82       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 6.0000%  | 0.0000% | $41139776.00       | $42836160.95       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.8784%  | 0.0000% | $55410000.00       | $36356236.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-104 CA                                   | 2050-03-20      | 3.5000%  | 0.0000% | $53131328.00       | $49485546.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-072 GA                                   | 2050-03-20      | 5.0000%  | 0.0000% | $4201144.00        | $4148689.09        | Agency Collateralized Mortgage Obligation |
| GNMI SP 780898 X                                   | 2028-11-15      | 7.0000%  | 0.0000% | $266238.00         | $254.98            | Agency Mortgage-Backed Securities         |
| GNRA 2020-13O FA                                   | 2070-07-20      | 4.8917%  | 0.0000% | $100000.00         | $59920.43          | Agency Collateralized Mortgage Obligation |
| GNII SF DH6147 C                                   | 2055-01-20      | 7.0000%  | 0.0000% | $4208808.00        | $4424563.41        | Agency Mortgage-Backed Securities         |
| GNII SF DK7481 C                                   | 2055-08-20      | 5.5000%  | 0.0000% | $1172002.00        | $1200084.08        | Agency Mortgage-Backed Securities         |
| GNII SF MA9671 M                                   | 2054-05-20      | 7.0000%  | 0.0000% | $346706944.00      | $172139904.59      | Agency Mortgage-Backed Securities         |
| GNRA 2024-083 FA                                   | 2054-05-20      | 5.6950%  | 0.0000% | $38497500.00       | $20824173.63       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-33O FA                                   | 2065-12-20      | 5.1017%  | 0.0000% | $200000.00         | $41937.02          | Agency Collateralized Mortgage Obligation |
| GNII ET DE9127 C                                   | 2064-08-20      | 6.5000%  | 0.0000% | $6410920.00        | $4271643.78        | Agency Mortgage-Backed Securities         |
| GNRA 2022-24O BF                                   | 2072-11-20      | 5.5150%  | 0.0000% | $1000000.00        | $1002550.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-20O FA                                   | 2072-08-20      | 5.1450%  | 0.0000% | $10531040.00       | $3129917.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH                                   | 2052-03-20      | 3.5000%  | 0.0000% | $108828000.00      | $71934517.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-7O FG                                    | 2067-02-20      | 4.9017%  | 0.0000% | $2800000.00        | $232192.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-20O FL                                   | 2073-05-20      | 5.4450%  | 0.0000% | $100000.00         | $82479.03          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-05-15      | 6.5000%  | 0.0000% | $990000.00         | $16495.90          | Agency Collateralized Mortgage Obligation |
| FNRM CL069DC R21F069                               | 2048-12-25      | 1.5000%  | 0.0000% | $50894656.00       | $32656382.35       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-05-25      | 5.9484%  | 0.0000% | $50000000.00       | $47324518.83       | Agency Collateralized Mortgage Obligation |
| FNRM CL030MA R19F030                               | 2049-07-25      | 3.0000%  | 0.0000% | $40000000.00       | $6824542.88        | Agency Collateralized Mortgage Obligation |
| FNRM RC043CY R25F043                               | 2055-06-25      | 5.0000%  | 0.0000% | $6149088.00        | $5932664.02        | Agency Collateralized Mortgage Obligation |
| FNRM RC034AB R24F034                               | 2050-12-25      | 5.7500%  | 0.0000% | $57361664.00       | $31277158.59       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-01-25      | 5.5000%  | 0.0000% | $10000000.00       | $9165865.44        | Agency Collateralized Mortgage Obligation |
| GNPL PN DF3011                                     | 2060-06-15      | 5.6100%  | 0.0000% | $1730352.00        | $1811366.78        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6520 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $6937488.00        | $6726563.42        | Agency Mortgage-Backed Securities         |
| GNRA 2023-107 FA                                   | 2053-07-20      | 5.3950%  | 0.0000% | $100000000.00      | $48237339.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 GJ                                   | 2053-11-20      | 7.5000%  | 0.0000% | $23069952.00       | $21821585.29       | Agency Collateralized Mortgage Obligation |

### Security 745: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 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: ARP1AL1E3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AL1E3
- **C.18 - Value (incl. sponsor support):** $1374000000.00
- **C.18.a - Value (excl. sponsor support):** $1374000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 2025-04O FC                                   | 2075-01-20      | 4.9950%  | 0.0000% | $20100000.00       | $16881722.35       | Agency Collateralized Mortgage Obligation |
| GNPL PN DJ7950                                     | 2060-07-15      | 6.0400%  | 0.0000% | $3910000.00        | $4186169.79        | Agency Mortgage-Backed Securities         |
| GNRA 2023-116 FD                                   | 2053-08-20      | 5.4450%  | 0.0000% | $100000000.00      | $51325601.15       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ8236 C                                   | 2055-06-20      | 6.0000%  | 0.0000% | $2785396.00        | $2870521.16        | Agency Mortgage-Backed Securities         |
| FNRM RC043PT R25F043                               | 2055-06-25      | 5.0000%  | 0.0000% | $15654976.00       | $15302724.56       | Agency Collateralized Mortgage Obligation |
| FNRM CL067MG R25F067                               | 2051-02-25      | 5.5000%  | 0.0000% | $118811904.00      | $117403060.09      | Agency Collateralized Mortgage Obligation |
| GNRA 2020-09O FB                                   | 2070-04-20      | 5.2917%  | 0.0000% | $2657696.00        | $975145.63         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF117        CS     20310725 FLT | 2031-07-25      | 10.7410% | 0.0000% | $45476000.00       | $20285475.52       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-130 AB                                   | 2053-03-16      | 4.5000%  | 0.0000% | $21738560.00       | $21583768.63       | Agency Collateralized Mortgage Obligation |
| GNII SP 788090 C                                   | 2052-08-20      | 3.5000%  | 0.0000% | $2584356.00        | $2312663.41        | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FA                                   | 2054-10-20      | 5.3650%  | 0.0000% | $45753000.00       | $40490576.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-22O FB                                   | 2072-10-20      | 5.4450%  | 0.0000% | $2900000.00        | $2929726.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-182 FA                                   | 2052-09-20      | 5.5450%  | 0.0000% | $25000000.00       | $19880550.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-12O F                                    | 2070-07-20      | 4.9417%  | 0.0000% | $700000.00         | $332510.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $146262000.00      | $89936258.78       | Agency Collateralized Mortgage Obligation |
| GNAR AT MB0571 M                                   | 2055-08-20      | 4.0000%  | 0.0000% | $2895136.00        | $2870258.42        | Agency Mortgage-Backed Securities         |
| GNRA 2021-08O AF                                   | 2068-01-20      | 4.6450%  | 0.0000% | $1400000.00        | $452489.13         | Agency Collateralized Mortgage Obligation |
| GNAR AF MB0568 M                                   | 2055-07-20      | 6.0000%  | 0.0000% | $499547.00         | $512152.90         | Agency Mortgage-Backed Securities         |
| GNII SF 004426 M                                   | 2039-04-20      | 6.0000%  | 0.0000% | $243759.00         | $3113.07           | Agency Mortgage-Backed Securities         |
| GNII SF DK1828 C                                   | 2055-08-20      | 5.5000%  | 0.0000% | $1144118.00        | $1164767.93        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY1712                               | 2055-05-01      | 7.0000%  | 0.0000% | $14944800.00       | $15815012.48       | Agency Mortgage-Backed Securities         |
| GNII ET DG4135 C                                   | 2065-04-20      | 7.0000%  | 0.0000% | $1432116.00        | $1477605.00        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2042-06-15      | 3.0000%  | 0.0000% | $11449840.00       | $378893.59         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.8784%  | 0.0000% | $2120000.00        | $1390998.42        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF68         C      20260825 FLT | 2026-08-25      | 10.4555% | 0.0000% | $59645440.00       | $18078366.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-07O FT                                   | 2071-02-20      | 4.2900%  | 0.0000% | $20000000.00       | $1373148.90        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-149       A-2    20320825 FLT | 2032-08-25      | 3.5300%  | 0.0000% | $11900000.00       | $11386676.32       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-153       A-2    20321225 FLT | 2032-12-25      | 3.8200%  | 0.0000% | $5000000.00        | $4868315.55        | Agency Collateralized Mortgage Obligation |
| FNRM CL143BG R10F143                               | 2040-12-25      | 4.0000%  | 0.0000% | $3044250.00        | $884380.79         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF98         CS     20301226 FLT | 2030-12-26      | 12.8410% | 0.0000% | $59468288.00       | $24251529.20       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-07-25      | 5.5000%  | 0.0000% | $41494400.00       | $43464295.92       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-06-25      | 6.0000%  | 0.0000% | $100000000.00      | $96055380.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-18O DF                                   | 2069-10-20      | 4.8417%  | 0.0000% | $9000000.00        | $1221278.20        | Agency Collateralized Mortgage Obligation |
| GNII ET DG6427 C                                   | 2065-07-20      | 6.5000%  | 0.0000% | $2523632.00        | $2598925.96        | Agency Mortgage-Backed Securities         |
| GNRA 2016-16O FB                                   | 2066-06-20      | 5.1607%  | 0.0000% | $50049984.00       | $10553324.51       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7590 M                                   | 2051-09-20      | 3.0000%  | 0.0000% | $26193152.00       | $15017052.64       | Agency Mortgage-Backed Securities         |
| GNPL PN DJ8024                                     | 2060-08-15      | 5.3400%  | 0.0000% | $8216700.00        | $8402145.44        | Agency Mortgage-Backed Securities         |
| GNRM 2025-081 EY                                   | 2055-05-20      | 5.5000%  | 0.0000% | $7298660.00        | $7280258.46        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-544       A-2    20300625 FLT | 2030-06-25      | 4.2660%  | 0.0000% | $15500000.00       | $15675739.00       | Agency Collateralized Mortgage Obligation |
| FNRM CL055CB R19F055                               | 2049-10-25      | 3.0000%  | 0.0000% | $22920384.00       | $6515506.96        | Agency Collateralized Mortgage Obligation |
| GNII SF DK9515 C                                   | 2055-06-20      | 6.0000%  | 0.0000% | $1583154.00        | $1629837.39        | Agency Mortgage-Backed Securities         |
| GNII RG CI8163 C                                   | 2048-04-20      | 3.5000%  | 0.0000% | $275077.00         | $158162.14         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE9612                               | 2047-06-01      | 3.5000%  | 0.0000% | $240000.00         | $60340.79          | Agency Mortgage-Backed Securities         |
| GNII SF DL5888 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $1376646.00        | $1453970.22        | Agency Mortgage-Backed Securities         |
| GNRA 2025-006 EF                                   | 2055-01-20      | 5.4450%  | 0.0000% | $88728000.00       | $74141742.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-080 FA                                   | 2053-06-20      | 5.5950%  | 0.0000% | $100000000.00      | $71435229.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 FA                                   | 2054-01-20      | 5.3950%  | 0.0000% | $50000000.00       | $31520676.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-13O FC                                   | 2070-07-20      | 4.8917%  | 0.0000% | $2200000.00        | $884913.30         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 AE                                   | 2051-09-20      | 5.5000%  | 0.0000% | $66571392.00       | $67315105.76       | Agency Collateralized Mortgage Obligation |
| GNII SP 787058 C                                   | 2053-08-20      | 5.0000%  | 0.0000% | $300000.00         | $241768.03         | Agency Mortgage-Backed Securities         |
| FNRM CL077MV R25F077                               | 2036-08-25      | 5.5000%  | 0.0000% | $14277983.00       | $14806893.43       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2038-08-15      | 1.0000%  | 0.0000% | $116203136.00      | $25175537.89       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLDA0530                               | 2053-10-01      | 4.5000%  | 0.0000% | $1168912.00        | $909947.27         | Agency Mortgage-Backed Securities         |
| GNII SF DK7322 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $357184.00         | $373174.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA8729 M                                   | 2052-12-20      | 7.0000%  | 0.0000% | $7077.00           | $2889.07           | Agency Mortgage-Backed Securities         |
| GNHA RM DK5847 H                                   | 2075-07-20      | 6.0270%  | 0.0000% | $7257480.00        | $7837422.81        | Agency Mortgage-Backed Securities         |
| FRESB MTG TR 2018-SB53         A-10H  20380525 FLT | 2038-05-25      | 3.4400%  | 0.0000% | $8500000.00        | $3980083.48        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-01-25      | 5.3984%  | 0.0000% | $500000.00         | $456370.28         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB69         A-10H  20390925 FLT | 2039-09-25      | 2.5500%  | 0.0000% | $9000000.00        | $6103365.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-134 FK                                   | 2053-09-20      | 5.6450%  | 0.0000% | $100000000.00      | $51730113.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-081 JY                                   | 2055-05-20      | 5.0000%  | 0.0000% | $3003012.00        | $2822623.74        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0420 M                                   | 2055-05-20      | 3.5000%  | 0.0000% | $351071.00         | $319679.60         | Agency Mortgage-Backed Securities         |
| GNRA 2020-04O AF                                   | 2070-02-20      | 5.1917%  | 0.0000% | $1472340.00        | $626136.50         | Agency Collateralized Mortgage Obligation |
| GNMI SF 743742 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $3291360.00        | $598651.91         | Agency Mortgage-Backed Securities         |
| GNRA 2018-4O FN                                    | 2068-02-20      | 4.9735%  | 0.0000% | $8821088.00        | $2807953.55        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-131 EY                                   | 2054-08-20      | 5.0000%  | 0.0000% | $233606.00         | $224270.61         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-144 BY                                   | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $49576944.45       | Agency Collateralized Mortgage Obligation |
| GNHA AL CN0157 H                                   | 2072-05-20      | 6.5490%  | 0.0000% | $1247470.00        | $832612.74         | Agency Mortgage-Backed Securities         |
| FNRM CL128B R13F128                                | 2030-12-25      | 3.5000%  | 0.0000% | $1125000.00        | $1013690.24        | Agency Collateralized Mortgage Obligation |
| FNRM CL095BC R15F095                               | 2046-01-25      | 3.0000%  | 0.0000% | $326507520.00      | $74190208.69       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN5   B-1    20421125 FLT | 2042-11-25      | 13.8484% | 0.0000% | $6000000.00        | $6878326.26        | Agency Collateralized Mortgage Obligation |
| GNII SF DM1522 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $828877.00         | $855147.98         | Agency Mortgage-Backed Securities         |
| GNII SF DM0654 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $7786536.00        | $8016578.83        | Agency Mortgage-Backed Securities         |
| GNII SF DL6019 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1258040.00        | $1297911.90        | Agency Mortgage-Backed Securities         |
| GNII SP 785199 C                                   | 2050-11-20      | 3.5000%  | 0.0000% | $15722912.00       | $7248945.10        | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.2450%  | 0.0000% | $149142000.00      | $88574597.69       | Agency Collateralized Mortgage Obligation |
| GNAR WK 787365 M                                   | 2049-08-20      | 5.2330%  | 0.0000% | $1386520.00        | $981897.58         | Agency Mortgage-Backed Securities         |
| GNII SF MB0150 M                                   | 2054-12-20      | 7.0000%  | 0.0000% | $574801.00         | $560090.61         | Agency Mortgage-Backed Securities         |
| GNPL PN DE5571                                     | 2060-02-15      | 5.9000%  | 0.0000% | $470733.00         | $502599.92         | Agency Mortgage-Backed Securities         |
| GNII ET DK6880 C                                   | 2065-06-20      | 3.0000%  | 0.0000% | $228269.00         | $198766.99         | Agency Mortgage-Backed Securities         |
| GNII SF DK7217 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $1351320.00        | $1410368.29        | Agency Mortgage-Backed Securities         |
| FHLMC  MSCR TRUST MN3          B-1    20511127 FLT | 2051-11-27      | 11.1984% | 0.0000% | $10045312.00       | $10662759.82       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9308 M                                   | 2053-10-20      | 7.0000%  | 0.0000% | $80588300.00       | $33919270.65       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA1838                               | 2055-04-01      | 7.0000%  | 0.0000% | $58207744.00       | $59160722.48       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD1054                               | 2055-02-01      | 7.0000%  | 0.0000% | $3165184.00        | $3333611.07        | Agency Mortgage-Backed Securities         |

### Security 746: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 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: ARP1AL293, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1AL293
- **C.18 - Value (incl. sponsor support):** $2847000000.00
- **C.18.a - Value (excl. sponsor support):** $2847000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 2020-129 AB     | 2050-09-20      | 1.0000%  | 0.0000% | $379570213.00      | $167379457.20      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-175 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $309223923.00      | $144700864.22      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $21187833.00       | $13730367.53       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 DC     | 2050-11-20      | 1.0000%  | 0.0000% | $498225000.00      | $223674133.25      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC     | 2050-10-20      | 1.2500%  | 0.0000% | $482166949.00      | $212985545.44      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FK     | 2055-05-20      | 5.7450%  | 0.0000% | $71736271.00       | $71748461.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 BD     | 2050-11-20      | 1.0000%  | 0.0000% | $319181190.00      | $140831085.12      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA     | 2050-09-20      | 1.0000%  | 0.0000% | $521418485.00      | $212322871.25      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 QC     | 2050-10-20      | 1.2500%  | 0.0000% | $284035959.00      | $129495990.17      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JA     | 2050-10-20      | 1.0000%  | 0.0000% | $458000000.00      | $209746352.66      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA     | 2050-09-20      | 1.0000%  | 0.0000% | $368199279.00      | $161785598.79      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-181 JA     | 2050-12-20      | 1.0000%  | 0.0000% | $398235000.00      | $182113195.50      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-101 AG     | 2050-07-20      | 1.5000%  | 0.0000% | $454597369.00      | $175167176.48      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-084 FB     | 2055-05-20      | 5.6950%  | 0.0000% | $100000000.00      | $100089683.76      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  | 0.0000% | $373895732.00      | $167584316.40      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-173 DA     | 2050-11-20      | 1.2500%  | 0.0000% | $186960671.00      | $86268819.97       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 HA     | 2050-10-20      | 1.0000%  | 0.0000% | $350000000.00      | $161905471.55      | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $393237946.00      | $205614286.51      | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8082 | 2050-10-01      | 1.5000%  | 0.0000% | $263915312.00      | $139273043.79      | Agency Mortgage-Backed Securities         |
| GNRM 2020-167 KB     | 2050-11-20      | 1.0000%  | 0.0000% | $115000000.00      | $52882177.36       | Agency Collateralized Mortgage Obligation |

### Security 747: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 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: ARP1AL2D4, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1AL2D4
- **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:** 4.3400%
- **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? 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 CLBC2856 | 2046-09-01      | 3.0000%  | 0.0000% | $242435054.00      | $66260019.08       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS5072 | 2045-06-01      | 3.0000%  | 0.0000% | $162090574.00      | $21000162.24       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6953 | 2050-09-01      | 2.5000%  | 0.0000% | $154317619.00      | $65814735.95       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP1945 | 2050-04-01      | 2.5000%  | 0.0000% | $129670208.00      | $56015082.73       | Agency Mortgage-Backed Securities |

### Security 748: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 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: ARP1AL2J1, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1AL2J1
- **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:** 4.3500%
- **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? 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 CLQZ1951 | 2055-09-01      | 5.5000%  | 0.0000% | $2894863.00        | $2937162.10        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH5959 | 2053-12-01      | 6.0000%  | 0.0000% | $10774140.00       | $8399487.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $37000.00          | $27453.70          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI2697 | 2034-12-01      | 5.0000%  | 0.0000% | $699965.00         | $8546.16           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $56000.00          | $51239.87          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  | 0.0000% | $1250000.00        | $117244.32         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3TZN0077 | 2037-06-01      | 4.0000%  | 0.0000% | $1578002.00        | $635451.76         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQA7010 | 2050-02-01      | 5.0000%  | 0.0000% | $2260912.00        | $193616.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $574291.00         | $489688.85         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3838 | 2053-10-01      | 6.0000%  | 0.0000% | $900000.00         | $769246.11         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1129 | 2051-08-01      | 4.0000%  | 0.0000% | $650000.00         | $426435.70         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $1455000.00        | $162401.37         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3454 | 2053-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $936157.56         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7288 | 2055-01-01      | 5.0000%  | 0.0000% | $16314000.00       | $15688209.17       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6019 | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $13163.09          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $23884.00          | $19930.98          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $182.62            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6543 | 2026-06-01      | 4.5000%  | 0.0000% | $131036.00         | $9.44              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $61000.00          | $50290.43          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0878 | 2050-07-01      | 4.0000%  | 0.0000% | $1716000.00        | $997964.00         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6157 | 2048-11-01      | 3.0000%  | 0.0000% | $29357504.00       | $23902787.63       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2464 | 2037-04-01      | 4.5000%  | 0.0000% | $494457.00         | $27462.54          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7080 | 2027-05-01      | 4.0000%  | 0.0000% | $33998.00          | $86.16             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1819 | 2052-10-01      | 5.5000%  | 0.0000% | $100000.00         | $86028.51          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD0526 | 2051-01-01      | 1.5000%  | 0.0000% | $14321400.00       | $7670909.86        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $1118000.00        | $837082.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0529 | 2046-10-01      | 3.0000%  | 0.0000% | $762000.00         | $191927.33         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ3264 | 2055-02-01      | 4.5000%  | 0.0000% | $8140000.00        | $7786009.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | 0.0000% | $420000.00         | $317925.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6672 | 2052-05-01      | 3.0000%  | 0.0000% | $7754456.00        | $6342965.40        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9139 | 2055-08-01      | 5.5000%  | 0.0000% | $1571500.00        | $1589137.69        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL0445 | 2052-12-01      | 3.0000%  | 0.0000% | $18063584.00       | $15192451.08       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS7237 | 2026-11-01      | 4.5000%  | 0.0000% | $32767.00          | $19.04             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $1656000.00        | $138265.96         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0179 | 2034-02-01      | 3.0000%  | 0.0000% | $207000.00         | $34038.28          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQC1899 | 2046-05-01      | 1.5000%  | 0.0000% | $22461160.00       | $13419866.11       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9915 | 2052-04-01      | 3.5000%  | 0.0000% | $6743016.00        | $4680259.50        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $205000.00         | $52787.99          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5297 | 2054-04-01      | 6.0000%  | 0.0000% | $615000.00         | $548444.69         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7542 | 2031-10-01      | 3.0000%  | 0.0000% | $1165000.00        | $157153.61         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3779 | 2026-12-01      | 4.0000%  | 0.0000% | $44000.00          | $350.32            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4765 | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.90             | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8103 | 2052-03-01      | 2.0000%  | 0.0000% | $50000.00          | $33627.10          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4750 | 2048-01-01      | 3.0000%  | 0.0000% | $85116160.00       | $12986433.99       | Agency Mortgage-Backed Securities |

### Security 749: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 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: ARP1AL2L6, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1AL2L6
- **C.18 - Value (incl. sponsor support):** $813000000.00
- **C.18.a - Value (excl. sponsor support):** $813000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $300000000.00      | $241615774.13      | Agency Mortgage-Backed Securities         |
| GNII SP 787605 C | 2054-10-20      | 5.0000%  | 0.0000% | $234847781.00      | $229117950.08      | Agency Mortgage-Backed Securities         |
| GNRM 2020-146 QC | 2050-10-20      | 1.2500%  | 0.0000% | $130159275.00      | $59341444.85       | Agency Collateralized Mortgage Obligation |
| GNII SP 787604 C | 2054-10-20      | 5.0000%  | 0.0000% | $249619481.00      | $244315422.77      | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $367148620.00      | $63569999.31       | Agency Mortgage-Backed Securities         |

### Security 750: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL3A9, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1AL3A9
- **C.18 - Value (incl. sponsor support):** $1228000000.00
- **C.18.a - Value (excl. sponsor support):** $1228000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1019100.00        | $1013468.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $24595000.00       | $24130356.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $538900.00         | $421002.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1005100.00        | $761061.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $74347100.00       | $58713946.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $17766200.00       | $17810544.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $245400.00         | $242885.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $14352600.00       | $14667265.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $11923400.00       | $11278212.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $42934500.00       | $40137146.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $35131500.00       | $34158778.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $900.00            | $872.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $104884200.00      | $98069247.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $115684000.00      | $76537200.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $26837800.00       | $18518776.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $10149700.00       | $7256043.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $6402900.00        | $6250045.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $592400.00         | $555877.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $825700.00         | $786490.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $768800.00         | $724764.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $215100.00         | $211787.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $17527900.00       | $17025962.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $36372900.00       | $27724049.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $26791300.00       | $26846691.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $16272400.00       | $15919765.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $563700.00         | $554360.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $32409000.00       | $32957902.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $7242900.00        | $4690371.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $116100.00         | $115883.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $986900.00         | $934684.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $95000.00          | $93626.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $11555300.00       | $7921147.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $113262800.00      | $100927986.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $25895000.00       | $23340316.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $9407400.00        | $6956478.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $25000000.00       | $24548096.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $255400.00         | $270790.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $989700.00         | $977889.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $58294500.00       | $55905297.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $1231900.00        | $1103578.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $114900000.00      | $81334642.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $20069800.00       | $16249725.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $45682800.00       | $34164261.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $19000.00          | $18792.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $4589400.00        | $4708898.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1228800.00        | $1246995.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $15676000.00       | $15276952.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $3295000.00        | $1861104.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $74273700.00       | $51805775.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $66800.00          | $48772.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $26732400.00       | $18824988.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $61566400.00       | $45720273.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $49527600.00       | $36351193.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $56982200.00       | $49973975.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $166900.00         | $137265.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $541900.00         | $474326.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $22110200.00       | $21401313.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $75546000.00       | $76804660.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $55903100.00       | $35095353.09       | U.S. Treasuries (including strips) |

