# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-25-033585
**Filing Date:** 2025-12
**Character Count:** 3860611
**Document Hash:** 138ca01ea4420063cfe4ceea2339ca95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033585.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033585

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**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:** 251552653

**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):** 2025-11-30

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 26 days

- **WAL:** 51 days

- **Total Value of Portfolio Securities:** $380263076411.98

- **Amortized Cost of Portfolio Securities:** $380223732483.39

- **Cash:** $10039000000.50

- **Total Other Assets:** $1056150266.76

- **Total Liabilities:** $1230951541.05

- **Net Assets of Series:** $390087931209.60

- **Number of Shares Outstanding (Series):** 390084500686.2000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $156717671398.17          | $215477276264.55           | 40.1600%                  | 55.2200%                   |
| 2025-11-04 | $171851198708.86          | $213892729707.07           | 44.2700%                  | 55.1000%                   |
| 2025-11-05 | $165318636884.60          | $215812231764.31           | 42.3300%                  | 55.2600%                   |
| 2025-11-06 | $162255328440.59          | $215205712589.82           | 41.4500%                  | 54.9800%                   |
| 2025-11-07 | $158114537134.91          | $214990694883.70           | 40.3800%                  | 54.9100%                   |
| 2025-11-10 | $170538637046.51          | $213734637172.83           | 43.7800%                  | 54.8700%                   |
| 2025-11-12 | $165849398275.47          | $215694633206.19           | 42.3900%                  | 55.1300%                   |
| 2025-11-13 | $165226211121.57          | $213960286369.82           | 42.4600%                  | 54.9800%                   |
| 2025-11-14 | $163532679731.47          | $214127020406.25           | 42.0100%                  | 55.0100%                   |
| 2025-11-17 | $160108858745.88          | $214258368720.88           | 41.1000%                  | 55.0000%                   |
| 2025-11-18 | $169732299330.77          | $214795742864.47           | 43.5000%                  | 55.0500%                   |
| 2025-11-19 | $169174382716.21          | $217344098809.84           | 43.0300%                  | 55.2900%                   |
| 2025-11-20 | $166611880461.51          | $214951664230.62           | 42.6700%                  | 55.0500%                   |
| 2025-11-21 | $163274669120.27          | $215289912507.57           | 41.7700%                  | 55.0700%                   |
| 2025-11-24 | $163648890363.77          | $215642034420.77           | 41.7800%                  | 55.0600%                   |
| 2025-11-25 | $174922780120.22          | $214910985545.32           | 44.7900%                  | 55.0300%                   |
| 2025-11-26 | $166138479093.47          | $218075668616.72           | 42.2600%                  | 55.4700%                   |
| 2025-11-28 | $168748177848.02          | $218235238532.18           | 43.1200%                  | 55.7600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.3000%             |
| 2025-11-04 | 4.2700%             |
| 2025-11-05 | 4.2400%             |
| 2025-11-06 | 4.2200%             |
| 2025-11-07 | 4.1400%             |
| 2025-11-10 | 4.1100%             |
| 2025-11-12 | 4.1100%             |
| 2025-11-13 | 4.1200%             |
| 2025-11-14 | 4.1300%             |
| 2025-11-17 | 4.1300%             |
| 2025-11-18 | 4.1300%             |
| 2025-11-19 | 4.1300%             |
| 2025-11-20 | 4.1200%             |
| 2025-11-21 | 4.1100%             |
| 2025-11-24 | 4.1000%             |
| 2025-11-25 | 4.1100%             |
| 2025-11-26 | 4.1300%             |
| 2025-11-28 | 4.1700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0001                      |
|  |  |
| 2025-11-04 | 1.0002                      |
|  |  |
| 2025-11-05 | 1.0002                      |
|  |  |
| 2025-11-06 | 1.0001                      |
|  |  |
| 2025-11-07 | 1.0001                      |
|  |  |
| 2025-11-10 | 1.0001                      |
|  |  |
| 2025-11-12 | 1.0001                      |
|  |  |
| 2025-11-13 | 1.0001                      |
|  |  |
| 2025-11-14 | 1.0001                      |
|  |  |
| 2025-11-17 | 1.0001                      |
|  |  |
| 2025-11-18 | 1.0001                      |
|  |  |
| 2025-11-19 | 1.0001                      |
|  |  |
| 2025-11-20 | 1.0001                      |
|  |  |
| 2025-11-21 | 1.0001                      |
|  |  |
| 2025-11-24 | 1.0001                      |
|  |  |
| 2025-11-25 | 1.0001                      |
|  |  |
| 2025-11-26 | 1.0001                      |
|  |  |
| 2025-11-28 | 1.0001                      |
|  |  |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $250159135628.61

- **Number of Shares Outstanding:** 250157090200.1600

- **Expense Reimbursement/Waiver:** 1147112.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0001          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0001          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1988702935.41            | $943837398.76           |
| 2025-11-04 | $1398727169.73            | $1372803701.96          |
| 2025-11-05 | $1192191839.54            | $1075654824.66          |
| 2025-11-06 | $1097106136.96            | $914802001.98           |
| 2025-11-07 | $1171450269.90            | $932203025.78           |
| 2025-11-10 | $1175270736.49            | $1035925921.02          |
| 2025-11-12 | $1162863065.25            | $1202970315.79          |
| 2025-11-13 | $1752777567.62            | $1795893617.85          |
| 2025-11-14 | $1018339691.01            | $1092491476.37          |
| 2025-11-17 | $1049609142.71            | $1049428289.55          |
| 2025-11-18 | $1278739437.45            | $1226865947.55          |
| 2025-11-19 | $1296029585.20            | $1100635758.93          |
| 2025-11-20 | $1004876229.96            | $970031965.38           |
| 2025-11-21 | $1196312664.16            | $1157535754.56          |
| 2025-11-24 | $1207451322.37            | $1075926405.66          |
| 2025-11-25 | $1163216009.57            | $1228301784.80          |
| 2025-11-26 | $1113546161.86            | $1066307032.81          |
| 2025-11-28 | $1088393862.49            | $836344277.80           |

**Total Gross Subscriptions (Month):** $22355603827.68

**Total Gross Redemptions (Month):** $20077959501.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9600%           |
| 2025-11-04 | 3.9300%           |
| 2025-11-05 | 3.9000%           |
| 2025-11-06 | 3.8800%           |
| 2025-11-07 | 3.8000%           |
| 2025-11-10 | 3.7700%           |
| 2025-11-12 | 3.7700%           |
| 2025-11-13 | 3.7800%           |
| 2025-11-14 | 3.7900%           |
| 2025-11-17 | 3.7900%           |
| 2025-11-18 | 3.7900%           |
| 2025-11-19 | 3.7900%           |
| 2025-11-20 | 3.7800%           |
| 2025-11-21 | 3.7700%           |
| 2025-11-24 | 3.7600%           |
| 2025-11-25 | 3.7700%           |
| 2025-11-26 | 3.7900%           |
| 2025-11-28 | 3.8300%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $139928795580.99

- **Number of Shares Outstanding:** 139927410486.0400

- **Expense Reimbursement/Waiver:** 640273.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0001          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0001          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0001          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0001          |
|  |  |
| 2025-11-25 | 1.0001          |
|  |  |
| 2025-11-26 | 1.0001          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1237890506.84            | $582989449.00           |
| 2025-11-04 | $963869823.45             | $771798436.60           |
| 2025-11-05 | $1170466479.19            | $648066767.41           |
| 2025-11-06 | $718532605.15             | $491148335.01           |
| 2025-11-07 | $581853310.26             | $839076801.44           |
| 2025-11-10 | $771535747.66             | $699344135.84           |
| 2025-11-12 | $694951229.07             | $682084087.45           |
| 2025-11-13 | $936452537.64             | $1031701807.68          |
| 2025-11-14 | $682591292.70             | $628971082.30           |
| 2025-11-17 | $684658882.43             | $522314209.08           |
| 2025-11-18 | $873710717.70             | $720607207.68           |
| 2025-11-19 | $642517346.17             | $591098150.93           |
| 2025-11-20 | $659227652.49             | $517448828.64           |
| 2025-11-21 | $672690491.95             | $724370982.58           |
| 2025-11-24 | $735829642.49             | $638105150.99           |
| 2025-11-25 | $652791750.66             | $723516896.83           |
| 2025-11-26 | $825757182.56             | $610544483.19           |
| 2025-11-28 | $627124827.72             | $497940825.99           |