### Security 751: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 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: ARP1AL3N1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL3N1
- **C.18 - Value (incl. sponsor support):** $7334000000.00
- **C.18.a - Value (excl. sponsor support):** $7334000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 DK7281 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1084626.00        | $1075988.34        | Agency Mortgage-Backed Securities  |
| GNII SF DK3961 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $1190645.11        | Agency Mortgage-Backed Securities  |
| GNII SF DK6354 C       | 2055-06-20      | 5.5000%  | 0.0000% | $4485080.00        | $4546646.28        | Agency Mortgage-Backed Securities  |
| GNII SF BT9467 C       | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $5228662.86        | Agency Mortgage-Backed Securities  |
| GNPL PN BY2815         | 2063-06-15      | 2.7800%  | 0.0000% | $721875.00         | $617014.53         | Agency Mortgage-Backed Securities  |
| GNII SF CT6723 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1007992.00        | $1064557.87        | Agency Mortgage-Backed Securities  |
| GNII SF CT4984 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $868762.22         | Agency Mortgage-Backed Securities  |
| GNII SF MA6409 M       | 2050-01-20      | 3.0000%  | 0.0000% | $30915712.00       | $5544112.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA7987 M       | 2052-03-20      | 2.5000%  | 0.0000% | $386260992.00      | $249999911.62      | Agency Mortgage-Backed Securities  |
| GNII SF MA5709 M       | 2049-01-20      | 3.5000%  | 0.0000% | $14641968.00       | $1932834.49        | Agency Mortgage-Backed Securities  |
| GNMI SF 711498 X       | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2439105.99        | Agency Mortgage-Backed Securities  |
| GNMI SF 704194 X       | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6754.36           | Agency Mortgage-Backed Securities  |
| GNII SF MA6576 M       | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $5444.28           | Agency Mortgage-Backed Securities  |
| GNII SF DK4804 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $4822335.05        | Agency Mortgage-Backed Securities  |
| GNII SF DK5133 C       | 2055-06-20      | 5.5000%  | 0.0000% | $5663700.00        | $5737024.37        | Agency Mortgage-Backed Securities  |
| GNII SF DK6678 C       | 2055-06-20      | 5.5000%  | 0.0000% | $2738224.00        | $2771121.53        | Agency Mortgage-Backed Securities  |
| GNII ET DK6630 C       | 2065-05-20      | 6.0000%  | 0.0000% | $2330104.00        | $2369700.91        | Agency Mortgage-Backed Securities  |
| GNII SF DK7625 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1736978.00        | $1810617.32        | Agency Mortgage-Backed Securities  |
| GNII SF DK8362 C       | 2055-07-20      | 7.5000%  | 0.0000% | $2096432.00        | $2247648.56        | Agency Mortgage-Backed Securities  |
| GNII SF DK6034 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1027700.00        | $1077865.69        | Agency Mortgage-Backed Securities  |
| GNII SF DF9108 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1458473.72        | Agency Mortgage-Backed Securities  |
| GNII ET DI6289 C       | 2065-02-20      | 6.0000%  | 0.0000% | $116873.00         | $118708.13         | Agency Mortgage-Backed Securities  |
| GNII SF DG9214 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $3052573.97        | Agency Mortgage-Backed Securities  |
| GNII SF DH6953 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1226946.00        | $1299586.09        | Agency Mortgage-Backed Securities  |
| GNII ET DI3613 C       | 2065-04-20      | 6.0000%  | 0.0000% | $2043392.00        | $2077193.63        | Agency Mortgage-Backed Securities  |
| GNII SF DF2519 C       | 2054-12-20      | 6.5000%  | 0.0000% | $1068464.00        | $1100738.95        | Agency Mortgage-Backed Securities  |
| GNII SF DI4713 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6337002.82        | Agency Mortgage-Backed Securities  |
| GNII ET DG6070 C       | 2065-04-20      | 7.0000%  | 0.0000% | $546192.00         | $563349.72         | Agency Mortgage-Backed Securities  |
| GNII SF DH6330 C       | 2055-03-20      | 7.0000%  | 0.0000% | $20246112.00       | $21456780.53       | Agency Mortgage-Backed Securities  |
| GNII SF DG6657 C       | 2055-01-20      | 5.5000%  | 0.0000% | $582519.00         | $582126.93         | Agency Mortgage-Backed Securities  |
| GNII SF DI8857 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1323972.00        | $1383743.45        | Agency Mortgage-Backed Securities  |
| GNII SF DH6836 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $1878747.99        | Agency Mortgage-Backed Securities  |
| GNII SF DG7564 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1820732.00        | $1726834.48        | Agency Mortgage-Backed Securities  |
| GNII SP 785220 C       | 2050-12-20      | 2.0000%  | 0.0000% | $30000.00          | $15870.91          | Agency Mortgage-Backed Securities  |
| GNMI SP 784250 X       | 2040-05-15      | 6.5000%  | 0.0000% | $13621408.00       | $2013636.83        | Agency Mortgage-Backed Securities  |
| GNII AP 784924 M       | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $284697.41         | Agency Mortgage-Backed Securities  |
| GNII SF DL8787 C       | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9431051.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA6217 M       | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $305465.70         | Agency Mortgage-Backed Securities  |
| GNII JM MA2882 M       | 2045-06-20      | 3.0000%  | 0.0000% | $12000000.00       | $573193.64         | Agency Mortgage-Backed Securities  |
| GNII SF DK0235 C       | 2055-06-20      | 6.0000%  | 0.0000% | $4571460.00        | $4757518.84        | Agency Mortgage-Backed Securities  |
| GNII SF DF1729 C       | 2054-10-20      | 4.5000%  | 0.0000% | $4607792.00        | $4362001.90        | Agency Mortgage-Backed Securities  |
| GNII SF DA2767 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $969747.14         | Agency Mortgage-Backed Securities  |
| GNII SF DK4068 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1319594.00        | $1376584.54        | Agency Mortgage-Backed Securities  |
| GNII SF DE5817 C       | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $5014584.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK1981 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2032728.00        | $2127956.47        | Agency Mortgage-Backed Securities  |
| GNMI SF 733167 X       | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18913.48          | Agency Mortgage-Backed Securities  |
| GNMI SF 462838 X       | 2028-07-15      | 6.5000%  | 0.0000% | $26443774.00       | $13325.77          | Agency Mortgage-Backed Securities  |
| GNII SF 003654 M       | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $23695.98          | Agency Mortgage-Backed Securities  |
| GNMI SF 743095 X       | 2040-07-15      | 5.0000%  | 0.0000% | $257275.00         | $12017.60          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1889   | 2055-08-01      | 5.5000%  | 0.0000% | $4758376.00        | $4843630.77        | Agency Mortgage-Backed Securities  |
| GNII SF DM1556 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1478612.00        | $1541739.20        | Agency Mortgage-Backed Securities  |
| GNII SF DL6476 C       | 2055-08-20      | 5.5000%  | 0.0000% | $21851776.00       | $22158679.34       | Agency Mortgage-Backed Securities  |
| GNII SF 004804 M       | 2040-09-20      | 6.0000%  | 0.0000% | $1298806.00        | $36364.45          | Agency Mortgage-Backed Securities  |
| GNII SF DK3225 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2930676.00        | $3066558.42        | Agency Mortgage-Backed Securities  |
| GNII SF DB9996 C       | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1427690.55        | Agency Mortgage-Backed Securities  |
| GNII SF DE4860 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1382464.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA2848   | 2031-12-01      | 2.5000%  | 0.0000% | $1000000.00        | $121601.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3695   | 2034-07-01      | 3.0000%  | 0.0000% | $1135000.00        | $119095.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA5878 M       | 2049-03-20      | 5.0000%  | 0.0000% | $165000.00         | $12571.64          | Agency Mortgage-Backed Securities  |
| GNII JM MA7042 M       | 2050-12-20      | 2.0000%  | 0.0000% | $205000.00         | $105085.46         | Agency Mortgage-Backed Securities  |
| GNII ET DG7093 C       | 2064-11-20      | 6.0000%  | 0.0000% | $536025.00         | $543718.50         | Agency Mortgage-Backed Securities  |
| GNII ET DG7227 C       | 2065-03-20      | 7.0000%  | 0.0000% | $442096.00         | $456000.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA7052 M       | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2682311.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1136   | 2055-08-01      | 6.0000%  | 0.0000% | $1931620.00        | $2004114.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CNMA5848   | 2035-08-01      | 5.5000%  | 0.0000% | $2234092.00        | $2293379.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6105   | 2055-06-01      | 5.5000%  | 0.0000% | $8630736.00        | $8706082.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2025   | 2055-09-01      | 5.5000%  | 0.0000% | $10273120.00       | $10400709.87       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1510   | 2055-05-01      | 5.0000%  | 0.0000% | $9312656.00        | $9169075.33        | Agency Mortgage-Backed Securities  |
| GNMI SF BB3477 X       | 2047-09-15      | 5.0000%  | 0.0000% | $1177452.00        | $106066.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX3325   | 2055-01-01      | 4.5000%  | 0.0000% | $6209528.00        | $5854178.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7796   | 2055-07-01      | 5.5000%  | 0.0000% | $3367020.00        | $3373374.48        | Agency Mortgage-Backed Securities  |
| GNII ET DH0002 C       | 2064-12-20      | 6.5000%  | 0.0000% | $1157060.00        | $1186768.28        | Agency Mortgage-Backed Securities  |
| GNII SF DG6864 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1057842.00        | $1103692.59        | Agency Mortgage-Backed Securities  |
| GNAR AF MA2533 M       | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $900152.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA1010 M       | 2043-04-20      | 2.5000%  | 0.0000% | $2796910.00        | $447025.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA6765 M       | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1428320.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA6931 M       | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3378763.21        | Agency Mortgage-Backed Securities  |
| GNII JM MA6985 M       | 2050-11-20      | 2.0000%  | 0.0000% | $390000.00         | $197282.95         | Agency Mortgage-Backed Securities  |
| GNII BD DH9428 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1354902.00        | $1405036.92        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX2122   | 2054-12-01      | 7.0000%  | 0.0000% | $1113146.00        | $1067901.97        | Agency Mortgage-Backed Securities  |
| GNMI SF AO0535 X       | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $219104.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5584   | 2055-01-01      | 4.5000%  | 0.0000% | $2500000.00        | $2327667.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA8488 M       | 2052-12-20      | 4.0000%  | 0.0000% | $26849056.00       | $21342552.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1458   | 2055-04-01      | 5.0000%  | 0.0000% | $3616884.00        | $3561462.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSL1547   | 2054-01-01      | 4.0000%  | 0.0000% | $8626288.00        | $7981658.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1898   | 2055-07-01      | 6.0000%  | 0.0000% | $22502.00          | $22586.04          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1534   | 2055-06-01      | 6.0000%  | 0.0000% | $109232640.00      | $110773701.78      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1806   | 2055-07-01      | 6.0000%  | 0.0000% | $98658304.00       | $101602818.95      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0041   | 2055-08-01      | 6.0000%  | 0.0000% | $18738688.00       | $19125102.54       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2091   | 2054-04-01      | 5.5000%  | 0.0000% | $340396.00         | $302802.20         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRQ0052   | 2055-08-01      | 7.0000%  | 0.0000% | $159415296.00      | $168483546.48      | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0027   | 2054-09-01      | 6.5000%  | 0.0000% | $37127168.00       | $36486066.50       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2507   | 2055-09-01      | 6.5000%  | 0.0000% | $48296768.00       | $50433009.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD6152   | 2055-02-01      | 5.0000%  | 0.0000% | $512749.00         | $505899.67         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4356   | 2055-08-01      | 7.0000%  | 0.0000% | $1005062.00        | $1073392.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6040   | 2052-08-01      | 3.5000%  | 0.0000% | $182957.00         | $144682.27         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL850034   | 2036-05-01      | 6.5000%  | 0.0000% | $3521076.00        | $310161.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3701   | 2055-05-01      | 5.5000%  | 0.0000% | $3558584.00        | $3498806.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2564   | 2055-09-01      | 6.5000%  | 0.0000% | $2121280.00        | $2222833.22        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY9148   | 2055-08-01      | 4.5000%  | 0.0000% | $2563396.00        | $2477323.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6460   | 2055-06-01      | 5.5000%  | 0.0000% | $10027600.00       | $9826733.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4089   | 2040-09-01      | 6.0000%  | 0.0000% | $2101968.00        | $2180749.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3PRE6135   | 2052-09-01      | 5.0000%  | 0.0000% | $400000.00         | $337426.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP257480   | 2038-11-01      | 5.5000%  | 0.0000% | $605522.00         | $6484.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3578   | 2040-05-01      | 5.5000%  | 0.0000% | $1048800.00        | $1064570.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5151   | 2042-02-01      | 3.0000%  | 0.0000% | $16980800.00       | $11209388.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO2913   | 2040-01-01      | 6.0000%  | 0.0000% | $1015556.00        | $1024426.32        | Agency Mortgage-Backed Securities  |
| FKAR 03.750 WNWN2654   | 2031-11-01      | 3.7500%  | 0.0000% | $20936000.00       | $20320851.48       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0373   | 2051-04-01      | 3.0000%  | 0.0000% | $800691.00         | $464525.54         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB1175   | 2045-06-01      | 6.5000%  | 0.0000% | $6085784.00        | $6427345.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8643   | 2054-07-01      | 6.0000%  | 0.0000% | $1433602.00        | $1467241.00        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1213   | 2049-07-01      | 3.5000%  | 0.0000% | $6508896.00        | $1643376.21        | Agency Mortgage-Backed Securities  |
| FMAR 841948 G          | 2054-08-01      | 6.0340%  | 0.0000% | $27790688.00       | $27581152.08       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZS0498   | 2030-09-01      | 7.5000%  | 0.0000% | $44826623.00       | $11724.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6002   | 2055-07-01      | 5.0000%  | 0.0000% | $2469710.00        | $2444298.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE7990   | 2055-08-01      | 4.5000%  | 0.0000% | $1653718.00        | $1599805.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9699   | 2054-07-01      | 6.5000%  | 0.0000% | $2000000.00        | $1752567.11        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2104   | 2036-07-01      | 2.0000%  | 0.0000% | $200000.00         | $104318.55         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM5665   | 2048-02-01      | 4.0000%  | 0.0000% | $10000000.00       | $1472702.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL452850   | 2028-11-01      | 6.5000%  | 0.0000% | $10305536.00       | $8663.36           | Agency Mortgage-Backed Securities  |
| GNMI SP 786470 X       | 2040-11-15      | 5.0000%  | 0.0000% | $100000.00         | $76087.53          | Agency Mortgage-Backed Securities  |
| GNAR AR 080095 M       | 2027-07-20      | 4.6250%  | 0.0000% | $25010176.00       | $7346.90           | Agency Mortgage-Backed Securities  |
| GNII SP 786336 C       | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $967185.01         | Agency Mortgage-Backed Securities  |
| GNMI SP 783673 X       | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4449363.08        | Agency Mortgage-Backed Securities  |
| GNMI SF 757388 X       | 2046-09-15      | 2.5000%  | 0.0000% | $5919680.00        | $2826071.30        | Agency Mortgage-Backed Securities  |
| GNII EP 788066 C       | 2065-07-20      | 4.0000%  | 0.0000% | $148635392.00      | $135495123.82      | Agency Mortgage-Backed Securities  |
| GNII SF DI9448 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1106356.00        | $1101284.75        | Agency Mortgage-Backed Securities  |
| GNMI SF 487861 X       | 2039-04-15      | 5.5000%  | 0.0000% | $126586.00         | $5191.10           | Agency Mortgage-Backed Securities  |
| GNMI SP 783760 X       | 2042-02-15      | 5.0000%  | 0.0000% | $75000.00          | $5899.14           | Agency Mortgage-Backed Securities  |
| GNMI SF 677385 X       | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7421.43           | Agency Mortgage-Backed Securities  |
| GNII SP 785615 C       | 2051-08-20      | 2.5000%  | 0.0000% | $175000.00         | $98398.27          | Agency Mortgage-Backed Securities  |
| GNMI SP 785782 X       | 2050-02-15      | 3.0000%  | 0.0000% | $1495792.00        | $1056337.45        | Agency Mortgage-Backed Securities  |
| GNMI SF 592312 X       | 2032-08-15      | 6.5000%  | 0.0000% | $1057272.00        | $22490.48          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3283   | 2042-07-01      | 3.5000%  | 0.0000% | $50210000.00       | $5055727.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $450000.00         | $334109.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4799   | 2054-09-01      | 5.5000%  | 0.0000% | $4784352.00        | $4428765.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTSC0729   | 2045-09-01      | 4.5000%  | 0.0000% | $80993664.00       | $80219931.53       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0202   | 2050-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $1628721.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8286   | 2038-12-01      | 6.5000%  | 0.0000% | $18327136.00       | $9342552.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZI9167   | 2039-09-01      | 5.0000%  | 0.0000% | $1768046.00        | $25283.66          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8330   | 2053-03-01      | 3.0000%  | 0.0000% | $2405452.00        | $1852394.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3039   | 2053-06-01      | 5.0000%  | 0.0000% | $3250000.00        | $2713067.70        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254   | 2052-07-01      | 3.5000%  | 0.0000% | $258000.00         | $198143.84         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL679270   | 2032-08-01      | 7.5000%  | 0.0000% | $10400000.00       | $92757.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS9318   | 2032-03-01      | 2.5000%  | 0.0000% | $439219.00         | $85240.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR1202   | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $25376.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6089   | 2053-04-01      | 6.0000%  | 0.0000% | $603431.00         | $492716.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAZ2170   | 2030-07-01      | 2.5000%  | 0.0000% | $172000.00         | $19144.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAZ1145   | 2035-07-01      | 3.0000%  | 0.0000% | $1168678.00        | $496957.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2218   | 2055-07-01      | 6.0000%  | 0.0000% | $3530368.00        | $3666625.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0133   | 2056-08-01      | 4.0000%  | 0.0000% | $500000.00         | $141435.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW8102   | 2052-09-01      | 3.0000%  | 0.0000% | $490297.00         | $320222.37         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6521   | 2051-12-01      | 3.0000%  | 0.0000% | $220000.00         | $123029.27         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8647   | 2053-05-01      | 4.5000%  | 0.0000% | $754579.00         | $633018.55         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7200   | 2055-07-01      | 6.5000%  | 0.0000% | $1043372.00        | $1098141.26        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5324 C       | 2055-07-20      | 5.0000%  | 0.0000% | $4144792.00        | $4118700.07        | Agency Mortgage-Backed Securities  |
| GNII SF DH6726 C       | 2055-01-20      | 6.5000%  | 0.0000% | $6745088.00        | $6983907.68        | Agency Mortgage-Backed Securities  |
| GNII SF DK0398 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1407342.00        | $1470129.35        | Agency Mortgage-Backed Securities  |
| GNCL CL CZ7777         | 2066-03-15      | 5.6500%  | 0.0000% | $12548800.00       | $12648116.77       | Agency Mortgage-Backed Securities  |
| GNII SF DJ4731 C       | 2055-05-20      | 5.5000%  | 0.0000% | $2429328.00        | $2480195.22        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5211 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2975133.24        | Agency Mortgage-Backed Securities  |
| GNII ET CW9144 C       | 2063-07-20      | 6.5000%  | 0.0000% | $4746856.00        | $1445170.02        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9410 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3068064.00        | $3167261.44        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9042 C       | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3251419.50        | Agency Mortgage-Backed Securities  |
| GNII SF DH8138 C       | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1611567.49        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9730 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2197052.00        | $2287129.86        | Agency Mortgage-Backed Securities  |
| GNII SF BZ4588 C       | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $379896.38         | Agency Mortgage-Backed Securities  |
| GNPL PN BV3342         | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44613.65          | Agency Mortgage-Backed Securities  |
| GNAR AT 081039 M       | 2034-08-20      | 4.6250%  | 0.0000% | $15999392.00       | $216986.02         | Agency Mortgage-Backed Securities  |
| GNPL PN CG6812         | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5009052.47        | Agency Mortgage-Backed Securities  |
| GNII ET DH2610 C       | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $962196.32         | Agency Mortgage-Backed Securities  |
| GNII SF DH4367 C       | 2055-02-20      | 5.5000%  | 0.0000% | $2603330.00        | $2608895.88        | Agency Mortgage-Backed Securities  |
| GNII SF DK7558 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1691692.00        | $1715453.13        | Agency Mortgage-Backed Securities  |
| GNII SF DK4903 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1301084.00        | $1358962.64        | Agency Mortgage-Backed Securities  |
| GNII ET DK0958 C       | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $46318767.41       | Agency Mortgage-Backed Securities  |
| GNII SF DK7514 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6799480.00        | $7110607.59        | Agency Mortgage-Backed Securities  |
| GNII SF DJ7839 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1689446.00        | $1708020.39        | Agency Mortgage-Backed Securities  |
| GNII ET DE1318 C       | 2064-09-20      | 7.0000%  | 0.0000% | $3618748.00        | $2454684.35        | Agency Mortgage-Backed Securities  |
| GNII SF DG6147 C       | 2050-02-20      | 6.5000%  | 0.0000% | $1065168.00        | $1102229.80        | Agency Mortgage-Backed Securities  |
| GNII SF DG5192 C       | 2051-11-20      | 4.5000%  | 0.0000% | $1793710.00        | $1698086.82        | Agency Mortgage-Backed Securities  |
| GNII SF DG9947 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1093604.72        | Agency Mortgage-Backed Securities  |
| GNII ET DG4215 C       | 2065-01-20      | 5.5000%  | 0.0000% | $600751.00         | $600259.40         | Agency Mortgage-Backed Securities  |
| GNII SF DH1578 C       | 2055-01-20      | 5.5000%  | 0.0000% | $1462180.00        | $1463570.75        | Agency Mortgage-Backed Securities  |
| GNII SF DL6912 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4224192.00        | $4404529.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9944   | 2055-06-01      | 5.5000%  | 0.0000% | $6352152.00        | $6488304.13        | Agency Mortgage-Backed Securities  |
| GNII SF DL7044 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1696134.00        | $1730090.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2370   | 2055-09-01      | 5.5000%  | 0.0000% | $22092.00          | $22400.82          | Agency Mortgage-Backed Securities  |
| GNII SF 004245 M       | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1352659.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA1265 M       | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $7363.49           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ1064   | 2055-08-01      | 7.0000%  | 0.0000% | $7962440.00        | $8429950.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9002   | 2055-08-01      | 5.5000%  | 0.0000% | $2218836.00        | $2254787.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0693   | 2055-08-01      | 6.5000%  | 0.0000% | $21166.00          | $22162.99          | Agency Mortgage-Backed Securities  |
| GNII SF 003335 M       | 2033-01-20      | 6.5000%  | 0.0000% | $5065224.00        | $24202.15          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRQ0007   | 2055-04-01      | 5.0000%  | 0.0000% | $1047100.00        | $990600.49         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3336   | 2055-05-01      | 5.5000%  | 0.0000% | $12113824.00       | $12361444.08       | Agency Mortgage-Backed Securities  |
| GNII SF DI7310 C       | 2055-03-20      | 5.5000%  | 0.0000% | $1262200.00        | $1267027.55        | Agency Mortgage-Backed Securities  |
| GNII SF DI8699 C       | 2055-03-20      | 5.0000%  | 0.0000% | $1004022.00        | $965171.48         | Agency Mortgage-Backed Securities  |
| GNMI SF AX8707 X       | 2047-01-15      | 3.0000%  | 0.0000% | $400000.00         | $123687.45         | Agency Mortgage-Backed Securities  |
| GNII SF DJ8294 C       | 2055-08-20      | 7.0000%  | 0.0000% | $2174584.00        | $2287054.45        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8288 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3109456.00        | $3242203.51        | Agency Mortgage-Backed Securities  |
| GNII SF CZ6259 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2000884.00        | $1658286.13        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8259 C       | 2055-08-20      | 5.5000%  | 0.0000% | $2326770.00        | $2370768.70        | Agency Mortgage-Backed Securities  |
| GNII SF CZ0104 C       | 2054-01-20      | 7.0000%  | 0.0000% | $5256720.00        | $5423410.63        | Agency Mortgage-Backed Securities  |
| GNII SF AQ0387 C       | 2045-11-20      | 4.0000%  | 0.0000% | $4475808.00        | $599104.96         | Agency Mortgage-Backed Securities  |
| GNII SF CT8317 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1134084.00        | $896310.97         | Agency Mortgage-Backed Securities  |
| GNII SF CY8235 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1368962.00        | $473741.68         | Agency Mortgage-Backed Securities  |
| GNCL CL CX6396         | 2066-01-15      | 5.7400%  | 0.0000% | $13427792.00       | $14310487.30       | Agency Mortgage-Backed Securities  |
| GNII SF CZ5609 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1984772.00        | $1892294.97        | Agency Mortgage-Backed Securities  |
| GNII SF CZ7831 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1046390.00        | $430220.68         | Agency Mortgage-Backed Securities  |
| GNPL PN CZ2392         | 2059-03-15      | 5.7300%  | 0.0000% | $70193.00          | $73554.03          | Agency Mortgage-Backed Securities  |
| GNII SF BC5293 C       | 2047-08-20      | 3.5000%  | 0.0000% | $5100000.00        | $929210.49         | Agency Mortgage-Backed Securities  |
| GNII SF CQ3301 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1329006.00        | $1375369.78        | Agency Mortgage-Backed Securities  |
| GNII ET CV1309 C       | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $127745.88         | Agency Mortgage-Backed Securities  |
| GNII SF DI8925 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1634328.00        | $1689137.91        | Agency Mortgage-Backed Securities  |
| GNII RG CN5871 C       | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $975112.31         | Agency Mortgage-Backed Securities  |
| GNII SF BY8781 C       | 2050-10-20      | 3.0000%  | 0.0000% | $713031.00         | $350199.21         | Agency Mortgage-Backed Securities  |
| GNCL CL CQ7052         | 2065-07-15      | 5.3500%  | 0.0000% | $5477690.00        | $5563805.37        | Agency Mortgage-Backed Securities  |
| GNII SF AS9196 C       | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $61595.43          | Agency Mortgage-Backed Securities  |
| GNII ET DF7147 C       | 2064-11-20      | 5.5000%  | 0.0000% | $1442514.00        | $1267230.78        | Agency Mortgage-Backed Securities  |
| GNII SF DF5171 C       | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6916676.61        | Agency Mortgage-Backed Securities  |
| GNII ET DF5601 C       | 2064-11-20      | 6.0000%  | 0.0000% | $1380190.00        | $1064037.93        | Agency Mortgage-Backed Securities  |
| GNII SF DF9826 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1142914.00        | $1190613.06        | Agency Mortgage-Backed Securities  |
| GNII SF DF4969 C       | 2054-12-20      | 6.5000%  | 0.0000% | $8244784.00        | $8078145.49        | Agency Mortgage-Backed Securities  |
| GNII SF DA9707 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $485553.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7568   | 2053-11-01      | 6.5000%  | 0.0000% | $1826100.00        | $1705280.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA0941 M       | 2036-08-20      | 7.0000%  | 0.0000% | $750000.00         | $47821.76          | Agency Mortgage-Backed Securities  |
| GNII ET DG3723 C       | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2728063.83        | Agency Mortgage-Backed Securities  |
| GNII SF DG2264 C       | 2045-01-20      | 6.5000%  | 0.0000% | $1303802.00        | $1246447.61        | Agency Mortgage-Backed Securities  |
| GNII SF DD7702 C       | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2231979.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA7106 M       | 2036-01-20      | 2.0000%  | 0.0000% | $90000.00          | $38877.59          | Agency Mortgage-Backed Securities  |
| GNII RG CX2391 C       | 2046-01-20      | 4.0000%  | 0.0000% | $1584636.00        | $1310785.93        | Agency Mortgage-Backed Securities  |
| GNII SF 003377 M       | 2033-04-20      | 6.5000%  | 0.0000% | $992350.00         | $5196.18           | Agency Mortgage-Backed Securities  |
| GNMI SF AX2595 X       | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $48834.09          | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $21947864.07       | Agency Mortgage-Backed Securities  |
| GNII ET CV9346 C       | 2063-06-20      | 6.0000%  | 0.0000% | $493541.00         | $158154.35         | Agency Mortgage-Backed Securities  |
| GNAR AF MA6421 M       | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $113127.66         | Agency Mortgage-Backed Securities  |
| GNII SF DE8990 C       | 2054-09-20      | 6.5000%  | 0.0000% | $1154508.00        | $1033851.12        | Agency Mortgage-Backed Securities  |
| GNII SF DD7704 C       | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4457180.00        | Agency Mortgage-Backed Securities  |
| GNII ET DB7479 C       | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $235855.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1892   | 2055-07-01      | 5.0000%  | 0.0000% | $2866268.00        | $2852049.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191   | 2053-11-01      | 6.0000%  | 0.0000% | $17132288.00       | $13633998.05       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3771   | 2051-04-01      | 2.0000%  | 0.0000% | $378826.00         | $242048.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA9392 M       | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $51075.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA8151 M       | 2052-07-20      | 4.5000%  | 0.0000% | $30065000.00       | $22773545.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU5836   | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $610000.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $308900352.00      | $235669756.09      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $444000.00         | $369351.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT2488   | 2051-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $579249.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA8773 M       | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $417939.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5805   | 2045-08-01      | 5.0000%  | 0.0000% | $659046.00         | $657154.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA8620 M       | 2038-09-20      | 7.0000%  | 0.0000% | $40991.00          | $29675.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5598   | 2045-01-01      | 5.5000%  | 0.0000% | $365000.00         | $322275.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIBY2418   | 2038-06-01      | 6.0000%  | 0.0000% | $1283286.00        | $567585.83         | Agency Mortgage-Backed Securities  |
| GNII JM MA8194 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1092141.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $20273920.00       | $18047494.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBP3507   | 2036-06-01      | 2.0000%  | 0.0000% | $83086.00          | $45560.39          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0812   | 2054-11-01      | 4.5000%  | 0.0000% | $1383100.00        | $1325632.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0917   | 2055-08-01      | 6.0000%  | 0.0000% | $108164.00         | $112291.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8891   | 2055-07-01      | 5.5000%  | 0.0000% | $1166530.00        | $1179321.19        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQY1071   | 2055-04-01      | 7.5000%  | 0.0000% | $1076350.00        | $1159562.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7284   | 2055-06-01      | 6.0000%  | 0.0000% | $6552456.00        | $6784006.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5705   | 2055-06-01      | 5.5000%  | 0.0000% | $5222200.00        | $5282671.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1201   | 2055-08-01      | 6.5000%  | 0.0000% | $24706720.00       | $25799536.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1397   | 2054-12-01      | 6.0000%  | 0.0000% | $229611.00         | $234026.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC7845   | 2055-01-01      | 5.5000%  | 0.0000% | $251239.00         | $246084.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2762   | 2055-05-01      | 6.5000%  | 0.0000% | $5956096.00        | $6180514.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6710   | 2054-11-01      | 4.5000%  | 0.0000% | $1001156.00        | $963444.68         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX SODB8668   | 2054-08-01      | 6.3120%  | 0.0000% | $18042976.00       | $15224511.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5507   | 2039-10-01      | 5.0000%  | 0.0000% | $412033.00         | $345759.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0961   | 2055-04-01      | 5.5000%  | 0.0000% | $842197.00         | $839287.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3001   | 2055-01-01      | 5.5000%  | 0.0000% | $4896064.00        | $4546916.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9784   | 2054-11-01      | 5.5000%  | 0.0000% | $63000.00          | $60371.21          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX7266   | 2055-02-01      | 5.0000%  | 0.0000% | $4449280.00        | $4409602.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5768   | 2045-07-01      | 6.0000%  | 0.0000% | $46660.00          | $47008.59          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0079   | 2055-04-01      | 6.0000%  | 0.0000% | $5042976.00        | $5203760.07        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY1887   | 2055-04-01      | 7.0000%  | 0.0000% | $1359200.00        | $1085977.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3930   | 2053-02-01      | 5.5000%  | 0.0000% | $2000000.00        | $1593206.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL826813   | 2035-08-01      | 6.0000%  | 0.0000% | $2285008.00        | $79068.79          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2185   | 2043-09-01      | 3.0000%  | 0.0000% | $24518432.00       | $7615115.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2785   | 2052-04-01      | 3.0000%  | 0.0000% | $2768176.00        | $1857938.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ6942   | 2054-10-01      | 6.0000%  | 0.0000% | $2615948.00        | $2679701.76        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8141   | 2037-02-01      | 2.0000%  | 0.0000% | $757523.00         | $463296.39         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQG9049   | 2053-07-01      | 3.0000%  | 0.0000% | $333215.00         | $261114.45         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ9226   | 2054-11-01      | 6.5000%  | 0.0000% | $2752964.00        | $2869572.14        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8384   | 2040-05-01      | 5.0000%  | 0.0000% | $30862336.00       | $29668204.64       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA4912   | 2051-03-01      | 3.0000%  | 0.0000% | $1671132.00        | $1040037.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PQU7236   | 2049-05-01      | 4.0000%  | 0.0000% | $9060096.00        | $441881.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE4404   | 2052-06-01      | 3.0000%  | 0.0000% | $2669544.00        | $1767979.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4889   | 2054-09-01      | 5.5000%  | 0.0000% | $10118672.00       | $10160344.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8931   | 2052-04-01      | 3.5000%  | 0.0000% | $3102104.00        | $2223862.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4276   | 2053-10-01      | 6.0000%  | 0.0000% | $3943288.00        | $3973006.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5804   | 2055-06-01      | 5.5000%  | 0.0000% | $3394600.00        | $3460993.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE4561   | 2055-08-01      | 5.0000%  | 0.0000% | $3377180.00        | $3348064.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0354   | 2053-01-01      | 3.5000%  | 0.0000% | $4449680.00        | $2063357.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8271   | 2055-03-01      | 6.0000%  | 0.0000% | $1200000.00        | $1213044.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5892   | 2055-07-01      | 5.0000%  | 0.0000% | $2593844.00        | $2581917.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2153   | 2055-06-01      | 5.5000%  | 0.0000% | $552184.00         | $537567.37         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN6394   | 2036-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $548733.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8028   | 2051-12-01      | 3.5000%  | 0.0000% | $100000.00         | $77199.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1493   | 2055-04-01      | 5.5000%  | 0.0000% | $5260136.00        | $5364655.73        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PQU7704   | 2050-12-01      | 2.5000%  | 0.0000% | $235000.00         | $130779.12         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3954   | 2052-11-01      | 4.0000%  | 0.0000% | $2210000.00        | $1782528.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6562   | 2046-01-01      | 3.5000%  | 0.0000% | $400000.00         | $66165.89          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1901   | 2055-07-01      | 5.0000%  | 0.0000% | $2654400.00        | $2644234.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8233   | 2054-12-01      | 6.0000%  | 0.0000% | $1705250.00        | $1720867.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH2943   | 2053-10-01      | 6.5000%  | 0.0000% | $375000.00         | $229151.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0118   | 2056-06-01      | 4.5000%  | 0.0000% | $944000.00         | $206333.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 REBU4063   | 2053-03-01      | 5.5000%  | 0.0000% | $1160838.00        | $455866.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU6946   | 2052-06-01      | 3.5000%  | 0.0000% | $2107880.00        | $1440065.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1162   | 2054-08-01      | 5.5000%  | 0.0000% | $197082.00         | $195722.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5896   | 2055-07-01      | 5.5000%  | 0.0000% | $2605008.00        | $2653692.42        | Agency Mortgage-Backed Securities  |
| GNMI SP 784699 X       | 2048-04-15      | 5.0000%  | 0.0000% | $2218672.00        | $350831.36         | Agency Mortgage-Backed Securities  |
| GNAR AR 080136 M       | 2027-11-20      | 4.7500%  | 0.0000% | $24846336.00       | $8197.93           | Agency Mortgage-Backed Securities  |
| GNAR AR 080968 M       | 2034-07-20      | 4.6250%  | 0.0000% | $660000.00         | $6630.10           | Agency Mortgage-Backed Securities  |
| GNMI SP 784353 X       | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9917.56           | Agency Mortgage-Backed Securities  |
| GNAR AT 080947 M       | 2034-06-20      | 5.6250%  | 0.0000% | $40044480.00       | $905502.03         | Agency Mortgage-Backed Securities  |
| FKAR 04.600 WRWR1009   | 2035-05-01      | 4.6000%  | 0.0000% | $7536600.00        | $7533206.86        | Agency Mortgage-Backed Securities  |
| GNAR AT 080952 M       | 2034-06-20      | 5.6250%  | 0.0000% | $8000000.00        | $142947.17         | Agency Mortgage-Backed Securities  |
| GNMI SF 568466 X       | 2032-08-15      | 6.5000%  | 0.0000% | $2765752.00        | $16281.15          | Agency Mortgage-Backed Securities  |
| GNMI SF AA6411 X       | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5669.56           | Agency Mortgage-Backed Securities  |
| GNMI SF 778792 X       | 2042-01-15      | 3.5000%  | 0.0000% | $9500050.00        | $1345422.81        | Agency Mortgage-Backed Securities  |
| GNAR AF 082137 M       | 2038-08-20      | 4.6250%  | 0.0000% | $50000000.00       | $78176.61          | Agency Mortgage-Backed Securities  |
| GNMI SF 535760 X       | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $6920.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0317   | 2039-01-01      | 5.5000%  | 0.0000% | $471700000.00      | $3547710.45        | Agency Mortgage-Backed Securities  |
| GNII SF DL6649 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1906164.00        | $2003897.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3115   | 2055-05-01      | 5.5000%  | 0.0000% | $8895200.00        | $8991790.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2127   | 2055-08-01      | 6.0000%  | 0.0000% | $37623552.00       | $39176865.44       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0026   | 2040-08-01      | 5.5000%  | 0.0000% | $43849280.00       | $44992991.04       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ3632   | 2055-03-01      | 7.0000%  | 0.0000% | $19544800.00       | $19764705.71       | Agency Mortgage-Backed Securities  |
| GNII ET DL4533 C       | 2065-07-20      | 4.0000%  | 0.0000% | $108384.00         | $100031.62         | Agency Mortgage-Backed Securities  |
| GNII SF DI8320 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1037998.00        | $1079703.37        | Agency Mortgage-Backed Securities  |
| GNII SF DL4915 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1809614.00        | $1886872.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1194   | 2055-05-01      | 6.0000%  | 0.0000% | $253596160.00      | $249999751.75      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CKAD3452   | 2037-02-01      | 5.5000%  | 0.0000% | $229197568.00      | $863028.53         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0760   | 2055-04-01      | 6.5000%  | 0.0000% | $940100.00         | $980964.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY4483   | 2055-06-01      | 5.0000%  | 0.0000% | $2396932.00        | $2371792.48        | Agency Mortgage-Backed Securities  |
| GNII SF DL4911 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1617388.00        | $1700314.00        | Agency Mortgage-Backed Securities  |
| GNII SF DK8361 C       | 2055-06-20      | 7.5000%  | 0.0000% | $1688502.00        | $1810234.23        | Agency Mortgage-Backed Securities  |
| GNII ET DI6472 C       | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $5065276.97        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3197 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6647624.00        | $6933050.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CQMA1871   | 2044-03-01      | 5.0000%  | 0.0000% | $750000.00         | $114012.57         | Agency Mortgage-Backed Securities  |
| GNII SF CY0327 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2200652.00        | $1881645.40        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3076 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1220072.41        | Agency Mortgage-Backed Securities  |
| GNCL CL CS8941         | 2066-12-15      | 5.6400%  | 0.0000% | $15420896.00       | $15720935.24       | Agency Mortgage-Backed Securities  |
| GNCL CS CV6109         | 2066-04-15      | 8.7800%  | 0.0000% | $27743200.00       | $31473048.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995793   | 2036-09-01      | 5.5000%  | 0.0000% | $289892864.00      | $4590638.99        | Agency Mortgage-Backed Securities  |
| GNII SF DF7326 C       | 2054-11-20      | 6.5000%  | 0.0000% | $1320190.00        | $1365964.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAB7525   | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $152585.00         | Agency Mortgage-Backed Securities  |
| GNII ET DJ7387 C       | 2065-03-20      | 7.0000%  | 0.0000% | $1318812.00        | $1360363.57        | Agency Mortgage-Backed Securities  |
| GNII SF DG6115 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $959917.74         | Agency Mortgage-Backed Securities  |
| GNII SF BZ8534 C       | 2051-01-20      | 3.0000%  | 0.0000% | $93925.00          | $63189.64          | Agency Mortgage-Backed Securities  |
| GNMI SF BE6179 X       | 2047-12-15      | 4.0000%  | 0.0000% | $29851.00          | $6578.28           | Agency Mortgage-Backed Securities  |
| GNII SF BY3432 C       | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $92928.14          | Agency Mortgage-Backed Securities  |
| GNII SF BD6216 C       | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $149252.67         | Agency Mortgage-Backed Securities  |
| GNII RG CO9031 C       | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $388663.80         | Agency Mortgage-Backed Securities  |
| GNII JM MA0082 M       | 2042-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $122829.69         | Agency Mortgage-Backed Securities  |
| GNII JM MA0619 M       | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $109264.27         | Agency Mortgage-Backed Securities  |
| GNII SF BT4420 C       | 2050-06-20      | 3.0000%  | 0.0000% | $6308112.00        | $2732010.51        | Agency Mortgage-Backed Securities  |
| GNMI SF BE1030 X       | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $16472.54          | Agency Mortgage-Backed Securities  |
| GNMI SF BA6976 X       | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $28058.23          | Agency Mortgage-Backed Securities  |
| GNMI SF BC5919 X       | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $15550.71          | Agency Mortgage-Backed Securities  |
| GNII SF MA9724 M       | 2054-06-20      | 5.0000%  | 0.0000% | $951427.00         | $898840.74         | Agency Mortgage-Backed Securities  |
| GNPL PN DF8947         | 2060-02-15      | 4.6300%  | 0.0000% | $3371200.00        | $3298331.30        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1772 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2137478.34        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5320 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1280480.00        | $1323027.36        | Agency Mortgage-Backed Securities  |
| GNII SF DH6856 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2092080.00        | $2170301.06        | Agency Mortgage-Backed Securities  |
| GNII SF DH8529 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1335230.00        | $1393970.42        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5274 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1491500.00        | $1520182.42        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1851 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1020560.00        | $1065202.67        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5271 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1300482.00        | $1325755.26        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2858 C       | 2055-07-20      | 6.5000%  | 0.0000% | $6149832.00        | $6404994.22        | Agency Mortgage-Backed Securities  |
| GNII SF DH6860 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2707792.00        | $2875714.09        | Agency Mortgage-Backed Securities  |
| GNPL PN CY1383         | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22919.42          | Agency Mortgage-Backed Securities  |
| GNII SF DG5686 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1913124.00        | $2011663.09        | Agency Mortgage-Backed Securities  |
| GNII SF CZ0103 C       | 2054-01-20      | 7.0000%  | 0.0000% | $10445808.00       | $9712598.15        | Agency Mortgage-Backed Securities  |
| GNII SF DH3330 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1286270.00        | $1342907.28        | Agency Mortgage-Backed Securities  |
| GNII SF DI0821 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1243852.00        | $1306516.87        | Agency Mortgage-Backed Securities  |
| GNII SF MB0364 M       | 2055-05-20      | 4.5000%  | 0.0000% | $81154432.00       | $77988814.71       | Agency Mortgage-Backed Securities  |
| GNMI SF 590432 X       | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $7278.55           | Agency Mortgage-Backed Securities  |
| GNII SF 540678 C       | 2030-07-20      | 3.5000%  | 0.0000% | $1156002.00        | $50776.55          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8032   | 2049-12-01      | 4.0000%  | 0.0000% | $738090.00         | $108977.97         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8406   | 2054-01-01      | 4.0000%  | 0.0000% | $31363520.00       | $26867595.39       | Agency Mortgage-Backed Securities  |
| GNII SF DK7313 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2358024.00        | $2452976.01        | Agency Mortgage-Backed Securities  |
| GNII SF DK7282 C       | 2055-06-20      | 5.5000%  | 0.0000% | $2335816.00        | $2368675.25        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6805 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1004276.00        | $1022799.14        | Agency Mortgage-Backed Securities  |
| GNII SF DI5724 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2012785.30        | Agency Mortgage-Backed Securities  |
| GNII ET DJ6081 C       | 2065-07-20      | 3.5000%  | 0.0000% | $499759.00         | $448117.51         | Agency Mortgage-Backed Securities  |
| GNII SF DJ7836 C       | 2055-05-20      | 5.0000%  | 0.0000% | $1195848.00        | $1186458.29        | Agency Mortgage-Backed Securities  |
| GNII SF 626951 C       | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2433036.31        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $255720800.00      | $206688657.52      | U.S. Treasuries (including strips) |
| FEPC 04.000 CLQH7254   | 2053-12-01      | 4.0000%  | 0.0000% | $1504330.00        | $986126.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CNQS0320   | 2035-05-01      | 6.0000%  | 0.0000% | $1009930.00        | $1013518.12        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8107   | 2052-08-01      | 4.5000%  | 0.0000% | $4437056.00        | $3470052.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8256   | 2054-10-01      | 5.5000%  | 0.0000% | $5886248.00        | $5539425.50        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQB1567   | 2050-07-01      | 4.5000%  | 0.0000% | $5082080.00        | $2304601.57        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8073   | 2035-11-01      | 1.5000%  | 0.0000% | $5929248.00        | $2602404.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB1619   | 2040-08-01      | 5.5000%  | 0.0000% | $37929472.00       | $38962434.82       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0228   | 2048-01-01      | 4.0000%  | 0.0000% | $1140796.00        | $143747.56         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZN1985   | 2048-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $122377.14         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4712   | 2047-04-01      | 3.0000%  | 0.0000% | $4705608.00        | $1016084.96        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB1623   | 2040-08-01      | 4.0000%  | 0.0000% | $41669696.00       | $41046155.29       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT1322   | 2048-11-01      | 5.0000%  | 0.0000% | $1405000.00        | $118465.10         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3171   | 2042-06-01      | 3.5000%  | 0.0000% | $10033680.00       | $678671.89         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0537   | 2048-03-01      | 3.5000%  | 0.0000% | $90691456.00       | $24286800.01       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5693   | 2048-09-01      | 4.5000%  | 0.0000% | $1175000.00        | $171148.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO2898   | 2039-12-01      | 5.5000%  | 0.0000% | $1822590.00        | $1525476.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF1929   | 2052-10-01      | 4.5000%  | 0.0000% | $1050830.00        | $847837.44         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2623   | 2052-05-01      | 3.0000%  | 0.0000% | $500000.00         | $343444.04         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0478   | 2051-04-01      | 2.5000%  | 0.0000% | $18634496.00       | $12657517.44       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3829   | 2040-07-01      | 5.5000%  | 0.0000% | $1210718.00        | $1199314.27        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $895000.00         | $486453.03         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL576566   | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $150551.24         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3691   | 2053-08-01      | 5.5000%  | 0.0000% | $26878.00          | $22074.41          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQA0117   | 2049-06-01      | 5.5000%  | 0.0000% | $1492880.00        | $175548.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0286   | 2054-03-01      | 5.5000%  | 0.0000% | $334079.00         | $232350.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDA4227   | 2053-11-01      | 4.5000%  | 0.0000% | $56902.00          | $48731.79          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAV0968   | 2026-12-01      | 2.0000%  | 0.0000% | $617626.00         | $8237.80           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQC2368   | 2051-05-01      | 3.5000%  | 0.0000% | $653656.00         | $377162.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDB6489   | 2039-06-01      | 5.5000%  | 0.0000% | $1722472.00        | $1292010.14        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQJ5986   | 2054-10-01      | 4.0000%  | 0.0000% | $4013400.00        | $3478724.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4137   | 2054-08-01      | 6.0000%  | 0.0000% | $516753.00         | $529110.97         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8272   | 2052-12-01      | 3.0000%  | 0.0000% | $1250000.00        | $924261.90         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8202   | 2052-03-01      | 3.5000%  | 0.0000% | $190000.00         | $128552.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3769   | 2040-06-01      | 5.5000%  | 0.0000% | $1330670.00        | $1284599.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFA2308   | 2040-07-01      | 6.0000%  | 0.0000% | $35986304.00       | $36767416.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3287   | 2050-05-01      | 2.5000%  | 0.0000% | $415000.00         | $145931.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4034   | 2040-08-01      | 5.5000%  | 0.0000% | $3660772.00        | $3763075.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4108   | 2040-09-01      | 5.0000%  | 0.0000% | $6415192.00        | $6508275.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI3932   | 2054-04-01      | 5.5000%  | 0.0000% | $4254360.00        | $3913065.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3958   | 2040-07-01      | 6.0000%  | 0.0000% | $1194100.00        | $1213590.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY8994   | 2053-08-01      | 5.0000%  | 0.0000% | $4410144.00        | $4178053.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3354   | 2040-03-01      | 6.0000%  | 0.0000% | $2759780.00        | $2641056.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4049   | 2040-08-01      | 6.0000%  | 0.0000% | $1330400.00        | $1380262.95        | Agency Mortgage-Backed Securities  |
| GNII JM MA6699 M       | 2050-06-20      | 2.5000%  | 0.0000% | $250000.00         | $56198.84          | Agency Mortgage-Backed Securities  |
| GNII SF MA7884 M       | 2052-02-20      | 4.0000%  | 0.0000% | $634008.00         | $437450.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA7588 M       | 2051-09-20      | 2.0000%  | 0.0000% | $17944768.00       | $10502064.03       | Agency Mortgage-Backed Securities  |
| GNII SF MA8181 M       | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $44706.58          | Agency Mortgage-Backed Securities  |
| GNII SF BS1742 C       | 2050-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $250226.87         | Agency Mortgage-Backed Securities  |
| GNII SF MA7568 M       | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $331626.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M       | 2052-03-20      | 2.5000%  | 0.0000% | $390287360.00      | $249997658.87      | Agency Mortgage-Backed Securities  |
| GNII ET DH0123 C       | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $9853404.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700   | 2052-08-01      | 4.0000%  | 0.0000% | $362715.00         | $280299.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5770   | 2040-07-01      | 4.5000%  | 0.0000% | $645825.00         | $637391.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3739   | 2034-08-01      | 3.5000%  | 0.0000% | $429000.00         | $44828.07          | Agency Mortgage-Backed Securities  |
| GNII RG DK6163 C       | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1351743.17        | Agency Mortgage-Backed Securities  |
| GNII SF DI1926 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3280880.00        | $3412381.61        | Agency Mortgage-Backed Securities  |
| GNII SF MB0181 M       | 2040-01-20      | 6.0000%  | 0.0000% | $4602768.00        | $4441979.84        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0568 M       | 2055-07-20      | 6.0000%  | 0.0000% | $462500.00         | $474171.03         | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $83306496.00       | $83623018.26       | Agency Mortgage-Backed Securities  |
| FKAR 04.850 WRWR0001   | 2040-06-01      | 4.8500%  | 0.0000% | $60270000.00       | $59297315.85       | Agency Mortgage-Backed Securities  |
| GNCL CL DM1417         | 2068-01-15      | 5.8300%  | 0.0000% | $2480000.00        | $2539836.06        | Agency Mortgage-Backed Securities  |
| GNAR AR 080107 M       | 2027-08-20      | 4.6250%  | 0.0000% | $17850368.00       | $6404.90           | Agency Mortgage-Backed Securities  |
| GNII SF DM1555 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1429598.00        | $1492458.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0551   | 2053-12-01      | 6.5000%  | 0.0000% | $2156324.00        | $1583524.22        | Agency Mortgage-Backed Securities  |
| GNII SP 784987 C       | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $4086439.44        | Agency Mortgage-Backed Securities  |
| GNAR AR 080318 M       | 2029-09-20      | 4.6250%  | 0.0000% | $5000000.00        | $7934.45           | Agency Mortgage-Backed Securities  |
| GNII SF DK5074 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $5174924.94        | Agency Mortgage-Backed Securities  |
| GNII SF DF4744 C       | 2054-10-20      | 5.0000%  | 0.0000% | $1141328.00        | $1070822.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1546   | 2043-08-01      | 3.5000%  | 0.0000% | $390000.00         | $68198.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5624   | 2040-01-01      | 3.5000%  | 0.0000% | $209670.00         | $194113.30         | Agency Mortgage-Backed Securities  |
| GNII ET DG7200 C       | 2064-11-20      | 6.5000%  | 0.0000% | $1189818.00        | $458113.09         | Agency Mortgage-Backed Securities  |
| GNII BD DK5793 C       | 2055-08-20      | 4.0000%  | 0.0000% | $1028888.00        | $946175.81         | Agency Mortgage-Backed Securities  |
| GNII SF DJ5758 C       | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $8435769.14        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9043 C       | 2065-06-20      | 6.5000%  | 0.0000% | $23614720.00       | $24299354.49       | Agency Mortgage-Backed Securities  |
| GNII SF DJ8368 C       | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2520732.76        | Agency Mortgage-Backed Securities  |
| GNII SF DK0236 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1296578.00        | $1318403.47        | Agency Mortgage-Backed Securities  |
| GNII SF DK5755 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3330200.00        | $3481519.57        | Agency Mortgage-Backed Securities  |
| GNPL PN DF4296         | 2060-05-15      | 5.3900%  | 0.0000% | $9000000.00        | $9289013.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4528   | 2051-12-01      | 4.0000%  | 0.0000% | $179000.00         | $78487.42          | Agency Mortgage-Backed Securities  |
| GNII SF DE2633 C       | 2054-10-20      | 6.0000%  | 0.0000% | $1145908.00        | $1168667.16        | Agency Mortgage-Backed Securities  |
| GNII ET DK4149 C       | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2515003.72        | Agency Mortgage-Backed Securities  |
| GNII SF DB0439 C       | 2054-02-20      | 6.5000%  | 0.0000% | $1127214.00        | $1049150.07        | Agency Mortgage-Backed Securities  |
| GNII SF DE8867 C       | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1910726.90        | Agency Mortgage-Backed Securities  |
| GNII SF DE9639 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2100520.06        | Agency Mortgage-Backed Securities  |
| GNCL CL DC7207         | 2067-04-15      | 5.3000%  | 0.0000% | $5161640.00        | $5196203.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5254   | 2044-01-01      | 6.5000%  | 0.0000% | $9488992.00        | $5346514.87        | Agency Mortgage-Backed Securities  |
| GNII ET DG9817 C       | 2065-03-20      | 5.5000%  | 0.0000% | $159074.00         | $159372.71         | Agency Mortgage-Backed Securities  |
| GNMI SF AA6300 X       | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6740.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1872   | 2052-05-02      | 3.0000%  | 0.0000% | $600000.00         | $426366.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3815   | 2051-09-01      | 3.5000%  | 0.0000% | $127300.00         | $94874.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7750   | 2051-05-01      | 2.0000%  | 0.0000% | $498000.00         | $270907.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM0021   | 2049-03-01      | 4.0000%  | 0.0000% | $550000.00         | $55053.61          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1096   | 2051-01-01      | 2.0000%  | 0.0000% | $2892824.00        | $1917165.25        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL882035   | 2036-05-01      | 7.5000%  | 0.0000% | $701797.00         | $26625.87          | Agency Mortgage-Backed Securities  |
| FMAR 8D0704 G          | 2054-01-01      | 6.6250%  | 0.0000% | $10522176.00       | $7264273.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1904   | 2055-08-01      | 5.5000%  | 0.0000% | $10730944.00       | $10918228.78       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA5840   | 2035-07-01      | 4.0000%  | 0.0000% | $2842588.00        | $2779465.51        | Agency Mortgage-Backed Securities  |
| GNPL PN CP8492         | 2065-04-15      | 4.7600%  | 0.0000% | $412723.00         | $400848.08         | Agency Mortgage-Backed Securities  |
| GNPL PN BA0358         | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $80291.53          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7175   | 2055-06-01      | 5.5000%  | 0.0000% | $1053500.00        | $1072497.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1132   | 2055-04-01      | 5.5000%  | 0.0000% | $2360872.00        | $2185651.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8934   | 2055-08-01      | 5.5000%  | 0.0000% | $13691720.00       | $13902243.58       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9693   | 2055-07-01      | 6.0000%  | 0.0000% | $2479848.00        | $2543274.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4948   | 2055-05-01      | 6.0000%  | 0.0000% | $3588212.00        | $3674695.85        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2707 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1270940.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA2690   | 2040-08-01      | 5.5000%  | 0.0000% | $36662400.00       | $37672074.36       | Agency Mortgage-Backed Securities  |
| GNII SF DK0157 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2263576.00        | $2356123.38        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3204 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3149312.00        | $3298427.37        | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $50664192.00       | $5224387.94        | Agency Mortgage-Backed Securities  |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $12459088.00       | $6415038.73        | Agency Mortgage-Backed Securities  |
| GNII SF MA1157 M       | 2043-07-20      | 3.5000%  | 0.0000% | $1243664.00        | $125869.87         | Agency Mortgage-Backed Securities  |
| GNII FS MA2999 M       | 2045-05-20      | 3.5000%  | 0.0000% | $114850.00         | $36554.93          | Agency Mortgage-Backed Securities  |
| GNII SF DH6734 C       | 2055-01-20      | 7.0000%  | 0.0000% | $4482288.00        | $4756424.80        | Agency Mortgage-Backed Securities  |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $109943.00         | $11009.01          | Agency Mortgage-Backed Securities  |
| GNII SF DH9573 C       | 2055-02-20      | 5.5000%  | 0.0000% | $9860272.00        | $9874257.29        | Agency Mortgage-Backed Securities  |
| GNII SF DL2715 C       | 2055-07-20      | 5.5000%  | 0.0000% | $4551320.00        | $4625897.52        | Agency Mortgage-Backed Securities  |
| GNII SF DK6149 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3800724.00        | $3857170.10        | Agency Mortgage-Backed Securities  |
| GNII SF DK6522 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2377240.00        | $2508434.66        | Agency Mortgage-Backed Securities  |
| GNMI SF BE4664 X       | 2047-12-15      | 4.0000%  | 0.0000% | $97000.00          | $34194.55          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4946   | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $92700.60          | Agency Mortgage-Backed Securities  |
| GNII SF DK9285 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1563322.00        | $1591211.96        | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $15708944.00       | $13408104.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0982   | 2052-03-01      | 3.0000%  | 0.0000% | $547000.00         | $378788.02         | Agency Mortgage-Backed Securities  |
| GNII SF DK8358 C       | 2055-07-20      | 7.0000%  | 0.0000% | $27785536.00       | $29657784.07       | Agency Mortgage-Backed Securities  |
| GNII SF DK9283 C       | 2055-07-20      | 5.5000%  | 0.0000% | $6320632.00        | $6417044.71        | Agency Mortgage-Backed Securities  |
| GNII SF DK8365 C       | 2055-07-20      | 7.5000%  | 0.0000% | $10839488.00       | $11621157.53       | Agency Mortgage-Backed Securities  |
| GNII JM MA6759 M       | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $388453.18         | Agency Mortgage-Backed Securities  |
| GNII JM MA6147 M       | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $414404.78         | Agency Mortgage-Backed Securities  |
| GNII SF DL0675 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1168946.00        | $1206452.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA8943 M       | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $800690.57         | Agency Mortgage-Backed Securities  |
| GNII SF MA6287 M       | 2049-10-20      | 5.0000%  | 0.0000% | $700000.00         | $94901.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M       | 2049-04-20      | 4.0000%  | 0.0000% | $50000000.00       | $3962568.13        | Agency Mortgage-Backed Securities  |
| GNII SF DK4802 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3346860.00        | $3500669.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $250000.00         | $113570.41         | Agency Mortgage-Backed Securities  |
| GNII SF CE9959 C       | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $370566.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1566   | 2053-01-01      | 5.5000%  | 0.0000% | $60013568.00       | $59835013.94       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX6230   | 2055-02-01      | 5.0000%  | 0.0000% | $1129500.00        | $1007727.28        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL0761   | 2052-09-01      | 3.5000%  | 0.0000% | $8528384.00        | $7416191.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1810   | 2051-10-01      | 3.0000%  | 0.0000% | $1529484.00        | $1060793.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3540   | 2033-12-01      | 3.5000%  | 0.0000% | $355842.00         | $29698.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV3855   | 2052-04-01      | 3.5000%  | 0.0000% | $101777.00         | $73053.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU5732   | 2055-02-01      | 4.0000%  | 0.0000% | $3223976.00        | $2751646.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBV5617   | 2037-06-01      | 3.0000%  | 0.0000% | $948120.00         | $575750.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5887   | 2055-08-01      | 6.0000%  | 0.0000% | $3193784.00        | $3340323.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0968   | 2031-12-01      | 4.5000%  | 0.0000% | $1045084.00        | $72300.38          | Agency Mortgage-Backed Securities  |
| GNII SF MA5023 M       | 2048-02-20      | 5.5000%  | 0.0000% | $3963760.00        | $529724.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1169   | 2042-08-01      | 4.0000%  | 0.0000% | $275000.00         | $27332.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2602   | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1527143.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA6057   | 2054-05-01      | 5.5000%  | 0.0000% | $603502.00         | $599927.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA0895   | 2031-11-01      | 3.5000%  | 0.0000% | $1544000.00        | $52755.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0214   | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $55930.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9174   | 2043-05-01      | 3.0000%  | 0.0000% | $134775.00         | $27867.39          | Agency Mortgage-Backed Securities  |
| GNII SF DL2513 C       | 2055-07-20      | 5.5000%  | 0.0000% | $9396960.00        | $9525229.17        | Agency Mortgage-Backed Securities  |
| GNII ET DJ7629 C       | 2065-03-20      | 6.5000%  | 0.0000% | $1049466.00        | $1079610.95        | Agency Mortgage-Backed Securities  |
| GNII SF DL4741 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1307752.10        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9658 C       | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4218005.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK1606 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $3135735.44        | Agency Mortgage-Backed Securities  |
| GNII ET DJ5170 C       | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $2794411.62        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2959 C       | 2055-06-20      | 5.5000%  | 0.0000% | $6822560.00        | $6932040.11        | Agency Mortgage-Backed Securities  |
| GNII SF DK9303 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3601624.00        | $3752396.90        | Agency Mortgage-Backed Securities  |
| GNII SF DL0470 C       | 2055-08-20      | 5.5000%  | 0.0000% | $232211.00         | $236187.33         | Agency Mortgage-Backed Securities  |
| GNII SF DK8396 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2590214.80        | Agency Mortgage-Backed Securities  |
| GNII BD DJ9265 C       | 2055-05-20      | 4.5000%  | 0.0000% | $35432128.00       | $32996299.34       | Agency Mortgage-Backed Securities  |
| GNII SF DL6854 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2064032.00        | $2152150.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0922   | 2052-03-01      | 3.5000%  | 0.0000% | $1500000.00        | $1176860.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 ZTFP0028   | 2040-08-25      | 2.0000%  | 0.0000% | $100000.00         | $71358.42          | Agency Mortgage-Backed Securities  |
| GNII SF CT0189 C       | 2053-06-20      | 6.0000%  | 0.0000% | $922570.00         | $811873.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA9486 M       | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12461110.28       | Agency Mortgage-Backed Securities  |
| GNII SF BM9734 C       | 2049-10-20      | 4.0000%  | 0.0000% | $400000.00         | $91987.25          | Agency Mortgage-Backed Securities  |
| GNII SF 003120 M       | 2031-08-20      | 6.5000%  | 0.0000% | $146915070.00      | $201261.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC0787   | 2040-07-01      | 6.0000%  | 0.0000% | $6512912.00        | $6750277.90        | Agency Mortgage-Backed Securities  |
| GNII SF BZ8509 C       | 2050-12-20      | 3.0000%  | 0.0000% | $109000.00         | $72178.95          | Agency Mortgage-Backed Securities  |
| GNII SF CZ7809 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1029656.00        | $564045.71         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7222         | 2060-02-15      | 5.2800%  | 0.0000% | $306959.00         | $313896.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA9698 M       | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $102057.65         | Agency Mortgage-Backed Securities  |
| GNMI SF AA6418 X       | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $5097.29           | Agency Mortgage-Backed Securities  |
| GNMI SF 617024 X       | 2036-03-15      | 5.0000%  | 0.0000% | $703790.00         | $26730.57          | Agency Mortgage-Backed Securities  |
| GNII ET DI7263 C       | 2065-02-20      | 6.0000%  | 0.0000% | $187231.00         | $190090.42         | Agency Mortgage-Backed Securities  |
| GNII SF DI4712 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5464816.00        | $5804205.36        | Agency Mortgage-Backed Securities  |
| GNPL PN DI7401         | 2060-05-15      | 5.7800%  | 0.0000% | $1429500.00        | $1512034.80        | Agency Mortgage-Backed Securities  |
| GNII SF 675725 C       | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1786188.27        | Agency Mortgage-Backed Securities  |
| GNII ET DI6474 C       | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $8947392.71        | Agency Mortgage-Backed Securities  |
| GNII SF DI8276 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $2097017.68        | Agency Mortgage-Backed Securities  |
| GNMI SF 658218 X       | 2036-12-15      | 6.0000%  | 0.0000% | $2214968.00        | $10969.58          | Agency Mortgage-Backed Securities  |
| GNII SF DI7987 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1191964.57        | Agency Mortgage-Backed Securities  |
| GNII SP 785349 C       | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $640414.46         | Agency Mortgage-Backed Securities  |
| GNII BD DI7590 C       | 2055-04-20      | 4.5000%  | 0.0000% | $15009792.00       | $13965706.16       | Agency Mortgage-Backed Securities  |
| GNMI SF 709503 X       | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10647.23          | Agency Mortgage-Backed Securities  |
| GNMI SF 586602 X       | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $10798.52          | Agency Mortgage-Backed Securities  |
| GNII SF AB2920 C       | 2042-09-20      | 4.0000%  | 0.0000% | $1049262.00        | $112429.45         | Agency Mortgage-Backed Securities  |
| GNMI SF 698370 X       | 2039-07-15      | 4.5000%  | 0.0000% | $8692592.00        | $479393.99         | Agency Mortgage-Backed Securities  |
| GNMI SF AU1453 X       | 2046-06-15      | 2.5000%  | 0.0000% | $568012.00         | $314117.46         | Agency Mortgage-Backed Securities  |
| GNII SF AS6771 C       | 2039-02-20      | 6.0000%  | 0.0000% | $6017984.00        | $573452.33         | Agency Mortgage-Backed Securities  |
| GNII BD DI7630 C       | 2055-06-20      | 4.5000%  | 0.0000% | $14993264.00       | $13964779.97       | Agency Mortgage-Backed Securities  |
| GNAR AF MA1688 M       | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26925.00          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0188   | 2041-09-01      | 2.0000%  | 0.0000% | $400000.00         | $235263.45         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIZT2013   | 2032-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $217291.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI1979   | 2034-06-01      | 5.5000%  | 0.0000% | $33002368.00       | $335052.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0184   | 2057-02-01      | 4.0000%  | 0.0000% | $3917252.00        | $1075427.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1462   | 2054-08-01      | 6.0000%  | 0.0000% | $4949940.00        | $4859762.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8191   | 2054-08-01      | 6.0000%  | 0.0000% | $2181672.00        | $2195204.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3513   | 2055-03-01      | 6.0000%  | 0.0000% | $1246210.00        | $1148951.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV0783   | 2052-01-01      | 3.5000%  | 0.0000% | $953573.00         | $817118.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1895   | 2055-07-01      | 5.5000%  | 0.0000% | $2453476.00        | $2510018.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBP3136   | 2035-03-01      | 2.5000%  | 0.0000% | $2600000.00        | $988514.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU2692   | 2051-11-01      | 3.5000%  | 0.0000% | $965000.00         | $790533.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1757   | 2055-06-01      | 6.5000%  | 0.0000% | $3716880.00        | $3904752.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAS2187   | 2044-04-01      | 5.5000%  | 0.0000% | $2106904.00        | $266637.76         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5077   | 2053-06-01      | 6.0000%  | 0.0000% | $2058780.00        | $1687901.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8258   | 2053-08-01      | 5.5000%  | 0.0000% | $5410416.00        | $5004711.52        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE8105   | 2052-08-01      | 3.5000%  | 0.0000% | $5714512.00        | $4507977.56        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQC3436   | 2051-06-01      | 5.0000%  | 0.0000% | $1116312.00        | $638784.32         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PQU7366   | 2050-03-01      | 2.5000%  | 0.0000% | $8535000.00        | $3253471.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0395   | 2053-08-01      | 6.0000%  | 0.0000% | $8170000.00        | $7033127.10        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA1001   | 2049-06-01      | 3.5000%  | 0.0000% | $1118758.00        | $166081.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5535   | 2039-11-01      | 5.0000%  | 0.0000% | $79000.00          | $68692.76          | Agency Mortgage-Backed Securities  |
| GNII BD DK7915 C       | 2055-08-20      | 5.0000%  | 0.0000% | $1181616.00        | $1164903.09        | Agency Mortgage-Backed Securities  |
| GNII SF DK7565 C       | 2055-08-20      | 6.0000%  | 0.0000% | $17198880.00       | $17833736.53       | Agency Mortgage-Backed Securities  |
| GNII SF DJ8821 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1447470.00        | $1476746.96        | Agency Mortgage-Backed Securities  |
| GNII SF DL2635 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1838337.54        | Agency Mortgage-Backed Securities  |
| GNII SF DL4398 C       | 2055-07-20      | 5.5000%  | 0.0000% | $2141956.00        | $2177982.23        | Agency Mortgage-Backed Securities  |
| GNII SF DK9799 C       | 2055-07-20      | 5.5000%  | 0.0000% | $46275.00          | $47022.28          | Agency Mortgage-Backed Securities  |
| GNII SF DJ3198 C       | 2055-08-20      | 6.5000%  | 0.0000% | $8913648.00        | $9294185.50        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3199 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6927768.00        | $7223525.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL2741 C       | 2055-07-20      | 5.5000%  | 0.0000% | $468233.00         | $476404.89         | Agency Mortgage-Backed Securities  |
| GNII SF DH6779 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3367668.00        | $3576543.34        | Agency Mortgage-Backed Securities  |
| GNII SF DG6551 C       | 2049-12-20      | 6.5000%  | 0.0000% | $2364744.00        | $2441258.51        | Agency Mortgage-Backed Securities  |
| GNII SF DF7269 C       | 2054-10-20      | 6.0000%  | 0.0000% | $1011014.00        | $1033422.41        | Agency Mortgage-Backed Securities  |
| GNII SF DK6523 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1128058.00        | $1192431.84        | Agency Mortgage-Backed Securities  |
| GNII ET DK8083 C       | 2065-07-20      | 3.5000%  | 0.0000% | $1301192.00        | $1165698.10        | Agency Mortgage-Backed Securities  |
| GNII SF DH6848 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1882800.00        | $1965286.45        | Agency Mortgage-Backed Securities  |
| GNII SF DK6214 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1109074.00        | $1149670.18        | Agency Mortgage-Backed Securities  |
| GNII SF DH4858 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2041556.00        | $2127639.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKMA3704   | 2049-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $44334.70          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $383000.00         | $310094.57         | Agency Mortgage-Backed Securities  |
| GNII ET DH9351 C       | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $3050434.69        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4519   | 2042-01-01      | 1.5000%  | 0.0000% | $5595000.00        | $3580755.74        | Agency Mortgage-Backed Securities  |
| GNII SF DH8967 C       | 2055-03-20      | 5.0000%  | 0.0000% | $1373740.00        | $1359504.38        | Agency Mortgage-Backed Securities  |
| GNII SF DK7861 C       | 2055-07-20      | 7.0000%  | 0.0000% | $8473904.00        | $9044905.35        | Agency Mortgage-Backed Securities  |
| GNII SF DK4800 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2380376.00        | $2487573.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA7826 M       | 2052-01-20      | 2.0000%  | 0.0000% | $50145920.00       | $31327326.71       | Agency Mortgage-Backed Securities  |
| GNII SF DK3329 C       | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1150119.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA8920 M       | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $174264.96         | Agency Mortgage-Backed Securities  |
| GNII SF DK4323 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4963374.35        | Agency Mortgage-Backed Securities  |
| GNII SF MA5303 M       | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $80600.31          | Agency Mortgage-Backed Securities  |
| GNII SF DK5762 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4533481.55        | Agency Mortgage-Backed Securities  |
| GNII SF DK4957 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1182090.07        | Agency Mortgage-Backed Securities  |
| GNII SF DK5348 C       | 2055-06-20      | 5.0000%  | 0.0000% | $5247904.00        | $5204886.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA7865 M       | 2030-06-20      | 8.5000%  | 0.0000% | $28894.00          | $16599.46          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870   | 2050-03-01      | 3.0000%  | 0.0000% | $265000.00         | $99451.44          | Agency Mortgage-Backed Securities  |
| GNII SF DK4922 C       | 2051-06-20      | 6.5000%  | 0.0000% | $1194272.00        | $1253782.12        | Agency Mortgage-Backed Securities  |
| GNII SF DK5309 C       | 2055-07-20      | 5.5000%  | 0.0000% | $2444848.00        | $2489457.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5955   | 2053-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $1564299.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBU8781   | 2037-04-01      | 2.0000%  | 0.0000% | $1988638.00        | $1241111.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV2286   | 2037-02-01      | 2.0000%  | 0.0000% | $360819.00         | $247326.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7802   | 2051-04-01      | 2.0000%  | 0.0000% | $625908.00         | $375272.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV5882   | 2055-08-01      | 6.0000%  | 0.0000% | $2598424.00        | $2701323.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA5328 M       | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $308805.80         | Agency Mortgage-Backed Securities  |
| GNII SF MA2864 M       | 2030-06-20      | 3.0000%  | 0.0000% | $2800000.00        | $173699.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAB8142   | 2037-10-01      | 5.0000%  | 0.0000% | $1779668.00        | $81184.78          | Agency Mortgage-Backed Securities  |
| GNMI SF 779084 X       | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2672840.01        | Agency Mortgage-Backed Securities  |
| GNII SF AC0071 C       | 2042-10-20      | 3.5000%  | 0.0000% | $3810450.00        | $418712.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0997   | 2055-08-01      | 5.5000%  | 0.0000% | $12570432.00       | $12867443.38       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0019   | 2055-05-01      | 4.0000%  | 0.0000% | $23770.00          | $22179.90          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0508   | 2053-07-01      | 4.5000%  | 0.0000% | $11554608.00       | $10667791.20       | Agency Mortgage-Backed Securities  |
| GNMI SF BX6816 X       | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $246661.47         | Agency Mortgage-Backed Securities  |
| GNMI SF CE4252 X       | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4582674.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW5579   | 2052-07-01      | 3.5000%  | 0.0000% | $450000.00         | $314254.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3917   | 2055-05-01      | 5.5000%  | 0.0000% | $20539520.00       | $20271464.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6558   | 2055-06-01      | 5.0000%  | 0.0000% | $1392580.00        | $1387522.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9036   | 2055-07-01      | 6.0000%  | 0.0000% | $21611.00          | $22266.11          | Agency Mortgage-Backed Securities  |
| GNMI SF BG5671 X       | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $661997.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0615   | 2055-08-01      | 5.5000%  | 0.0000% | $1072738.00        | $1095146.19        | Agency Mortgage-Backed Securities  |
| GNPL PN BP2036         | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $335434.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1681   | 2055-09-01      | 6.5000%  | 0.0000% | $2889160.00        | $3019225.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1799   | 2055-08-01      | 6.0000%  | 0.0000% | $1285156.00        | $1339705.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1858   | 2055-08-01      | 5.5000%  | 0.0000% | $11870720.00       | $12050404.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE7828   | 2040-08-01      | 5.5000%  | 0.0000% | $4170040.00        | $4283005.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDE0112   | 2055-06-01      | 4.0000%  | 0.0000% | $1668178.00        | $1559088.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6730   | 2055-08-01      | 5.0000%  | 0.0000% | $3856372.00        | $3831686.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4010   | 2055-07-01      | 6.5000%  | 0.0000% | $1111614.00        | $1176091.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB4882   | 2055-01-01      | 5.0000%  | 0.0000% | $156488.00         | $153607.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8145   | 2055-08-01      | 6.5000%  | 0.0000% | $1305252.00        | $1368938.58        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC2917   | 2054-08-01      | 7.0000%  | 0.0000% | $1024504.00        | $1041043.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE7989   | 2055-09-01      | 4.5000%  | 0.0000% | $1250672.00        | $1211603.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL829814   | 2035-09-01      | 5.5000%  | 0.0000% | $1794040.00        | $61124.64          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5453   | 2054-10-01      | 5.5000%  | 0.0000% | $3103008.00        | $3043562.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2120   | 2055-07-01      | 6.0000%  | 0.0000% | $10712736.00       | $11043086.52       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE5728   | 2055-07-01      | 6.5000%  | 0.0000% | $1309566.00        | $1368799.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3627   | 2052-05-01      | 4.0000%  | 0.0000% | $121424.00         | $97183.24          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7218   | 2053-10-01      | 5.0000%  | 0.0000% | $4032168.00        | $3625831.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL891390   | 2035-10-01      | 6.0000%  | 0.0000% | $23000000.00       | $78395.53          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBT4367   | 2036-06-01      | 2.5000%  | 0.0000% | $165542.00         | $116354.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2969   | 2037-03-01      | 2.0000%  | 0.0000% | $806472.00         | $474727.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICB7171   | 2038-09-01      | 4.0000%  | 0.0000% | $1116486.00        | $875490.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909   | 2052-06-01      | 4.0000%  | 0.0000% | $167000.00         | $129600.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4794   | 2052-10-01      | 4.5000%  | 0.0000% | $965600.00         | $785455.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDA0864   | 2053-09-01      | 4.5000%  | 0.0000% | $334538.00         | $309763.45         | Agency Mortgage-Backed Securities  |
| GNII SF DL2711 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3347416.00        | $3406100.26        | Agency Mortgage-Backed Securities  |
| GNII SF DL7074 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6520400.00        | $6798772.54        | Agency Mortgage-Backed Securities  |
| GNII SF DL6661 C       | 2055-08-20      | 5.5000%  | 0.0000% | $4764120.00        | $4845852.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL2514 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3923584.00        | $3975514.13        | Agency Mortgage-Backed Securities  |
| GNII SF DB2848 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1340641.82        | Agency Mortgage-Backed Securities  |
| GNII SF DL6658 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1894986.00        | $1930815.97        | Agency Mortgage-Backed Securities  |
| GNII SF DL4070 C       | 2055-07-20      | 5.0000%  | 0.0000% | $2115624.00        | $2112888.34        | Agency Mortgage-Backed Securities  |
| GNII SF DL3980 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3770444.00        | $3829319.38        | Agency Mortgage-Backed Securities  |
| GNII SF DL3555 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1409684.00        | $1477122.66        | Agency Mortgage-Backed Securities  |
| GNII SF DK9633 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1196184.00        | $1246572.85        | Agency Mortgage-Backed Securities  |
| GNII SF DK9632 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2534780.00        | $2640010.55        | Agency Mortgage-Backed Securities  |
| GNII SF DL2206 C       | 2055-08-20      | 5.5000%  | 0.0000% | $2321016.00        | $2364782.88        | Agency Mortgage-Backed Securities  |
| GNII SF DL2712 C       | 2055-07-20      | 5.5000%  | 0.0000% | $195456.00         | $198881.38         | Agency Mortgage-Backed Securities  |
| GNII SF DL2504 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3811412.00        | $3870530.86        | Agency Mortgage-Backed Securities  |
| GNII ET CW5902 C       | 2063-08-20      | 6.5000%  | 0.0000% | $6843370.00        | $1529997.45        | Agency Mortgage-Backed Securities  |
| GNII SF AM3628 C       | 2045-05-20      | 3.0000%  | 0.0000% | $4960000.00        | $439651.82         | Agency Mortgage-Backed Securities  |
| GNII SF CT5318 C       | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1727667.70        | Agency Mortgage-Backed Securities  |
| GNCL CL CU4629         | 2066-02-15      | 6.0500%  | 0.0000% | $17859264.00       | $19171269.04       | Agency Mortgage-Backed Securities  |
| GNII SF CQ7645 C       | 2041-10-20      | 4.0000%  | 0.0000% | $2505880.00        | $1993976.23        | Agency Mortgage-Backed Securities  |
| GNII SF CE9948 C       | 2051-09-20      | 3.0000%  | 0.0000% | $95463.00          | $70238.25          | Agency Mortgage-Backed Securities  |
| GNII SF BV0541 C       | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $158587.81         | Agency Mortgage-Backed Securities  |
| GNII SF BY6409 C       | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $187849.62         | Agency Mortgage-Backed Securities  |
| GNII RG CJ5428 C       | 2050-06-20      | 2.5000%  | 0.0000% | $4147792.00        | $2408661.26        | Agency Mortgage-Backed Securities  |
| GNII RG CI8172 C       | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2701537.70        | Agency Mortgage-Backed Securities  |
| GNPL PN CJ1929         | 2064-05-15      | 2.7000%  | 0.0000% | $1173286.00        | $993353.68         | Agency Mortgage-Backed Securities  |
| GNII SF MA9901 M       | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1234639.59        | Agency Mortgage-Backed Securities  |
| GNII SF AM1139 C       | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1878592.58        | Agency Mortgage-Backed Securities  |
| GNII SF DK9546 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1449264.00        | $1509875.56        | Agency Mortgage-Backed Securities  |
| GNII SF DK9923 C       | 2055-06-20      | 5.0000%  | 0.0000% | $5900456.00        | $5845445.53        | Agency Mortgage-Backed Securities  |
| GNII SF CY8234 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1333922.00        | $553210.94         | Agency Mortgage-Backed Securities  |
| GNII SF CX1604 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1618116.00        | $1655969.77        | Agency Mortgage-Backed Securities  |
| GNII JM MA7188 M       | 2051-01-20      | 4.0000%  | 0.0000% | $3887000.00        | $1412773.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $2624356.00        | $1230076.09        | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M       | 2053-05-20      | 5.0000%  | 0.0000% | $13206336.00       | $11041635.18       | Agency Mortgage-Backed Securities  |
| GNII SF MA8429 M       | 2052-10-20      | 5.5000%  | 0.0000% | $665411.00         | $489593.28         | Agency Mortgage-Backed Securities  |
| GNII JM MA6757 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $348768.78         | Agency Mortgage-Backed Securities  |
| GNMI SF BA2375 X       | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10636.49          | Agency Mortgage-Backed Securities  |
| GNMI SF BB4370 X       | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $67165.75          | Agency Mortgage-Backed Securities  |
| GNMI SF BC3013 X       | 2047-12-15      | 3.0000%  | 0.0000% | $78696.00          | $37075.93          | Agency Mortgage-Backed Securities  |
| GNII SP 786429 C       | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $608823.29         | Agency Mortgage-Backed Securities  |
| GNII EP 787495 C       | 2064-04-20      | 2.5000%  | 0.0000% | $68095232.00       | $49853870.42       | Agency Mortgage-Backed Securities  |
| GNMI SF 503515 X       | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $10236.59          | Agency Mortgage-Backed Securities  |
| GNII ET DI3933 C       | 2065-02-20      | 6.0000%  | 0.0000% | $994990.00         | $832579.48         | Agency Mortgage-Backed Securities  |
| GNII ET DJ6054 C       | 2065-05-20      | 6.5000%  | 0.0000% | $1006618.00        | $1035502.57        | Agency Mortgage-Backed Securities  |
| GNII SF DK5812 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1041434.00        | $1060551.37        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1934 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1326968.05        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1826 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1101825.93        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8369 C       | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1692286.11        | Agency Mortgage-Backed Securities  |
| GNII SF AT7141 C       | 2046-05-20      | 3.5000%  | 0.0000% | $360000.00         | $35364.31          | Agency Mortgage-Backed Securities  |
| GNII SF DK0042 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1060524.99        | Agency Mortgage-Backed Securities  |
| GNII ET DJ7388 C       | 2063-12-20      | 7.5000%  | 0.0000% | $783320.00         | $811081.78         | Agency Mortgage-Backed Securities  |
| GNII BD DJ7276 C       | 2055-05-20      | 4.5000%  | 0.0000% | $15652880.00       | $14562330.56       | Agency Mortgage-Backed Securities  |
| GNII ET DJ3685 C       | 2065-03-20      | 7.0000%  | 0.0000% | $2724496.00        | $2809063.72        | Agency Mortgage-Backed Securities  |
| GNII SF DK5602 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1108926.81        | Agency Mortgage-Backed Securities  |
| GNII SF DK6526 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1102728.00        | $1164699.26        | Agency Mortgage-Backed Securities  |
| GNII SF DK5780 C       | 2055-08-20      | 5.5000%  | 0.0000% | $2695716.00        | $2733576.73        | Agency Mortgage-Backed Securities  |
| GNII SF DD1959 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1062434.00        | $1106389.57        | Agency Mortgage-Backed Securities  |
| GNII SF DD7474 C       | 2054-08-20      | 5.0000%  | 0.0000% | $3901192.00        | $3825447.85        | Agency Mortgage-Backed Securities  |
| GNII SF DD1695 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1797595.67        | Agency Mortgage-Backed Securities  |
| GNII SF DE5800 C       | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2158684.98        | Agency Mortgage-Backed Securities  |
| GNII SF DF4970 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1904866.38        | Agency Mortgage-Backed Securities  |
| GNPL LM CD9017         | 2060-04-15      | 3.3000%  | 0.0000% | $99983.00          | $88982.45          | Agency Mortgage-Backed Securities  |
| GNII SF DA9635 C       | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1329012.27        | Agency Mortgage-Backed Securities  |
| GNII SF DD1715 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1147726.00        | $1179309.25        | Agency Mortgage-Backed Securities  |
| GNII SF DB6406 C       | 2054-10-20      | 6.0000%  | 0.0000% | $18564032.00       | $18969038.80       | Agency Mortgage-Backed Securities  |
| GNII SF BP7953 C       | 2050-01-20      | 3.5000%  | 0.0000% | $1892070.00        | $798931.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA7737 M       | 2036-12-20      | 2.0000%  | 0.0000% | $251091.00         | $136958.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $1298952.00        | $1035777.54        | Agency Mortgage-Backed Securities  |
| GNPL PN CF6704         | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $383263.35         | Agency Mortgage-Backed Securities  |
| GNII SF BV8710 C       | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $397633.48         | Agency Mortgage-Backed Securities  |
| GNII SF AQ3110 C       | 2045-11-20      | 3.0000%  | 0.0000% | $16869600.00       | $2423614.08        | Agency Mortgage-Backed Securities  |
| GNII SF DA0350 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1782664.00        | $164244.79         | Agency Mortgage-Backed Securities  |
| GNCL CS CV1941         | 2065-10-15      | 10.6000% | 0.0000% | $12227920.00       | $13377386.59       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6614   | 2050-08-01      | 3.0000%  | 0.0000% | $287404.00         | $91255.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7972   | 2050-09-01      | 3.0000%  | 0.0000% | $500000.00         | $186314.65         | Agency Mortgage-Backed Securities  |
| GNII RG CO5651 C       | 2048-04-20      | 3.5000%  | 0.0000% | $200000.00         | $115078.22         | Agency Mortgage-Backed Securities  |
| GNII ET DL9179 C       | 2065-06-20      | 5.0000%  | 0.0000% | $458986.00         | $453547.42         | Agency Mortgage-Backed Securities  |
| GNII ET DL8803 C       | 2065-07-20      | 3.5000%  | 0.0000% | $231013.00         | $207143.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3982   | 2050-05-01      | 3.5000%  | 0.0000% | $690000.00         | $150360.40         | Agency Mortgage-Backed Securities  |
| GNII SF BZ1783 C       | 2040-06-20      | 5.0000%  | 0.0000% | $1491558.00        | $581306.96         | Agency Mortgage-Backed Securities  |
| GNII SF BW4928 C       | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $147730.45         | Agency Mortgage-Backed Securities  |
| GNII SF BG5061 C       | 2048-07-20      | 4.0000%  | 0.0000% | $2084892.00        | $363370.59         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFM4903   | 2050-11-01      | 1.5000%  | 0.0000% | $15883296.00       | $8706848.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6297   | 2052-10-01      | 4.0000%  | 0.0000% | $130000.00         | $102487.89         | Agency Mortgage-Backed Securities  |
| GNPL PN BK3082         | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61708.60          | Agency Mortgage-Backed Securities  |
| GNII RG CI6769 C       | 2039-10-20      | 5.5000%  | 0.0000% | $1751722.00        | $926386.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA8343 M       | 2052-09-20      | 2.5000%  | 0.0000% | $1076258.00        | $693919.45         | Agency Mortgage-Backed Securities  |
| GNII SF DM1626 C       | 2055-08-20      | 6.0000%  | 0.0000% | $11830080.00       | $12241336.96       | Agency Mortgage-Backed Securities  |
| GNII SF DM3157 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1371064.00        | $1435478.72        | Agency Mortgage-Backed Securities  |
| GNII SF DM1001 C       | 2055-08-20      | 5.5000%  | 0.0000% | $20183520.00       | $20524193.15       | Agency Mortgage-Backed Securities  |
| GNII SF MA7909 M       | 2037-03-20      | 2.0000%  | 0.0000% | $200000.00         | $120534.93         | Agency Mortgage-Backed Securities  |
| GNCL CL CQ7046         | 2065-03-15      | 4.8900%  | 0.0000% | $1687058.00        | $1655287.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA4558 M       | 2032-07-20      | 2.5000%  | 0.0000% | $2303240.00        | $252263.17         | Agency Mortgage-Backed Securities  |
| GNII SF CX2662 C       | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6719079.38        | Agency Mortgage-Backed Securities  |
| GNII SF CU3559 C       | 2053-04-20      | 5.5000%  | 0.0000% | $2921848.00        | $2114455.06        | Agency Mortgage-Backed Securities  |
| GNII SF CW4741 C       | 2053-07-20      | 7.5000%  | 0.0000% | $4420664.00        | $3717239.61        | Agency Mortgage-Backed Securities  |
| GNPL PN CU4661         | 2059-04-15      | 5.5500%  | 0.0000% | $86811.00          | $89877.49          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCA4385   | 2049-07-01      | 6.0000%  | 0.0000% | $350000.00         | $45645.69          | Agency Mortgage-Backed Securities  |
| GNII RG CQ6275 C       | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1503389.92        | Agency Mortgage-Backed Securities  |
| GNII SF CQ6104 C       | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3117411.88        | Agency Mortgage-Backed Securities  |
| GNII SF CU3446 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $1090431.02        | Agency Mortgage-Backed Securities  |
| GNAR AF MA5032 M       | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6562.44           | Agency Mortgage-Backed Securities  |
| GNII SF CW8232 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1541866.00        | $1534589.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7109   | 2053-09-01      | 5.5000%  | 0.0000% | $700000.00         | $607289.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA7053 M       | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $29569822.66       | Agency Mortgage-Backed Securities  |
| GNII SF AM4931 C       | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1684566.21        | Agency Mortgage-Backed Securities  |
| GNII SF CR2583 C       | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1120416.83        | Agency Mortgage-Backed Securities  |
| GNII SF CW1117 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1137438.00        | $771496.73         | Agency Mortgage-Backed Securities  |
| GNII SF MA0602 M       | 2027-12-20      | 3.0000%  | 0.0000% | $237868.00         | $5774.01           | Agency Mortgage-Backed Securities  |
| GNMI SF AN7282 X       | 2045-08-15      | 5.0000%  | 0.0000% | $962144.00         | $20856.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA5370 M       | 2033-08-20      | 5.0000%  | 0.0000% | $53927.00          | $11803.44          | Agency Mortgage-Backed Securities  |
| GNII SF CT7413 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1393744.00        | $1419462.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA7471 M       | 2051-07-20      | 2.0000%  | 0.0000% | $62731072.00       | $35404676.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBM1885   | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $3321313.20        | Agency Mortgage-Backed Securities  |
| GNII SF MA5598 M       | 2048-09-20      | 5.5000%  | 0.0000% | $518136.00         | $48252.40          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5302   | 2039-03-01      | 6.5000%  | 0.0000% | $4571824.00        | $2788082.62        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBK2931   | 2035-08-01      | 2.0000%  | 0.0000% | $5000000.00        | $2122802.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5258   | 2039-01-01      | 6.5000%  | 0.0000% | $4792424.00        | $2400800.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBJ9894   | 2049-09-01      | 6.0000%  | 0.0000% | $1326338.00        | $719356.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4584   | 2037-04-01      | 3.0000%  | 0.0000% | $4875296.00        | $2910809.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3602   | 2055-08-01      | 6.5000%  | 0.0000% | $1375476.00        | $1443217.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6891   | 2053-08-01      | 4.5000%  | 0.0000% | $565030.00         | $458720.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB8704   | 2043-03-01      | 3.0000%  | 0.0000% | $215017.00         | $44711.99          | Agency Mortgage-Backed Securities  |
| GNII SF MA5505 M       | 2029-12-20      | 8.0000%  | 0.0000% | $110843.00         | $7575.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB1147   | 2039-04-01      | 6.5000%  | 0.0000% | $14349712.00       | $10108048.34       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8304   | 2053-03-01      | 3.5000%  | 0.0000% | $265000.00         | $210732.49         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8134   | 2051-03-01      | 2.0000%  | 0.0000% | $34920320.00       | $19722839.30       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE3536   | 2052-05-01      | 3.5000%  | 0.0000% | $1326230.00        | $1131658.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL0792   | 2026-09-01      | 4.5000%  | 0.0000% | $1150000.00        | $6991.71           | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLSD8416   | 2054-02-01      | 8.0000%  | 0.0000% | $18044128.00       | $8568509.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9385   | 2046-11-01      | 3.0000%  | 0.0000% | $2980000.00        | $734384.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL1704   | 2040-05-01      | 6.5000%  | 0.0000% | $2381020.00        | $59374.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL0194   | 2041-01-01      | 4.0000%  | 0.0000% | $6500000.00        | $705068.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3584   | 2055-08-01      | 5.5000%  | 0.0000% | $2804432.00        | $2836533.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7814   | 2055-05-01      | 5.0000%  | 0.0000% | $3959850.00        | $3925710.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD3349   | 2040-02-01      | 5.5000%  | 0.0000% | $1050050.00        | $850376.43         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4093   | 2040-09-01      | 6.0000%  | 0.0000% | $1600264.00        | $1660721.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3764   | 2040-05-01      | 5.5000%  | 0.0000% | $1409540.00        | $1437630.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6984   | 2055-04-01      | 5.5000%  | 0.0000% | $2802552.00        | $2788623.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7107   | 2055-07-01      | 6.0000%  | 0.0000% | $2432396.00        | $2494621.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4012   | 2040-08-01      | 5.5000%  | 0.0000% | $10533776.00       | $10816542.34       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2225   | 2054-04-01      | 5.0000%  | 0.0000% | $1784040.00        | $1500514.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBQ6477   | 2036-08-01      | 2.5000%  | 0.0000% | $152674.00         | $88844.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0903   | 2052-10-01      | 5.5000%  | 0.0000% | $1045412.00        | $828181.27         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAR6707   | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $45534.69          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH9446   | 2054-02-01      | 6.0000%  | 0.0000% | $1162404.00        | $953954.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBR8219   | 2051-06-01      | 5.0000%  | 0.0000% | $1079668.00        | $751158.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8729   | 2055-09-01      | 5.5000%  | 0.0000% | $24010624.00       | $24277688.84       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBU5460   | 2055-01-01      | 4.0000%  | 0.0000% | $3115484.00        | $2894486.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDD9880   | 2040-05-01      | 5.0000%  | 0.0000% | $2095070.00        | $2096725.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV5434   | 2040-07-01      | 5.5000%  | 0.0000% | $1120232.00        | $1153821.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNAL9541   | 2026-12-01      | 3.5000%  | 0.0000% | $21000000.00       | $127747.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9945   | 2052-06-01      | 3.5000%  | 0.0000% | $479346.00         | $349174.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5819   | 2055-07-01      | 5.5000%  | 0.0000% | $6930120.00        | $7036008.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL4741   | 2044-01-01      | 4.5000%  | 0.0000% | $900000.00         | $117183.94         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CKMA4294   | 2051-03-01      | 1.5000%  | 0.0000% | $264000.00         | $155139.34         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8733   | 2036-09-01      | 2.0000%  | 0.0000% | $537175.00         | $263959.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9724   | 2055-06-01      | 5.0000%  | 0.0000% | $2626268.00        | $2613629.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM1756   | 2045-12-01      | 4.5000%  | 0.0000% | $216524.00         | $39662.44          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7136   | 2053-09-01      | 6.5000%  | 0.0000% | $100000.00         | $80151.34          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3235   | 2055-07-01      | 5.0000%  | 0.0000% | $5925688.00        | $5881565.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4306   | 2055-03-01      | 5.5000%  | 0.0000% | $46299.00          | $45496.91          | Agency Mortgage-Backed Securities  |
| GNII RG CM2413 C       | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $923345.23         | Agency Mortgage-Backed Securities  |
| GNII SP 785161 C       | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $590321.29         | Agency Mortgage-Backed Securities  |
| GNII SF DH2624 C       | 2055-01-20      | 5.0000%  | 0.0000% | $5420448.00        | $5031925.18        | Agency Mortgage-Backed Securities  |
| GNII ET DG3123 C       | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $875213.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL986767   | 2038-07-01      | 5.5000%  | 0.0000% | $30000000.00       | $182255.31         | Agency Mortgage-Backed Securities  |
| GNII SF DG2279 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1616018.00        | $1717438.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTCC0325   | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2493184.62        | Agency Mortgage-Backed Securities  |
| GNII SF DG0474 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2504068.31        | Agency Mortgage-Backed Securities  |
| GNII ET DH9427 C       | 2065-05-20      | 6.5000%  | 0.0000% | $1083028.00        | $1114513.45        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2958 C       | 2055-06-20      | 5.5000%  | 0.0000% | $7081910.00        | $7204276.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0235   | 2055-08-01      | 5.5000%  | 0.0000% | $15129088.00       | $15450391.26       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1854   | 2055-08-01      | 5.5000%  | 0.0000% | $7470770.00        | $7596538.75        | Agency Mortgage-Backed Securities  |
| GNII SF DB6366 C       | 2054-09-20      | 6.0000%  | 0.0000% | $4498144.00        | $4635732.42        | Agency Mortgage-Backed Securities  |
| GNII SF DH3288 C       | 2055-02-20      | 5.5000%  | 0.0000% | $739631.00         | $741287.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9651   | 2055-08-01      | 5.5000%  | 0.0000% | $8198230.00        | $8290629.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8860   | 2055-07-01      | 6.0000%  | 0.0000% | $4124680.00        | $4181209.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1237   | 2055-08-01      | 6.0000%  | 0.0000% | $7463080.00        | $7668983.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAD0716   | 2030-12-01      | 6.5000%  | 0.0000% | $65116288.00       | $1169606.86        | Agency Mortgage-Backed Securities  |
| GNII SF DK4930 C       | 2050-06-20      | 6.5000%  | 0.0000% | $1690830.00        | $1760366.05        | Agency Mortgage-Backed Securities  |
| GNII SF MB0151 M       | 2054-12-20      | 7.5000%  | 0.0000% | $312725.00         | $324276.00         | Agency Mortgage-Backed Securities  |
| GNII SF DL2575 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1916484.00        | $2007935.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2383   | 2055-09-01      | 6.0000%  | 0.0000% | $33003072.00       | $33903516.83       | Agency Mortgage-Backed Securities  |
| GNII ET DI7108 C       | 2065-04-20      | 2.0000%  | 0.0000% | $273265.00         | $211118.32         | Agency Mortgage-Backed Securities  |
| GNII SF DK8364 C       | 2055-06-20      | 7.5000%  | 0.0000% | $1434012.00        | $1537368.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1078   | 2055-04-01      | 6.5000%  | 0.0000% | $1210768.00        | $1263851.57        | Agency Mortgage-Backed Securities  |
| GNII ET DL1175 C       | 2065-08-20      | 6.5000%  | 0.0000% | $1930376.00        | $1987971.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8302   | 2055-03-01      | 6.5000%  | 0.0000% | $558960.00         | $582137.73         | Agency Mortgage-Backed Securities  |
| GNII ET DL8805 C       | 2065-07-20      | 4.0000%  | 0.0000% | $247516.00         | $228443.19         | Agency Mortgage-Backed Securities  |
| GNII SF MB0531 M       | 2040-08-20      | 6.5000%  | 0.0000% | $765111.00         | $821402.17         | Agency Mortgage-Backed Securities  |
| GNII SF DL0391 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1117826.00        | $1138080.60        | Agency Mortgage-Backed Securities  |
| GNII SF DK9229 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3772324.00        | $3933624.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7744   | 2055-07-01      | 5.5000%  | 0.0000% | $5282816.00        | $5332223.85        | Agency Mortgage-Backed Securities  |
| GNII SF DI1735 C       | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $4371368.84        | Agency Mortgage-Backed Securities  |
| GNII SF 790722 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1561398.00        | $1596449.88        | Agency Mortgage-Backed Securities  |
| GNAR AT MA0111 M       | 2042-05-20      | 5.6250%  | 0.0000% | $830000.00         | $18966.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA5531 M       | 2048-10-20      | 5.5000%  | 0.0000% | $20640000.00       | $1754875.79        | Agency Mortgage-Backed Securities  |
| GNII SF DI2002 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1326352.00        | $1378282.57        | Agency Mortgage-Backed Securities  |
| GNII ET DI4290 C       | 2065-03-20      | 6.0000%  | 0.0000% | $860801.00         | $874318.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA5110 M       | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $21010.62          | Agency Mortgage-Backed Securities  |
| GNII SF MA4068 M       | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $747401.13         | Agency Mortgage-Backed Securities  |
| GNII ET DI1686 C       | 2065-02-20      | 6.0000%  | 0.0000% | $1646636.00        | $1671251.72        | Agency Mortgage-Backed Securities  |
| GNII SF DL3656 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1085666.00        | $1099301.58        | Agency Mortgage-Backed Securities  |
| GNII ET DI0698 C       | 2065-01-20      | 7.0000%  | 0.0000% | $1788508.00        | $1844438.36        | Agency Mortgage-Backed Securities  |
| GNII SF MB0553 M       | 2055-07-20      | 4.0000%  | 0.0000% | $51922112.00       | $48597077.63       | Agency Mortgage-Backed Securities  |
| GNII SF MA7629 M       | 2036-08-20      | 6.5000%  | 0.0000% | $65642.00          | $17827.26          | Agency Mortgage-Backed Securities  |
| GNII SF MA8609 M       | 2035-03-20      | 1.5000%  | 0.0000% | $42925.00          | $30503.21          | Agency Mortgage-Backed Securities  |
| GNMI SF BM0259 X       | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18281.68          | Agency Mortgage-Backed Securities  |
| GNII RG CP0111 C       | 2042-07-20      | 3.5000%  | 0.0000% | $175000.00         | $121813.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M       | 2053-10-20      | 6.0000%  | 0.0000% | $2599000.00        | $1809161.25        | Agency Mortgage-Backed Securities  |
| GNII SF BV4484 C       | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $483678.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA9667 M       | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3799031.69        | Agency Mortgage-Backed Securities  |
| GNII SF BW8885 C       | 2039-01-20      | 7.0000%  | 0.0000% | $2091328.00        | $1121338.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA9536 M       | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $109299.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3078   | 2055-07-01      | 5.0000%  | 0.0000% | $337732.00         | $334190.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873   | 2035-08-01      | 2.5000%  | 0.0000% | $101203.00         | $33056.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0610   | 2037-02-01      | 2.0000%  | 0.0000% | $670554.00         | $403310.35         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1978   | 2052-03-01      | 2.5000%  | 0.0000% | $471493.00         | $332916.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9374   | 2055-09-01      | 6.0000%  | 0.0000% | $54864320.00       | $56307452.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6679   | 2055-08-01      | 6.5000%  | 0.0000% | $1402700.00        | $1474711.30        | Agency Mortgage-Backed Securities  |
| GNMI SF BU8321 X       | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $6868619.48        | Agency Mortgage-Backed Securities  |
| GNII SF BV8721 C       | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $456768.16         | Agency Mortgage-Backed Securities  |
| GNII SF BR8843 C       | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1278817.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA9483 M       | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $235981.03         | Agency Mortgage-Backed Securities  |
| GNII SF MB0259 M       | 2055-03-20      | 5.5000%  | 0.0000% | $65736064.00       | $65667793.24       | Agency Mortgage-Backed Securities  |
| GNPL PN CH2695         | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $67593.44          | Agency Mortgage-Backed Securities  |
| GNII SF BT3115 C       | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $91673.35          | Agency Mortgage-Backed Securities  |
| GNII SF MB0284 M       | 2040-04-20      | 6.0000%  | 0.0000% | $1659688.00        | $1647734.69        | Agency Mortgage-Backed Securities  |
| GNII SF MB0206 M       | 2055-02-20      | 6.0000%  | 0.0000% | $137237248.00      | $137419674.52      | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M       | 2052-09-20      | 2.5000%  | 0.0000% | $1331108.00        | $843805.18         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7180         | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $92400.41          | Agency Mortgage-Backed Securities  |
| GNII SF DB8685 C       | 2054-05-20      | 6.0000%  | 0.0000% | $2120352.00        | $2168134.80        | Agency Mortgage-Backed Securities  |
| GNII SF DE4345 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1048296.00        | $1095226.80        | Agency Mortgage-Backed Securities  |
| GNII ET CQ3339 C       | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2543877.46        | Agency Mortgage-Backed Securities  |
| GNII SF CT4982 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1027660.00        | $761402.65         | Agency Mortgage-Backed Securities  |
| GNMI SF AE3305 X       | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $508897.64         | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M       | 2054-10-20      | 4.5000%  | 0.0000% | $67096960.00       | $62647462.36       | Agency Mortgage-Backed Securities  |
| GNCL CL CN0558         | 2066-08-15      | 5.6500%  | 0.0000% | $345376.00         | $356339.77         | Agency Mortgage-Backed Securities  |
| GNII ET DJ4106 C       | 2065-03-20      | 6.0000%  | 0.0000% | $286919.00         | $291541.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ918649   | 2047-06-01      | 5.5000%  | 0.0000% | $6709656.00        | $99488.42          | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $131575808.00      | $130676472.75      | Agency Mortgage-Backed Securities  |
| GNII SF DI9800 C       | 2052-03-20      | 5.5000%  | 0.0000% | $2933584.00        | $2942347.36        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3025 C       | 2055-08-20      | 6.5000%  | 0.0000% | $15186752.00       | $15835113.26       | Agency Mortgage-Backed Securities  |
| GNII SF MA9905 M       | 2054-09-20      | 5.0000%  | 0.0000% | $1260358.00        | $1203200.73        | Agency Mortgage-Backed Securities  |
| GNMI SF AF0251 X       | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $40333.73          | Agency Mortgage-Backed Securities  |
| GNMI SF AD9004 X       | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $51121.33          | Agency Mortgage-Backed Securities  |
| GNII SF CC9830 C       | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $49960.36          | Agency Mortgage-Backed Securities  |
| GNII SF DM3343 C       | 2055-08-20      | 6.5000%  | 0.0000% | $6077552.00        | $6355639.85        | Agency Mortgage-Backed Securities  |
| GNII SF AX4342 C       | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $38622.55          | Agency Mortgage-Backed Securities  |
| GNII SF DI5723 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2153762.84        | Agency Mortgage-Backed Securities  |
| GNII RG CY1780 C       | 2051-01-20      | 2.5000%  | 0.0000% | $1007636.00        | $818176.35         | Agency Mortgage-Backed Securities  |
| GNPL PN CU4659         | 2059-04-15      | 5.6800%  | 0.0000% | $44423.00          | $46365.17          | Agency Mortgage-Backed Securities  |
| GNII SF CZ5610 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1865806.00        | $1554101.56        | Agency Mortgage-Backed Securities  |
| GNPL PN DB4200         | 2059-12-15      | 5.5900%  | 0.0000% | $925564.00         | $966608.51         | Agency Mortgage-Backed Securities  |
| GNII SF DD1696 C       | 2054-07-20      | 7.0000%  | 0.0000% | $4005384.00        | $4177102.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5464   | 2035-03-01      | 3.0000%  | 0.0000% | $145000.00         | $47202.73          | Agency Mortgage-Backed Securities  |
| GNII SF CZ3430 C       | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $662141.30         | Agency Mortgage-Backed Securities  |
| GNII SF CX6062 C       | 2054-01-20      | 7.5000%  | 0.0000% | $12464416.00       | $11654892.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA8916 M       | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $98522.60          | Agency Mortgage-Backed Securities  |
| GNII JM MA6811 M       | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $104072.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CNMA5686   | 2035-03-01      | 4.5000%  | 0.0000% | $742393.00         | $683707.44         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5743   | 2045-05-01      | 6.5000%  | 0.0000% | $25430.00          | $26407.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4737   | 2052-08-01      | 5.0000%  | 0.0000% | $159000.00         | $117877.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8389   | 2053-03-01      | 5.5000%  | 0.0000% | $36239.00          | $27770.38          | Agency Mortgage-Backed Securities  |
| GNAR AF MA7779 M       | 2051-12-20      | 2.0000%  | 0.0000% | $684019.00         | $415361.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA8877 M       | 2053-05-20      | 4.5000%  | 0.0000% | $69516928.00       | $58508782.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX7521   | 2055-03-01      | 5.0000%  | 0.0000% | $9957520.00        | $9852007.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CNMA5717   | 2035-04-01      | 5.5000%  | 0.0000% | $539226.00         | $540394.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6358   | 2055-08-01      | 6.5000%  | 0.0000% | $1265634.00        | $1334638.34        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4805   | 2052-11-01      | 4.5000%  | 0.0000% | $26964.00          | $21613.03          | Agency Mortgage-Backed Securities  |
| GNII SF DI8892 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2599196.00        | $2718126.26        | Agency Mortgage-Backed Securities  |
| GNII SF DL2494 C       | 2055-07-20      | 5.5000%  | 0.0000% | $9425888.00        | $9554387.92        | Agency Mortgage-Backed Securities  |
| GNII SF MB0310 M       | 2055-04-20      | 6.5000%  | 0.0000% | $245133312.00      | $249999649.57      | Agency Mortgage-Backed Securities  |
| GNII SF MB0401 M       | 2040-06-20      | 6.0000%  | 0.0000% | $211550.00         | $215548.21         | Agency Mortgage-Backed Securities  |
| GNII SF DI4715 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1418102.00        | $1514834.20        | Agency Mortgage-Backed Securities  |
| GNII ET DK2993 C       | 2065-06-20      | 6.5000%  | 0.0000% | $2543936.00        | $2617751.19        | Agency Mortgage-Backed Securities  |
| GNMI SF 672353 X       | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $39375.54          | Agency Mortgage-Backed Securities  |
| GNII SF 683318 C       | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $547218.22         | Agency Mortgage-Backed Securities  |
| GNII SF DI9230 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3607176.00        | $3654058.23        | Agency Mortgage-Backed Securities  |
| GNII ET CZ4390 C       | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $155540.15         | Agency Mortgage-Backed Securities  |
| GNPL PN DG8450         | 2060-01-15      | 5.3600%  | 0.0000% | $1665412.00        | $1712114.21        | Agency Mortgage-Backed Securities  |
| GNII SF DM1858 C       | 2055-08-20      | 5.5000%  | 0.0000% | $5916288.00        | $6006669.82        | Agency Mortgage-Backed Securities  |
| GNII SF DE1786 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1011232.00        | $912644.79         | Agency Mortgage-Backed Securities  |
| GNII SF DD0561 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1028916.00        | $1100762.07        | Agency Mortgage-Backed Securities  |
| GNPL PN DE6504         | 2060-04-15      | 5.3400%  | 0.0000% | $389820.00         | $400288.09         | Agency Mortgage-Backed Securities  |
| GNII SF DE9066 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1799000.00        | $1597182.76        | Agency Mortgage-Backed Securities  |
| GNII SF MB0556 M       | 2055-06-20      | 5.5000%  | 0.0000% | $180767744.00      | $182925528.43      | Agency Mortgage-Backed Securities  |
| GNII SF DF0750 C       | 2054-09-20      | 5.0000%  | 0.0000% | $2078344.00        | $2044372.84        | Agency Mortgage-Backed Securities  |
| GNII ET DE9086 C       | 2064-09-20      | 6.0000%  | 0.0000% | $3631660.00        | $1945515.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3931   | 2040-07-01      | 5.5000%  | 0.0000% | $1003198.00        | $1025587.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9630   | 2053-08-01      | 6.0000%  | 0.0000% | $3607000.00        | $3089217.77        | Agency Mortgage-Backed Securities  |
| GNII SF DE3278 C       | 2054-08-20      | 5.0000%  | 0.0000% | $1059382.00        | $1048332.70        | Agency Mortgage-Backed Securities  |
| GNII SF CV0620 C       | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2168647.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4109   | 2040-07-01      | 5.5000%  | 0.0000% | $2411808.00        | $2476680.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4110   | 2040-08-01      | 5.5000%  | 0.0000% | $2067812.00        | $2127937.31        | Agency Mortgage-Backed Securities  |
| GNII SF CW4739 C       | 2053-07-20      | 6.5000%  | 0.0000% | $6272432.00        | $6203061.59        | Agency Mortgage-Backed Securities  |
| GNII SF CW6848 C       | 2053-08-20      | 5.0000%  | 0.0000% | $1432678.00        | $1379085.31        | Agency Mortgage-Backed Securities  |
| GNII SF CZ5608 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1362792.00        | $977156.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2961   | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $144712.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3461   | 2052-08-01      | 4.0000%  | 0.0000% | $5657456.00        | $4063908.03        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3246   | 2052-08-01      | 4.0000%  | 0.0000% | $10200000.00       | $8157113.49        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN8108   | 2036-10-01      | 2.0000%  | 0.0000% | $323774.00         | $186182.65         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3627   | 2040-05-01      | 6.0000%  | 0.0000% | $1084006.00        | $1107968.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3930   | 2040-07-01      | 5.5000%  | 0.0000% | $20155.00          | $20561.17          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PQU7398   | 2050-04-01      | 3.0000%  | 0.0000% | $4800000.00        | $2072384.07        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7644   | 2052-08-01      | 3.5000%  | 0.0000% | $474391.00         | $345664.89         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA5041   | 2051-04-01      | 2.0000%  | 0.0000% | $330000.00         | $192513.78         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTQK1710   | 2044-10-01      | 6.5000%  | 0.0000% | $1007810.00        | $860950.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3430   | 2054-09-01      | 5.5000%  | 0.0000% | $10138240.00       | $9968565.62        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3JRE0006   | 2050-01-01      | 3.5000%  | 0.0000% | $2100000.00        | $964979.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI2289   | 2054-04-01      | 5.5000%  | 0.0000% | $2961480.00        | $2634941.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7707   | 2052-07-01      | 5.0000%  | 0.0000% | $6000000.00        | $4635254.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG2604   | 2053-05-01      | 6.5000%  | 0.0000% | $1084582.00        | $647399.62         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6647   | 2052-07-01      | 3.5000%  | 0.0000% | $95916288.00       | $82939451.89       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN8949   | 2036-12-01      | 2.5000%  | 0.0000% | $608262.00         | $350218.27         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8714   | 2053-04-01      | 4.5000%  | 0.0000% | $4355040.00        | $3737445.29        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132   | 2036-12-01      | 2.0000%  | 0.0000% | $12704000.00       | $7448162.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CIQO2204   | 2039-07-01      | 6.5000%  | 0.0000% | $1153874.00        | $742624.98         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4033   | 2040-08-01      | 5.5000%  | 0.0000% | $2433970.00        | $2503028.49        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0032   | 2047-05-01      | 3.0000%  | 0.0000% | $450000.00         | $110831.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI6332   | 2037-08-01      | 5.5000%  | 0.0000% | $12012080.00       | $29336.03          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189   | 2052-01-01      | 2.5000%  | 0.0000% | $4613112.00        | $2978117.56        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8127   | 2036-11-01      | 1.5000%  | 0.0000% | $1000000.00        | $591650.60         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0728   | 2042-08-01      | 2.0000%  | 0.0000% | $37196032.00       | $32046410.83       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZL4107   | 2042-11-01      | 3.0000%  | 0.0000% | $1646056.00        | $467182.93         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0183   | 2050-01-01      | 3.5000%  | 0.0000% | $1476284.00        | $413193.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5757   | 2052-06-01      | 3.5000%  | 0.0000% | $3350000.00        | $2798723.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5790   | 2054-07-01      | 6.0000%  | 0.0000% | $145881856.00      | $131088702.91      | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4524   | 2053-12-01      | 3.5000%  | 0.0000% | $260962.00         | $214889.23         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6788   | 2052-10-01      | 4.0000%  | 0.0000% | $50527360.00       | $44629207.92       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6585   | 2054-10-01      | 5.5000%  | 0.0000% | $5248264.00        | $4793782.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6401   | 2054-09-01      | 6.0000%  | 0.0000% | $16455000.00       | $14828664.16       | Agency Mortgage-Backed Securities  |
| GNII SF DL7988 C       | 2055-08-20      | 5.5000%  | 0.0000% | $48096.00          | $48934.40          | Agency Mortgage-Backed Securities  |
| GNII SF DL4722 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1571378.00        | $1606354.60        | Agency Mortgage-Backed Securities  |
| GNII SF DL7316 C       | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19718768.12       | Agency Mortgage-Backed Securities  |
| GNII SF DM0771 C       | 2055-08-20      | 6.5000%  | 0.0000% | $24278464.00       | $25642295.94       | Agency Mortgage-Backed Securities  |
| GNII SF DM1860 C       | 2055-08-20      | 5.5000%  | 0.0000% | $10104592.00       | $10197339.81       | Agency Mortgage-Backed Securities  |
| GNII SF DM1625 C       | 2055-08-20      | 6.0000%  | 0.0000% | $8727328.00        | $9039824.53        | Agency Mortgage-Backed Securities  |
| GNII SF DM0773 C       | 2055-08-20      | 7.0000%  | 0.0000% | $3241128.00        | $3462210.02        | Agency Mortgage-Backed Securities  |
| GNII SF CI0183 C       | 2035-03-20      | 6.5000%  | 0.0000% | $1277172.00        | $713018.10         | Agency Mortgage-Backed Securities  |
| GNII SF DD6095 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $1091755.55        | Agency Mortgage-Backed Securities  |
| GNII SF BY6412 C       | 2050-10-20      | 3.0000%  | 0.0000% | $678164.00         | $255010.58         | Agency Mortgage-Backed Securities  |
| GNII SF DA6957 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $1091004.63        | Agency Mortgage-Backed Securities  |
| GNMI SF BY2848 X       | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3499161.68        | Agency Mortgage-Backed Securities  |
| GNAR AT 082997 M       | 2041-12-20      | 4.7500%  | 0.0000% | $300000.00         | $7119.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL914052   | 2037-02-01      | 6.5000%  | 0.0000% | $2226712.00        | $58113.70          | Agency Mortgage-Backed Securities  |
| GNII SF DB0521 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $828293.52         | Agency Mortgage-Backed Securities  |
| GNAR AT 081156 M       | 2034-11-20      | 4.7500%  | 0.0000% | $2700000.00        | $30493.57          | Agency Mortgage-Backed Securities  |
| GNII SP 785231 C       | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $12020823.51       | Agency Mortgage-Backed Securities  |
| GNII SF DB0867 C       | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $893761.72         | Agency Mortgage-Backed Securities  |
| GNII SP 785568 C       | 2051-08-20      | 2.5000%  | 0.0000% | $2100000.00        | $1244283.58        | Agency Mortgage-Backed Securities  |
| GNII SF DK7156 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1275442.00        | $1266136.05        | Agency Mortgage-Backed Securities  |
| GNII SF DK4174 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1529862.00        | $1599508.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5029   | 2055-06-01      | 6.0000%  | 0.0000% | $18408576.00       | $18475406.65       | Agency Mortgage-Backed Securities  |
| GNII SF DK3964 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2479090.00        | $2594167.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8438   | 2055-03-01      | 6.5000%  | 0.0000% | $2856560.00        | $3025110.55        | Agency Mortgage-Backed Securities  |
| GNII SF DK0285 C       | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5729152.78        | Agency Mortgage-Backed Securities  |
| GNII SF DK4925 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1663752.00        | $1739261.25        | Agency Mortgage-Backed Securities  |
| GNII SF DK2600 C       | 2055-05-20      | 5.5000%  | 0.0000% | $6432296.00        | $6470124.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8027   | 2055-03-01      | 6.0000%  | 0.0000% | $4430512.00        | $4555284.06        | Agency Mortgage-Backed Securities  |
| GNII SF DL6660 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3286644.00        | $3344941.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4741   | 2037-08-01      | 4.0000%  | 0.0000% | $143000.00         | $84378.43          | Agency Mortgage-Backed Securities  |
| GNII SF DL8116 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2045244.00        | $2110067.33        | Agency Mortgage-Backed Securities  |
| GNII SF DK1898 C       | 2055-06-20      | 5.5000%  | 0.0000% | $6114664.00        | $5894472.11        | Agency Mortgage-Backed Securities  |
| GNII SF DL7873 C       | 2055-08-20      | 5.0000%  | 0.0000% | $3583640.00        | $3574329.31        | Agency Mortgage-Backed Securities  |
| GNII SF MB0094 M       | 2054-11-20      | 6.5000%  | 0.0000% | $546961.00         | $517286.77         | Agency Mortgage-Backed Securities  |
| GNII SF DM0610 C       | 2052-08-20      | 5.0000%  | 0.0000% | $2072316.00        | $2042675.43        | Agency Mortgage-Backed Securities  |
| GNII SF DK7697 C       | 2055-06-20      | 5.0000%  | 0.0000% | $2149384.00        | $2135311.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9967   | 2055-07-01      | 6.0000%  | 0.0000% | $8905824.00        | $9201504.63        | Agency Mortgage-Backed Securities  |
| GNII SF DK4963 C       | 2050-07-20      | 6.5000%  | 0.0000% | $1031606.00        | $1081951.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5647   | 2055-03-01      | 6.0000%  | 0.0000% | $363000.00         | $348945.96         | Agency Mortgage-Backed Securities  |
| GNII ET DK7991 C       | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $2043268.69        | Agency Mortgage-Backed Securities  |
| GNII SF DK8211 C       | 2055-07-20      | 6.0000%  | 0.0000% | $2169916.00        | $2244661.65        | Agency Mortgage-Backed Securities  |
| GNII ET DK8723 C       | 2065-06-20      | 7.0000%  | 0.0000% | $3622464.00        | $3700342.49        | Agency Mortgage-Backed Securities  |
| GNII SF DK6565 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1488015.89        | Agency Mortgage-Backed Securities  |
| GNII SF DK9459 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3363180.00        | $3416011.94        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1536 M       | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $696674.66         | Agency Mortgage-Backed Securities  |
| GNII SF DI7671 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1345518.00        | $1399775.37        | Agency Mortgage-Backed Securities  |
| GNMI SF 710994 X       | 2039-11-15      | 5.0000%  | 0.0000% | $14081952.00       | $802812.12         | Agency Mortgage-Backed Securities  |
| GNII SF MA7995 M       | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $204699.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $241689344.00      | $153874695.26      | Agency Mortgage-Backed Securities  |
| GNII SF MA0781 M       | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $464332.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA3874 M       | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3435075.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA2935 M       | 2030-06-20      | 3.0000%  | 0.0000% | $925000.00         | $56793.19          | Agency Mortgage-Backed Securities  |
| GNII SF MA5140 M       | 2048-04-20      | 5.5000%  | 0.0000% | $5489024.00        | $609551.44         | Agency Mortgage-Backed Securities  |
| GNII SF MA7967 M       | 2037-07-20      | 5.0000%  | 0.0000% | $107625.00         | $73793.62          | Agency Mortgage-Backed Securities  |
| GNII SF BG8528 C       | 2048-07-20      | 4.0000%  | 0.0000% | $338935.00         | $52291.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA8350 M       | 2052-09-20      | 6.0000%  | 0.0000% | $549655.00         | $334508.24         | Agency Mortgage-Backed Securities  |
| GNII SF BP5506 C       | 2049-09-20      | 5.5000%  | 0.0000% | $2153700.00        | $728307.99         | Agency Mortgage-Backed Securities  |
| GNMI SF CR2378 X       | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2435433.27        | Agency Mortgage-Backed Securities  |
| GNII SF DD4242 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1174713.71        | Agency Mortgage-Backed Securities  |
| GNII ET CV3970 C       | 2063-06-20      | 6.0000%  | 0.0000% | $12531648.00       | $6966379.26        | Agency Mortgage-Backed Securities  |
| GNII SF CU5081 C       | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2173273.53        | Agency Mortgage-Backed Securities  |
| GNII SF DF5623 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1063108.00        | $1095888.84        | Agency Mortgage-Backed Securities  |
| GNII SF CX3731 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1091936.00        | $813938.06         | Agency Mortgage-Backed Securities  |
| GNII SF CU9136 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $804558.98         | Agency Mortgage-Backed Securities  |
| GNII RG CV1691 C       | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $732253.29         | Agency Mortgage-Backed Securities  |
| GNII SF CX0278 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1581898.00        | $1414623.23        | Agency Mortgage-Backed Securities  |
| GNII SF CW1327 C       | 2053-10-20      | 6.5000%  | 0.0000% | $1844334.00        | $1722101.32        | Agency Mortgage-Backed Securities  |
| GNII SF DE2337 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1386970.00        | $1368674.26        | Agency Mortgage-Backed Securities  |
| GNII SF DL4926 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1227918.00        | $1253106.01        | Agency Mortgage-Backed Securities  |
| GNII SF DL3097 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1049418.00        | $1104505.68        | Agency Mortgage-Backed Securities  |
| GNII ET DL4684 C       | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $247463.99         | Agency Mortgage-Backed Securities  |
| GNII SF DL3711 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3011816.00        | $3065434.69        | Agency Mortgage-Backed Securities  |
| GNII SF DL6468 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3106220.00        | $3169579.99        | Agency Mortgage-Backed Securities  |
| GNII SF DM0622 C       | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4347550.95        | Agency Mortgage-Backed Securities  |
| GNII SF DK9346 C       | 2055-07-20      | 5.5000%  | 0.0000% | $6417856.00        | $6511342.88        | Agency Mortgage-Backed Securities  |
| GNII SF DK5105 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1648428.00        | $1642414.88        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $26822400.00       | $27351624.16       | U.S. Treasuries (including strips) |
| GNII SF DM1560 C       | 2055-08-20      | 6.5000%  | 0.0000% | $7105904.00        | $7409280.31        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0566 M       | 2055-08-20      | 5.0000%  | 0.0000% | $140868864.00      | $142687183.66      | Agency Mortgage-Backed Securities  |
| GNII SF MB0460 M       | 2040-07-20      | 6.0000%  | 0.0000% | $2194680.00        | $2255592.50        | Agency Mortgage-Backed Securities  |
| GNII SF DI1118 C       | 2055-02-20      | 6.5000%  | 0.0000% | $24793760.00       | $26347174.39       | Agency Mortgage-Backed Securities  |
| GNII ET DI2632 C       | 2065-03-20      | 6.5000%  | 0.0000% | $35302144.00       | $34675308.31       | Agency Mortgage-Backed Securities  |
| GNII ET DI4080 C       | 2065-05-20      | 6.5000%  | 0.0000% | $3934624.00        | $4047408.59        | Agency Mortgage-Backed Securities  |
| GNII SF MB0087 M       | 2054-11-20      | 3.0000%  | 0.0000% | $149742.00         | $126867.42         | Agency Mortgage-Backed Securities  |
| GNAR AT 080945 M       | 2034-06-20      | 5.6250%  | 0.0000% | $1350000.00        | $13644.60          | Agency Mortgage-Backed Securities  |
| GNII JP 788054 M       | 2038-07-20      | 4.0000%  | 0.0000% | $89582720.00       | $88209430.26       | Agency Mortgage-Backed Securities  |
| GNII SP 785702 C       | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1689529.18        | Agency Mortgage-Backed Securities  |
| GNII SF DL2034 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3314095.54        | Agency Mortgage-Backed Securities  |
| GNII SF DK8217 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1540282.00        | $1571877.46        | Agency Mortgage-Backed Securities  |
| GNII ET DL4814 C       | 2062-05-20      | 3.0000%  | 0.0000% | $248075.00         | $216287.25         | Agency Mortgage-Backed Securities  |
| GNII SF DL4071 C       | 2055-07-20      | 5.5000%  | 0.0000% | $2366564.00        | $2393501.37        | Agency Mortgage-Backed Securities  |
| GNII SF DK8363 C       | 2055-06-20      | 7.5000%  | 0.0000% | $2119528.00        | $2272389.61        | Agency Mortgage-Backed Securities  |
| GNII SF DK6105 C       | 2055-06-20      | 6.5000%  | 0.0000% | $8497920.00        | $8846598.87        | Agency Mortgage-Backed Securities  |
| GNII ET DL1363 C       | 2065-08-20      | 6.5000%  | 0.0000% | $9439792.00        | $9721442.88        | Agency Mortgage-Backed Securities  |
| GNII ET DK6025 C       | 2065-07-20      | 6.5000%  | 0.0000% | $1059390.00        | $1090572.97        | Agency Mortgage-Backed Securities  |
| GNII ET DK9757 C       | 2065-07-20      | 7.0000%  | 0.0000% | $773596.00         | $798448.11         | Agency Mortgage-Backed Securities  |
| GNII SF DK6525 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2429476.69        | Agency Mortgage-Backed Securities  |
| GNII SF DF2705 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1098800.00        | $1139292.70        | Agency Mortgage-Backed Securities  |
| GNII ET DE2574 C       | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $5255248.42        | Agency Mortgage-Backed Securities  |
| GNII SF CZ6886 C       | 2054-01-20      | 7.5000%  | 0.0000% | $12349920.00       | $10945547.20       | Agency Mortgage-Backed Securities  |
| GNPL PN DC7223         | 2060-02-15      | 5.2500%  | 0.0000% | $149539.00         | $152588.87         | Agency Mortgage-Backed Securities  |
| GNII ET DM2582 C       | 2065-06-20      | 6.0000%  | 0.0000% | $1654516.00        | $1684118.05        | Agency Mortgage-Backed Securities  |
| GNII SF DD7703 C       | 2054-08-20      | 7.0000%  | 0.0000% | $2496772.00        | $2612616.37        | Agency Mortgage-Backed Securities  |
| GNII SF DL5974 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1051984.00        | $1072267.07        | Agency Mortgage-Backed Securities  |
| GNII SF DL5981 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1970869.52        | Agency Mortgage-Backed Securities  |
| GNII SF DD7535 C       | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2620899.18        | Agency Mortgage-Backed Securities  |
| GNII SF DD6434 C       | 2054-07-20      | 7.0000%  | 0.0000% | $17248320.00       | $17654885.03       | Agency Mortgage-Backed Securities  |
| GNII SF DM1896 C       | 2055-08-20      | 5.5000%  | 0.0000% | $7400768.00        | $7511319.03        | Agency Mortgage-Backed Securities  |
| GNII SF DB7672 C       | 2054-07-20      | 7.0000%  | 0.0000% | $4143160.00        | $4449763.19        | Agency Mortgage-Backed Securities  |
| GNII SF DE0180 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1066248.00        | $1054160.56        | Agency Mortgage-Backed Securities  |
| GNII SF DC2038 C       | 2054-05-20      | 5.0000%  | 0.0000% | $1068958.00        | $953980.92         | Agency Mortgage-Backed Securities  |
| GNII SF CZ6887 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1561678.00        | $1604897.74        | Agency Mortgage-Backed Securities  |
| GNII SF DF1035 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1309092.00        | $1299784.85        | Agency Mortgage-Backed Securities  |
| GNII SF DD7724 C       | 2054-09-20      | 6.0000%  | 0.0000% | $1220762.00        | $1243229.11        | Agency Mortgage-Backed Securities  |
| GNII SF DD1877 C       | 2054-08-20      | 6.0000%  | 0.0000% | $362317.00         | $364209.29         | Agency Mortgage-Backed Securities  |
| GNII SF DD1691 C       | 2054-07-20      | 7.0000%  | 0.0000% | $20743968.00       | $20220959.36       | Agency Mortgage-Backed Securities  |
| GNII SF MA9965 M       | 2054-10-20      | 5.5000%  | 0.0000% | $146874880.00      | $141199172.37      | Agency Mortgage-Backed Securities  |
| GNII SF CZ7832 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1054838.00        | $890267.69         | Agency Mortgage-Backed Securities  |
| GNII SP 783703 M       | 2042-06-20      | 4.0000%  | 0.0000% | $325900.00         | $20018.22          | Agency Mortgage-Backed Securities  |
| GNII SP 786483 C       | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3380065.97        | Agency Mortgage-Backed Securities  |
| GNII SP 787454 C       | 2054-04-20      | 5.5000%  | 0.0000% | $2000000.00        | $1844736.92        | Agency Mortgage-Backed Securities  |
| GNMI SF 736553 X       | 2040-02-15      | 5.0000%  | 0.0000% | $225000.00         | $8553.37           | Agency Mortgage-Backed Securities  |
| GNII SP 784346 C       | 2047-07-20      | 3.5000%  | 0.0000% | $1570000.00        | $464175.20         | Agency Mortgage-Backed Securities  |
| GNII SP 784981 C       | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $32563.99          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA1881   | 2049-08-01      | 4.5000%  | 0.0000% | $5950056.00        | $1317177.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4679   | 2053-05-01      | 5.0000%  | 0.0000% | $2536812.00        | $2231505.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRAL7381   | 2045-06-01      | 4.5000%  | 0.0000% | $253225.00         | $45573.30          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDB6264   | 2039-07-01      | 6.0000%  | 0.0000% | $1189288.00        | $1100195.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0148   | 2054-10-01      | 5.5000%  | 0.0000% | $1071204.00        | $953866.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4377   | 2055-04-01      | 6.0000%  | 0.0000% | $2110264.00        | $2133834.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6558   | 2055-05-01      | 5.5000%  | 0.0000% | $3453256.00        | $3455925.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2019   | 2055-06-01      | 5.5000%  | 0.0000% | $1180702.00        | $1198096.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3678   | 2055-07-01      | 5.5000%  | 0.0000% | $4969992.00        | $5026636.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD6109   | 2055-06-01      | 5.0000%  | 0.0000% | $1209236.00        | $1200036.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDD9126   | 2055-05-01      | 4.0000%  | 0.0000% | $886291.00         | $827195.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT9498   | 2051-12-01      | 3.5000%  | 0.0000% | $918000.00         | $488210.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $5508440.00        | $3360307.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6359   | 2055-07-01      | 6.5000%  | 0.0000% | $1309970.00        | $1377290.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD8576   | 2055-05-01      | 5.0000%  | 0.0000% | $4230120.00        | $4183379.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3523   | 2052-05-01      | 3.0000%  | 0.0000% | $2100320.00        | $1492505.36        | Agency Mortgage-Backed Securities  |
| GNII SF CM6944 C       | 2053-05-20      | 6.0000%  | 0.0000% | $2598592.00        | $2263175.59        | Agency Mortgage-Backed Securities  |
| GNII SF CL6988 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $918392.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3382   | 2049-04-01      | 5.0000%  | 0.0000% | $400000.00         | $90969.24          | Agency Mortgage-Backed Securities  |
| GNII SF MA0826 M       | 2028-03-20      | 3.0000%  | 0.0000% | $975000.00         | $24450.72          | Agency Mortgage-Backed Securities  |
| GNMI SF AN6559 X       | 2045-07-15      | 4.5000%  | 0.0000% | $7503104.00        | $164492.60         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154   | 2035-10-01      | 1.5000%  | 0.0000% | $5058000.00        | $2246241.76        | Agency Mortgage-Backed Securities  |
| GNII SF BF9479 C       | 2048-03-20      | 4.0000%  | 0.0000% | $11782848.00       | $2072413.38        | Agency Mortgage-Backed Securities  |
| GNII SF DL6922 C       | 2055-08-20      | 6.0000%  | 0.0000% | $3178660.00        | $3279403.39        | Agency Mortgage-Backed Securities  |
| GNII SF DL3982 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3964216.00        | $4018280.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS3489   | 2037-01-01      | 2.0000%  | 0.0000% | $2362000.00        | $1538852.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9461   | 2051-11-01      | 3.5000%  | 0.0000% | $70000.00          | $42163.98          | Agency Mortgage-Backed Securities  |
| GNII SF DL6013 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2003448.00        | $2088972.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA9106 M       | 2053-06-20      | 5.5000%  | 0.0000% | $4118488.00        | $3340954.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M       | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2214529.64        | Agency Mortgage-Backed Securities  |
| GNMI SF BC3027 X       | 2048-03-15      | 3.0000%  | 0.0000% | $25000.00          | $15861.68          | Agency Mortgage-Backed Securities  |
| GNII SF DL3098 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1633208.00        | $1715939.06        | Agency Mortgage-Backed Securities  |
| GNII SF DK7055 C       | 2055-07-20      | 5.5000%  | 0.0000% | $2382744.00        | $2420428.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9999   | 2052-07-01      | 3.5000%  | 0.0000% | $5373368.00        | $3818879.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4075   | 2035-07-01      | 2.5000%  | 0.0000% | $1408530.00        | $444333.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA6135 M       | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $51359.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ1514   | 2047-11-01      | 3.5000%  | 0.0000% | $316305.00         | $61396.69          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2692   | 2055-05-01      | 5.0000%  | 0.0000% | $1257028.00        | $1240626.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFA0058   | 2039-12-01      | 5.0000%  | 0.0000% | $331416.00         | $280791.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM6248   | 2050-04-01      | 5.5000%  | 0.0000% | $155054.00         | $55397.23          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1800   | 2049-08-01      | 4.0000%  | 0.0000% | $626000.00         | $148332.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5564   | 2054-10-01      | 5.5000%  | 0.0000% | $2335060.00        | $2336751.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA0639   | 2041-01-01      | 4.0000%  | 0.0000% | $5470056.00        | $307979.19         | Agency Mortgage-Backed Securities  |