**Total Gross Subscriptions (Month):** $14132452026.13

**Total Gross Redemptions (Month):** $11921127638.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.1100%           |
| 2025-11-04 | 4.0800%           |
| 2025-11-05 | 4.0500%           |
| 2025-11-06 | 4.0300%           |
| 2025-11-07 | 3.9500%           |
| 2025-11-10 | 3.9200%           |
| 2025-11-12 | 3.9200%           |
| 2025-11-13 | 3.9300%           |
| 2025-11-14 | 3.9400%           |
| 2025-11-17 | 3.9400%           |
| 2025-11-18 | 3.9400%           |
| 2025-11-19 | 3.9400%           |
| 2025-11-20 | 3.9300%           |
| 2025-11-21 | 3.9200%           |
| 2025-11-24 | 3.9100%           |
| 2025-11-25 | 3.9200%           |
| 2025-11-26 | 3.9400%           |
| 2025-11-28 | 3.9800%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AZ35, C.4 - ISIN: US03664AZ353, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $157942419.77
- **C.18.a - Value (excl. sponsor support):** $157942419.77
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 03664BA63, C.4 - ISIN: US03664BA636, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $97329811.85
- **C.18.a - Value (excl. sponsor support):** $97329811.85
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664BAU0, C.4 - ISIN: US03664BAU08, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $59712590.81
- **C.18.a - Value (excl. sponsor support):** $59712590.81
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 4: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFQ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100012409.00
- **C.18.a - Value (excl. sponsor support):** $100012409.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.230000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFT5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200024008.00
- **C.18.a - Value (excl. sponsor support):** $200024008.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PFZ1, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $200016192.00
- **C.18.a - Value (excl. sponsor support):** $200016192.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGA5, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $119009706.83
- **C.18.a - Value (excl. sponsor support):** $119009706.83
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 4.290000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821PGD9, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $100009271.00
- **C.18.a - Value (excl. sponsor support):** $100009271.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 04821TZH1, C.4 - ISIN: US04821TZH12, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49895290.00
- **C.18.a - Value (excl. sponsor support):** $49895290.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 04821TZJ7, C.4 - ISIN: US04821TZJ77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $189581259.00
- **C.18.a - Value (excl. sponsor support):** $189581259.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 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: 04821TZV0, C.4 - ISIN: US04821TZV06, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $99659250.00
- **C.18.a - Value (excl. sponsor support):** $99659250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 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: 04821UC26, C.4 - ISIN: US04821UC264, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $197958800.00
- **C.18.a - Value (excl. sponsor support):** $197958800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **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 13: 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):** $693189420.00
- **C.18.a - Value (excl. sponsor support):** $693189420.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 14: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.240000%
- **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):** $500015350.00
- **C.18.a - Value (excl. sponsor support):** $500015350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: 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: 0530A2Z37, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $1179351708.00
- **C.18.a - Value (excl. sponsor support):** $1179351708.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: BG APT INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (BELLA VISTA) SERIES 2025A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 17: 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):** $497739000.00
- **C.18.a - Value (excl. sponsor support):** $497739000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 18: 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):** $795439280.00
- **C.18.a - Value (excl. sponsor support):** $795439280.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 19: 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):** $992565300.00
- **C.18.a - Value (excl. sponsor support):** $992565300.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 20: 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):** $719964108.60
- **C.18.a - Value (excl. sponsor support):** $719964108.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 21: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CDE8, C.4 - ISIN: US05571CDE84, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $771489195.30
- **C.18.a - Value (excl. sponsor support):** $771489195.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 22: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CE49, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $491599800.00
- **C.18.a - Value (excl. sponsor support):** $491599800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CE56, C.4 - ISIN: US05571CE565, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $589854660.00
- **C.18.a - Value (excl. sponsor support):** $589854660.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: 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: 05593DHG1, C.4 - ISIN: US05593DHG16, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $600015900.00
- **C.18.a - Value (excl. sponsor support):** $600015900.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: 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):** $500183550.00
- **C.18.a - Value (excl. sponsor support):** $500183550.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 26: 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):** $470270203.00
- **C.18.a - Value (excl. sponsor support):** $470270203.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 27: 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):** $175108342.50
- **C.18.a - Value (excl. sponsor support):** $175108342.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 28: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DKK8, C.4 - ISIN: US05593DKK80, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $338138512.40
- **C.18.a - Value (excl. sponsor support):** $338138512.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DKM4, C.4 - ISIN: US05593DKM47, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $344122257.60
- **C.18.a - Value (excl. sponsor support):** $344122257.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MDX0, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $500116650.00
- **C.18.a - Value (excl. sponsor support):** $500116650.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 31: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MEC5, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $100010160.00
- **C.18.a - Value (excl. sponsor support):** $100010160.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 32: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MED3, C.4 - ISIN: US05971MED39, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $399034593.30
- **C.18.a - Value (excl. sponsor support):** $399034593.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 33: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MEF8, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $300020280.00
- **C.18.a - Value (excl. sponsor support):** $300020280.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.380000%
- **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):** $500010845.00
- **C.18.a - Value (excl. sponsor support):** $500010845.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600264672.00
- **C.18.a - Value (excl. sponsor support):** $600264672.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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):** $515793795.25
- **C.18.a - Value (excl. sponsor support):** $515793795.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 37: 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):** $501014010.00
- **C.18.a - Value (excl. sponsor support):** $501014010.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **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 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.370000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.4 - ISIN: US06050TNY46, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000172870.00
- **C.18.a - Value (excl. sponsor support):** $1000172870.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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):** $600337380.00
- **C.18.a - Value (excl. sponsor support):** $600337380.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **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):** $600323700.00
- **C.18.a - Value (excl. sponsor support):** $600323700.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 41: 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):** $250257450.00
- **C.18.a - Value (excl. sponsor support):** $250257450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.990000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06051WWK6, C.4 - ISIN: US06051WWK60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $111012731.70
- **C.18.a - Value (excl. sponsor support):** $111012731.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **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):** $500182750.00
- **C.18.a - Value (excl. sponsor support):** $500182750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.440000%
- **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):** $500434515.00
- **C.18.a - Value (excl. sponsor support):** $500434515.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.360000%
- **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):** $300163650.00
- **C.18.a - Value (excl. sponsor support):** $300163650.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCJ0, C.4 - ISIN: US06053RCJ05, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $335113665.50
- **C.18.a - Value (excl. sponsor support):** $335113665.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.220000%
- **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):** $280002184.00
- **C.18.a - Value (excl. sponsor support):** $280002184.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.240000%
- **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):** $500020850.00
- **C.18.a - Value (excl. sponsor support):** $500020850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.420000%
- **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):** $300138540.00
- **C.18.a - Value (excl. sponsor support):** $300138540.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.410000%
- **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):** $350173040.00
- **C.18.a - Value (excl. sponsor support):** $350173040.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.310000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMK8, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350033705.00
- **C.18.a - Value (excl. sponsor support):** $350033705.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: 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):** $497528150.00
- **C.18.a - Value (excl. sponsor support):** $497528150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 53: 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):** $663391012.50
- **C.18.a - Value (excl. sponsor support):** $663391012.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 54: 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):** $735999000.00
- **C.18.a - Value (excl. sponsor support):** $735999000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 55: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PFH4, C.4 - ISIN: US06054PFH47, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $195706420.00
- **C.18.a - Value (excl. sponsor support):** $195706420.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGG5, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $487829150.00
- **C.18.a - Value (excl. sponsor support):** $487829150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PGM2, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $487580900.00
- **C.18.a - Value (excl. sponsor support):** $487580900.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600298734.00
- **C.18.a - Value (excl. sponsor support):** $600298734.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAG7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400033812.00
- **C.18.a - Value (excl. sponsor support):** $400033812.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAH5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500048825.00
- **C.18.a - Value (excl. sponsor support):** $500048825.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500317830.00
- **C.18.a - Value (excl. sponsor support):** $500317830.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.320000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500195860.00
- **C.18.a - Value (excl. sponsor support):** $500195860.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: 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):** $473528241.67
- **C.18.a - Value (excl. sponsor support):** $473528241.67
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 64: 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):** $92059562.64
- **C.18.a - Value (excl. sponsor support):** $92059562.64
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 65: 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):** $54053727.30
- **C.18.a - Value (excl. sponsor support):** $54053727.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 66: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.290000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCS9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $385085897.35
- **C.18.a - Value (excl. sponsor support):** $385085897.35
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: 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):** $150090765.00
- **C.18.a - Value (excl. sponsor support):** $150090765.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 68: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.350000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3H8, C.4 - ISIN: US06367L3H86, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250023840.00
- **C.18.a - Value (excl. sponsor support):** $250023840.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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):** $159791888.00
- **C.18.a - Value (excl. sponsor support):** $159791888.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 70: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4V3, C.4 - ISIN: US06370B4V33, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $248956535.15