### Security 752: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 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: ARP1AL3R2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL3R2
- **C.18 - Value (incl. sponsor support):** $8134000000.00
- **C.18.a - Value (excl. sponsor support):** $8134000000.00
- **C.19 - Percentage of Net Assets:** 2.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CIDB7376   | 2039-07-01      | 5.5000%  | 0.0000% | $1088286.00        | $883914.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3149   | 2054-10-01      | 5.0000%  | 0.0000% | $3138152.00        | $3063652.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5747   | 2054-09-01      | 5.5000%  | 0.0000% | $2224564.00        | $2231145.07        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC9102   | 2055-06-01      | 7.5000%  | 0.0000% | $2139752.00        | $2299297.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA5438 M       | 2033-08-20      | 4.5000%  | 0.0000% | $172802.00         | $8778.57           | Agency Mortgage-Backed Securities  |
| GNII SF MA5962 M       | 2034-05-20      | 4.5000%  | 0.0000% | $424399.00         | $116556.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4379   | 2051-07-01      | 2.5000%  | 0.0000% | $6959000.00        | $4063453.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4155   | 2035-10-01      | 2.0000%  | 0.0000% | $250000.00         | $100307.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4820   | 2052-10-01      | 4.5000%  | 0.0000% | $3008664.00        | $2449804.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2265   | 2055-02-01      | 5.5000%  | 0.0000% | $3544560.00        | $3595008.47        | Agency Mortgage-Backed Securities  |
| GNII SF DL2099 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1354707.45        | Agency Mortgage-Backed Securities  |
| GNII SF DL5983 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1271003.73        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1317   | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $11160.02          | Agency Mortgage-Backed Securities  |
| GNII SF DL2477 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2556036.00        | $2661717.45        | Agency Mortgage-Backed Securities  |
| GNII SF DL2114 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1001834.00        | $1057169.74        | Agency Mortgage-Backed Securities  |
| GNII RG CN6337 C       | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $433558.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA4719 M       | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $325541.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA9725 M       | 2054-06-20      | 5.5000%  | 0.0000% | $34650000.00       | $31913142.27       | Agency Mortgage-Backed Securities  |
| GNII SF MA6819 M       | 2050-08-20      | 2.5000%  | 0.0000% | $24760096.00       | $8685327.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA6432 M       | 2034-10-20      | 2.0000%  | 0.0000% | $729480.00         | $72804.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $23436448.00       | $21037972.39       | Agency Mortgage-Backed Securities  |
| GNII SF DL2215 C       | 2055-08-20      | 6.0000%  | 0.0000% | $3179940.00        | $3303164.80        | Agency Mortgage-Backed Securities  |
| GNII RG CN2001 C       | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $115130.32         | Agency Mortgage-Backed Securities  |
| GNAR AT MA1109 M       | 2043-06-20      | 5.6250%  | 0.0000% | $3000000.00        | $95840.39          | Agency Mortgage-Backed Securities  |
| GNMI SF AB3057 X       | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $237580.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA3663 M       | 2046-05-20      | 3.5000%  | 0.0000% | $23000000.00       | $2464577.96        | Agency Mortgage-Backed Securities  |
| GNMI SF AB2892 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $103391.82         | Agency Mortgage-Backed Securities  |
| GNII SF 796727 C       | 2038-12-20      | 6.5000%  | 0.0000% | $1887146.00        | $66284.40          | Agency Mortgage-Backed Securities  |
| GNII SF DL4039 C       | 2055-07-20      | 5.5000%  | 0.0000% | $8703424.00        | $8830756.78        | Agency Mortgage-Backed Securities  |
| GNII SF DL2742 C       | 2055-07-20      | 5.5000%  | 0.0000% | $687820.00         | $698661.00         | Agency Mortgage-Backed Securities  |
| GNII SF DL4858 C       | 2055-08-20      | 5.0000%  | 0.0000% | $1075404.00        | $1068923.50        | Agency Mortgage-Backed Securities  |
| GNII SF DL4851 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1486436.34        | Agency Mortgage-Backed Securities  |
| GNII SF DL5879 C       | 2055-08-20      | 7.0000%  | 0.0000% | $2554310.00        | $2697342.28        | Agency Mortgage-Backed Securities  |
| GNII SF DL0084 C       | 2055-07-20      | 5.5000%  | 0.0000% | $6163088.00        | $6250874.01        | Agency Mortgage-Backed Securities  |
| GNII SF DL4180 C       | 2055-07-20      | 5.0000%  | 0.0000% | $3425400.00        | $3370380.20        | Agency Mortgage-Backed Securities  |
| GNII SF DK8322 C       | 2055-06-20      | 6.5000%  | 0.0000% | $27849696.00       | $29355906.78       | Agency Mortgage-Backed Securities  |
| GNII SF DL1847 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2857500.00        | $3000597.39        | Agency Mortgage-Backed Securities  |
| GNII SF MA9242 M       | 2053-09-20      | 6.0000%  | 0.0000% | $1680000.00        | $1165452.57        | Agency Mortgage-Backed Securities  |
| GNII SF DK6141 C       | 2055-07-20      | 4.5000%  | 0.0000% | $18175904.00       | $17461278.07       | Agency Mortgage-Backed Securities  |
| GNII JM MA6756 M       | 2050-07-20      | 2.5000%  | 0.0000% | $4775000.00        | $1348735.00        | Agency Mortgage-Backed Securities  |
| GNII SF DL0094 C       | 2055-07-20      | 5.5000%  | 0.0000% | $4932510.00        | $5005544.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5269   | 2039-02-01      | 6.5000%  | 0.0000% | $4235256.00        | $2065332.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW0338   | 2052-05-01      | 3.5000%  | 0.0000% | $1367250.00        | $1020700.76        | Agency Mortgage-Backed Securities  |
| GNII SF MA9910 M       | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $87422.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4660   | 2052-09-01      | 3.5000%  | 0.0000% | $396000.00         | $294123.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA0462 M       | 2042-10-20      | 3.5000%  | 0.0000% | $76231552.00       | $6666475.28        | Agency Mortgage-Backed Securities  |
| GNII SF AL5896 C       | 2045-03-20      | 3.5000%  | 0.0000% | $3487392.00        | $417727.43         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2723   | 2055-06-01      | 6.0000%  | 0.0000% | $3435492.00        | $3542884.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3129   | 2055-02-01      | 6.0000%  | 0.0000% | $1035600.00        | $1071029.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAL0169   | 2040-05-01      | 5.5000%  | 0.0000% | $125517184.00      | $1992667.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW5573   | 2052-07-01      | 3.5000%  | 0.0000% | $111282.00         | $94536.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE0546   | 2040-05-01      | 5.5000%  | 0.0000% | $1496178.00        | $1506686.68        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIDC4944   | 2039-11-01      | 4.0000%  | 0.0000% | $189863.00         | $177990.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7885   | 2054-10-01      | 5.0000%  | 0.0000% | $75924.00          | $74435.96          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3105   | 2055-07-01      | 7.0000%  | 0.0000% | $1563164.00        | $1654861.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8553   | 2055-04-01      | 5.5000%  | 0.0000% | $2462728.00        | $1989456.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2222   | 2055-07-01      | 6.0000%  | 0.0000% | $20529408.00       | $21053290.15       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8379   | 2040-04-01      | 5.5000%  | 0.0000% | $153773056.00      | $139463425.67      | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA3868   | 2049-10-01      | 3.0000%  | 0.0000% | $97434000.00       | $20061444.70       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8112   | 2050-12-01      | 1.5000%  | 0.0000% | $200000.00         | $109215.98         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8305   | 2053-03-01      | 4.0000%  | 0.0000% | $339475.00         | $274807.82         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6225   | 2054-08-01      | 6.0000%  | 0.0000% | $82471168.00       | $73352973.65       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQC1996   | 2051-05-01      | 5.0000%  | 0.0000% | $1221804.00        | $334108.44         | Agency Mortgage-Backed Securities  |
| GNII SP 784481 C       | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $427657.04         | Agency Mortgage-Backed Securities  |
| GNAR AS 082937 M       | 2041-09-20      | 5.8750%  | 0.0000% | $2048268.00        | $32811.68          | Agency Mortgage-Backed Securities  |
| GNMI SP 784070 X       | 2040-03-15      | 5.5000%  | 0.0000% | $993000.00         | $132964.17         | Agency Mortgage-Backed Securities  |
| GNMI SP 783280 X       | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2824719.60        | Agency Mortgage-Backed Securities  |
| GNII EP 787493 C       | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3513687.25        | Agency Mortgage-Backed Securities  |
| GNMI SF 507768 X       | 2029-04-15      | 6.5000%  | 0.0000% | $29556736.00       | $22388.52          | Agency Mortgage-Backed Securities  |
| GNII SP 784504 C       | 2048-02-20      | 3.5000%  | 0.0000% | $5929000.00        | $1627045.00        | Agency Mortgage-Backed Securities  |
| GNII SP 786502 C       | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $287175.34         | Agency Mortgage-Backed Securities  |
| GNMI SP 782858 X       | 2039-11-15      | 6.0000%  | 0.0000% | $90000000.00       | $1585843.20        | Agency Mortgage-Backed Securities  |
| GNAR AS 082971 M       | 2041-10-20      | 5.8750%  | 0.0000% | $336914.00         | $143038.76         | Agency Mortgage-Backed Securities  |
| GNII SF CB4544 C       | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40724.02          | Agency Mortgage-Backed Securities  |
| GNMI SF CR2376 X       | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2487549.32        | Agency Mortgage-Backed Securities  |
| GNII SF CQ7639 C       | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1230679.66        | Agency Mortgage-Backed Securities  |
| GNII SF DB6427 C       | 2054-09-20      | 4.5000%  | 0.0000% | $2334448.00        | $2235414.88        | Agency Mortgage-Backed Securities  |
| GNII SF MB0178 M       | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $212472.50         | Agency Mortgage-Backed Securities  |
| GNII SF DD8451 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1020858.00        | $1085949.06        | Agency Mortgage-Backed Securities  |
| GNII SF MB0358 M       | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4331357.66        | Agency Mortgage-Backed Securities  |
| GNII SF DD7720 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $809387.52         | Agency Mortgage-Backed Securities  |
| GNII ET DC5225 C       | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $832148.00         | Agency Mortgage-Backed Securities  |
| GNII SF CZ7451 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $4076516.58        | Agency Mortgage-Backed Securities  |
| GNII SF DM0775 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5517880.00        | $5894262.56        | Agency Mortgage-Backed Securities  |
| GNII SF MB0236 M       | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $416331.22         | Agency Mortgage-Backed Securities  |
| GNII SF DD3227 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1311956.00        | $1401038.09        | Agency Mortgage-Backed Securities  |
| GNII JM MB0013 M       | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2728757.25        | Agency Mortgage-Backed Securities  |
| GNII SF MB0427 M       | 2055-06-20      | 7.0000%  | 0.0000% | $50000000.00       | $51807093.96       | Agency Mortgage-Backed Securities  |
| GNII SF DD4679 C       | 2054-09-20      | 6.0000%  | 0.0000% | $202230.00         | $209464.20         | Agency Mortgage-Backed Securities  |
| GNII SF DL2761 C       | 2055-07-20      | 5.5000%  | 0.0000% | $21816736.00       | $22174112.33       | Agency Mortgage-Backed Securities  |
| GNII SF DM0763 C       | 2055-08-20      | 5.0000%  | 0.0000% | $1702458.00        | $1692789.55        | Agency Mortgage-Backed Securities  |
| GNII SF DM3846 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3161564.65        | Agency Mortgage-Backed Securities  |
| GNII SF MB0149 M       | 2055-01-20      | 6.5000%  | 0.0000% | $76307000.00       | $75563871.36       | Agency Mortgage-Backed Securities  |
| GNII SF DD2719 C       | 2054-08-20      | 6.5000%  | 0.0000% | $1023344.00        | $818413.00         | Agency Mortgage-Backed Securities  |
| GNII SF DM3154 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4747230.00        | $4949906.13        | Agency Mortgage-Backed Securities  |
| GNII SF DK7181 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1768448.00        | $1650694.87        | Agency Mortgage-Backed Securities  |
| GNII SF DK5711 C       | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3294562.13        | Agency Mortgage-Backed Securities  |
| GNII SF DK7935 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1674089.32        | Agency Mortgage-Backed Securities  |
| GNII SF DL0479 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1762000.00        | $1776435.67        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6661 C       | 2055-04-20      | 6.5000%  | 0.0000% | $11631072.00       | $12355219.90       | Agency Mortgage-Backed Securities  |
| GNII SF DK1497 C       | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $17413439.12       | Agency Mortgage-Backed Securities  |
| GNII ET DK8084 C       | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $945155.93         | Agency Mortgage-Backed Securities  |
| GNII SF DK5729 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1296042.00        | $1325552.84        | Agency Mortgage-Backed Securities  |
| GNII ET DL9178 C       | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1949196.20        | Agency Mortgage-Backed Securities  |
| GNII SF DL4828 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1220188.00        | $1242210.90        | Agency Mortgage-Backed Securities  |
| GNII SF DL4830 C       | 2055-08-20      | 5.5000%  | 0.0000% | $90086.00          | $91600.96          | Agency Mortgage-Backed Securities  |
| GNII SF MB0117 M       | 2028-01-20      | 3.0000%  | 0.0000% | $34152.00          | $26789.32          | Agency Mortgage-Backed Securities  |
| GNII SF DL6607 C       | 2055-08-20      | 5.5000%  | 0.0000% | $6774456.00        | $6885047.49        | Agency Mortgage-Backed Securities  |
| GNII SF DL2510 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2276128.00        | $2370483.79        | Agency Mortgage-Backed Securities  |
| GNII SF DL1187 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1458976.00        | $1522337.93        | Agency Mortgage-Backed Securities  |
| GNII SF DL2643 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1619430.00        | $1695689.76        | Agency Mortgage-Backed Securities  |
| GNII SP 784122 M       | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5110113.54        | Agency Mortgage-Backed Securities  |
| GNII SP 785762 C       | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1935806.65        | Agency Mortgage-Backed Securities  |
| GNMI SP 783700 X       | 2040-07-15      | 6.5000%  | 0.0000% | $5904656.00        | $413152.07         | Agency Mortgage-Backed Securities  |
| GNII SF DI1691 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1234723.90        | Agency Mortgage-Backed Securities  |
| GNII SF DI1214 C       | 2055-02-20      | 5.5000%  | 0.0000% | $4128660.00        | $4140578.49        | Agency Mortgage-Backed Securities  |
| GNII SF DI0823 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1379137.01        | Agency Mortgage-Backed Securities  |
| GNII SF MB0173 M       | 2034-01-20      | 1.5000%  | 0.0000% | $47291.00          | $40110.73          | Agency Mortgage-Backed Securities  |
| GNII ET DI2628 C       | 2065-02-20      | 6.0000%  | 0.0000% | $622887.00         | $631583.52         | Agency Mortgage-Backed Securities  |
| GNII SF MB0207 M       | 2055-02-20      | 6.5000%  | 0.0000% | $140764160.00      | $142079964.56      | Agency Mortgage-Backed Securities  |
| GNII SF DL4796 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1528764.00        | $1613134.15        | Agency Mortgage-Backed Securities  |
| GNII SF DI4120 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1216144.00        | $1265582.76        | Agency Mortgage-Backed Securities  |
| GNMI SF 711831 X       | 2043-12-15      | 3.5000%  | 0.0000% | $2008650.00        | $747735.73         | Agency Mortgage-Backed Securities  |
| GNII SF DI0484 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1008628.00        | $1056901.36        | Agency Mortgage-Backed Securities  |
| GNII ET DI0483 C       | 2064-12-20      | 6.0000%  | 0.0000% | $666013.00         | $676093.22         | Agency Mortgage-Backed Securities  |
| GNII SF DL2469 C       | 2055-07-20      | 5.5000%  | 0.0000% | $5237304.00        | $5311142.87        | Agency Mortgage-Backed Securities  |
| GNII SF DI4808 C       | 2055-07-20      | 5.0000%  | 0.0000% | $2596280.00        | $2578707.62        | Agency Mortgage-Backed Securities  |
| GNII SF DL4887 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1306794.00        | $1370595.02        | Agency Mortgage-Backed Securities  |
| GNII SF DI6407 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1818112.00        | $1891070.64        | Agency Mortgage-Backed Securities  |
| GNII SF DI1654 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $2347046.44        | Agency Mortgage-Backed Securities  |
| GNII SF DK6598 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $4033164.94        | Agency Mortgage-Backed Securities  |
| GNII SF DE2637 C       | 2054-10-20      | 6.0000%  | 0.0000% | $1829252.00        | $1871054.00        | Agency Mortgage-Backed Securities  |
| GNII SF DL7009 C       | 2055-08-20      | 5.5000%  | 0.0000% | $7060510.00        | $7173158.87        | Agency Mortgage-Backed Securities  |
| GNII SF DM1934 C       | 2055-08-20      | 6.0000%  | 0.0000% | $3117924.00        | $3229660.00        | Agency Mortgage-Backed Securities  |
| GNII SF 005331 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $70817.33          | Agency Mortgage-Backed Securities  |
| GNII SF MB0480 M       | 2055-07-20      | 3.0000%  | 0.0000% | $4200128.00        | $3723227.66        | Agency Mortgage-Backed Securities  |
| GNII SF CY0864 C       | 2054-01-20      | 6.5000%  | 0.0000% | $5084280.00        | $3148892.81        | Agency Mortgage-Backed Securities  |
| GNII RG CV4710 C       | 2050-12-20      | 2.5000%  | 0.0000% | $1191382.00        | $954317.79         | Agency Mortgage-Backed Securities  |
| GNII SF CX7173 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1250010.00        | $1203095.86        | Agency Mortgage-Backed Securities  |
| GNPL PN CQ9711         | 2058-06-15      | 4.7000%  | 0.0000% | $45584.00          | $44200.90          | Agency Mortgage-Backed Securities  |
| GNII SF DG1073 C       | 2054-11-20      | 6.5000%  | 0.0000% | $1447300.00        | $1497556.56        | Agency Mortgage-Backed Securities  |
| GNII SF DF3464 C       | 2054-10-20      | 4.5000%  | 0.0000% | $9416880.00        | $8907169.64        | Agency Mortgage-Backed Securities  |
| GNII SF DF8305 C       | 2054-12-20      | 5.0000%  | 0.0000% | $8514288.00        | $8418789.49        | Agency Mortgage-Backed Securities  |
| GNII SF DB8715 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1694671.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA9881 M       | 2038-09-20      | 6.5000%  | 0.0000% | $214778.00         | $165078.54         | Agency Mortgage-Backed Securities  |
| GNMI SF CR2379 X       | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2981973.59        | Agency Mortgage-Backed Securities  |
| GNII SF DE2048 C       | 2054-10-20      | 6.5000%  | 0.0000% | $9097632.00        | $8410514.21        | Agency Mortgage-Backed Securities  |
| GNII SF CZ9190 C       | 2054-03-20      | 6.5000%  | 0.0000% | $21843104.00       | $2363011.36        | Agency Mortgage-Backed Securities  |
| GNCL CL DD4695         | 2055-10-15      | 5.5400%  | 0.0000% | $13320368.00       | $13015782.99       | Agency Mortgage-Backed Securities  |
| GNII SF DD4241 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1510115.78        | Agency Mortgage-Backed Securities  |
| GNII SF BL1423 C       | 2048-11-20      | 4.0000%  | 0.0000% | $2883228.00        | $568288.38         | Agency Mortgage-Backed Securities  |
| GNPL PN CP1101         | 2058-02-15      | 5.5500%  | 0.0000% | $87089.00          | $89181.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA7797 M       | 2037-01-20      | 2.0000%  | 0.0000% | $179025.00         | $97770.74          | Agency Mortgage-Backed Securities  |
| GNMI SF BJ5779 X       | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $188465.17         | Agency Mortgage-Backed Securities  |
| GNMI SF BS5008 X       | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $254589.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA2569 M       | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $208336.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA4749 M       | 2032-09-20      | 3.0000%  | 0.0000% | $224867.00         | $25467.70          | Agency Mortgage-Backed Securities  |
| GNII SF 004747 M       | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $24602.67          | Agency Mortgage-Backed Securities  |
| GNII SF BC9322 C       | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16830.34          | Agency Mortgage-Backed Securities  |
| GNII JM MA7928 M       | 2052-03-20      | 3.0000%  | 0.0000% | $2439564.00        | $1594393.86        | Agency Mortgage-Backed Securities  |
| GNMI SF BS5088 X       | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50841.82          | Agency Mortgage-Backed Securities  |
| GNII RG CN9974 C       | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1324816.68        | Agency Mortgage-Backed Securities  |
| GNMI SF 400596 X       | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $69797.43          | Agency Mortgage-Backed Securities  |
| GNII SF 003362 M       | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $6668.16           | Agency Mortgage-Backed Securities  |
| GNII SF MA2598 M       | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $54796.28          | Agency Mortgage-Backed Securities  |
| GNII SF MA1204 M       | 2028-08-20      | 3.5000%  | 0.0000% | $5000000.00        | $151209.67         | Agency Mortgage-Backed Securities  |
| GNII SF AR3762 C       | 2046-02-20      | 4.0000%  | 0.0000% | $25000.00          | $5031.09           | Agency Mortgage-Backed Securities  |
| GNII SF 003432 M       | 2033-08-20      | 6.5000%  | 0.0000% | $618862.00         | $8050.82           | Agency Mortgage-Backed Securities  |
| GNII SF MB0335 M       | 2036-11-20      | 2.5000%  | 0.0000% | $129662.00         | $109581.28         | Agency Mortgage-Backed Securities  |
| GNII ET DK9790 C       | 2065-03-20      | 7.0000%  | 0.0000% | $776193.00         | $801116.76         | Agency Mortgage-Backed Securities  |
| GNII SF DK6459 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1124896.00        | $1151316.39        | Agency Mortgage-Backed Securities  |
| GNII SF DK7077 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1682878.00        | $1746186.92        | Agency Mortgage-Backed Securities  |
| GNII SF DK5626 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1686944.00        | $1757491.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2223   | 2055-09-01      | 5.5000%  | 0.0000% | $7596584.00        | $7726704.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1129   | 2055-08-01      | 5.5000%  | 0.0000% | $1050412.00        | $1070958.88        | Agency Mortgage-Backed Securities  |
| GNII SF DK8033 C       | 2055-07-20      | 5.5000%  | 0.0000% | $85292.00          | $86521.26          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0673   | 2055-03-01      | 6.5000%  | 0.0000% | $49744000.00       | $47919922.78       | Agency Mortgage-Backed Securities  |
| GNII SF AC0186 C       | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $298518.22         | Agency Mortgage-Backed Securities  |
| GNII SF DL4829 C       | 2055-08-20      | 5.5000%  | 0.0000% | $82076.00          | $83506.81          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9121 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3638732.00        | $3831847.10        | Agency Mortgage-Backed Securities  |
| GNII SP 785054 C       | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $254141.68         | Agency Mortgage-Backed Securities  |
| GNII SF DF1666 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1187130.00        | $1168699.82        | Agency Mortgage-Backed Securities  |
| GNMI SF BR6083 X       | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $31760.44          | Agency Mortgage-Backed Securities  |
| GNII SF CC9793 C       | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $95848.00          | Agency Mortgage-Backed Securities  |
| GNII RG CL7221 C       | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $3015212.67        | Agency Mortgage-Backed Securities  |
| GNII SF BW8884 C       | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $392049.64         | Agency Mortgage-Backed Securities  |
| GNII SF DE9387 C       | 2054-09-20      | 5.0000%  | 0.0000% | $5357672.00        | $4720110.08        | Agency Mortgage-Backed Securities  |
| GNII SF DE2242 C       | 2054-10-20      | 5.0000%  | 0.0000% | $8125952.00        | $7727627.95        | Agency Mortgage-Backed Securities  |
| GNII SF DD6930 C       | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1843534.09        | Agency Mortgage-Backed Securities  |
| GNII SF DE5639 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1544622.00        | $1517880.16        | Agency Mortgage-Backed Securities  |
| GNII SF DL7813 C       | 2055-08-20      | 5.5000%  | 0.0000% | $5795580.00        | $5888047.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA4966   | 2043-03-01      | 4.5000%  | 0.0000% | $773705.00         | $572184.05         | Agency Mortgage-Backed Securities  |
| GNII SF DL6604 C       | 2055-08-20      | 5.5000%  | 0.0000% | $375364.00         | $381075.46         | Agency Mortgage-Backed Securities  |
| GNII SF DK1645 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1622306.25        | Agency Mortgage-Backed Securities  |
| GNII SF MB0423 M       | 2055-05-20      | 5.0000%  | 0.0000% | $252740608.00      | $249999198.96      | Agency Mortgage-Backed Securities  |
| GNII SF DK1877 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1177957.96        | Agency Mortgage-Backed Securities  |
| GNII SF DK5763 C       | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5643789.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5822   | 2055-08-01      | 5.5000%  | 0.0000% | $7994696.00        | $8076024.27        | Agency Mortgage-Backed Securities  |
| GNII SF DK2770 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1918267.59        | Agency Mortgage-Backed Securities  |
| GNII SF DL4786 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1190108.00        | $1253626.96        | Agency Mortgage-Backed Securities  |
| GNII SF DL7874 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3449436.00        | $3506806.25        | Agency Mortgage-Backed Securities  |
| GNII SF DM0776 C       | 2055-08-20      | 7.0000%  | 0.0000% | $7287904.00        | $7785015.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5573   | 2039-10-01      | 6.5000%  | 0.0000% | $78750.00          | $56591.22          | Agency Mortgage-Backed Securities  |
| GNII SF BI4636 C       | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $544410.19         | Agency Mortgage-Backed Securities  |
| GNII SP 784328 C       | 2046-11-20      | 3.0000%  | 0.0000% | $20000000.00       | $5787823.16        | Agency Mortgage-Backed Securities  |
| GNII SF BY0805 C       | 2050-09-20      | 2.5000%  | 0.0000% | $50000.00          | $20994.93          | Agency Mortgage-Backed Securities  |
| GNII SF DB6463 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1285934.87        | Agency Mortgage-Backed Securities  |
| GNII SF BY0776 C       | 2050-09-20      | 2.5000%  | 0.0000% | $327000.00         | $148441.04         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0105   | 2051-06-25      | 2.5000%  | 0.0000% | $5000000.00        | $3856808.64        | Agency Mortgage-Backed Securities  |
| GNII SF DB8865 C       | 2054-05-20      | 6.5000%  | 0.0000% | $2949984.00        | $2934699.60        | Agency Mortgage-Backed Securities  |
| GNII SF CG2337 C       | 2051-09-20      | 3.0000%  | 0.0000% | $219109.00         | $138388.65         | Agency Mortgage-Backed Securities  |
| GNII RG CI4386 C       | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1211808.42        | Agency Mortgage-Backed Securities  |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $16476319.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL922041   | 2037-02-01      | 6.0000%  | 0.0000% | $14697792.00       | $102695.53         | Agency Mortgage-Backed Securities  |
| GNII RG CI7786 C       | 2049-06-20      | 5.5000%  | 0.0000% | $3186136.00        | $1171074.99        | Agency Mortgage-Backed Securities  |
| GNII ET DD7292 C       | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $273884.00         | Agency Mortgage-Backed Securities  |
| GNII RG CE4208 C       | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $136934.33         | Agency Mortgage-Backed Securities  |
| GNII SF BV3600 C       | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $89021.98          | Agency Mortgage-Backed Securities  |
| GNII SF CZ1216 C       | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1799267.11        | Agency Mortgage-Backed Securities  |
| GNII RG CM0722 C       | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $552789.51         | Agency Mortgage-Backed Securities  |
| GNII RG CO9536 C       | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $810718.19         | Agency Mortgage-Backed Securities  |
| GNMI SF BE0144 X       | 2048-01-15      | 4.0000%  | 0.0000% | $28000.00          | $9807.08           | Agency Mortgage-Backed Securities  |
| GNII SF DC1385 C       | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1970830.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8509   | 2053-03-01      | 3.5000%  | 0.0000% | $3952296.00        | $3349653.79        | Agency Mortgage-Backed Securities  |
| GNII ET CZ7108 C       | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $300882.27         | Agency Mortgage-Backed Securities  |
| GNMI SF BU8662 X       | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3936651.74        | Agency Mortgage-Backed Securities  |
| GNII SF BR8839 C       | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $960522.48         | Agency Mortgage-Backed Securities  |
| GNMI SF BN0304 X       | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $201957.17         | Agency Mortgage-Backed Securities  |
| GNCL CL CY8222         | 2065-11-15      | 5.6500%  | 0.0000% | $20228896.00       | $20631460.01       | Agency Mortgage-Backed Securities  |
| GNAR AS 082678 M       | 2040-11-20      | 6.3750%  | 0.0000% | $8000000.00        | $195852.22         | Agency Mortgage-Backed Securities  |
| GNMI SF BS5027 X       | 2050-02-15      | 3.5000%  | 0.0000% | $1338664.00        | $207644.54         | Agency Mortgage-Backed Securities  |
| GNII RG CI8117 C       | 2049-12-20      | 5.5000%  | 0.0000% | $2851576.00        | $1516649.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8156   | 2051-07-01      | 2.5000%  | 0.0000% | $3500000.00        | $2065874.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI9675   | 2054-07-01      | 6.0000%  | 0.0000% | $1505598.00        | $1120776.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3950   | 2040-08-01      | 6.0000%  | 0.0000% | $1269208.00        | $1297354.64        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8085   | 2035-12-01      | 2.5000%  | 0.0000% | $435038.00         | $147127.65         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8403   | 2054-02-01      | 6.5000%  | 0.0000% | $204949.00         | $133242.46         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PRE6103   | 2051-07-01      | 2.0000%  | 0.0000% | $66100000.00       | $40630881.70       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB5312   | 2044-08-01      | 6.5000%  | 0.0000% | $1989284.00        | $1478559.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH2154   | 2053-09-01      | 5.5000%  | 0.0000% | $46393000.00       | $40859125.00       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1686   | 2052-09-01      | 5.5000%  | 0.0000% | $3000000.00        | $2266990.88        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0781   | 2051-11-01      | 3.0000%  | 0.0000% | $1010000.00        | $579343.17         | Agency Mortgage-Backed Securities  |
| GNII ET DF5599 C       | 2062-09-20      | 5.0000%  | 0.0000% | $670123.00         | $657954.44         | Agency Mortgage-Backed Securities  |
| GNII SF CY6898 C       | 2053-11-20      | 7.5000%  | 0.0000% | $11021296.00       | $8655348.29        | Agency Mortgage-Backed Securities  |
| GNII SF CY6902 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1493694.00        | $1555373.13        | Agency Mortgage-Backed Securities  |
| GNII RG CU1344 C       | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $660106.38         | Agency Mortgage-Backed Securities  |
| GNII SF DG4525 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1591684.00        | $1575131.80        | Agency Mortgage-Backed Securities  |
| GNII SF DG2299 C       | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21890045.67       | Agency Mortgage-Backed Securities  |
| GNII SF DF4828 C       | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $2401780.73        | Agency Mortgage-Backed Securities  |
| GNII SF CX6562 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1385840.00        | $1417011.77        | Agency Mortgage-Backed Securities  |
| GNII SF CY6903 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2404460.00        | $2284102.03        | Agency Mortgage-Backed Securities  |
| GNII SF DG1191 C       | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $2204756.45        | Agency Mortgage-Backed Securities  |
| GNII ET DG5403 C       | 2065-01-20      | 6.0000%  | 0.0000% | $200333.00         | $203281.99         | Agency Mortgage-Backed Securities  |
| GNII ET DG6897 C       | 2064-11-20      | 6.0000%  | 0.0000% | $601934.00         | $610575.37         | Agency Mortgage-Backed Securities  |
| GNPL PN CW8884         | 2058-12-15      | 6.1400%  | 0.0000% | $165447.00         | $177690.33         | Agency Mortgage-Backed Securities  |
| GNII SF DF0749 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1164974.00        | $1146234.49        | Agency Mortgage-Backed Securities  |
| GNII ET DF2789 C       | 2064-11-20      | 6.0000%  | 0.0000% | $184295.00         | $187083.92         | Agency Mortgage-Backed Securities  |
| GNII SF DF5967 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1718364.00        | $1567774.23        | Agency Mortgage-Backed Securities  |
| GNII SF DF1309 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1822884.00        | $1793501.86        | Agency Mortgage-Backed Securities  |
| GNII SF DE2625 C       | 2054-10-20      | 6.0000%  | 0.0000% | $4221696.00        | $4314276.95        | Agency Mortgage-Backed Securities  |
| GNII SF DG4442 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1798712.38        | Agency Mortgage-Backed Securities  |
| GNII ET CZ0958 C       | 2064-01-20      | 7.5000%  | 0.0000% | $2695836.00        | $1076290.46        | Agency Mortgage-Backed Securities  |
| GNII SF DH2882 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1106598.00        | $1145134.87        | Agency Mortgage-Backed Securities  |
| GNII SF DH1579 C       | 2055-01-20      | 5.5000%  | 0.0000% | $1550978.00        | $1552960.19        | Agency Mortgage-Backed Securities  |
| GNII SF DG5193 C       | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2385865.03        | Agency Mortgage-Backed Securities  |
| GNII SF DE2638 C       | 2054-10-20      | 6.0000%  | 0.0000% | $3195840.00        | $3263597.67        | Agency Mortgage-Backed Securities  |
| GNII SF DI6960 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1262856.14        | Agency Mortgage-Backed Securities  |
| GNII JM MB0014 M       | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $1450845.53        | Agency Mortgage-Backed Securities  |
| GNII ET DI6471 C       | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $585048.20         | Agency Mortgage-Backed Securities  |
| GNII ET DI1364 C       | 2064-07-20      | 6.0000%  | 0.0000% | $106951.00         | $108572.66         | Agency Mortgage-Backed Securities  |
| GNII SF DI6456 C       | 2055-04-20      | 5.5000%  | 0.0000% | $6439264.00        | $6522315.00        | Agency Mortgage-Backed Securities  |
| GNII SF DI5180 C       | 2055-05-20      | 6.0000%  | 0.0000% | $4239976.00        | $4403995.31        | Agency Mortgage-Backed Securities  |
| GNII SF DI8838 C       | 2055-08-20      | 6.0000%  | 0.0000% | $3668348.00        | $3803756.51        | Agency Mortgage-Backed Securities  |
| GNII SF DI2717 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4151110.94        | Agency Mortgage-Backed Securities  |
| GNII SF DI5417 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1350172.00        | $1395442.26        | Agency Mortgage-Backed Securities  |
| GNII SF DI8073 C       | 2055-05-20      | 5.5000%  | 0.0000% | $883349.00         | $887154.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580   | 2052-04-01      | 3.5000%  | 0.0000% | $691200.00         | $477763.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CICB8417   | 2039-03-01      | 6.5000%  | 0.0000% | $1230426.00        | $742598.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8125   | 2055-09-01      | 6.5000%  | 0.0000% | $20043104.00       | $21002658.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2061   | 2052-06-01      | 4.0000%  | 0.0000% | $900000.00         | $663356.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4724   | 2037-09-01      | 3.0000%  | 0.0000% | $1901550.00        | $1267478.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA7919 M       | 2028-03-20      | 7.0000%  | 0.0000% | $26825.00          | $10870.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA6688 M       | 2034-11-20      | 5.0000%  | 0.0000% | $634921.00         | $127357.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBX3198   | 2052-12-01      | 4.0000%  | 0.0000% | $9000.00           | $6594.86           | Agency Mortgage-Backed Securities  |
| GNII JM MA7638 M       | 2051-10-20      | 2.0000%  | 0.0000% | $75000.00          | $46265.06          | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $15038320.00       | $9403756.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5155   | 2053-09-01      | 3.5000%  | 0.0000% | $5374888.00        | $4642547.01        | Agency Mortgage-Backed Securities  |
| GNAR AT MA7901 M       | 2051-11-20      | 3.0000%  | 0.0000% | $233923.00         | $217631.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5451   | 2055-01-01      | 5.5000%  | 0.0000% | $14735920.00       | $14612588.13       | Agency Mortgage-Backed Securities  |
| GNII JM MA8481 M       | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $413136.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA8612 M       | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $198337.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA9383 M       | 2031-10-20      | 2.5000%  | 0.0000% | $48928.00          | $36796.99          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038   | 2053-06-01      | 5.0000%  | 0.0000% | $669000.00         | $565414.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA8563 M       | 2051-02-20      | 2.0000%  | 0.0000% | $6184568.00        | $4085680.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA8979 M       | 2030-01-20      | 1.5000%  | 0.0000% | $28344.00          | $15288.27          | Agency Mortgage-Backed Securities  |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $208401000.00      | $152055272.66      | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $71111296.00       | $54173107.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $51577920.00       | $39360510.23       | Agency Mortgage-Backed Securities  |
| GNAR AF MA2010 M       | 2044-06-20      | 5.6250%  | 0.0000% | $63087616.00       | $859361.69         | Agency Mortgage-Backed Securities  |
| GNII SF CX4164 C       | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2582694.24        | Agency Mortgage-Backed Securities  |
| GNII SF CY8715 C       | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $631071.18         | Agency Mortgage-Backed Securities  |
| GNII SF CY5518 C       | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1668312.99        | Agency Mortgage-Backed Securities  |
| GNII SF CX6597 C       | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $5991124.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA6783   | 2040-08-01      | 2.0000%  | 0.0000% | $200000.00         | $97615.72          | Agency Mortgage-Backed Securities  |
| GNII SF CQ9879 C       | 2052-10-20      | 5.0000%  | 0.0000% | $1535194.00        | $1516898.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA6218 M       | 2049-10-20      | 3.0000%  | 0.0000% | $1574644.00        | $247406.72         | Agency Mortgage-Backed Securities  |
| GNII ET CZ9537 C       | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $294884.74         | Agency Mortgage-Backed Securities  |
| GNPL PN DA8489         | 2059-09-15      | 5.4800%  | 0.0000% | $48978.00          | $50552.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA4382 M       | 2047-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $5885334.95        | Agency Mortgage-Backed Securities  |
| GNII ET CZ6964 C       | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $1734574.10        | Agency Mortgage-Backed Securities  |
| GNII SF CX4169 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1570289.01        | Agency Mortgage-Backed Securities  |
| GNII SF CY1079 C       | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1602680.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA6283 M       | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2720600.15        | Agency Mortgage-Backed Securities  |
| GNII SF MA8691 M       | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $45024.73          | Agency Mortgage-Backed Securities  |
| GNII SF MA9906 M       | 2054-09-20      | 5.5000%  | 0.0000% | $83203840.00       | $79215170.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M       | 2053-03-20      | 5.0000%  | 0.0000% | $115418368.00      | $92565971.09       | Agency Mortgage-Backed Securities  |
| GNII RG CM2670 C       | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $464312.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA8621 M       | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $173751.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $11400000.00       | $10345434.10       | Agency Mortgage-Backed Securities  |
| GNMI SF AD6086 X       | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23603.44          | Agency Mortgage-Backed Securities  |
| GNII SF DI6464 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1778453.22        | Agency Mortgage-Backed Securities  |
| GNII SF MA8770 M       | 2038-04-20      | 5.0000%  | 0.0000% | $64314.00          | $41545.67          | Agency Mortgage-Backed Securities  |
| GNII SF MB0461 M       | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $286300.38         | Agency Mortgage-Backed Securities  |
| GNII SF MB0399 M       | 2040-06-20      | 5.0000%  | 0.0000% | $1060054.00        | $1043699.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6906   | 2049-05-01      | 3.5000%  | 0.0000% | $68508672.00       | $54776451.80       | Agency Mortgage-Backed Securities  |
| GNII SF BX4958 C       | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $58233.40          | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $150359552.00      | $150341366.83      | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $20000000.00       | $10587476.25       | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M       | 2053-07-20      | 2.0000%  | 0.0000% | $219500.00         | $134912.49         | Agency Mortgage-Backed Securities  |
| GNII SF AD8825 C       | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $3102779.23        | Agency Mortgage-Backed Securities  |
| GNII SF AE0624 C       | 2043-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $306504.08         | Agency Mortgage-Backed Securities  |
| GNMI SF AD6349 X       | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $317897.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA9491 M       | 2053-12-20      | 7.0000%  | 0.0000% | $3887088.00        | $1803297.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $57181248.00       | $38775917.60       | Agency Mortgage-Backed Securities  |
| GNAR AF MA9865 M       | 2054-08-20      | 6.0000%  | 0.0000% | $1513774.00        | $852612.07         | Agency Mortgage-Backed Securities  |
| GNII SF DI3144 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2202474.11        | Agency Mortgage-Backed Securities  |
| GNII SF AD2190 C       | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $265534.62         | Agency Mortgage-Backed Securities  |
| GNII SF AR9014 C       | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1130961.92        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3806   | 2052-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $713093.37         | Agency Mortgage-Backed Securities  |
| GNII SF MA7915 M       | 2033-06-20      | 5.0000%  | 0.0000% | $94167.00          | $30409.16          | Agency Mortgage-Backed Securities  |
| GNII SF BV7358 C       | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $300568.05         | Agency Mortgage-Backed Securities  |
| GNII JM MA8558 M       | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $633341.67         | Agency Mortgage-Backed Securities  |
| GNII SF CC9792 C       | 2051-04-20      | 3.0000%  | 0.0000% | $103012.00         | $60391.19          | Agency Mortgage-Backed Securities  |
| GNII RG CL7259 C       | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1277358.32        | Agency Mortgage-Backed Securities  |
| GNII SF AV8890 C       | 2047-01-20      | 4.0000%  | 0.0000% | $850000.00         | $274999.56         | Agency Mortgage-Backed Securities  |
| GNII SF AD1744 C       | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $110013.80         | Agency Mortgage-Backed Securities  |
| GNII SF AL9855 C       | 2045-04-20      | 4.0000%  | 0.0000% | $4539584.00        | $660483.62         | Agency Mortgage-Backed Securities  |
| GNII SF DF5609 C       | 2054-11-20      | 4.5000%  | 0.0000% | $1006850.00        | $967432.62         | Agency Mortgage-Backed Securities  |
| GNMI SF 757390 X       | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $740432.38         | Agency Mortgage-Backed Securities  |
| GNMI SF AM8641 X       | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5253.44           | Agency Mortgage-Backed Securities  |
| GNMI SF AL0786 X       | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6238.99           | Agency Mortgage-Backed Securities  |
| GNII SP 785788 C       | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $378039.03         | Agency Mortgage-Backed Securities  |
| GNII SF DG7442 C       | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6471987.31        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2955 C       | 2055-06-20      | 5.5000%  | 0.0000% | $29232320.00       | $29642881.44       | Agency Mortgage-Backed Securities  |
| GNII SF AM4381 C       | 2045-05-20      | 3.5000%  | 0.0000% | $299388.00         | $49173.18          | Agency Mortgage-Backed Securities  |
| GNMI SF 757400 X       | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $52810.90          | Agency Mortgage-Backed Securities  |
| GNII SF DJ2837 C       | 2055-07-20      | 6.5000%  | 0.0000% | $9050192.00        | $9428679.80        | Agency Mortgage-Backed Securities  |
| GNII SF DH6854 C       | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $6306175.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA5625 M       | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $331110.67         | Agency Mortgage-Backed Securities  |
| GNII SF DE1090 C       | 2054-10-20      | 7.0000%  | 0.0000% | $4523712.00        | $1461262.93        | Agency Mortgage-Backed Securities  |
| GNPL PN CY8218         | 2059-01-15      | 6.9300%  | 0.0000% | $272368.00         | $298413.56         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1638390.74        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1171 C       | 2054-03-20      | 7.5000%  | 0.0000% | $17053952.00       | $17041852.33       | Agency Mortgage-Backed Securities  |
| GNII SF DA6823 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1527570.00        | $1052027.10        | Agency Mortgage-Backed Securities  |
| GNII SF CY6906 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1465320.00        | $1511968.82        | Agency Mortgage-Backed Securities  |
| GNII SF CX3733 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $1570461.57        | Agency Mortgage-Backed Securities  |
| GNII SF MA6016 M       | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $94658.79          | Agency Mortgage-Backed Securities  |
| GNII SF DD7537 C       | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3871767.75        | Agency Mortgage-Backed Securities  |
| GNII SF DA9372 C       | 2054-08-20      | 5.0000%  | 0.0000% | $1724140.00        | $1701126.57        | Agency Mortgage-Backed Securities  |
| GNII SF DB5963 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1809464.91        | Agency Mortgage-Backed Securities  |
| GNII ET CZ2599 C       | 2063-12-20      | 8.0000%  | 0.0000% | $357203.00         | $370966.88         | Agency Mortgage-Backed Securities  |
| GNII ET DB3339 C       | 2064-11-20      | 6.0000%  | 0.0000% | $340484.00         | $345333.51         | Agency Mortgage-Backed Securities  |
| GNII SF DE9991 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1117894.00        | $1164670.79        | Agency Mortgage-Backed Securities  |
| GNPL PN CY1382         | 2059-04-15      | 5.5000%  | 0.0000% | $37011.00          | $38191.47          | Agency Mortgage-Backed Securities  |
| GNII SF DE5250 C       | 2054-11-20      | 4.5000%  | 0.0000% | $1201928.00        | $1150349.58        | Agency Mortgage-Backed Securities  |
| GNII SF MA8573 M       | 2053-01-20      | 7.0000%  | 0.0000% | $74000.00          | $24193.30          | Agency Mortgage-Backed Securities  |
| GNII RG CK3660 C       | 2051-01-20      | 2.5000%  | 0.0000% | $7027848.00        | $3834670.17        | Agency Mortgage-Backed Securities  |
| GNII SF MA8460 M       | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $46071.01          | Agency Mortgage-Backed Securities  |
| GNII SF CL0623 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $771555.42         | Agency Mortgage-Backed Securities  |
| GNII SF DI7288 C       | 2055-03-20      | 5.5000%  | 0.0000% | $2003136.00        | $2011032.10        | Agency Mortgage-Backed Securities  |
| GNII RG CP0135 C       | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $161324.54         | Agency Mortgage-Backed Securities  |
| GNII SF MB0237 M       | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $58826.91          | Agency Mortgage-Backed Securities  |
| GNII SF BX4944 C       | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $91674.66          | Agency Mortgage-Backed Securities  |
| GNII JM MA8258 M       | 2052-08-20      | 3.0000%  | 0.0000% | $6709856.00        | $4421075.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS7326   | 2038-11-01      | 3.0000%  | 0.0000% | $2460464.00        | $1908497.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5493   | 2042-07-01      | 3.5000%  | 0.0000% | $64801152.00       | $10235167.70       | Agency Mortgage-Backed Securities  |
| GNII SF MA8645 M       | 2053-02-20      | 4.0000%  | 0.0000% | $26204800.00       | $20462750.55       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA4633   | 2042-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $702973.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA4915   | 2038-02-01      | 5.0000%  | 0.0000% | $578207.00         | $349966.53         | Agency Mortgage-Backed Securities  |
| GNII SF BD4034 C       | 2048-04-20      | 4.0000%  | 0.0000% | $260867.00         | $40657.13          | Agency Mortgage-Backed Securities  |
| GNMI SF BA9083 X       | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $51958.08          | Agency Mortgage-Backed Securities  |
| GNII SF MA9300 M       | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3499830.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA9780 M       | 2054-07-20      | 6.0000%  | 0.0000% | $32825600.00       | $27246181.60       | Agency Mortgage-Backed Securities  |
| GNII SF BB0764 C       | 2047-06-20      | 4.0000%  | 0.0000% | $1055568.00        | $184398.41         | Agency Mortgage-Backed Securities  |
| GNMI SF BC9137 X       | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $70662.41          | Agency Mortgage-Backed Securities  |
| GNII JM MA8785 M       | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $658559.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA9420 M       | 2052-12-20      | 4.0000%  | 0.0000% | $2170336.00        | $1797462.80        | Agency Mortgage-Backed Securities  |
| GNII SF BX4961 C       | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $101453.32         | Agency Mortgage-Backed Securities  |
| GNII SF BV9803 C       | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1359038.32        | Agency Mortgage-Backed Securities  |
| GNMI SF BT9206 X       | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $143534.53         | Agency Mortgage-Backed Securities  |
| GNII RG CN9958 C       | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $102452.28         | Agency Mortgage-Backed Securities  |
| GNMI SF BQ0724 X       | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $80223.41          | Agency Mortgage-Backed Securities  |
| GNII SF BT6867 C       | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $848571.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $56701824.00       | $50217226.26       | Agency Mortgage-Backed Securities  |
| GNII SF MA0783 M       | 2043-02-20      | 3.5000%  | 0.0000% | $2369820.00        | $224152.36         | Agency Mortgage-Backed Securities  |
| GNII SP 785791 C       | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $564631.18         | Agency Mortgage-Backed Securities  |
| GNMI SP 781210 X       | 2029-09-15      | 6.5000%  | 0.0000% | $6872000.00        | $7352.97           | Agency Mortgage-Backed Securities  |
| GNII SF MA4425 M       | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $96603.64          | Agency Mortgage-Backed Securities  |
| GNII SF AB7786 C       | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $191038.72         | Agency Mortgage-Backed Securities  |
| GNII SF MA5268 M       | 2048-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $121426.20         | Agency Mortgage-Backed Securities  |
| GNII SF DI0930 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2241116.17        | Agency Mortgage-Backed Securities  |
| GNII SF DI8364 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1288936.00        | $1338567.80        | Agency Mortgage-Backed Securities  |
| GNII SF DK8324 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1569260.98        | Agency Mortgage-Backed Securities  |
| GNII SF DI7731 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1465670.00        | $1519777.58        | Agency Mortgage-Backed Securities  |
| GNII SF DI5725 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3019300.23        | Agency Mortgage-Backed Securities  |
| GNII SF DI8318 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $1931423.58        | Agency Mortgage-Backed Securities  |
| GNII SF DL3672 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1886572.00        | $1965517.71        | Agency Mortgage-Backed Securities  |
| GNII SF DL2093 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1299266.00        | $1324293.27        | Agency Mortgage-Backed Securities  |
| GNII SF DK9227 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1838940.00        | $1824216.48        | Agency Mortgage-Backed Securities  |
| GNII SF DI0891 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1168182.00        | $1201913.84        | Agency Mortgage-Backed Securities  |
| GNII ET DK9190 C       | 2065-06-20      | 6.0000%  | 0.0000% | $757719.00         | $770053.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0374   | 2055-07-01      | 6.5000%  | 0.0000% | $1745990.00        | $1831979.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8554   | 2055-02-01      | 6.0000%  | 0.0000% | $1443940.00        | $1300252.77        | Agency Mortgage-Backed Securities  |
| GNII SF DI4704 C       | 2055-08-20      | 6.0000%  | 0.0000% | $10718736.00       | $11163731.47       | Agency Mortgage-Backed Securities  |
| GNII SF AB7500 C       | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6473.74           | Agency Mortgage-Backed Securities  |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $330000.00         | $26513.24          | Agency Mortgage-Backed Securities  |
| GNII ET DI0439 C       | 2064-12-20      | 6.0000%  | 0.0000% | $140426.00         | $141713.79         | Agency Mortgage-Backed Securities  |
| GNII SF DM0787 C       | 2055-08-20      | 7.5000%  | 0.0000% | $17550336.00       | $18829340.13       | Agency Mortgage-Backed Securities  |
| GNII SF DK5757 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4758024.82        | Agency Mortgage-Backed Securities  |
| GNII SF DM1875 C       | 2055-08-20      | 5.0000%  | 0.0000% | $6824328.00        | $6726698.41        | Agency Mortgage-Backed Securities  |
| GNII SF DE9492 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1025702.00        | $1014617.51        | Agency Mortgage-Backed Securities  |
| GNII SF DH8527 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1050270.28        | Agency Mortgage-Backed Securities  |
| GNCL CL DD8086         | 2067-05-15      | 5.8400%  | 0.0000% | $12373584.00       | $12726654.59       | Agency Mortgage-Backed Securities  |
| GNII SF DF1936 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $884378.41         | Agency Mortgage-Backed Securities  |
| GNII SF 755107 C       | 2040-12-20      | 4.0000%  | 0.0000% | $7454808.00        | $820637.68         | Agency Mortgage-Backed Securities  |
| GNII SF DH3433 C       | 2055-01-20      | 6.5000%  | 0.0000% | $2799040.00        | $2870867.03        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1929 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1084892.00        | $1134923.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL905013   | 2037-05-01      | 6.0000%  | 0.0000% | $4212970.00        | $303122.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7770   | 2054-01-01      | 4.5000%  | 0.0000% | $3910892.00        | $3211589.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9259   | 2055-05-01      | 5.5000%  | 0.0000% | $2695450.00        | $2720154.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2563   | 2055-07-01      | 6.5000%  | 0.0000% | $1734000.00        | $1806908.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6318   | 2055-08-01      | 6.0000%  | 0.0000% | $9768672.00        | $10121102.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8082   | 2055-08-01      | 6.5000%  | 0.0000% | $1265112.00        | $1337380.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7318   | 2053-10-01      | 4.5000%  | 0.0000% | $5325000.00        | $4653080.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8890   | 2054-12-01      | 5.5000%  | 0.0000% | $2341768.00        | $2357596.64        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDD6972   | 2055-04-01      | 4.0000%  | 0.0000% | $4081376.00        | $3803819.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6896   | 2053-08-01      | 4.5000%  | 0.0000% | $241000.00         | $204755.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2600   | 2052-05-01      | 3.0000%  | 0.0000% | $504000.00         | $359583.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4337   | 2055-04-01      | 6.0000%  | 0.0000% | $3032916.00        | $3099877.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CKMA3400   | 2048-06-01      | 4.5000%  | 0.0000% | $7000000.00        | $509575.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4990   | 2037-11-01      | 4.5000%  | 0.0000% | $153986.00         | $98317.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1547   | 2055-05-01      | 6.0000%  | 0.0000% | $5859640.00        | $5864848.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICB4256   | 2037-08-01      | 4.0000%  | 0.0000% | $145803.00         | $92139.35          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV4051   | 2037-04-01      | 2.0000%  | 0.0000% | $109318.00         | $57601.71          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2824   | 2055-05-01      | 5.0000%  | 0.0000% | $1049502.00        | $1046095.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9421   | 2050-07-01      | 3.0000%  | 0.0000% | $771000.00         | $365497.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7985   | 2055-09-01      | 6.0000%  | 0.0000% | $14184096.00       | $14571104.34       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5054   | 2040-06-01      | 2.5000%  | 0.0000% | $33457216.00       | $10821301.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1170   | 2055-06-01      | 6.5000%  | 0.0000% | $11772368.00       | $11907459.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6699   | 2055-08-01      | 6.0000%  | 0.0000% | $32382080.00       | $33275523.19       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAI9798   | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $5046.43           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4311   | 2041-04-01      | 2.0000%  | 0.0000% | $50000.00          | $29081.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA7136 M       | 2051-01-20      | 2.5000%  | 0.0000% | $6106800.00        | $2715732.32        | Agency Mortgage-Backed Securities  |
| GNII JM MA5978 M       | 2049-06-20      | 4.5000%  | 0.0000% | $2008248.00        | $136756.58         | Agency Mortgage-Backed Securities  |
| GNII JM MA6402 M       | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $104692.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA6444 M       | 2030-01-20      | 2.0000%  | 0.0000% | $459544.00         | $101315.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654   | 2052-07-01      | 3.5000%  | 0.0000% | $17382880.00       | $13066362.31       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4933   | 2053-02-01      | 3.5000%  | 0.0000% | $6027776.00        | $4653789.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4693   | 2055-07-01      | 5.5000%  | 0.0000% | $4086952.00        | $4216971.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8742   | 2055-09-01      | 6.0000%  | 0.0000% | $4643224.00        | $4790863.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7220   | 2053-09-01      | 5.5000%  | 0.0000% | $900000.00         | $802425.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8127   | 2054-03-01      | 5.0000%  | 0.0000% | $2000000.00        | $1799827.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5341   | 2054-04-01      | 4.0000%  | 0.0000% | $3961588.00        | $3446048.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5537   | 2039-11-01      | 6.0000%  | 0.0000% | $6000.00           | $5006.58           | Agency Mortgage-Backed Securities  |
| GNII SF MA7991 M       | 2052-04-20      | 4.5000%  | 0.0000% | $26385696.00       | $18955927.99       | Agency Mortgage-Backed Securities  |
| GNII SF MA7058 M       | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $16867.81          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5393   | 2039-06-01      | 5.5000%  | 0.0000% | $173000.00         | $120545.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5472   | 2054-09-01      | 6.5000%  | 0.0000% | $47076.00          | $40001.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $17480896.00       | $10837481.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $287916032.00      | $175709115.83      | Agency Mortgage-Backed Securities  |
| GNII SF MA4196 M       | 2047-01-20      | 3.5000%  | 0.0000% | $625000.00         | $81919.02          | Agency Mortgage-Backed Securities  |
| GNII SF CR5904 C       | 2053-01-20      | 4.5000%  | 0.0000% | $1481136.00        | $1167330.27        | Agency Mortgage-Backed Securities  |
| GNII SF MA8025 M       | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $301373.12         | Agency Mortgage-Backed Securities  |
| GNII SF CV9457 C       | 2053-07-20      | 5.5000%  | 0.0000% | $1845430.00        | $1618463.91        | Agency Mortgage-Backed Securities  |
| GNII SF CV1576 C       | 2053-06-20      | 6.5000%  | 0.0000% | $3328504.00        | $3031845.22        | Agency Mortgage-Backed Securities  |
| GNII JM MA4185 M       | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $26357.92          | Agency Mortgage-Backed Securities  |
| GNII SF MA7767 M       | 2051-12-20      | 2.5000%  | 0.0000% | $6464176.00        | $4042244.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA7312 M       | 2051-04-20      | 2.5000%  | 0.0000% | $65797120.00       | $33656913.04       | Agency Mortgage-Backed Securities  |
| GNII SF MA7993 M       | 2052-04-20      | 5.5000%  | 0.0000% | $33000.00          | $18117.86          | Agency Mortgage-Backed Securities  |
| GNII SF MA7519 M       | 2029-04-20      | 8.0000%  | 0.0000% | $40172.00          | $5847.17           | Agency Mortgage-Backed Securities  |
| GNII JM MA7043 M       | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $139033.46         | Agency Mortgage-Backed Securities  |
| GNMI SF BI8449 X       | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $163989.33         | Agency Mortgage-Backed Securities  |
| GNII SF DM0779 C       | 2055-08-20      | 7.0000%  | 0.0000% | $30754304.00       | $32852099.49       | Agency Mortgage-Backed Securities  |
| GNII SF DL6857 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4371888.00        | $4578890.58        | Agency Mortgage-Backed Securities  |
| GNII SF DL6990 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2417512.00        | $2523388.45        | Agency Mortgage-Backed Securities  |
| GNII SF DL8958 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $2009715.30        | Agency Mortgage-Backed Securities  |
| GNII SF DM0611 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3253044.00        | $3307147.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $4636520.00        | $2561701.34        | Agency Mortgage-Backed Securities  |
| GNAR AF MA7840 M       | 2051-12-20      | 2.0000%  | 0.0000% | $525494.00         | $459121.51         | Agency Mortgage-Backed Securities  |
| GNII SF DL4787 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1227852.00        | $1277603.43        | Agency Mortgage-Backed Securities  |
| GNII SF DM1529 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2072540.00        | $2161024.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA7001 M       | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $88151.84          | Agency Mortgage-Backed Securities  |
| GNII SF MA7311 M       | 2051-04-20      | 2.0000%  | 0.0000% | $9467920.00        | $5003195.24        | Agency Mortgage-Backed Securities  |
| GNII JM MA7308 M       | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $109037.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA9391 M       | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $210907.77         | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $32326400.00       | $25729151.53       | Agency Mortgage-Backed Securities  |
| GNII SF DM3307 C       | 2055-08-20      | 5.0000%  | 0.0000% | $2659072.00        | $2654623.08        | Agency Mortgage-Backed Securities  |
| GNII SF CA0502 C       | 2050-12-20      | 2.0000%  | 0.0000% | $2750000.00        | $1613525.04        | Agency Mortgage-Backed Securities  |
| GNII SF BG3940 C       | 2048-05-20      | 4.0000%  | 0.0000% | $1496698.00        | $668734.31         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $20000000.00       | $19509891.71       | Agency Mortgage-Backed Securities  |
| GNII ET DM0220 C       | 2065-04-20      | 4.0000%  | 0.0000% | $223361.00         | $206149.05         | Agency Mortgage-Backed Securities  |
| GNII SF BF9990 C       | 2048-05-20      | 4.0000%  | 0.0000% | $6991048.00        | $354290.37         | Agency Mortgage-Backed Securities  |
| GNII SF MA7458 M       | 2030-02-20      | 8.0000%  | 0.0000% | $53407.00          | $15420.61          | Agency Mortgage-Backed Securities  |
| GNII SF MA3980 M       | 2031-10-20      | 3.5000%  | 0.0000% | $88000.00          | $6848.14           | Agency Mortgage-Backed Securities  |
| GNII JM MA4290 M       | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $74456.25          | Agency Mortgage-Backed Securities  |
| GNII SF CX4168 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1526410.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA8245 M       | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $275923.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA3035 M       | 2045-08-20      | 4.0000%  | 0.0000% | $635000.00         | $44627.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA0318 M       | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3571000.70        | Agency Mortgage-Backed Securities  |
| GNII SF DD7555 C       | 2054-09-20      | 5.0000%  | 0.0000% | $2282980.00        | $2243856.18        | Agency Mortgage-Backed Securities  |
| GNII SF DC1659 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1166158.00        | $1201376.30        | Agency Mortgage-Backed Securities  |
| GNII SF DE8991 C       | 2054-09-20      | 6.0000%  | 0.0000% | $227394.00         | $202886.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $304839680.00      | $237257188.53      | Agency Mortgage-Backed Securities  |
| GNII SF MA8941 M       | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1275931.93        | Agency Mortgage-Backed Securities  |
| GNII SP 784825 C       | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $86250.87          | Agency Mortgage-Backed Securities  |
| GNAR AT 080913 M       | 2034-05-20      | 5.6250%  | 0.0000% | $1040000.00        | $8629.58           | Agency Mortgage-Backed Securities  |
| GNII SP 785790 C       | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $74769.27          | Agency Mortgage-Backed Securities  |
| GNII SF CM0733 C       | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $252076.72         | Agency Mortgage-Backed Securities  |
| GNII SF DH5580 C       | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2211881.83        | Agency Mortgage-Backed Securities  |
| GNII ET DG0081 C       | 2065-03-20      | 6.0000%  | 0.0000% | $59034.00          | $59987.36          | Agency Mortgage-Backed Securities  |
| GNII SF CC3188 C       | 2036-06-20      | 3.0000%  | 0.0000% | $1388734.00        | $1020246.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA8485 M       | 2052-03-20      | 2.5000%  | 0.0000% | $891075.00         | $602075.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4273   | 2053-04-01      | 5.0000%  | 0.0000% | $230000.00         | $191679.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256   | 2052-08-01      | 3.5000%  | 0.0000% | $9044000.00        | $7265704.81        | Agency Mortgage-Backed Securities  |
| GNII SF BM7542 C       | 2050-03-20      | 3.0000%  | 0.0000% | $61000.00          | $18955.12          | Agency Mortgage-Backed Securities  |
| GNII SF BM4130 C       | 2049-11-20      | 4.0000%  | 0.0000% | $300000.00         | $14051.16          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7974   | 2054-05-01      | 7.0000%  | 0.0000% | $50974912.00       | $43396684.89       | Agency Mortgage-Backed Securities  |
| GNII RG CN2043 C       | 2051-09-20      | 2.5000%  | 0.0000% | $1581892.00        | $1238473.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6039   | 2052-08-01      | 3.5000%  | 0.0000% | $3580032.00        | $2991057.27        | Agency Mortgage-Backed Securities  |
| GNII ET DG6927 C       | 2060-09-20      | 2.5000%  | 0.0000% | $212989.00         | $171310.78         | Agency Mortgage-Backed Securities  |
| GNII ET DG4628 C       | 2064-10-20      | 6.0000%  | 0.0000% | $49363.00          | $50070.45          | Agency Mortgage-Backed Securities  |
| GNII SP 785566 C       | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $74189.73          | Agency Mortgage-Backed Securities  |
| GNII SF DD6905 C       | 2054-08-20      | 7.0000%  | 0.0000% | $2002072.00        | $1420122.86        | Agency Mortgage-Backed Securities  |
| GNII SF DE2636 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2160588.00        | $2213764.71        | Agency Mortgage-Backed Securities  |
| GNII SF DG7582 C       | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3394492.32        | Agency Mortgage-Backed Securities  |
| GNII SF DH3948 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1029506.00        | $1083310.61        | Agency Mortgage-Backed Securities  |
| GNII ET DE2885 C       | 2064-10-20      | 6.0000%  | 0.0000% | $233175.00         | $236545.18         | Agency Mortgage-Backed Securities  |
| GNMI SP 784284 X       | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3486611.16        | Agency Mortgage-Backed Securities  |
| GNII ET DF7154 C       | 2064-12-20      | 6.0000%  | 0.0000% | $1768112.00        | $1793106.66        | Agency Mortgage-Backed Securities  |
| GNII SF DG1168 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1114484.69        | Agency Mortgage-Backed Securities  |
| GNII SF DH6963 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2511886.67        | Agency Mortgage-Backed Securities  |
| GNII SF DH0333 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1248750.65        | Agency Mortgage-Backed Securities  |
| GNII SF DH6837 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $3407825.52        | Agency Mortgage-Backed Securities  |
| GNII SF DG2405 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1723542.00        | $1613553.88        | Agency Mortgage-Backed Securities  |
| GNII SF DF7703 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1404460.00        | $1394023.99        | Agency Mortgage-Backed Securities  |
| GNII SF DK3951 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1568072.00        | $1631019.92        | Agency Mortgage-Backed Securities  |
| GNII SF DH6870 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1834466.76        | Agency Mortgage-Backed Securities  |
| GNII SF 003053 M       | 2031-03-20      | 6.5000%  | 0.0000% | $24547065.00       | $25172.01          | Agency Mortgage-Backed Securities  |
| GNII SF DK4116 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1356008.00        | $1415410.63        | Agency Mortgage-Backed Securities  |
| GNII SF DK6145 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3421500.00        | $3609716.69        | Agency Mortgage-Backed Securities  |
| GNII SF DK1491 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4235974.66        | Agency Mortgage-Backed Securities  |
| GNII SF DK7577 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1069940.00        | $1127748.38        | Agency Mortgage-Backed Securities  |
| GNII SF DK0396 C       | 2055-06-20      | 5.5000%  | 0.0000% | $5164416.00        | $5226295.45        | Agency Mortgage-Backed Securities  |
| GNII ET DK3294 C       | 2065-06-20      | 7.0000%  | 0.0000% | $900212.00         | $928823.07         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9123 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4560320.00        | $4768571.84        | Agency Mortgage-Backed Securities  |
| GNMI SF 402101 X       | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $8862.08           | Agency Mortgage-Backed Securities  |
| GNMI SF 723225 X       | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $11479.40          | Agency Mortgage-Backed Securities  |
| GNII SF 547245 C       | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $25544.20          | Agency Mortgage-Backed Securities  |
| GNII SP 785221 C       | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $101448.67         | Agency Mortgage-Backed Securities  |
| GNAR AT 081179 M       | 2034-12-20      | 4.7500%  | 0.0000% | $2900000.00        | $50583.19          | Agency Mortgage-Backed Securities  |
| GNII SP 785064 C       | 2045-02-20      | 4.0000%  | 0.0000% | $1347000.00        | $370370.08         | Agency Mortgage-Backed Securities  |
| GNAR AS 082860 M       | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $24444.59          | Agency Mortgage-Backed Securities  |
| GNII SF 497778 C       | 2029-01-20      | 3.5000%  | 0.0000% | $1010772.00        | $17493.66          | Agency Mortgage-Backed Securities  |
| GNII SF 005055 M       | 2041-05-20      | 4.5000%  | 0.0000% | $250000.00         | $9952.40           | Agency Mortgage-Backed Securities  |
| GNII SF DI1917 C       | 2055-05-20      | 6.5000%  | 0.0000% | $10263936.00       | $10675281.44       | Agency Mortgage-Backed Securities  |
| GNAR AT 081843 M       | 2037-02-20      | 5.6250%  | 0.0000% | $1575000.00        | $12215.73          | Agency Mortgage-Backed Securities  |
| GNII SP 786045 C       | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5172637.62        | Agency Mortgage-Backed Securities  |
| GNII SP 786706 C       | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $333172.70         | Agency Mortgage-Backed Securities  |
| GNII SF DI1585 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1094835.65        | Agency Mortgage-Backed Securities  |
| GNII SF DI0788 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $1071798.79        | Agency Mortgage-Backed Securities  |
| GNMI SP 783669 X       | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $35859.74          | Agency Mortgage-Backed Securities  |
| GNII SF MB0398 M       | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $195805.59         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4544   | 2055-08-01      | 6.0000%  | 0.0000% | $142472192.00      | $145966426.02      | Agency Mortgage-Backed Securities  |
| GNII SF DI5726 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2078148.23        | Agency Mortgage-Backed Securities  |
| GNII SP 785667 C       | 2051-10-20      | 2.5000%  | 0.0000% | $25111904.00       | $15251373.04       | Agency Mortgage-Backed Securities  |
| GNMI SP 785693 X       | 2049-05-15      | 5.0000%  | 0.0000% | $555203.00         | $336191.49         | Agency Mortgage-Backed Securities  |
| GNII SF DI1642 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1117380.75        | Agency Mortgage-Backed Securities  |
| GNII SF DI1641 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $1368516.69        | Agency Mortgage-Backed Securities  |
| GNII SP 787044 C       | 2048-06-20      | 3.5000%  | 0.0000% | $5543064.00        | $4219779.83        | Agency Mortgage-Backed Securities  |
| GNII SF 796478 C       | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $370985.66         | Agency Mortgage-Backed Securities  |
| GNII SF 777103 C       | 2042-09-20      | 4.0000%  | 0.0000% | $550000.00         | $117354.52         | Agency Mortgage-Backed Securities  |
| GNII SF DI0599 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $1153152.88        | Agency Mortgage-Backed Securities  |
| GNII ET DI7721 C       | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2645467.60        | Agency Mortgage-Backed Securities  |
| GNII SF DI2186 C       | 2055-02-20      | 5.5000%  | 0.0000% | $8595008.00        | $8326827.70        | Agency Mortgage-Backed Securities  |
| GNII SP 787928 C       | 2055-04-20      | 5.5000%  | 0.0000% | $60401856.00       | $60776138.72       | Agency Mortgage-Backed Securities  |
| GNII SP 787704 C       | 2054-11-20      | 5.0000%  | 0.0000% | $64381696.00       | $62076990.51       | Agency Mortgage-Backed Securities  |
| GNII SP 787700 M       | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $70522766.91       | Agency Mortgage-Backed Securities  |
| GNMI SF 675475 X       | 2038-06-15      | 5.0000%  | 0.0000% | $2893920.00        | $83291.85          | Agency Mortgage-Backed Securities  |
| GNII SP 786247 C       | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $936194.25         | Agency Mortgage-Backed Securities  |
| GNMI SP 783321 X       | 2040-12-15      | 5.5000%  | 0.0000% | $15000000.00       | $497496.00         | Agency Mortgage-Backed Securities  |
| GNII SF DI8253 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1080482.00        | $1124556.24        | Agency Mortgage-Backed Securities  |
| GNII SF DI8419 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2363735.14        | Agency Mortgage-Backed Securities  |
| GNMI SF AA6305 X       | 2043-04-15      | 3.5000%  | 0.0000% | $50000.00          | $6252.28           | Agency Mortgage-Backed Securities  |
| GNMI SF 711227 X       | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $25191.21          | Agency Mortgage-Backed Securities  |
| GNII SF DI2013 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3548484.00        | $3698941.43        | Agency Mortgage-Backed Securities  |
| GNMI SF AO3542 X       | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $15614.60          | Agency Mortgage-Backed Securities  |
| GNII SF AP8861 C       | 2045-11-20      | 4.0000%  | 0.0000% | $1679264.00        | $208071.80         | Agency Mortgage-Backed Securities  |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $36596864.00       | $18563521.64       | Agency Mortgage-Backed Securities  |
| GNII SF MA9490 M       | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $188693.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $19718880.00       | $7338865.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $34617920.00       | $10206786.58       | Agency Mortgage-Backed Securities  |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7827498.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA9355 M       | 2051-11-20      | 2.0000%  | 0.0000% | $592926.00         | $294318.49         | Agency Mortgage-Backed Securities  |
| GNII SF MA9425 M       | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $225103.71         | Agency Mortgage-Backed Securities  |
| GNII RG CN0929 C       | 2034-09-20      | 6.0000%  | 0.0000% | $1444624.00        | $805200.97         | Agency Mortgage-Backed Securities  |
| GNII SF DC1383 C       | 2054-05-20      | 7.0000%  | 0.0000% | $1148996.00        | $1239538.40        | Agency Mortgage-Backed Securities  |
| GNII SF DA6215 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1075734.14        | Agency Mortgage-Backed Securities  |
| GNII SF AE5433 C       | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $528030.47         | Agency Mortgage-Backed Securities  |
| GNII SF CE6237 C       | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3415194.72        | Agency Mortgage-Backed Securities  |
| GNII SF CM0319 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $827520.51         | Agency Mortgage-Backed Securities  |
| GNII ET DA4374 C       | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95534.45          | Agency Mortgage-Backed Securities  |
| GNII ET CZ7086 C       | 2063-12-20      | 7.5000%  | 0.0000% | $1376960.00        | $270962.10         | Agency Mortgage-Backed Securities  |
| GNII SF CW9249 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1069938.00        | $1116020.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $4638880.00        | $4439379.51        | Agency Mortgage-Backed Securities  |
| GNII RG CM1591 C       | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1158104.66        | Agency Mortgage-Backed Securities  |
| GNII SF CY3023 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1040642.00        | $198004.60         | Agency Mortgage-Backed Securities  |
| GNII SF CZ0473 C       | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $321957.13         | Agency Mortgage-Backed Securities  |
| GNII SF CZ7448 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1335420.00        | $1408196.93        | Agency Mortgage-Backed Securities  |
| GNII SF AL5850 C       | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $2000668.40        | Agency Mortgage-Backed Securities  |
| GNMI SF AD5625 X       | 2043-05-15      | 3.5000%  | 0.0000% | $1312450.00        | $114603.25         | Agency Mortgage-Backed Securities  |
| GNII SF DL3101 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5122187.92        | Agency Mortgage-Backed Securities  |
| GNII SF DL7057 C       | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2798887.63        | Agency Mortgage-Backed Securities  |
| GNII SF DL7787 C       | 2055-08-20      | 5.5000%  | 0.0000% | $6002584.00        | $6098353.90        | Agency Mortgage-Backed Securities  |
| GNII ET DK9812 C       | 2065-06-20      | 7.0000%  | 0.0000% | $327103.00         | $337611.02         | Agency Mortgage-Backed Securities  |
| GNII SF DL3679 C       | 2055-07-20      | 5.5000%  | 0.0000% | $134203.00         | $136258.73         | Agency Mortgage-Backed Securities  |
| GNII SF DK6388 C       | 2055-06-20      | 5.5000%  | 0.0000% | $3862440.00        | $3899677.77        | Agency Mortgage-Backed Securities  |
| GNII SF DL5869 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1208486.00        | $1231785.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM5336   | 2032-03-01      | 2.5000%  | 0.0000% | $8160736.00        | $1802783.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3507   | 2049-02-01      | 4.0000%  | 0.0000% | $20644352.00       | $1503867.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3989   | 2040-08-01      | 6.0000%  | 0.0000% | $1180908.00        | $1232836.86        | Agency Mortgage-Backed Securities  |
| GNMI SF AB9109 X       | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $115024.58         | Agency Mortgage-Backed Securities  |
| GNII SF MA3735 M       | 2046-06-20      | 3.0000%  | 0.0000% | $64125440.00       | $7463862.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8743   | 2055-09-01      | 6.0000%  | 0.0000% | $7494464.00        | $7693761.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995023   | 2037-08-01      | 5.5000%  | 0.0000% | $3431000.00        | $45990.32          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3645   | 2055-07-01      | 5.5000%  | 0.0000% | $5776872.00        | $5850970.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8548   | 2054-12-01      | 5.5000%  | 0.0000% | $358709.00         | $359271.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3721   | 2055-06-01      | 5.0000%  | 0.0000% | $1405508.00        | $1407199.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4769   | 2055-07-01      | 5.5000%  | 0.0000% | $11890944.00       | $12159665.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE2198   | 2055-07-01      | 5.0000%  | 0.0000% | $2388900.00        | $2376763.67        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $571018.00         | $468010.92         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0008   | 2054-03-01      | 5.5000%  | 0.0000% | $1572226.00        | $1573154.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD9863   | 2040-07-01      | 5.5000%  | 0.0000% | $1155186.00        | $1188768.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8741   | 2055-09-01      | 6.0000%  | 0.0000% | $3852104.00        | $3979191.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE6736   | 2055-08-01      | 4.5000%  | 0.0000% | $4511344.00        | $4368740.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9819   | 2055-01-01      | 6.5000%  | 0.0000% | $3513160.00        | $3652883.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4126   | 2054-11-01      | 6.0000%  | 0.0000% | $1380140.00        | $1274827.40        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3PQU8320   | 2055-08-01      | 7.0000%  | 0.0000% | $4029200.00        | $4256840.94        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1952   | 2049-05-01      | 4.0000%  | 0.0000% | $3240692.00        | $271955.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REAH0979   | 2041-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $94299.46          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8298   | 2053-02-01      | 4.5000%  | 0.0000% | $115645000.00      | $95894716.77       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3088   | 2040-02-01      | 5.5000%  | 0.0000% | $1413896.00        | $1399389.17        | Agency Mortgage-Backed Securities  |
| GNII SF CC9794 C       | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $90878.79          | Agency Mortgage-Backed Securities  |
| GNII SF BF3253 C       | 2048-01-20      | 4.0000%  | 0.0000% | $1239172.00        | $210449.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2135   | 2055-09-01      | 6.0000%  | 0.0000% | $25862720.00       | $26576289.70       | Agency Mortgage-Backed Securities  |
| GNII SF BF9534 C       | 2048-04-20      | 4.0000%  | 0.0000% | $13330128.00       | $2152703.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6593   | 2055-06-01      | 6.0000%  | 0.0000% | $10025856.00       | $10368122.02       | Agency Mortgage-Backed Securities  |
| GNII SF BY6448 C       | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $618545.94         | Agency Mortgage-Backed Securities  |
| GNII SF BS6433 C       | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $406097.78         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2223   | 2054-08-01      | 6.5000%  | 0.0000% | $26695920.00       | $23026348.72       | Agency Mortgage-Backed Securities  |
| GNII SF BY9472 C       | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $646896.57         | Agency Mortgage-Backed Securities  |
| GNII SF BX3552 C       | 2050-09-20      | 4.0000%  | 0.0000% | $1000000.00        | $326797.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9903   | 2052-10-01      | 4.5000%  | 0.0000% | $300000.00         | $214253.32         | Agency Mortgage-Backed Securities  |
| GNII SF CC9828 C       | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $75772.07          | Agency Mortgage-Backed Securities  |
| GNII RG CH5779 C       | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $730083.76         | Agency Mortgage-Backed Securities  |
| GNII SF BV7356 C       | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $722378.49         | Agency Mortgage-Backed Securities  |
| GNII RG CH5841 C       | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2369798.14        | Agency Mortgage-Backed Securities  |
| GNII SF BU8612 C       | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $362413.01         | Agency Mortgage-Backed Securities  |
| GNII SF BZ8528 C       | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $64155.73          | Agency Mortgage-Backed Securities  |
| GNII SF BW4522 C       | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $981665.02         | Agency Mortgage-Backed Securities  |
| GNII SF CI0180 C       | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $448903.65         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ4674   | 2054-11-01      | 4.5000%  | 0.0000% | $6630832.00        | $6423969.93        | Agency Mortgage-Backed Securities  |
| GNII SF CH0843 C       | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $275808.92         | Agency Mortgage-Backed Securities  |
| GNMI SF BS8439 X       | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $60656.28          | Agency Mortgage-Backed Securities  |
| GNII SF CJ9761 C       | 2052-03-20      | 4.5000%  | 0.0000% | $1024902.00        | $969796.54         | Agency Mortgage-Backed Securities  |
| GNMI SF 793306 X       | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $113888.68         | Agency Mortgage-Backed Securities  |
| GNII SF AC0282 C       | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $407875.15         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV1825   | 2040-06-01      | 5.5000%  | 0.0000% | $1285674.00        | $1287369.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA0939 M       | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $109826.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA4126 M       | 2046-11-20      | 3.0000%  | 0.0000% | $3372000.00        | $469103.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBV1444   | 2040-03-01      | 5.0000%  | 0.0000% | $1324224.00        | $1320199.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL944506   | 2037-07-01      | 6.0000%  | 0.0000% | $11313888.00       | $206360.23         | Agency Mortgage-Backed Securities  |
| GNII SF 778108 C       | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $7190.08           | Agency Mortgage-Backed Securities  |
| GNII SF MA0465 M       | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $5528.66           | Agency Mortgage-Backed Securities  |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $1400000.00        | $139581.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAB3258   | 2026-07-01      | 4.0000%  | 0.0000% | $10000000.00       | $39169.78          | Agency Mortgage-Backed Securities  |
| GNII SF MA0008 M       | 2027-04-20      | 3.5000%  | 0.0000% | $2574824.00        | $25535.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA2444 M       | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $28763.95          | Agency Mortgage-Backed Securities  |
| GNII SF DK5098 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3180052.00        | $3309119.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA8949 M       | 2053-06-20      | 6.0000%  | 0.0000% | $1300000.00        | $862026.21         | Agency Mortgage-Backed Securities  |
| GNII SF MA8422 M       | 2052-10-20      | 2.0000%  | 0.0000% | $7630592.00        | $4363412.54        | Agency Mortgage-Backed Securities  |
| GNII JM MA4745 M       | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $49393.59          | Agency Mortgage-Backed Securities  |
| GNII SF DK4965 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2236684.00        | $2340386.86        | Agency Mortgage-Backed Securities  |
| GNII SF MA8883 M       | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $6214420.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA7833 M       | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $89161.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA8148 M       | 2052-07-20      | 3.0000%  | 0.0000% | $294269440.00      | $197388980.44      | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M       | 2052-10-20      | 4.5000%  | 0.0000% | $252167936.00      | $197358934.52      | Agency Mortgage-Backed Securities  |
| GNII SF DK4115 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1206818.00        | $1260665.01        | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M       | 2052-12-20      | 4.5000%  | 0.0000% | $101699520.00      | $81344223.52       | Agency Mortgage-Backed Securities  |
| GNII SF DK5754 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1500356.00        | $1575038.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA8428 M       | 2052-11-20      | 5.0000%  | 0.0000% | $1085568.00        | $853797.14         | Agency Mortgage-Backed Securities  |
| GNII SF DK5117 C       | 2055-06-20      | 6.5000%  | 0.0000% | $6314552.00        | $6569827.92        | Agency Mortgage-Backed Securities  |
| GNII JM MA4502 M       | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $89727.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $80206848.00       | $61693563.26       | Agency Mortgage-Backed Securities  |
| GNII SF DJ7145 C       | 2055-06-20      | 4.5000%  | 0.0000% | $5137896.00        | $4935666.00        | Agency Mortgage-Backed Securities  |
| GNII SF DK2598 C       | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3198719.99        | Agency Mortgage-Backed Securities  |