- **C.18.a - Value (excl. sponsor support):** $248956535.15
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.250000%
- **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):** $700024150.00
- **C.18.a - Value (excl. sponsor support):** $700024150.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.330000%
- **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):** $700337890.00
- **C.18.a - Value (excl. sponsor support):** $700337890.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 73: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NJY9, C.4 - ISIN: US06418NJY94, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $199033849.90
- **C.18.a - Value (excl. sponsor support):** $199033849.90
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: 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):** $101549425.20
- **C.18.a - Value (excl. sponsor support):** $101549425.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 75: 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):** $293274043.50
- **C.18.a - Value (excl. sponsor support):** $293274043.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 76: 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):** $298145610.00
- **C.18.a - Value (excl. sponsor support):** $298145610.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 77: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EB90, C.4 - ISIN: US06741EB904, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98269735.90
- **C.18.a - Value (excl. sponsor support):** $98269735.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EBJ8, C.4 - ISIN: US06741EBJ82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99100520.00
- **C.18.a - Value (excl. sponsor support):** $99100520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECQ1, C.4 - ISIN: US06741ECQ17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $133286890.50
- **C.18.a - Value (excl. sponsor support):** $133286890.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECS7, C.4 - ISIN: US06741ECS72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98709200.00
- **C.18.a - Value (excl. sponsor support):** $98709200.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDT4, C.4 - ISIN: US06741EDT47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86564508.80
- **C.18.a - Value (excl. sponsor support):** $86564508.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EDU1, C.4 - ISIN: US06741EDU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51145775.20
- **C.18.a - Value (excl. sponsor support):** $51145775.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FZV2, C.4 - ISIN: US06741FZV20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199315120.00
- **C.18.a - Value (excl. sponsor support):** $199315120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 84: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.250000%
- **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):** $450004275.00
- **C.18.a - Value (excl. sponsor support):** $450004275.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.250000%
- **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):** $120001560.00
- **C.18.a - Value (excl. sponsor support):** $120001560.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRU9, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229008037.90
- **C.18.a - Value (excl. sponsor support):** $229008037.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.300000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HRV7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $296009768.00
- **C.18.a - Value (excl. sponsor support):** $296009768.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: 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: 06744QZ37, C.4 - ISIN: US06744QZ372, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $549697885.00
- **C.18.a - Value (excl. sponsor support):** $549697885.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEG2, C.4 - ISIN: US06745GEG29, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200016200.00
- **C.18.a - Value (excl. sponsor support):** $200016200.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEJ6, C.4 - ISIN: US06745GEJ67, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $725055607.50
- **C.18.a - Value (excl. sponsor support):** $725055607.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEV9, C.4 - ISIN: US06745GEV95, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $949974540.00
- **C.18.a - Value (excl. sponsor support):** $949974540.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEW7, C.4 - ISIN: US06745GEW78, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1749973750.00
- **C.18.a - Value (excl. sponsor support):** $1749973750.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFL0, C.4 - ISIN: US06745GFL05, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $752317970.25
- **C.18.a - Value (excl. sponsor support):** $752317970.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFS5, C.4 - ISIN: US06745GFS57, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $199421121.80
- **C.18.a - Value (excl. sponsor support):** $199421121.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GFT3, C.4 - ISIN: US06745GFT31, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $200004960.00
- **C.18.a - Value (excl. sponsor support):** $200004960.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGE5, C.4 - ISIN: US06745GGE52, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $558959304.80
- **C.18.a - Value (excl. sponsor support):** $558959304.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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 97: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGJ4, C.4 - ISIN: US06745GGJ40, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $467014383.60
- **C.18.a - Value (excl. sponsor support):** $467014383.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGP0, C.4 - ISIN: US06745GGP00, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $692990575.20
- **C.18.a - Value (excl. sponsor support):** $692990575.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGW5, C.4 - ISIN: US06745GGW50, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400041120.00
- **C.18.a - Value (excl. sponsor support):** $400041120.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 100: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGY1, C.4 - ISIN: US06745GGY17, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $767188221.80
- **C.18.a - Value (excl. sponsor support):** $767188221.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 101: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZ27, C.4 - ISIN: US06945LZ277, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49978010.00
- **C.18.a - Value (excl. sponsor support):** $49978010.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZA9, C.4 - ISIN: US06945LZA96, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99867500.00
- **C.18.a - Value (excl. sponsor support):** $99867500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 103: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZC5, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99845490.00
- **C.18.a - Value (excl. sponsor support):** $99845490.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 104: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LZN1, C.4 - ISIN: US06945LZN18, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99735800.00
- **C.18.a - Value (excl. sponsor support):** $99735800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-22
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MA71, C.4 - ISIN: US06945MA716, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99560960.00