| GNII ET DJ5106 C       | 2065-04-20      | 5.5000%  | 0.0000% | $163115.00         | $163110.56         | Agency Mortgage-Backed Securities  |
| GNII SF DK3171 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2334912.00        | $2463202.70        | Agency Mortgage-Backed Securities  |
| GNII ET DK8082 C       | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $358381.97         | Agency Mortgage-Backed Securities  |
| GNII ET DH7706 C       | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $569836.00         | Agency Mortgage-Backed Securities  |
| GNII SF DH8895 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2586922.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK6972 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1206462.00        | $1233535.09        | Agency Mortgage-Backed Securities  |
| GNII SF DH9417 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1325988.00        | $1392481.04        | Agency Mortgage-Backed Securities  |
| GNII SF DG4542 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1744800.00        | $1655853.16        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2119 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1837118.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK8326 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2911758.06        | Agency Mortgage-Backed Securities  |
| GNII SF DK7089 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1004602.00        | $1017672.78        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2853 C       | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9481536.36        | Agency Mortgage-Backed Securities  |
| GNII SF DK6479 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1502824.00        | $1530124.85        | Agency Mortgage-Backed Securities  |
| GNII SF DK6150 C       | 2055-07-20      | 5.5000%  | 0.0000% | $607610.00         | $615906.68         | Agency Mortgage-Backed Securities  |
| GNII SF DK5819 C       | 2055-08-20      | 5.5000%  | 0.0000% | $2326810.00        | $2359489.53        | Agency Mortgage-Backed Securities  |
| GNII SF DK6440 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1256310.00        | $1313327.79        | Agency Mortgage-Backed Securities  |
| GNII SF DG7223 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1131010.31        | Agency Mortgage-Backed Securities  |
| GNII ET DF6001 C       | 2064-10-20      | 6.0000%  | 0.0000% | $864083.00         | $562806.00         | Agency Mortgage-Backed Securities  |
| GNII SF DG4538 C       | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1794857.80        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1448 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1213990.00        | $1266191.36        | Agency Mortgage-Backed Securities  |
| GNII SF DK6343 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1232550.00        | $1230955.20        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1418 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3597880.00        | $3773526.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRQ0025   | 2055-07-01      | 4.5000%  | 0.0000% | $6906120.00        | $6636083.77        | Agency Mortgage-Backed Securities  |
| GNII SF DL0495 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1970940.00        | $2056083.95        | Agency Mortgage-Backed Securities  |
| GNII SF DL4034 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2046828.00        | $2138439.76        | Agency Mortgage-Backed Securities  |
| GNII SF DH2870 C       | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15725100.37       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH6285   | 2053-12-01      | 6.5000%  | 0.0000% | $170100.00         | $123725.62         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2534   | 2052-05-01      | 3.5000%  | 0.0000% | $423024.00         | $223970.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL4178   | 2026-06-01      | 4.5000%  | 0.0000% | $1730000.00        | $15695.86          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL6157   | 2041-12-01      | 5.0000%  | 0.0000% | $706000.00         | $80930.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5425   | 2055-01-01      | 5.5000%  | 0.0000% | $3208410.00        | $3248213.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV8463   | 2052-04-01      | 2.5000%  | 0.0000% | $6515000.00        | $4311537.88        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1685   | 2046-09-01      | 3.0000%  | 0.0000% | $885000.00         | $236065.69         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1699   | 2048-12-01      | 4.5000%  | 0.0000% | $2307504.00        | $281981.46         | Agency Mortgage-Backed Securities  |
| GNII SF 711773 C       | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $796743.64         | Agency Mortgage-Backed Securities  |
| GNII SF AU6346 C       | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1520990.34        | Agency Mortgage-Backed Securities  |
| GNII SF AB9531 C       | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $197438.41         | Agency Mortgage-Backed Securities  |
| GNAR AT MA0177 M       | 2042-06-20      | 5.6250%  | 0.0000% | $620000.00         | $15486.32          | Agency Mortgage-Backed Securities  |
| GNII SF DI8275 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1400636.00        | $1463646.97        | Agency Mortgage-Backed Securities  |
| GNMI SF AB3945 X       | 2043-04-15      | 3.5000%  | 0.0000% | $43727.00          | $10666.07          | Agency Mortgage-Backed Securities  |
| GNMI SF BC1102 X       | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18518.58          | Agency Mortgage-Backed Securities  |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $20695520.00       | $10084127.33       | Agency Mortgage-Backed Securities  |
| GNII RG CN2091 C       | 2046-01-20      | 3.5000%  | 0.0000% | $225000.00         | $139451.99         | Agency Mortgage-Backed Securities  |
| GNII SF BC3619 C       | 2047-08-20      | 4.0000%  | 0.0000% | $2882020.00        | $923699.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M       | 2053-09-20      | 7.0000%  | 0.0000% | $19723456.00       | $7880032.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA7536 M       | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $33205.62          | Agency Mortgage-Backed Securities  |
| GNII RG CO7527 C       | 2051-08-20      | 2.5000%  | 0.0000% | $5744752.00        | $3645735.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA8946 M       | 2053-06-20      | 4.5000%  | 0.0000% | $66661504.00       | $56383980.00       | Agency Mortgage-Backed Securities  |
| GNII RG CP0023 C       | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $268137.27         | Agency Mortgage-Backed Securities  |
| GNII JM MA7307 M       | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $64152.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA7943 M       | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $280982.74         | Agency Mortgage-Backed Securities  |
| GNAR AF MA7068 M       | 2050-10-20      | 4.0000%  | 0.0000% | $113583.00         | $103103.98         | Agency Mortgage-Backed Securities  |
| GNII SF CX0274 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $851980.52         | Agency Mortgage-Backed Securities  |
| GNII SF BD3899 C       | 2048-01-20      | 3.5000%  | 0.0000% | $1848000.00        | $457668.55         | Agency Mortgage-Backed Securities  |
| GNII RG CO9985 C       | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $580678.22         | Agency Mortgage-Backed Securities  |
| GNII RG CT5309 C       | 2035-06-20      | 5.5000%  | 0.0000% | $1578368.00        | $1224020.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0216   | 2037-01-01      | 2.0000%  | 0.0000% | $402798.00         | $222310.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1556   | 2052-05-01      | 3.5000%  | 0.0000% | $1900000.00        | $1334979.83        | Agency Mortgage-Backed Securities  |
| GNII SF CV6328 C       | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2199294.84        | Agency Mortgage-Backed Securities  |
| GNII SF CW6849 C       | 2053-08-20      | 5.0000%  | 0.0000% | $3417916.00        | $3029008.87        | Agency Mortgage-Backed Securities  |
| GNII SF CN6028 C       | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1101968.38        | Agency Mortgage-Backed Securities  |
| GNII RG CN6338 C       | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $254753.11         | Agency Mortgage-Backed Securities  |
| GNII SF CX0273 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1034646.00        | $853150.59         | Agency Mortgage-Backed Securities  |
| GNMI SF 737796 X       | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2304302.35        | Agency Mortgage-Backed Securities  |
| GNII SF CV6284 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $1095475.77        | Agency Mortgage-Backed Securities  |
| GNMI SF 548529 X       | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $464897.68         | Agency Mortgage-Backed Securities  |
| GNII SF CN8591 C       | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $436993.89         | Agency Mortgage-Backed Securities  |
| GNII SF CW3790 C       | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1085507.99        | Agency Mortgage-Backed Securities  |
| GNII SF CX2368 C       | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $3870377.04        | Agency Mortgage-Backed Securities  |
| GNII SF 737682 C       | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $98392.75          | Agency Mortgage-Backed Securities  |
| GNMI SF 742235 X       | 2040-12-15      | 4.0000%  | 0.0000% | $225000.00         | $18004.02          | Agency Mortgage-Backed Securities  |
| GNII SF DL6021 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1145132.00        | $1168618.40        | Agency Mortgage-Backed Securities  |
| GNII SF DL4825 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1155714.00        | $1179418.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA5225   | 2038-11-01      | 3.0000%  | 0.0000% | $1106398.00        | $891393.83         | Agency Mortgage-Backed Securities  |
| GNII SF DK7666 C       | 2055-06-20      | 5.5000%  | 0.0000% | $4387248.00        | $4443273.80        | Agency Mortgage-Backed Securities  |
| GNII SF DK8395 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2481872.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0426   | 2038-02-01      | 5.5000%  | 0.0000% | $148000000.00      | $3149323.38        | Agency Mortgage-Backed Securities  |
| GNII SF DK8398 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2968160.00        | $3168066.38        | Agency Mortgage-Backed Securities  |
| GNII SF DL4477 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1218725.37        | Agency Mortgage-Backed Securities  |
| GNII SF DK8210 C       | 2055-07-20      | 6.0000%  | 0.0000% | $2287240.00        | $2373729.03        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9120 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2020224.00        | $2132607.59        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6831 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1523186.46        | Agency Mortgage-Backed Securities  |
| GNII SF DH4873 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1121446.00        | $1169149.49        | Agency Mortgage-Backed Securities  |
| GNII SF DL4708 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1098296.00        | $1112618.85        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2120 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1175590.00        | $1229828.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAE0099   | 2036-10-01      | 5.5000%  | 0.0000% | $109200000.00      | $2527392.82        | Agency Mortgage-Backed Securities  |
| GNII SF DL4804 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2652011.96        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2984 C       | 2055-07-20      | 5.5000%  | 0.0000% | $5123936.00        | $5201786.10        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5943 C       | 2055-04-20      | 5.5000%  | 0.0000% | $4689104.00        | $4712541.38        | Agency Mortgage-Backed Securities  |
| GNII SF DK0297 C       | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6895097.57        | Agency Mortgage-Backed Securities  |
| GNII SF DK7630 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1099786.00        | $1139811.14        | Agency Mortgage-Backed Securities  |
| GNII SF DH9001 C       | 2052-01-20      | 5.5000%  | 0.0000% | $1313618.00        | $1313922.95        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4061   | 2053-11-01      | 7.0000%  | 0.0000% | $3080272.00        | $1602026.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTCB8213   | 2044-03-01      | 6.5000%  | 0.0000% | $2938412.00        | $2710709.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0191   | 2057-06-01      | 4.0000%  | 0.0000% | $3714000.00        | $1044679.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1574   | 2055-05-01      | 6.0000%  | 0.0000% | $11176224.00       | $11180549.76       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8388   | 2054-04-01      | 6.5000%  | 0.0000% | $58000.00          | $42638.32          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDC4733   | 2040-05-01      | 5.0000%  | 0.0000% | $861105.00         | $867329.66         | Agency Mortgage-Backed Securities  |
| GNMI SF AA6403 X       | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $87064.99          | Agency Mortgage-Backed Securities  |
| GNII SF MA4127 M       | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $181748.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0331   | 2059-01-01      | 3.0000%  | 0.0000% | $4200000.00        | $1719942.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV5854   | 2040-07-01      | 5.5000%  | 0.0000% | $6095264.00        | $5331327.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0919   | 2052-05-01      | 3.0000%  | 0.0000% | $4654968.00        | $3337910.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M       | 2047-10-20      | 3.5000%  | 0.0000% | $500000.00         | $61101.93          | Agency Mortgage-Backed Securities  |
| GNMI SF CD3257 X       | 2051-06-15      | 2.5000%  | 0.0000% | $8844256.00        | $6402614.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1537   | 2053-10-01      | 5.5000%  | 0.0000% | $29686880.00       | $29844870.79       | Agency Mortgage-Backed Securities  |
| GNII RG CL3466 C       | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1564666.95        | Agency Mortgage-Backed Securities  |
| GNII RG CK9490 C       | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $998804.11         | Agency Mortgage-Backed Securities  |
| GNII SF CK8200 C       | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $168901.40         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3050   | 2052-03-01      | 2.5000%  | 0.0000% | $2552332.00        | $1796351.14        | Agency Mortgage-Backed Securities  |
| GNII RG CL6778 C       | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $918517.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB4485   | 2037-07-01      | 3.0000%  | 0.0000% | $112950.00         | $90852.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3875   | 2047-06-01      | 3.5000%  | 0.0000% | $244037.00         | $181764.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M       | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6092192.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5429753.82        | Agency Mortgage-Backed Securities  |
| GNII SF MA5713 M       | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $724568.36         | Agency Mortgage-Backed Securities  |
| GNII SF DK5064 C       | 2055-06-20      | 5.5000%  | 0.0000% | $3775436.00        | $3829118.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA5817 M       | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $229897.21         | Agency Mortgage-Backed Securities  |
| GNII SF DK7548 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1167926.00        | $1193682.01        | Agency Mortgage-Backed Securities  |
| GNII SF MA8490 M       | 2052-12-20      | 5.0000%  | 0.0000% | $46545280.00       | $36573315.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA6038 M       | 2049-07-20      | 3.0000%  | 0.0000% | $3820590.00        | $492227.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M       | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $200392.95         | Agency Mortgage-Backed Securities  |
| GNII SF DK7551 C       | 2055-08-20      | 5.5000%  | 0.0000% | $2308916.00        | $2358056.15        | Agency Mortgage-Backed Securities  |
| GNII SF DK6721 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2566813.40        | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $54145515.38       | Agency Mortgage-Backed Securities  |
| GNII SF MA9274 M       | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $83123.03          | Agency Mortgage-Backed Securities  |
| GNII SF MA5465 M       | 2048-09-20      | 3.5000%  | 0.0000% | $37263424.00       | $4091864.35        | Agency Mortgage-Backed Securities  |
| GNII JM MA6330 M       | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1609451.29        | Agency Mortgage-Backed Securities  |
| GNII SF MA9641 M       | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $154774.94         | Agency Mortgage-Backed Securities  |
| GNII SF DK7555 C       | 2055-08-20      | 5.5000%  | 0.0000% | $6045792.00        | $6150255.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M       | 2053-09-20      | 5.5000%  | 0.0000% | $96430592.00       | $76767615.46       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7627   | 2036-06-01      | 2.0000%  | 0.0000% | $12629792.00       | $6066124.93        | Agency Mortgage-Backed Securities  |
| GNII SF DH3837 C       | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3691145.93        | Agency Mortgage-Backed Securities  |
| GNII SF DH6952 C       | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $1095279.14        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2989 C       | 2055-07-20      | 6.0000%  | 0.0000% | $22237088.00       | $23023271.33       | Agency Mortgage-Backed Securities  |
| GNII ET DH7317 C       | 2064-11-20      | 6.0000%  | 0.0000% | $178741.00         | $181443.72         | Agency Mortgage-Backed Securities  |
| GNII SF DJ2829 C       | 2055-06-20      | 6.5000%  | 0.0000% | $5057360.00        | $5270041.58        | Agency Mortgage-Backed Securities  |
| GNII ET DG7215 C       | 2064-10-20      | 6.0000%  | 0.0000% | $790871.00         | $623891.16         | Agency Mortgage-Backed Securities  |
| GNII SF DH3437 C       | 2040-02-20      | 4.5000%  | 0.0000% | $1794270.00        | $1696327.78        | Agency Mortgage-Backed Securities  |
| GNII SF MA3174 M       | 2045-10-20      | 4.0000%  | 0.0000% | $919545.00         | $70118.57          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9125 C       | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $11263242.12       | Agency Mortgage-Backed Securities  |
| GNII SF DJ1590 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1138788.00        | $1142793.93        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8566 C       | 2055-06-20      | 5.5000%  | 0.0000% | $2044576.00        | $2068779.39        | Agency Mortgage-Backed Securities  |
| GNII SF DK1822 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1210707.44        | Agency Mortgage-Backed Securities  |
| GNII ET DJ4632 C       | 2065-04-20      | 2.5000%  | 0.0000% | $327853.00         | $265043.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA7452 M       | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $432318.87         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6808 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1684772.00        | $1722575.00        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2758 C       | 2055-04-20      | 5.5000%  | 0.0000% | $2221272.00        | $2232308.35        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1894 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1750824.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA7651 M       | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $457894.75         | Agency Mortgage-Backed Securities  |
| GNII SF DK4067 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1239158.00        | $1299330.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $642109.24         | Agency Mortgage-Backed Securities  |
| GNII SF DK0505 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1100176.00        | $1102055.41        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9840 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $2210052.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2247   | 2055-01-01      | 5.5000%  | 0.0000% | $81785728.00       | $83718061.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6871   | 2035-08-01      | 2.5000%  | 0.0000% | $49000.00          | $20600.17          | Agency Mortgage-Backed Securities  |
| GNII SF BS1728 C       | 2050-01-20      | 4.0000%  | 0.0000% | $100000.00         | $27691.18          | Agency Mortgage-Backed Securities  |
| GNII RG CP0028 C       | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $536913.38         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9936   | 2055-07-01      | 5.5000%  | 0.0000% | $5451048.00        | $5533391.51        | Agency Mortgage-Backed Securities  |
| GNII SF BP4691 C       | 2049-08-20      | 4.0000%  | 0.0000% | $2702970.00        | $1299191.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBW9623   | 2038-06-01      | 3.0000%  | 0.0000% | $1877204.00        | $1458027.94        | Agency Mortgage-Backed Securities  |
| GNMI SF BM2477 X       | 2049-09-15      | 2.5000%  | 0.0000% | $53617.00          | $15188.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0339   | 2052-02-01      | 4.0000%  | 0.0000% | $155000.00         | $94894.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3279   | 2052-11-01      | 3.5000%  | 0.0000% | $1605112.00        | $1202138.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889692   | 2038-05-01      | 5.5000%  | 0.0000% | $294950400.00      | $2326762.88        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE9405   | 2055-09-01      | 7.0000%  | 0.0000% | $1083750.00        | $1147265.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5333   | 2053-06-01      | 3.5000%  | 0.0000% | $7197080.00        | $5818776.27        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS0305   | 2042-01-01      | 1.5000%  | 0.0000% | $2525000.00        | $1586175.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2248   | 2052-06-01      | 5.0000%  | 0.0000% | $13642784.00       | $9831347.02        | Agency Mortgage-Backed Securities  |
| GNII SF DF9631 C       | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3709777.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5424   | 2039-07-01      | 5.0000%  | 0.0000% | $121975.00         | $92614.85          | Agency Mortgage-Backed Securities  |
| GNII SF DG5191 C       | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1093084.06        | Agency Mortgage-Backed Securities  |
| GNII SF DH6977 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1349626.03        | Agency Mortgage-Backed Securities  |
| GNII SF DH5291 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1555476.00        | $1557222.91        | Agency Mortgage-Backed Securities  |
| GNII SF DG2298 C       | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4622226.59        | Agency Mortgage-Backed Securities  |
| GNII SF DG4625 C       | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $938867.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5821   | 2055-08-01      | 5.0000%  | 0.0000% | $7276200.00        | $7208523.26        | Agency Mortgage-Backed Securities  |
| GNII SF DK5701 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1135182.00        | $1161627.73        | Agency Mortgage-Backed Securities  |
| GNII SF DK5349 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1695816.06        | Agency Mortgage-Backed Securities  |
| GNII SF DK6011 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1657964.00        | $1749566.85        | Agency Mortgage-Backed Securities  |
| GNII SF DG2247 C       | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $15167585.27       | Agency Mortgage-Backed Securities  |
| GNII SF DK5686 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2195452.00        | $2287268.39        | Agency Mortgage-Backed Securities  |
| GNII SF DI1732 C       | 2055-02-20      | 5.5000%  | 0.0000% | $789635.00         | $789941.29         | Agency Mortgage-Backed Securities  |
| GNAR AF MB0495 M       | 2055-06-20      | 5.0000%  | 0.0000% | $10398736.00       | $10488995.35       | Agency Mortgage-Backed Securities  |
| GNII ET DG6618 C       | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90343.03          | Agency Mortgage-Backed Securities  |
| GNII SF DH6918 C       | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $1151543.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA8803 M       | 2053-04-20      | 6.5000%  | 0.0000% | $28165.00          | $13988.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA6339 M       | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $46414.07          | Agency Mortgage-Backed Securities  |
| GNII SF CT4233 C       | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1532491.27        | Agency Mortgage-Backed Securities  |
| GNII SF BV8707 C       | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $443834.30         | Agency Mortgage-Backed Securities  |
| GNPL LM CE7007         | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $73877.66          | Agency Mortgage-Backed Securities  |
| GNII SF CT8354 C       | 2053-04-20      | 5.0000%  | 0.0000% | $2154252.00        | $1879681.18        | Agency Mortgage-Backed Securities  |
| GNII SF CT3929 C       | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24960.62          | Agency Mortgage-Backed Securities  |
| GNII RG CH5857 C       | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $817172.08         | Agency Mortgage-Backed Securities  |
| GNII ET CV5472 C       | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $7745862.27        | Agency Mortgage-Backed Securities  |
| GNII SF BY9474 C       | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $781753.00         | Agency Mortgage-Backed Securities  |
| GNCL CL CS3813         | 2066-02-15      | 5.6900%  | 0.0000% | $290383.00         | $303290.69         | Agency Mortgage-Backed Securities  |
| GNII SF CU0858 C       | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $961300.00         | Agency Mortgage-Backed Securities  |
| GNII SF CX0279 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1278358.00        | $1309605.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA8393 M       | 2036-09-20      | 2.5000%  | 0.0000% | $1450900.00        | $1054224.83        | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $5932936.00        | $4778303.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA8646 M       | 2053-02-20      | 4.5000%  | 0.0000% | $18644000.00       | $15001517.31       | Agency Mortgage-Backed Securities  |
| GNII SF MA8568 M       | 2052-06-20      | 4.5000%  | 0.0000% | $1000000.00        | $805209.58         | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M       | 2051-02-20      | 2.0000%  | 0.0000% | $113856320.00      | $57657873.76       | Agency Mortgage-Backed Securities  |
| GNII SF MA8263 M       | 2052-09-20      | 2.0000%  | 0.0000% | $20711840.00       | $12851833.22       | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $48875648.00       | $35151673.59       | Agency Mortgage-Backed Securities  |
| GNII SF MA6995 M       | 2050-11-20      | 2.5000%  | 0.0000% | $1495000.00        | $600511.35         | Agency Mortgage-Backed Securities  |
| GNII SF MA8182 M       | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $44111.56          | Agency Mortgage-Backed Securities  |
| GNII JM MA8193 M       | 2052-08-20      | 4.5000%  | 0.0000% | $2500000.00        | $1936017.37        | Agency Mortgage-Backed Securities  |
| GNII SF MA8019 M       | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $197667.51         | Agency Mortgage-Backed Securities  |
| GNII SF MA5851 M       | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $128251.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA8980 M       | 2035-05-20      | 2.0000%  | 0.0000% | $177269.00         | $137535.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $45516416.00       | $26595546.71       | Agency Mortgage-Backed Securities  |
| GNMI SF 708225 X       | 2039-02-15      | 5.0000%  | 0.0000% | $1000000.00        | $11480.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA8173 M       | 2033-06-20      | 2.5000%  | 0.0000% | $56631.00          | $33313.39          | Agency Mortgage-Backed Securities  |
| GNII SF MA5174 M       | 2028-04-20      | 7.5000%  | 0.0000% | $90446.00          | $13448.12          | Agency Mortgage-Backed Securities  |
| GNII SF MA4748 M       | 2032-10-20      | 2.5000%  | 0.0000% | $939239.00         | $134063.42         | Agency Mortgage-Backed Securities  |
| GNII SF MA5820 M       | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $564962.83         | Agency Mortgage-Backed Securities  |
| GNII SF MA7051 M       | 2050-12-20      | 2.0000%  | 0.0000% | $163110912.00      | $79895402.69       | Agency Mortgage-Backed Securities  |
| GNII SF MA8200 M       | 2052-08-20      | 4.0000%  | 0.0000% | $116067680.00      | $87373878.04       | Agency Mortgage-Backed Securities  |
| GNII JP 784354 M       | 2032-07-20      | 3.5000%  | 0.0000% | $1045000.00        | $112026.05         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CNRD5230   | 2034-12-01      | 3.5000%  | 0.0000% | $3228756.00        | $2816733.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0778   | 2034-03-01      | 5.5000%  | 0.0000% | $22660000.00       | $136455.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS4188   | 2035-04-01      | 6.5000%  | 0.0000% | $7995576.00        | $75861.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4117   | 2040-08-01      | 6.0000%  | 0.0000% | $1724278.00        | $1789230.98        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 ZLZT2221   | 2048-05-01      | 4.0000%  | 0.0000% | $1120000.00        | $468698.18         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZM7169   | 2048-06-01      | 5.5000%  | 0.0000% | $1142740.00        | $218200.16         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0712   | 2048-10-01      | 4.0000%  | 0.0000% | $5050320.00        | $365500.24         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2378   | 2035-05-01      | 3.5000%  | 0.0000% | $900000.00         | $128298.17         | Agency Mortgage-Backed Securities  |
| GNMI SP 782694 X       | 2039-06-15      | 5.0000%  | 0.0000% | $400000.00         | $6948.76           | Agency Mortgage-Backed Securities  |
| GNMI SP 782551 X       | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $2155693.54        | Agency Mortgage-Backed Securities  |
| GNII JM 004849 M       | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $70115.56          | Agency Mortgage-Backed Securities  |
| GNMI SP 782726 X       | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $1932762.46        | Agency Mortgage-Backed Securities  |
| GNII SF 004700 M       | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $57005.40          | Agency Mortgage-Backed Securities  |
| GNMI SF 697852 X       | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6635.79           | Agency Mortgage-Backed Securities  |
| GNII SF DJ5429 C       | 2055-05-20      | 4.5000%  | 0.0000% | $1167892.00        | $1117402.36        | Agency Mortgage-Backed Securities  |
| GNII BD DJ8714 C       | 2055-05-20      | 4.5000%  | 0.0000% | $5327512.00        | $4954311.39        | Agency Mortgage-Backed Securities  |
| GNII SF DH7395 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1071018.00        | $1130693.75        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9247 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $1997309.35        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1853 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2879483.79        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4714 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3132514.72        | Agency Mortgage-Backed Securities  |
| GNII SF DK0294 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4391509.21        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5878 C       | 2055-04-20      | 5.5000%  | 0.0000% | $12693952.00       | $12581023.05       | Agency Mortgage-Backed Securities  |
| GNII SF DK1425 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2991980.00        | $3117456.49        | Agency Mortgage-Backed Securities  |
| GNII ET DJ4967 C       | 2065-05-20      | 6.5000%  | 0.0000% | $3371748.00        | $3468122.53        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5960 C       | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2940375.46        | Agency Mortgage-Backed Securities  |
| GNII SF DG4653 C       | 2039-12-20      | 4.0000%  | 0.0000% | $1277694.00        | $1194939.09        | Agency Mortgage-Backed Securities  |
| GNII BD DH9705 C       | 2055-01-20      | 4.5000%  | 0.0000% | $31897504.00       | $29352594.88       | Agency Mortgage-Backed Securities  |
| GNMI SF 597741 X       | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $21805.95          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1869 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1057844.00        | $1061460.58        | Agency Mortgage-Backed Securities  |
| GNII SF DK4173 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $1185307.83        | Agency Mortgage-Backed Securities  |
| GNMI SF AY5222 X       | 2047-03-15      | 4.5000%  | 0.0000% | $876464.00         | $78337.12          | Agency Mortgage-Backed Securities  |
| GNII SF DK1591 C       | 2055-06-20      | 5.5000%  | 0.0000% | $3552700.00        | $3604372.35        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8727 C       | 2055-06-20      | 5.5000%  | 0.0000% | $3432100.00        | $3484757.78        | Agency Mortgage-Backed Securities  |
| GNMI SF AY8218 X       | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11306.99          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1827 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2516190.60        | Agency Mortgage-Backed Securities  |
| GNII SF DK7137 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3781644.00        | $3954365.47        | Agency Mortgage-Backed Securities  |
| GNII SF DK5758 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2877182.97        | Agency Mortgage-Backed Securities  |
| GNII SF DK9267 C       | 2055-07-20      | 4.5000%  | 0.0000% | $1976672.00        | $1895550.04        | Agency Mortgage-Backed Securities  |
| GNII SF DL4774 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1530863.65        | Agency Mortgage-Backed Securities  |
| GNII SF DK9378 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $3235941.61        | Agency Mortgage-Backed Securities  |
| GNII SF DL5886 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1350951.30        | Agency Mortgage-Backed Securities  |
| GNII ET DL1199 C       | 2065-08-20      | 6.5000%  | 0.0000% | $1339934.00        | $1373341.98        | Agency Mortgage-Backed Securities  |
| GNII SF DL4414 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1599984.00        | $1682518.02        | Agency Mortgage-Backed Securities  |
| GNII SF DK9808 C       | 2055-07-20      | 5.0000%  | 0.0000% | $2047312.00        | $2032669.33        | Agency Mortgage-Backed Securities  |
| GNMI SF AY0520 X       | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $91839.50          | Agency Mortgage-Backed Securities  |
| GNII SF 004774 M       | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $8234.65           | Agency Mortgage-Backed Securities  |
| GNII SP 785218 C       | 2050-12-20      | 2.0000%  | 0.0000% | $380000.00         | $195051.90         | Agency Mortgage-Backed Securities  |
| GNMI SF 582339 X       | 2032-09-15      | 6.5000%  | 0.0000% | $33204928.00       | $35320.40          | Agency Mortgage-Backed Securities  |
| GNII SF DI9252 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1256784.50        | Agency Mortgage-Backed Securities  |
| GNII SP 785192 C       | 2050-11-20      | 4.0000%  | 0.0000% | $5820000.00        | $1049205.70        | Agency Mortgage-Backed Securities  |
| GNII SF AZ3074 C       | 2047-02-20      | 4.0000%  | 0.0000% | $9636464.00        | $542591.68         | Agency Mortgage-Backed Securities  |
| GNII SF DI8311 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1644249.23        | Agency Mortgage-Backed Securities  |
| GNII SF DH2454 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1195124.27        | Agency Mortgage-Backed Securities  |
| GNII SF DG7256 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1158282.00        | $1196565.45        | Agency Mortgage-Backed Securities  |
| GNII SF DF1235 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1283557.93        | Agency Mortgage-Backed Securities  |
| GNPL PN DH1758         | 2060-03-15      | 5.6000%  | 0.0000% | $1295588.00        | $1355199.88        | Agency Mortgage-Backed Securities  |
| GNII BD DH9717 C       | 2055-01-20      | 4.5000%  | 0.0000% | $6827288.00        | $6331454.90        | Agency Mortgage-Backed Securities  |
| GNII SF DH6859 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $1383803.06        | Agency Mortgage-Backed Securities  |
| GNII BD DJ8745 C       | 2055-05-20      | 4.5000%  | 0.0000% | $9868192.00        | $9206415.58        | Agency Mortgage-Backed Securities  |
| GNII SF DG9995 C       | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $2723236.06        | Agency Mortgage-Backed Securities  |
| GNII SF DG4519 C       | 2055-02-20      | 6.0000%  | 0.0000% | $4123680.00        | $4303898.16        | Agency Mortgage-Backed Securities  |
| GNII ET DG8296 C       | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $603454.92         | Agency Mortgage-Backed Securities  |
| GNII SF DJ5925 C       | 2055-04-20      | 5.5000%  | 0.0000% | $4036168.00        | $4054831.61        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9732 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2870344.94        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9248 C       | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $4612920.07        | Agency Mortgage-Backed Securities  |
| GNII SF DG9177 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1815023.95        | Agency Mortgage-Backed Securities  |
| GNII SF CY1860 C       | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1363186.66        | Agency Mortgage-Backed Securities  |
| GNII SF DH8873 C       | 2055-01-20      | 5.0000%  | 0.0000% | $3847684.00        | $3799233.08        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2241 C       | 2055-06-20      | 5.5000%  | 0.0000% | $5070552.00        | $5142445.48        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6265 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1303709.26        | Agency Mortgage-Backed Securities  |
| GNII JM MA5699 M       | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $51410.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA5654 M       | 2048-12-20      | 5.5000%  | 0.0000% | $1183108.00        | $90182.05          | Agency Mortgage-Backed Securities  |
| GNII SF BT3813 C       | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1693704.74        | Agency Mortgage-Backed Securities  |
| GNII SF CO1899 C       | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1511543.15        | Agency Mortgage-Backed Securities  |
| GNII SF CN9824 C       | 2041-03-20      | 4.0000%  | 0.0000% | $2225852.00        | $1640149.16        | Agency Mortgage-Backed Securities  |
| GNII RG CN2044 C       | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $703811.87         | Agency Mortgage-Backed Securities  |
| GNMI SF BC8602 X       | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $288728.95         | Agency Mortgage-Backed Securities  |
| GNII SF MA9752 M       | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $48994.66          | Agency Mortgage-Backed Securities  |
| GNII JM MA5517 M       | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $129273.84         | Agency Mortgage-Backed Securities  |
| GNAR AR 080076 M       | 2027-05-20      | 5.6250%  | 0.0000% | $24788992.00       | $6126.01           | Agency Mortgage-Backed Securities  |
| GNMI SP 784500 X       | 2047-02-15      | 3.0000%  | 0.0000% | $560000.00         | $191127.62         | Agency Mortgage-Backed Securities  |
| GNAR AF 082888 M       | 2041-07-20      | 4.6250%  | 0.0000% | $6705904.00        | $168105.05         | Agency Mortgage-Backed Securities  |
| GNII SF 794944 C       | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $61541.70          | Agency Mortgage-Backed Securities  |
| GNII SP 783736 M       | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $10327.26          | Agency Mortgage-Backed Securities  |
| GNII SF MA5766 M       | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $705507.16         | Agency Mortgage-Backed Securities  |
| GNAR AT 080916 M       | 2034-05-20      | 5.6250%  | 0.0000% | $1275000.00        | $28003.61          | Agency Mortgage-Backed Securities  |
| GNII SP 784115 M       | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11466.25          | Agency Mortgage-Backed Securities  |
| GNII SP 785730 C       | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2192959.65        | Agency Mortgage-Backed Securities  |
| GNPL PN CN2883         | 2059-04-15      | 6.0200%  | 0.0000% | $28429.00          | $30261.33          | Agency Mortgage-Backed Securities  |
| GNII SF CP0483 C       | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $873069.10         | Agency Mortgage-Backed Securities  |
| GNPL PN CP1102         | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36965.35          | Agency Mortgage-Backed Securities  |
| GNII RG CN2010 C       | 2051-08-20      | 2.5000%  | 0.0000% | $1260094.00        | $979538.00         | Agency Mortgage-Backed Securities  |
| GNII SF BZ8531 C       | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $62732.35          | Agency Mortgage-Backed Securities  |
| GNII SF DH2674 C       | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1491909.21        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5183 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1266568.00        | $1322595.49        | Agency Mortgage-Backed Securities  |
| GNII SF DH4861 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2887324.00        | $3007257.85        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3122 C       | 2055-08-20      | 6.0000%  | 0.0000% | $6319488.00        | $6519782.07        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8921 C       | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30999471.37       | Agency Mortgage-Backed Securities  |
| GNII SF DJ3183 C       | 2055-08-20      | 6.0000%  | 0.0000% | $10225664.00       | $10549763.02       | Agency Mortgage-Backed Securities  |
| GNII RG CN9814 C       | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $866264.46         | Agency Mortgage-Backed Securities  |
| GNII ET DG9564 C       | 2064-11-20      | 6.0000%  | 0.0000% | $252460.00         | $256207.94         | Agency Mortgage-Backed Securities  |
| GNMI SP 787779 X       | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $28685534.97       | Agency Mortgage-Backed Securities  |
| GNII SF DE4200 C       | 2054-09-20      | 6.0000%  | 0.0000% | $1703096.00        | $1743551.16        | Agency Mortgage-Backed Securities  |
| GNII SF AF5098 C       | 2043-08-20      | 4.0000%  | 0.0000% | $408000.00         | $52361.46          | Agency Mortgage-Backed Securities  |
| GNII SF AM7849 C       | 2045-11-20      | 4.0000%  | 0.0000% | $3311488.00        | $527589.42         | Agency Mortgage-Backed Securities  |
| GNMI SP 784571 X       | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $24334.46          | Agency Mortgage-Backed Securities  |
| GNII RG CQ2914 C       | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1160318.91        | Agency Mortgage-Backed Securities  |
| GNMI SP 782612 X       | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $5209215.72        | Agency Mortgage-Backed Securities  |
| GNII SF CM3934 C       | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1650380.02        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4952 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $1091518.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAE0393   | 2039-10-01      | 5.5000%  | 0.0000% | $201000000.00      | $2418774.91        | Agency Mortgage-Backed Securities  |
| GNII SF DI7976 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1967166.00        | $2008357.45        | Agency Mortgage-Backed Securities  |
| GNII SF DL4743 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1513968.89        | Agency Mortgage-Backed Securities  |
| GNII SF DL5973 C       | 2055-08-20      | 5.5000%  | 0.0000% | $53493.00          | $54458.43          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX1814   | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1033997.10        | Agency Mortgage-Backed Securities  |
| GNII SF DI2182 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1890938.60        | Agency Mortgage-Backed Securities  |
| GNMI SF AW2784 X       | 2046-10-15      | 2.5000%  | 0.0000% | $476604.00         | $246460.79         | Agency Mortgage-Backed Securities  |
| GNMI SF AZ8592 X       | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35720.31          | Agency Mortgage-Backed Securities  |
| GNII ET DI6826 C       | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $178323.28         | Agency Mortgage-Backed Securities  |
| GNII ET DI2491 C       | 2065-05-20      | 6.0000%  | 0.0000% | $120600320.00      | $121092711.41      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3154   | 2054-12-01      | 6.0000%  | 0.0000% | $9040832.00        | $8651980.10        | Agency Mortgage-Backed Securities  |
| GNII SF DI9557 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1188373.29        | Agency Mortgage-Backed Securities  |
| GNMI SF AX5857 X       | 2047-01-15      | 4.0000%  | 0.0000% | $354245.00         | $27355.34          | Agency Mortgage-Backed Securities  |
| GNII SF DI3374 C       | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $3389128.45        | Agency Mortgage-Backed Securities  |
| GNII SF DI0932 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3628219.87        | Agency Mortgage-Backed Securities  |
| GNII SP 785764 C       | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1280491.37        | Agency Mortgage-Backed Securities  |
| GNMI SF AA0268 X       | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $56552.67          | Agency Mortgage-Backed Securities  |
| GNII SF MA6286 M       | 2049-10-20      | 4.5000%  | 0.0000% | $21134528.00       | $2783937.74        | Agency Mortgage-Backed Securities  |
| GNMI SP 784154 X       | 2044-03-15      | 5.0000%  | 0.0000% | $186508.00         | $26277.62          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5777   | 2053-06-01      | 6.5000%  | 0.0000% | $6644672.00        | $5011252.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4099   | 2040-08-01      | 5.0000%  | 0.0000% | $1287438.00        | $1306118.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV2516   | 2052-06-01      | 3.5000%  | 0.0000% | $995890.00         | $719444.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1904   | 2055-07-01      | 6.0000%  | 0.0000% | $10235968.00       | $10601991.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5312   | 2048-06-01      | 4.5000%  | 0.0000% | $11715136.00       | $3087310.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNBC6670   | 2026-04-01      | 2.0000%  | 0.0000% | $16500000.00       | $220668.15         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PRE5011   | 2049-10-01      | 3.0000%  | 0.0000% | $1002840.00        | $290100.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV1441   | 2055-03-01      | 4.0000%  | 0.0000% | $3849544.00        | $3582630.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBW1174   | 2037-09-01      | 2.0000%  | 0.0000% | $216959.00         | $158679.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV8024   | 2052-08-01      | 4.0000%  | 0.0000% | $130873.00         | $98346.84          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN9202   | 2037-01-01      | 2.5000%  | 0.0000% | $290000.00         | $149752.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3987   | 2040-08-01      | 5.5000%  | 0.0000% | $1496240.00        | $1536355.36        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2962   | 2050-07-01      | 2.5000%  | 0.0000% | $4300000.00        | $1727360.35        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8186   | 2037-09-01      | 4.5000%  | 0.0000% | $415590.00         | $246287.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4104   | 2040-09-01      | 6.0000%  | 0.0000% | $1355958.00        | $1409884.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6302   | 2054-05-01      | 6.0000%  | 0.0000% | $13772896.00       | $13497628.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3215   | 2040-03-01      | 5.5000%  | 0.0000% | $1243330.00        | $1249330.32        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTQK0914   | 2041-07-01      | 2.0000%  | 0.0000% | $400000.00         | $264462.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2599   | 2048-11-01      | 4.0000%  | 0.0000% | $211773.00         | $56497.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS4062   | 2038-02-01      | 3.0000%  | 0.0000% | $206902.00         | $153894.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2912   | 2055-08-01      | 5.5000%  | 0.0000% | $3800552.00        | $3880967.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4118   | 2053-03-01      | 5.0000%  | 0.0000% | $300000.00         | $244971.08         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5791   | 2055-08-01      | 5.0000%  | 0.0000% | $2024444.00        | $1998384.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9635   | 2054-12-01      | 4.5000%  | 0.0000% | $28260.00          | $26464.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5441   | 2054-08-01      | 4.0000%  | 0.0000% | $4597696.00        | $4034312.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $700000.00         | $566345.40         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE9407   | 2055-09-01      | 7.0000%  | 0.0000% | $1445914.00        | $1534139.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC0185   | 2040-03-01      | 6.0000%  | 0.0000% | $5854664.00        | $5843309.03        | Agency Mortgage-Backed Securities  |
| GNII SF MA9421 M       | 2053-12-20      | 4.5000%  | 0.0000% | $40000.00          | $36372.83          | Agency Mortgage-Backed Securities  |
| GNII SF MA9364 M       | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $61600.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV5842   | 2055-07-01      | 4.0000%  | 0.0000% | $2619724.00        | $2455137.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBV6006   | 2040-07-01      | 4.5000%  | 0.0000% | $1343356.00        | $1344985.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA9360 M       | 2053-09-20      | 4.5000%  | 0.0000% | $546572.00         | $498016.24         | Agency Mortgage-Backed Securities  |
| GNII JM MA8477 M       | 2051-05-20      | 3.0000%  | 0.0000% | $5482784.00        | $4001844.05        | Agency Mortgage-Backed Securities  |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $11892240.00       | $8869114.79        | Agency Mortgage-Backed Securities  |
| GNII SF MA9387 M       | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $361174.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CKAD4764   | 2035-12-01      | 5.5000%  | 0.0000% | $203487232.00      | $1783352.65        | Agency Mortgage-Backed Securities  |
| GNII SF MA8844 M       | 2033-09-20      | 3.5000%  | 0.0000% | $615660.00         | $486066.13         | Agency Mortgage-Backed Securities  |
| GNII JM MA7083 M       | 2050-11-20      | 1.5000%  | 0.0000% | $730448.00         | $500049.65         | Agency Mortgage-Backed Securities  |
| GNII SF DG2319 C       | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3806920.82        | Agency Mortgage-Backed Securities  |
| GNII SF DD7538 C       | 2054-09-20      | 7.5000%  | 0.0000% | $3302340.00        | $3512146.30        | Agency Mortgage-Backed Securities  |
| GNII ET DG3140 C       | 2064-11-20      | 6.0000%  | 0.0000% | $363233.00         | $368443.45         | Agency Mortgage-Backed Securities  |
| GNII ET DF5626 C       | 2064-11-20      | 6.0000%  | 0.0000% | $217542.00         | $146036.64         | Agency Mortgage-Backed Securities  |
| GNII SF DF1038 C       | 2054-11-20      | 5.0000%  | 0.0000% | $2240208.00        | $2078522.96        | Agency Mortgage-Backed Securities  |
| GNII JM MA6468 M       | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $332076.42         | Agency Mortgage-Backed Securities  |
| GNII ET DF1369 C       | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $3455013.05        | Agency Mortgage-Backed Securities  |
| GNII SF DF3725 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1005070.00        | $1063520.25        | Agency Mortgage-Backed Securities  |
| GNII SF DD0482 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2067352.87        | Agency Mortgage-Backed Securities  |
| GNII SF DF1313 C       | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1231343.47        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5204 C       | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12607612.37       | Agency Mortgage-Backed Securities  |
| GNII SF DJ3001 C       | 2055-07-20      | 5.5000%  | 0.0000% | $4974140.00        | $5043675.12        | Agency Mortgage-Backed Securities  |
| GNII SF CX5760 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1658334.00        | $1509882.99        | Agency Mortgage-Backed Securities  |
| GNII SF CW1339 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1320239.37        | Agency Mortgage-Backed Securities  |
| GNII SF DK0237 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1029410.00        | $1081388.22        | Agency Mortgage-Backed Securities  |
| GNII ET DJ6890 C       | 2065-04-20      | 7.0000%  | 0.0000% | $447987.00         | $461666.63         | Agency Mortgage-Backed Securities  |
| GNII ET CV2347 C       | 2064-01-20      | 7.5000%  | 0.0000% | $799814.00         | $87902.94          | Agency Mortgage-Backed Securities  |
| GNII SF CT8321 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $794026.02         | Agency Mortgage-Backed Securities  |
| GNII SF CX2369 C       | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $2258728.43        | Agency Mortgage-Backed Securities  |
| GNMI SF BE0204 X       | 2048-01-15      | 4.0000%  | 0.0000% | $71000.00          | $32684.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $10441392.00       | $8018900.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8522   | 2036-08-01      | 2.0000%  | 0.0000% | $360000.00         | $177679.19         | Agency Mortgage-Backed Securities  |
| GNII SF 005202 M       | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $14987.34          | Agency Mortgage-Backed Securities  |
| GNII SF 004832 M       | 2040-10-20      | 3.5000%  | 0.0000% | $501375.00         | $28558.36          | Agency Mortgage-Backed Securities  |
| GNII SF MA8802 M       | 2053-04-20      | 6.0000%  | 0.0000% | $240000.00         | $151795.24         | Agency Mortgage-Backed Securities  |
| GNMI SF AN7592 X       | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17602.98          | Agency Mortgage-Backed Securities  |
| GNMI SF BA7886 X       | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23684.92          | Agency Mortgage-Backed Securities  |
| GNII SF MA9542 M       | 2054-03-20      | 6.0000%  | 0.0000% | $10219808.00       | $7214673.83        | Agency Mortgage-Backed Securities  |
| GNII SF DI4825 C       | 2055-07-20      | 5.5000%  | 0.0000% | $60585.00          | $61615.69          | Agency Mortgage-Backed Securities  |
| GNII SF MA8402 M       | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $25670.94          | Agency Mortgage-Backed Securities  |
| GNMI SF AL9314 X       | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1075215.90        | Agency Mortgage-Backed Securities  |
| GNII SF DG2404 C       | 2054-12-20      | 4.5000%  | 0.0000% | $2590350.00        | $2457793.46        | Agency Mortgage-Backed Securities  |
| GNII SF DE5808 C       | 2054-11-20      | 7.0000%  | 0.0000% | $10060160.00       | $10459436.52       | Agency Mortgage-Backed Securities  |
| GNMI SF AA1783 X       | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $337614.92         | Agency Mortgage-Backed Securities  |
| GNII SF DF5402 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1013196.00        | $999577.00         | Agency Mortgage-Backed Securities  |
| GNII SF DG2232 C       | 2054-11-20      | 5.0000%  | 0.0000% | $2951672.00        | $2908112.36        | Agency Mortgage-Backed Securities  |
| GNII ET DF4672 C       | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $3267052.47        | Agency Mortgage-Backed Securities  |
| GNMI SF AA5649 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $219941.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA1446 M       | 2043-10-20      | 2.5000%  | 0.0000% | $1003976.00        | $169213.21         | Agency Mortgage-Backed Securities  |
| GNII SF DG6567 C       | 2055-01-20      | 6.0000%  | 0.0000% | $3953048.00        | $4090447.19        | Agency Mortgage-Backed Securities  |
| GNII ET DE9324 C       | 2064-11-20      | 6.0000%  | 0.0000% | $205413.00         | $208273.55         | Agency Mortgage-Backed Securities  |
| GNII SF DE7493 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1439472.00        | $1421618.33        | Agency Mortgage-Backed Securities  |
| GNII SF MA6792 M       | 2035-08-20      | 2.0000%  | 0.0000% | $45698432.00       | $15014833.99       | Agency Mortgage-Backed Securities  |
| GNII SF DG7337 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2619569.55        | Agency Mortgage-Backed Securities  |
| GNMI SF BC3009 X       | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $272703.98         | Agency Mortgage-Backed Securities  |
| GNII SF BE3023 C       | 2048-01-20      | 4.0000%  | 0.0000% | $390530.00         | $236290.32         | Agency Mortgage-Backed Securities  |
| GNMI SF AE0391 X       | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6857.37           | Agency Mortgage-Backed Securities  |
| GNMI SF 589569 X       | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $9010.38           | Agency Mortgage-Backed Securities  |
| GNII SF MA9855 M       | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $602333.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $14338368.00       | $13500304.79       | Agency Mortgage-Backed Securities  |
| GNII SF MA9323 M       | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $157159.36         | Agency Mortgage-Backed Securities  |
| GNMI SF AE3296 X       | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $412046.15         | Agency Mortgage-Backed Securities  |
| GNMI SF BU8320 X       | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1597266.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA9935 M       | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $199194.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M       | 2053-10-20      | 5.5000%  | 0.0000% | $142414000.00      | $116408125.03      | Agency Mortgage-Backed Securities  |
| GNII SF MA9602 M       | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14829936.90       | Agency Mortgage-Backed Securities  |
| GNMI SF AE7515 X       | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $59320.71          | Agency Mortgage-Backed Securities  |
| GNII SF MA9852 M       | 2054-08-20      | 6.0000%  | 0.0000% | $69289216.00       | $58391806.46       | Agency Mortgage-Backed Securities  |
| GNII SF CT9598 C       | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $853926.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA9697 M       | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $983702.64         | Agency Mortgage-Backed Securities  |
| GNII SF DI2010 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3495000.00        | $3641986.90        | Agency Mortgage-Backed Securities  |
| GNII SF AK6712 C       | 2044-12-20      | 4.0000%  | 0.0000% | $2729580.00        | $610768.92         | Agency Mortgage-Backed Securities  |
| GNII SF DI0791 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1576715.06        | Agency Mortgage-Backed Securities  |
| GNII SF AJ9335 C       | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1181084.04        | Agency Mortgage-Backed Securities  |
| GNII RG CQ2913 C       | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $611352.86         | Agency Mortgage-Backed Securities  |
| GNII SF DJ8638 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1293642.00        | $1346575.20        | Agency Mortgage-Backed Securities  |
| GNII SF DB6507 C       | 2054-11-20      | 5.0000%  | 0.0000% | $99961472.00       | $97635814.28       | Agency Mortgage-Backed Securities  |
| GNII ET DA9111 C       | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103100.31         | Agency Mortgage-Backed Securities  |
| GNII SF DJ8639 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4083000.00        | $4249151.12        | Agency Mortgage-Backed Securities  |
| GNII SF DB6753 C       | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1703841.44        | Agency Mortgage-Backed Securities  |
| GNII SF DA0829 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1449492.00        | $1177451.09        | Agency Mortgage-Backed Securities  |
| GNPL PN CY1384         | 2059-04-15      | 5.5000%  | 0.0000% | $56625.00          | $58431.06          | Agency Mortgage-Backed Securities  |
| GNII SF DJ8262 C       | 2055-08-20      | 5.5000%  | 0.0000% | $4599050.00        | $4675259.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3187   | 2032-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $143324.77         | Agency Mortgage-Backed Securities  |
| GNII SF DK0503 C       | 2055-05-20      | 5.5000%  | 0.0000% | $2155296.00        | $2201403.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4497   | 2036-12-01      | 2.0000%  | 0.0000% | $1973080.00        | $1169026.61        | Agency Mortgage-Backed Securities  |
| GNII SF DA5833 C       | 2054-03-20      | 7.5000%  | 0.0000% | $3827220.00        | $4036622.59        | Agency Mortgage-Backed Securities  |
| GNII SF DK1885 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1449353.06        | Agency Mortgage-Backed Securities  |
| GNII SF DC0127 C       | 2054-05-20      | 6.0000%  | 0.0000% | $1107276.00        | $1024086.76        | Agency Mortgage-Backed Securities  |
| GNII ET DE0811 C       | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $17216004.62       | Agency Mortgage-Backed Securities  |
| GNII SF 635171 C       | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2534425.03        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9132 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1551995.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA4058   | 2050-06-01      | 3.0000%  | 0.0000% | $1381454.00        | $228316.18         | Agency Mortgage-Backed Securities  |
| GNII BD CZ6895 C       | 2054-01-20      | 7.0000%  | 0.0000% | $2162960.00        | $998965.84         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3278 C       | 2054-01-20      | 6.0000%  | 0.0000% | $8179792.00        | $6982421.84        | Agency Mortgage-Backed Securities  |
| GNII ET CY3135 C       | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118779.89         | Agency Mortgage-Backed Securities  |
| GNMI SF 590440 X       | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $24460.35          | Agency Mortgage-Backed Securities  |
| GNII SF 002729 M       | 2029-03-20      | 6.5000%  | 0.0000% | $10475000.00       | $10631.05          | Agency Mortgage-Backed Securities  |
| GNII SF DI3884 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3719492.00        | $3734215.41        | Agency Mortgage-Backed Securities  |
| GNII SF AX4343 C       | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $30211.97          | Agency Mortgage-Backed Securities  |
| GNMI SP 785994 X       | 2052-02-15      | 4.0000%  | 0.0000% | $2346440.00        | $1532202.66        | Agency Mortgage-Backed Securities  |
| GNII SF 005240 M       | 2038-11-20      | 6.0000%  | 0.0000% | $594748.00         | $18443.14          | Agency Mortgage-Backed Securities  |
| GNII SF DL4874 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1278666.00        | $1334888.52        | Agency Mortgage-Backed Securities  |
| GNII SF DL4511 C       | 2055-08-20      | 5.5000%  | 0.0000% | $32350272.00       | $32793431.19       | Agency Mortgage-Backed Securities  |
| GNII ET DH3104 C       | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $927284.33         | Agency Mortgage-Backed Securities  |
| GNII SF DI8380 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1191082.00        | $1212022.96        | Agency Mortgage-Backed Securities  |
| GNII ET DF6864 C       | 2064-11-20      | 6.0000%  | 0.0000% | $415859.00         | $348788.93         | Agency Mortgage-Backed Securities  |
| GNII SF DI6466 C       | 2055-05-20      | 6.0000%  | 0.0000% | $11196048.00       | $11570862.50       | Agency Mortgage-Backed Securities  |
| GNII ET DH9413 C       | 2065-06-20      | 7.0000%  | 0.0000% | $736021.00         | $759708.56         | Agency Mortgage-Backed Securities  |
| GNII SF DI9449 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1295234.00        | $1284805.92        | Agency Mortgage-Backed Securities  |
| GNII SF DH4874 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1238704.02        | Agency Mortgage-Backed Securities  |
| GNII SF DG4561 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1910574.00        | $1990581.04        | Agency Mortgage-Backed Securities  |
| GNII SF DG9261 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $2539013.66        | Agency Mortgage-Backed Securities  |
| GNII SF DI1924 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1866766.00        | $1941366.96        | Agency Mortgage-Backed Securities  |
| GNII SF DK4921 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1572766.00        | $1659268.65        | Agency Mortgage-Backed Securities  |
| GNII SF DK7632 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3638300.00        | $3759046.16        | Agency Mortgage-Backed Securities  |
| GNII ET DG2650 C       | 2064-11-20      | 6.0000%  | 0.0000% | $491357.00         | $498218.23         | Agency Mortgage-Backed Securities  |
| GNII SF DD7758 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1024302.91        | Agency Mortgage-Backed Securities  |
| GNII SF DG9769 C       | 2054-12-20      | 4.5000%  | 0.0000% | $2929504.00        | $2782428.44        | Agency Mortgage-Backed Securities  |
| GNII SF DK6647 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1720323.87        | Agency Mortgage-Backed Securities  |
| GNII SF DK3974 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1994496.00        | $2073335.83        | Agency Mortgage-Backed Securities  |
| GNII SF DK5622 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1808174.00        | $1919162.60        | Agency Mortgage-Backed Securities  |
| GNII SF DK2756 C       | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5658543.07        | Agency Mortgage-Backed Securities  |
| GNII SF DK5864 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1170920.10        | Agency Mortgage-Backed Securities  |
| GNII SF DK7027 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1134757.82        | Agency Mortgage-Backed Securities  |
| GNII SF DK6656 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2232882.25        | Agency Mortgage-Backed Securities  |
| GNII SF DK3180 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1756662.00        | $1823119.45        | Agency Mortgage-Backed Securities  |
| GNII SF BX7064 C       | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $823171.71         | Agency Mortgage-Backed Securities  |
| GNII SF BY9538 C       | 2050-10-20      | 4.0000%  | 0.0000% | $230574.00         | $141283.02         | Agency Mortgage-Backed Securities  |
| GNII SF BE5659 C       | 2048-04-20      | 4.0000%  | 0.0000% | $1000000.00        | $277833.30         | Agency Mortgage-Backed Securities  |
| GNII RG CO2773 C       | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $97972.04          | Agency Mortgage-Backed Securities  |
| GNII SF CK2711 C       | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $630363.27         | Agency Mortgage-Backed Securities  |
| GNII AP 786236 M       | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $57720.23          | Agency Mortgage-Backed Securities  |
| GNII SF MA2222 M       | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $675192.53         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1853 M       | 2044-04-20      | 5.6250%  | 0.0000% | $142846240.00      | $2917015.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M       | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $230109.89         | Agency Mortgage-Backed Securities  |
| GNMI SP 782725 X       | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2119974.81        | Agency Mortgage-Backed Securities  |
| GNII SP 787108 C       | 2053-11-20      | 6.5000%  | 0.0000% | $8800000.00        | $6855538.25        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1611 M       | 2044-01-20      | 5.6250%  | 0.0000% | $1957984.00        | $104184.87         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1615 M       | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2413161.72        | Agency Mortgage-Backed Securities  |
| GNII JP 785023 M       | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $131571.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA0461 M       | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $194876.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA2891 M       | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $276783.75         | Agency Mortgage-Backed Securities  |
| GNII JM MA6398 M       | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $166849.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $11116424.90       | Agency Mortgage-Backed Securities  |
| GNII RG CO2850 C       | 2048-03-20      | 3.5000%  | 0.0000% | $225000.00         | $188262.22         | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $3058800.00        | $2866368.28        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4712 C       | 2055-04-20      | 7.0000%  | 0.0000% | $21005632.00       | $22368013.95       | Agency Mortgage-Backed Securities  |
| GNII SF DJ9133 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1686751.97        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0300 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1380430.00        | $1371821.66        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4813 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1711861.17        | Agency Mortgage-Backed Securities  |
| GNII BD DJ1088 C       | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9440046.22        | Agency Mortgage-Backed Securities  |
| GNII ET DJ7176 C       | 2065-04-20      | 6.0000%  | 0.0000% | $618835.00         | $628844.45         | Agency Mortgage-Backed Securities  |
| GNII SF DG9247 C       | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1636252.33        | Agency Mortgage-Backed Securities  |
| GNII SF DK2017 C       | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6754402.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5777 C       | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $15383309.43       | Agency Mortgage-Backed Securities  |
| GNII SF DK0077 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4751232.00        | $4939956.48        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9057 C       | 2055-04-20      | 3.5000%  | 0.0000% | $2696380.00        | $2453989.14        | Agency Mortgage-Backed Securities  |
| GNII ET DK3110 C       | 2065-06-20      | 4.0000%  | 0.0000% | $1221584.00        | $1126611.62        | Agency Mortgage-Backed Securities  |
| GNII ET DK3339 C       | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $553745.89         | Agency Mortgage-Backed Securities  |
| GNII BD CZ6896 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1529620.00        | $1130416.10        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5199 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1794964.10        | Agency Mortgage-Backed Securities  |
| GNII SF DK1825 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1488118.00        | $1550363.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE9071   | 2047-04-01      | 4.5000%  | 0.0000% | $403452.00         | $125613.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $2300000.00        | $765729.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5695   | 2052-08-01      | 5.0000%  | 0.0000% | $1279260.00        | $916663.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7528   | 2052-05-01      | 3.0000%  | 0.0000% | $714232.00         | $484917.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5884   | 2055-08-01      | 5.5000%  | 0.0000% | $3655784.00        | $3710889.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6772   | 2055-08-01      | 6.0000%  | 0.0000% | $24913024.00       | $25615662.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM4410   | 2026-02-01      | 4.0000%  | 0.0000% | $20000000.00       | $115188.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CKBW8187   | 2053-10-01      | 6.5000%  | 0.0000% | $571774.00         | $579301.19         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBX3213   | 2052-09-01      | 4.0000%  | 0.0000% | $31086.00          | $27986.38          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9260   | 2031-06-01      | 3.5000%  | 0.0000% | $600000.00         | $36843.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9648   | 2054-12-01      | 5.0000%  | 0.0000% | $225000.00         | $215333.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAI1928   | 2026-04-01      | 4.5000%  | 0.0000% | $12180144.00       | $43949.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW1068   | 2052-06-01      | 5.5000%  | 0.0000% | $2545768.00        | $1192346.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV7814   | 2052-06-01      | 3.5000%  | 0.0000% | $6485792.00        | $5097102.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372   | 2053-11-01      | 5.5000%  | 0.0000% | $1625000.00        | $1411706.13        | Agency Mortgage-Backed Securities  |
| GNII SF 002615 M       | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $10726.62          | Agency Mortgage-Backed Securities  |
| GNMI SF 486598 X       | 2028-10-15      | 6.5000%  | 0.0000% | $33042432.00       | $32508.86          | Agency Mortgage-Backed Securities  |
| GNII SF 545327 C       | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $15699.31          | Agency Mortgage-Backed Securities  |
| GNII SP 785565 C       | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1037358.22        | Agency Mortgage-Backed Securities  |
| GNII SP 786862 C       | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2152157.58        | Agency Mortgage-Backed Securities  |
| GNII JP 787326 M       | 2039-07-20      | 6.0000%  | 0.0000% | $37725824.00       | $25162680.19       | Agency Mortgage-Backed Securities  |
| GNII SF 755678 C       | 2040-12-20      | 4.0000%  | 0.0000% | $4186024.00        | $432352.39         | Agency Mortgage-Backed Securities  |
| GNMI SP 786767 X       | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6677404.23        | Agency Mortgage-Backed Securities  |
| GNII SP 786335 C       | 2052-09-20      | 4.5000%  | 0.0000% | $700000.00         | $517790.24         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $439398400.00      | $244099131.56      | U.S. Treasuries (including strips) |
| FEPC 03.500 3PRE6015   | 2049-09-01      | 3.5000%  | 0.0000% | $2232084.00        | $152214.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7306   | 2054-06-01      | 5.5000%  | 0.0000% | $4329848.00        | $4308045.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3BZL0580   | 2040-06-01      | 5.0000%  | 0.0000% | $9000000.00        | $135445.78         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM6169   | 2048-04-01      | 4.5000%  | 0.0000% | $800000.00         | $108387.85         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5786   | 2054-03-01      | 4.5000%  | 0.0000% | $9436320.00        | $8448869.73        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 ZLSI2017   | 2048-12-01      | 4.0000%  | 0.0000% | $3823772.00        | $1303933.76        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 3PRE6093   | 2051-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $580464.19         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7421   | 2052-02-01      | 3.0000%  | 0.0000% | $1053880.00        | $722601.51         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD6836   | 2052-02-01      | 2.0000%  | 0.0000% | $2825000.00        | $1897037.03        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1359   | 2051-11-01      | 3.0000%  | 0.0000% | $7826056.00        | $4889206.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU7740   | 2051-12-01      | 3.0000%  | 0.0000% | $344565.00         | $244029.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4075   | 2040-09-01      | 5.5000%  | 0.0000% | $1493974.00        | $1536365.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB9880   | 2040-01-01      | 5.0000%  | 0.0000% | $806281.00         | $755702.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA2487   | 2042-08-01      | 2.0000%  | 0.0000% | $15513088.00       | $13366007.68       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4881   | 2034-12-01      | 2.5000%  | 0.0000% | $273771.00         | $74453.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE4687   | 2055-07-01      | 5.0000%  | 0.0000% | $2298268.00        | $2276321.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4566   | 2052-09-01      | 5.0000%  | 0.0000% | $199530.00         | $157330.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6543   | 2055-08-01      | 6.5000%  | 0.0000% | $1069352.00        | $1129863.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1216   | 2036-07-01      | 2.5000%  | 0.0000% | $875000.00         | $462067.50         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2194   | 2055-09-01      | 6.5000%  | 0.0000% | $10055120.00       | $10573839.07       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2092   | 2055-08-01      | 6.0000%  | 0.0000% | $3194400.00        | $3359667.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA2395   | 2039-07-01      | 5.5000%  | 0.0000% | $198186.00         | $200176.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1536   | 2055-06-01      | 6.5000%  | 0.0000% | $203304192.00      | $206411755.87      | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $130777344.00      | $107370484.38      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV6018   | 2040-08-01      | 5.5000%  | 0.0000% | $11506624.00       | $11816540.86       | Agency Mortgage-Backed Securities  |
| GNII SF MA8769 M       | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $79683.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA9846 M       | 2046-10-20      | 3.0000%  | 0.0000% | $15456416.00       | $13079564.56       | Agency Mortgage-Backed Securities  |
| GNII SF MA8394 M       | 2037-11-20      | 3.0000%  | 0.0000% | $44041.00          | $31977.52          | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $13107328.00       | $11714783.14       | Agency Mortgage-Backed Securities  |
| GNII BD DH5121 C       | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8121196.59        | Agency Mortgage-Backed Securities  |
| GNII SF MA4075 M       | 2038-10-20      | 6.5000%  | 0.0000% | $6000000.00        | $1105936.45        | Agency Mortgage-Backed Securities  |
| GNII SF DK0348 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1118123.21        | Agency Mortgage-Backed Securities  |
| GNII SF DD4839 C       | 2054-09-20      | 4.5000%  | 0.0000% | $1607994.00        | $1519359.01        | Agency Mortgage-Backed Securities  |
| GNII SF AC0185 C       | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $458161.85         | Agency Mortgage-Backed Securities  |
| GNII ET DE4512 C       | 2064-08-20      | 6.0000%  | 0.0000% | $48748.00          | $49382.77          | Agency Mortgage-Backed Securities  |
| GNII SF DH6363 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $1602907.63        | Agency Mortgage-Backed Securities  |
| GNMI SF AA6091 X       | 2043-02-15      | 3.0000%  | 0.0000% | $137000.00         | $19792.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3375   | 2052-04-01      | 3.5000%  | 0.0000% | $30679264.00       | $23764476.22       | Agency Mortgage-Backed Securities  |
| GNII SF DH1813 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1136616.00        | $1189640.71        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1432 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1025148.00        | $1074298.41        | Agency Mortgage-Backed Securities  |
| GNII SF MA8046 M       | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5893276.44        | Agency Mortgage-Backed Securities  |
| GNII SF DG3672 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1005286.00        | $994758.93         | Agency Mortgage-Backed Securities  |
| GNII BD DJ0975 C       | 2055-03-20      | 4.5000%  | 0.0000% | $11985584.00       | $11133353.64       | Agency Mortgage-Backed Securities  |
| GNII ET DH6133 C       | 2065-01-20      | 6.0000%  | 0.0000% | $383589.00         | $389406.83         | Agency Mortgage-Backed Securities  |
| GNII SF DH8958 C       | 2055-03-20      | 5.0000%  | 0.0000% | $1700618.00        | $1683271.04        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1934 M       | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $906385.08         | Agency Mortgage-Backed Securities  |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $58923840.00       | $26736817.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3282   | 2052-04-01      | 3.5000%  | 0.0000% | $2200000.00        | $1455837.52        | Agency Mortgage-Backed Securities  |
| GNII SF MA6996 M       | 2050-11-20      | 3.0000%  | 0.0000% | $21235808.00       | $7139766.24        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1775 M       | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1758605.56        | Agency Mortgage-Backed Securities  |
| GNII SF DH6930 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $1087894.95        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAE0755   | 2040-01-01      | 7.0000%  | 0.0000% | $1496844.00        | $42328.02          | Agency Mortgage-Backed Securities  |
| GNMI SF BB4157 X       | 2048-02-15      | 5.0000%  | 0.0000% | $685293.00         | $105165.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA8695 M       | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $94288.95          | Agency Mortgage-Backed Securities  |
| GNMI SF BE0143 X       | 2048-01-15      | 4.0000%  | 0.0000% | $111000.00         | $48811.11          | Agency Mortgage-Backed Securities  |
| GNII RG CO9991 C       | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1584682.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2237   | 2055-09-01      | 6.0000%  | 0.0000% | $4093280.00        | $4249862.97        | Agency Mortgage-Backed Securities  |
| GNII SF DF2412 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $624107.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5762   | 2055-07-01      | 6.5000%  | 0.0000% | $1056250.00        | $1077511.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3827   | 2055-03-01      | 5.5000%  | 0.0000% | $1527326.00        | $1556494.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1507   | 2055-04-01      | 5.5000%  | 0.0000% | $1894348.00        | $1696701.14        | Agency Mortgage-Backed Securities  |
| GNII RG CN5913 C       | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $282518.86         | Agency Mortgage-Backed Securities  |
| GNII SF DK4128 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1483138.00        | $1552797.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628   | 2037-06-01      | 2.5000%  | 0.0000% | $715000.00         | $467915.20         | Agency Mortgage-Backed Securities  |
| GNII ET DF5642 C       | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143796.33         | Agency Mortgage-Backed Securities  |
| GNII ET DK3347 C       | 2065-04-20      | 6.5000%  | 0.0000% | $134385.00         | $138240.14         | Agency Mortgage-Backed Securities  |
| GNII SF DE8276 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1701410.00        | $1675223.41        | Agency Mortgage-Backed Securities  |
| GNII SF DD1871 C       | 2054-08-20      | 6.5000%  | 0.0000% | $475807.00         | $433074.43         | Agency Mortgage-Backed Securities  |
| GNII SF DK5611 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1093134.00        | $1112796.23        | Agency Mortgage-Backed Securities  |
| GNII SF DF2517 C       | 2054-12-20      | 6.5000%  | 0.0000% | $1420730.00        | $1129040.81        | Agency Mortgage-Backed Securities  |
| GNII SF DE1089 C       | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $7403081.73        | Agency Mortgage-Backed Securities  |
| GNMI SF 707098 X       | 2039-01-15      | 5.5000%  | 0.0000% | $4635000.00        | $13225.77          | Agency Mortgage-Backed Securities  |
| GNII ET DE9719 C       | 2064-10-20      | 6.0000%  | 0.0000% | $124928.00         | $126611.11         | Agency Mortgage-Backed Securities  |
| GNII SF DF1317 C       | 2054-10-20      | 6.5000%  | 0.0000% | $4408464.00        | $4615016.68        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5244 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1355250.00        | $1380335.35        | Agency Mortgage-Backed Securities  |
| GNII SF DK4686 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $2170959.61        | Agency Mortgage-Backed Securities  |
| GNII ET CZ6969 C       | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $643801.44         | Agency Mortgage-Backed Securities  |
| GNII SF DE7844 C       | 2054-12-20      | 5.0000%  | 0.0000% | $76856576.00       | $75744931.52       | Agency Mortgage-Backed Securities  |
| GNII SF DE3358 C       | 2054-10-20      | 4.5000%  | 0.0000% | $2418916.00        | $2309859.47        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9134 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2519243.68        | Agency Mortgage-Backed Securities  |
| GNII SF DM0612 C       | 2055-08-20      | 5.5000%  | 0.0000% | $5815040.00        | $5907811.86        | Agency Mortgage-Backed Securities  |
| GNMI SF 558897 X       | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $35397.26          | Agency Mortgage-Backed Securities  |
| GNII SF DL7994 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1040246.00        | $1097218.65        | Agency Mortgage-Backed Securities  |
| GNII ET DD1439 C       | 2063-11-20      | 7.5000%  | 0.0000% | $112295.00         | $115884.04         | Agency Mortgage-Backed Securities  |
| GNII SF DF3288 C       | 2054-11-20      | 6.0000%  | 0.0000% | $2424852.00        | $2507497.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5246   | 2054-01-01      | 5.5000%  | 0.0000% | $804496.00         | $710823.53         | Agency Mortgage-Backed Securities  |
| GNII SF DG3904 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1629186.07        | Agency Mortgage-Backed Securities  |
| GNII SF DK5706 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $1118413.34        | Agency Mortgage-Backed Securities  |
| GNII ET DF2490 C       | 2064-09-20      | 6.0000%  | 0.0000% | $161990.00         | $163040.86         | Agency Mortgage-Backed Securities  |
| GNII SF DG1999 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1201914.00        | $1190946.63        | Agency Mortgage-Backed Securities  |
| GNII SF 003737 M       | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $5152.96           | Agency Mortgage-Backed Securities  |
| GNII SP 785622 C       | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $251426.57         | Agency Mortgage-Backed Securities  |
| GNAR AF MB0565 M       | 2055-08-20      | 4.5000%  | 0.0000% | $2186224.00        | $2184671.78        | Agency Mortgage-Backed Securities  |
| GNII SP 784101 M       | 2044-08-20      | 3.5000%  | 0.0000% | $13197552.00       | $1337824.62        | Agency Mortgage-Backed Securities  |
| GNII SF DM0772 C       | 2055-08-20      | 7.0000%  | 0.0000% | $2591872.00        | $2768662.15        | Agency Mortgage-Backed Securities  |
| GNII SF MB0258 M       | 2055-02-20      | 5.0000%  | 0.0000% | $108256000.00      | $106509515.46      | Agency Mortgage-Backed Securities  |
| GNII SP 784207 C       | 2040-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $127555.84         | Agency Mortgage-Backed Securities  |
| GNII SP 785638 C       | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $2167337.92        | Agency Mortgage-Backed Securities  |
| GNII SP 785436 C       | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $2130089.53        | Agency Mortgage-Backed Securities  |
| GNII SP 784479 C       | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $381102.43         | Agency Mortgage-Backed Securities  |
| GNMI SF 412407 X       | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $5355.90           | Agency Mortgage-Backed Securities  |
| GNII ET DJ2041 C       | 2065-04-20      | 6.5000%  | 0.0000% | $2951176.00        | $2797863.61        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2884 C       | 2055-07-20      | 5.5000%  | 0.0000% | $8097392.00        | $8203024.13        | Agency Mortgage-Backed Securities  |
| GNII SF DH6888 C       | 2055-02-20      | 6.5000%  | 0.0000% | $4202400.00        | $4359992.19        | Agency Mortgage-Backed Securities  |
| GNII SF DF6283 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $1179932.07        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2112 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1453218.00        | $1498290.61        | Agency Mortgage-Backed Securities  |
| GNII SF DH2738 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $980643.70         | Agency Mortgage-Backed Securities  |
| GNII SF DH9291 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $3016473.93        | Agency Mortgage-Backed Securities  |
| GNII ET DJ1603 C       | 2065-04-20      | 6.5000%  | 0.0000% | $1211130.00        | $1242642.37        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1857 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2697356.00        | $2804461.43        | Agency Mortgage-Backed Securities  |
| GNII SF DA7479 C       | 2054-04-20      | 5.0000%  | 0.0000% | $1493922.00        | $1250405.83        | Agency Mortgage-Backed Securities  |
| GNII SF DK5634 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1909670.00        | $2000003.15        | Agency Mortgage-Backed Securities  |
| GNII SF DK6448 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1263052.74        | Agency Mortgage-Backed Securities  |
| GNII ET DJ5516 C       | 2065-03-20      | 2.5000%  | 0.0000% | $133691.00         | $108051.21         | Agency Mortgage-Backed Securities  |
| GNII SF DK6585 C       | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4382046.22        | Agency Mortgage-Backed Securities  |
| GNII SF DK5670 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1099762.90        | Agency Mortgage-Backed Securities  |
| GNII SF DK7668 C       | 2055-06-20      | 5.5000%  | 0.0000% | $6181448.00        | $6250442.79        | Agency Mortgage-Backed Securities  |
| GNII SF DH4938 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1387295.95        | Agency Mortgage-Backed Securities  |
| GNPL PN DH1763         | 2060-04-15      | 5.8100%  | 0.0000% | $388756.00         | $412947.49         | Agency Mortgage-Backed Securities  |
| GNII ET DH7703 C       | 2063-02-20      | 6.0000%  | 0.0000% | $150614.00         | $152773.90         | Agency Mortgage-Backed Securities  |
| GNII SF AR0791 C       | 2046-05-20      | 3.5000%  | 0.0000% | $500438.00         | $61394.50          | Agency Mortgage-Backed Securities  |
| GNII SF DH6797 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1627299.33        | Agency Mortgage-Backed Securities  |
| GNII SF DH6071 C       | 2055-02-20      | 4.5000%  | 0.0000% | $1534590.00        | $1462622.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $95834240.00       | $36012140.50       | Agency Mortgage-Backed Securities  |
| GNII JM MA5977 M       | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $45780.31          | Agency Mortgage-Backed Securities  |
| GNII JM MA4501 M       | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $61397.74          | Agency Mortgage-Backed Securities  |
| GNII SF MA5673 M       | 2033-09-20      | 5.0000%  | 0.0000% | $68376.00          | $13354.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA6654 M       | 2050-05-20      | 2.0000%  | 0.0000% | $300000.00         | $126960.98         | Agency Mortgage-Backed Securities  |
| GNII SF 755680 C       | 2040-12-20      | 4.0000%  | 0.0000% | $5423104.00        | $692902.10         | Agency Mortgage-Backed Securities  |
| GNII SF MA6598 M       | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3588730.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA7398 M       | 2035-09-20      | 5.5000%  | 0.0000% | $916477.00         | $450863.86         | Agency Mortgage-Backed Securities  |
| GNII SP 787109 C       | 2053-11-20      | 6.5000%  | 0.0000% | $1800000.00        | $1480813.86        | Agency Mortgage-Backed Securities  |
| GNII SF MA5195 M       | 2048-05-20      | 5.5000%  | 0.0000% | $33336440.00       | $2588944.07        | Agency Mortgage-Backed Securities  |
| GNII JM MA5975 M       | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $33747.56          | Agency Mortgage-Backed Securities  |
| GNAR AF MA5774 M       | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $602241.17         | Agency Mortgage-Backed Securities  |
| GNII SF MA5081 M       | 2048-03-20      | 5.5000%  | 0.0000% | $5729848.00        | $696435.63         | Agency Mortgage-Backed Securities  |
| GNII JM MA5867 M       | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $85572.83          | Agency Mortgage-Backed Securities  |
| GNII SF CP4717 C       | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $593788.40         | Agency Mortgage-Backed Securities  |
| GNMI SF BG6377 X       | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $72047.72          | Agency Mortgage-Backed Securities  |
| GNII SF BX4970 C       | 2050-09-20      | 2.5000%  | 0.0000% | $128058.00         | $86775.20          | Agency Mortgage-Backed Securities  |
| GNII SF AG2586 C       | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $433272.40         | Agency Mortgage-Backed Securities  |
| GNMI SF CJ2165 X       | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $620765.32         | Agency Mortgage-Backed Securities  |
| GNII RG CM3407 C       | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $312648.48         | Agency Mortgage-Backed Securities  |
| GNII SF BT8614 C       | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $835426.13         | Agency Mortgage-Backed Securities  |
| GNII SF AN2972 C       | 2045-09-20      | 4.0000%  | 0.0000% | $580000.00         | $56030.11          | Agency Mortgage-Backed Securities  |
| GNII SF CT6718 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1014748.00        | $1059764.78        | Agency Mortgage-Backed Securities  |
| GNII SF BZ6343 C       | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $268457.82         | Agency Mortgage-Backed Securities  |
| GNII SF DK6384 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1980768.00        | $2014789.24        | Agency Mortgage-Backed Securities  |
| GNII SF 003227 M       | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $6634.15           | Agency Mortgage-Backed Securities  |
| GNII SP 786583 C       | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $72368.42          | Agency Mortgage-Backed Securities  |
| GNII SP 787699 M       | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $81756298.54       | Agency Mortgage-Backed Securities  |

### Security 753: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL491, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AL491
- **C.18 - Value (incl. sponsor support):** $363000000.00
- **C.18.a - Value (excl. sponsor support):** $363000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **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? 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 | 2027-06-15      | 4.6250%  | 0.0000% | $65348000.00       | $67031721.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $42447200.00       | $46198068.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $5150100.00        | $5037815.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $16702000.00       | $17113135.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $188807800.00      | $232003039.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $2741400.00        | $2876255.50        | U.S. Treasuries (including strips) |

### Security 754: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 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: ARP1AL4F7, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AL4F7
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? 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 CLQJ0599 | 2054-05-01      | 5.5000%  | 0.0000% | $1490956.00        | $1332012.66        | Agency Mortgage-Backed Securities         |
| GNRA 2013-002 BA     | 2053-05-16      | 3.4580%  | 0.0000% | $1600000.00        | $523991.51         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-169 DM     | 2057-10-16      | 1.2500%  | 0.0000% | $1000000.00        | $676885.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF     | 2053-05-20      | 5.3450%  | 0.0000% | $200000000.00      | $129531861.10      | Agency Collateralized Mortgage Obligation |
| GNRA 2014-017 AM     | 2048-06-16      | 3.5351%  | 0.0000% | $250000.00         | $8469.92           | Agency Collateralized Mortgage Obligation |
| GNII BD 769101 C     | 2041-07-20      | 4.0000%  | 0.0000% | $2719444.00        | $134942.57         | Agency Mortgage-Backed Securities         |
| GNII SF DL4475 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2315720.00        | $2417423.08        | Agency Mortgage-Backed Securities         |
| GNII ET DK6909 C     | 2065-05-20      | 6.0000%  | 0.0000% | $340075.00         | $346012.57         | Agency Mortgage-Backed Securities         |
| GNII SF DI4545 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1165584.00        | $1185634.12        | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $120000000.00      | $119985486.65      | Agency Mortgage-Backed Securities         |
| GNII SF MA8874 M     | 2051-05-20      | 3.0000%  | 0.0000% | $35000.00          | $24411.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $186005440.00      | $141700310.22      | Agency Mortgage-Backed Securities         |
| GNII SF MA7226 M     | 2036-03-20      | 2.0000%  | 0.0000% | $350184.00         | $150320.43         | Agency Mortgage-Backed Securities         |
| GNRA 2025-044 BF     | 2055-03-20      | 5.2450%  | 0.0000% | $19511580.00       | $18416129.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-001 HD     | 2052-01-20      | 3.5000%  | 0.0000% | $1515000.00        | $1083005.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 TF     | 2053-04-20      | 5.1950%  | 0.0000% | $199024000.00      | $123670154.49      | Agency Collateralized Mortgage Obligation |
| GNRM 2010-099 CE     | 2039-08-20      | 3.0000%  | 0.0000% | $30000000.00       | $559012.18         | Agency Collateralized Mortgage Obligation |
| GNII JM MA2512 M     | 2045-01-20      | 4.0000%  | 0.0000% | $20300955.00       | $401842.32         | Agency Mortgage-Backed Securities         |
| GNRM 2025-134 AE     | 2051-10-20      | 5.5000%  | 0.0000% | $20857120.00       | $21101268.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-28 AN      | 2056-12-16      | 2.6000%  | 0.0000% | $710403.00         | $489597.83         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-11 AD      | 2043-11-16      | 2.2500%  | 0.0000% | $20000000.00       | $1274774.35        | Agency Collateralized Mortgage Obligation |
| GNMI SF 748479 X     | 2040-08-15      | 4.0000%  | 0.0000% | $2737000.00        | $111094.55         | Agency Mortgage-Backed Securities         |
| GNMI SF 747948 X     | 2041-01-15      | 4.0000%  | 0.0000% | $1915864.00        | $128495.45         | Agency Mortgage-Backed Securities         |
| GNRM 2022-014 AG     | 2058-01-16      | 1.7500%  | 0.0000% | $200000.00         | $143020.57         | Agency Collateralized Mortgage Obligation |
| GNRM 2011-57 PA      | 2041-03-20      | 3.0000%  | 0.0000% | $2805000.00        | $140295.39         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BD      | 2057-09-16      | 2.7500%  | 0.0000% | $485032.00         | $303656.79         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0029 M     | 2054-08-20      | 7.0000%  | 0.0000% | $945763.00         | $623936.70         | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $133159936.00      | $129878080.69      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2078 | 2050-08-01      | 3.5000%  | 0.0000% | $49387008.00       | $44548395.97       | Agency Mortgage-Backed Securities         |
| GNII SF DK5806 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1860018.00        | $1954238.25        | Agency Mortgage-Backed Securities         |
| GNPL PN CL1974       | 2057-09-15      | 4.0000%  | 0.0000% | $16100700.00       | $14923588.99       | Agency Mortgage-Backed Securities         |
| GNII SF AG2675 C     | 2043-10-20      | 4.0000%  | 0.0000% | $7437000.00        | $555221.25         | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X     | 2041-03-15      | 4.0000%  | 0.0000% | $1432616.00        | $60055.77          | Agency Mortgage-Backed Securities         |
| GNII SF DK7719 C     | 2055-06-20      | 6.5000%  | 0.0000% | $7323944.00        | $7602297.49        | Agency Mortgage-Backed Securities         |
| GNRM 2022-024 QY     | 2052-02-20      | 3.0000%  | 0.0000% | $501940.00         | $400224.54         | Agency Collateralized Mortgage Obligation |
| GNMI SF AC0656 X     | 2043-04-15      | 2.5000%  | 0.0000% | $75034.00          | $22893.94          | Agency Mortgage-Backed Securities         |
| GNRM 2022-123 AN     | 2063-11-16      | 1.5000%  | 0.0000% | $74929664.00       | $53444625.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 QF     | 2055-07-20      | 5.6950%  | 0.0000% | $78665920.00       | $78939252.18       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-080 AK     | 2062-05-16      | 1.8000%  | 0.0000% | $12160000.00       | $4744264.81        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $261600000.00      | $191472827.70      | Agency Mortgage-Backed Securities         |
| GNII SF 004073 M     | 2038-01-20      | 6.0000%  | 0.0000% | $4650000.00        | $46373.13          | Agency Mortgage-Backed Securities         |
| GNRA 2023-148 FC     | 2053-10-20      | 5.8450%  | 0.0000% | $100000000.00      | $51736104.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 GB     | 2054-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $1022222.78        | Agency Collateralized Mortgage Obligation |
| GNII SF DK9554 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2104156.00        | $2133708.40        | Agency Mortgage-Backed Securities         |
| GNRM 2023-008 BC     | 2065-01-16      | 3.7500%  | 0.0000% | $8487824.00        | $6289984.02        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLDC9578 | 2055-01-01      | 4.5000%  | 0.0000% | $1508788.00        | $1446768.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $164505088.00      | $154808076.09      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5130 | 2052-11-01      | 5.0000%  | 0.0000% | $72791440.00       | $61230164.63       | Agency Mortgage-Backed Securities         |
| GNII SF DJ5279 C     | 2055-07-20      | 6.5000%  | 0.0000% | $83545216.00       | $86933951.35       | Agency Mortgage-Backed Securities         |
| GNMI SP 782226 X     | 2035-04-15      | 5.0000%  | 0.0000% | $1120000.00        | $31383.07          | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FV     | 2055-01-20      | 5.4450%  | 0.0000% | $713000.00         | $700581.22         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 HA     | 2047-01-20      | 2.5000%  | 0.0000% | $46254000.00       | $38771329.97       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ4581 | 2055-08-01      | 6.0000%  | 0.0000% | $130295296.00      | $135026530.48      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9076 | 2054-04-01      | 5.0000%  | 0.0000% | $196205312.00      | $174881437.99      | Agency Mortgage-Backed Securities         |
| GNRM 2025-022 BH     | 2055-02-20      | 5.0000%  | 0.0000% | $16617888.00       | $16135551.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-110 CF     | 2039-11-16      | 5.0844%  | 0.0000% | $200000000.00      | $4311944.22        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 JA     | 2051-10-20      | 4.5000%  | 0.0000% | $21910000.00       | $21657252.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-123 DB     | 2063-11-16      | 1.5000%  | 0.0000% | $28607584.00       | $14099867.61       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-022 GB     | 2055-02-20      | 5.0000%  | 0.0000% | $6919008.00        | $6774067.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-064 FA     | 2053-05-20      | 5.3450%  | 0.0000% | $200000000.00      | $96064483.86       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-115 AE     | 2048-09-16      | 2.0000%  | 0.0000% | $2452480.00        | $1988130.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-148 FA     | 2053-10-20      | 5.7950%  | 0.0000% | $100000000.00      | $51677479.77       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-146 CT     | 2034-10-20      | 5.0000%  | 0.0000% | $3000000.00        | $2209977.58        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSL1660 | 2053-10-01      | 4.5000%  | 0.0000% | $198332928.00      | $189152063.84      | Agency Mortgage-Backed Securities         |
| GNII SF DH8445 C     | 2055-03-20      | 5.5000%  | 0.0000% | $5567792.00        | $5650929.11        | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $201035264.00      | $203434977.32      | Agency Mortgage-Backed Securities         |
| GNII BD 720540 C     | 2039-07-20      | 4.0000%  | 0.0000% | $8131040.00        | $279948.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $191461888.00      | $171574668.67      | Agency Mortgage-Backed Securities         |
| GNRA 2014-003 QF     | 2043-03-20      | 4.8049%  | 0.0000% | $22755280.00       | $1070031.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-117 PA     | 2043-03-20      | 2.5000%  | 0.0000% | $164020000.00      | $10143149.62       | Agency Collateralized Mortgage Obligation |
| GNPL PN DD4711       | 2060-06-15      | 5.4500%  | 0.0000% | $11650000.00       | $12081741.42       | Agency Mortgage-Backed Securities         |
| GNII SF DI4542 C     | 2055-08-20      | 6.0000%  | 0.0000% | $8544960.00        | $8834468.94        | Agency Mortgage-Backed Securities         |
| GNII SF BF3000 C     | 2048-07-20      | 5.5000%  | 0.0000% | $438399.00         | $53893.42          | Agency Mortgage-Backed Securities         |
| GNRA 2025-079 FG     | 2055-05-20      | 5.4450%  | 0.0000% | $4385000.00        | $4357674.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 LF     | 2052-11-20      | 5.0450%  | 0.0000% | $6489000.00        | $5646686.16        | Agency Collateralized Mortgage Obligation |
| GNMI SF 737689 X     | 2040-11-15      | 4.0000%  | 0.0000% | $1500000.00        | $53250.58          | Agency Mortgage-Backed Securities         |
| GNII JM 004633 M     | 2040-02-20      | 5.5000%  | 0.0000% | $2483728.00        | $62985.51          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKBR6312 | 2051-04-01      | 2.0000%  | 0.0000% | $6402760.00        | $4070299.64        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9726 | 2052-07-01      | 3.5000%  | 0.0000% | $1530130.00        | $1309844.65        | Agency Mortgage-Backed Securities         |
| GNRA 2024-167 CF     | 2054-05-20      | 5.5450%  | 0.0000% | $20400000.00       | $16876619.32       | Agency Collateralized Mortgage Obligation |