- **C.18.a - Value (excl. sponsor support):** $99560960.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 106: 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):** $71574112.80
- **C.18.a - Value (excl. sponsor support):** $71574112.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 107: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945MB39, C.4 - ISIN: US06945MB391, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $148902045.00
- **C.18.a - Value (excl. sponsor support):** $148902045.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: 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):** $99571660.00
- **C.18.a - Value (excl. sponsor support):** $99571660.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 109: 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):** $99538440.00
- **C.18.a - Value (excl. sponsor support):** $99538440.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 110: 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):** $198668500.00
- **C.18.a - Value (excl. sponsor support):** $198668500.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 111: 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):** $248121200.00
- **C.18.a - Value (excl. sponsor support):** $248121200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 112: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBB7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $121004943.60
- **C.18.a - Value (excl. sponsor support):** $121004943.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 113: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBK7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $54504571.00
- **C.18.a - Value (excl. sponsor support):** $54504571.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 114: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BBL5, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99088600.00
- **C.18.a - Value (excl. sponsor support):** $99088600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 115: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDA7, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $182347211.00
- **C.18.a - Value (excl. sponsor support):** $182347211.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 116: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDQ2, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $147628395.00
- **C.18.a - Value (excl. sponsor support):** $147628395.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BDW9, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $96881172.20
- **C.18.a - Value (excl. sponsor support):** $96881172.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BE57, C.4 - ISIN: US07644BE578, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $98305010.00
- **C.18.a - Value (excl. sponsor support):** $98305010.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 119: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BFQ0, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $146707050.00
- **C.18.a - Value (excl. sponsor support):** $146707050.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-24
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.230000%
- **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):** $200006480.00
- **C.18.a - Value (excl. sponsor support):** $200006480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.290000%
- **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):** $250063000.00
- **C.18.a - Value (excl. sponsor support):** $250063000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MB45, C.4 - ISIN: US08224MB456, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $100441315.17
- **C.18.a - Value (excl. sponsor support):** $100441315.17
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.210000%
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 124: 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):** $149718795.00
- **C.18.a - Value (excl. sponsor support):** $149718795.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 125: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P3CC4, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $197737800.00
- **C.18.a - Value (excl. sponsor support):** $197737800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: 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):** $99878510.00
- **C.18.a - Value (excl. sponsor support):** $99878510.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 127: 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):** $124806862.50
- **C.18.a - Value (excl. sponsor support):** $124806862.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 128: 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):** $141702623.60
- **C.18.a - Value (excl. sponsor support):** $141702623.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 129: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619UCD1, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $98846460.00
- **C.18.a - Value (excl. sponsor support):** $98846460.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: CP CANYONS WFH LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 12658PAB0, C.4 - ISIN: US12658PAB04, C.3 - LEI: 254900F9PG6QUBCJUL32
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2065-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: 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):** $84441093.44
- **C.18.a - Value (excl. sponsor support):** $84441093.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 132: 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):** $99571440.00
- **C.18.a - Value (excl. sponsor support):** $99571440.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 133: 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):** $99538910.00
- **C.18.a - Value (excl. sponsor support):** $99538910.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 134: 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):** $248657175.00
- **C.18.a - Value (excl. sponsor support):** $248657175.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 135: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAT5, C.4 - ISIN: US12710HAT59, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $49671665.00
- **C.18.a - Value (excl. sponsor support):** $49671665.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **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 136: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAV0, C.4 - ISIN: US12710HAV06, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $58476697.08
- **C.18.a - Value (excl. sponsor support):** $58476697.08
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 137: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HAW8, C.4 - ISIN: US12710HAW88, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74483272.50
- **C.18.a - Value (excl. sponsor support):** $74483272.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HB31, C.4 - ISIN: US12710HB318, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $79315155.97
- **C.18.a - Value (excl. sponsor support):** $79315155.97
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HB56, C.4 - ISIN: US12710HB565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $124058200.00
- **C.18.a - Value (excl. sponsor support):** $124058200.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **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 140: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HBK3, C.4 - ISIN: US12710HBK32, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $107024662.80
- **C.18.a - Value (excl. sponsor support):** $107024662.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 141: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HC22, C.4 - ISIN