### Security 755: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL6F5, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1AL6F5
- **C.18 - Value (incl. sponsor support):** $4741000000.00
- **C.18.a - Value (excl. sponsor support):** $4741000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $5300.00           | $2756.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $150000000.00      | $151325833.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $225000000.00      | $228748690.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $69945700.00       | $71775816.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100000000.00      | $102461591.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $150000000.00      | $152131229.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1302000.00        | $1315998.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $419000.00         | $424194.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $512700.00         | $516411.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $103220200.00      | $104830907.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $11685000.00       | $11850131.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $2000000.00        | $1891924.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $26500000.00       | $26103639.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $75000000.00       | $77185898.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $238278500.00      | $249999943.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $490500.00         | $349437.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $2306000.00        | $2284169.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $6755000.00        | $7137505.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $123605000.00      | $126890567.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $42000000.00       | $26367139.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $65150000.00       | $66271295.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $175000000.00      | $178401983.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $300.00            | $300.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $6500000.00        | $6204363.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $75000000.00       | $73569131.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $70000.00          | $62705.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $56723000.00       | $53312918.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $1813000.00        | $1817550.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $17326400.00       | $19337494.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $50792758.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $200000000.00      | $205827121.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $58055300.00       | $56193958.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $98100.00          | $67247.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $294900.00         | $295876.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $191811300.00      | $199934692.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $170000000.00      | $174819190.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100000000.00      | $101286168.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $19317200.00       | $20121626.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $188560000.00      | $191590003.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $2000.00           | $2160.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $18200000.00       | $17994757.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $100000100.00      | $102240281.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100.00            | $101.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $8700000.00        | $8239415.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $29663600.00       | $34808243.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $75300000.00       | $77319880.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $13501000.00       | $13952589.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $239217900.00      | $249705441.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $76000.00          | $112940.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $15500.00          | $11958.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $5000000.00        | $4862018.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $100000000.00      | $100091073.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $250000.00         | $255583.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $238733200.00      | $249302510.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $100000000.00      | $101866302.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $14437000.00       | $14654303.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1500000.00        | $1579144.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $75000000.00       | $76471725.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $24425100.00       | $25435673.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $2900.00           | $2655.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $726000.00         | $478433.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4702.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $19199700.00       | $19160655.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $56278100.00       | $59015426.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $50736858.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $21649000.00       | $21545750.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $46513400.00       | $47135105.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $100000000.00      | $94548421.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $42781700.00       | $42427558.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $7511000.00        | $7278952.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $20900.00          | $12573.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $110573700.00      | $109962709.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $200000000.00      | $196766025.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $425400.00         | $438150.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $8908100.00        | $7697814.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $100000000.00      | $101626216.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $25100000.00       | $21774817.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $248763700.00      | $232800498.30      | U.S. Treasuries (including strips) |

### Security 756: 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: ATD1XXMO6, C.3 - LEI: N/A, C.5 - Other ID: ATD1XXMO6
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 757: 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: ATD1XXMP3, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1XXMP3
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 758: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XXMT5, C.3 - LEI: N/A, C.5 - Other ID: ATD1XXMT5
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 759: 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: ATD1XXMV0, C.3 - LEI: N/A, C.5 - Other ID: ATD1XXMV0
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 760: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XXMX6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XXMX6
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 761: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XXMZ1, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1XXMZ1
- **C.18 - Value (incl. sponsor support):** $785000000.00
- **C.18.a - Value (excl. sponsor support):** $785000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 762: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XXN15, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XXN15
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 763: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XXN31, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XXN31
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 764: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XXN49, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1XXN49
- **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):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 765: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XYKS7, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XYKS7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 766: 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: ATD1XYKT5, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1XYKT5
- **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):** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 767: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XYKU2, C.3 - LEI: N/A, C.5 - Other ID: ATD1XYKU2
- **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):** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 768: 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: ATD1XYKW8, C.3 - LEI: N/A, C.5 - Other ID: ATD1XYKW8
- **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):** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 769: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XYKX6, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1XYKX6
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 770: 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: ATD1XYKY4, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1XYKY4
- **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):** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 771: 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: ATD1XYL23, C.3 - LEI: N/A, C.5 - Other ID: ATD1XYL23
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 772: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XYL72, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XYL72
- **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):** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

### Security 773: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XZJC1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XZJC1
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 774: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XZJG2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1XZJG2
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 775: 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: ATD1XZJO5, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1XZJO5
- **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):** 2025-09-04
- **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? Yes, C.23 Categorized at Level 3? No

### Security 776: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1XZJP2, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XZJP2
- **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:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### 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: ATD1XZJQ0, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1XZJQ0
- **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:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 778: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0J60, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Y0J60
- **C.18 - Value (incl. sponsor support):** $999989300.00
- **C.18.a - Value (excl. sponsor support):** $999989300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 779: 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: ATD1Y0J78, C.3 - LEI: N/A, C.5 - Other ID: ATD1Y0J78
- **C.18 - Value (incl. sponsor support):** $999997050.00
- **C.18.a - Value (excl. sponsor support):** $999997050.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 780: 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: ATD1Y0J86, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1Y0J86
- **C.18 - Value (incl. sponsor support):** $2999991150.00
- **C.18.a - Value (excl. sponsor support):** $2999991150.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 781: 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: ATD1Y0J94, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ATD1Y0J94
- **C.18 - Value (incl. sponsor support):** $999997050.00
- **C.18.a - Value (excl. sponsor support):** $999997050.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 782: 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: ATD1Y0JA1, C.3 - LEI: N/A, C.5 - Other ID: ATD1Y0JA1
- **C.18 - Value (incl. sponsor support):** $1149996952.50
- **C.18.a - Value (excl. sponsor support):** $1149996952.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 783: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0JB9, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1Y0JB9
- **C.18 - Value (incl. sponsor support):** $749991150.00
- **C.18.a - Value (excl. sponsor support):** $749991150.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 784: 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: ATD1Y0JC7, C.3 - LEI: N/A, C.5 - Other ID: ATD1Y0JC7
- **C.18 - Value (incl. sponsor support):** $472995482.85
- **C.18.a - Value (excl. sponsor support):** $472995482.85
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 785: 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: ATD1Y0JD5, C.3 - LEI: N/A, C.5 - Other ID: ATD1Y0JD5
- **C.18 - Value (incl. sponsor support):** $3999988200.00
- **C.18.a - Value (excl. sponsor support):** $3999988200.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 786: 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: ATD1Y0JE3, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1Y0JE3
- **C.18 - Value (incl. sponsor support):** $1499996025.00
- **C.18.a - Value (excl. sponsor support):** $1499996025.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 787: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0JF0, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1Y0JF0
- **C.18 - Value (incl. sponsor support):** $299996790.00
- **C.18.a - Value (excl. sponsor support):** $299996790.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 788: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0JG8, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1Y0JG8
- **C.18 - Value (incl. sponsor support):** $499994650.00
- **C.18.a - Value (excl. sponsor support):** $499994650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 789: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1Y0JH6, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1Y0JH6
- **C.18 - Value (incl. sponsor support):** $99998930.00
- **C.18.a - Value (excl. sponsor support):** $99998930.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 790: 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: ATD1Y0JJ2, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1Y0JJ2
- **C.18 - Value (incl. sponsor support):** $249997050.00
- **C.18.a - Value (excl. sponsor support):** $249997050.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-09-08

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO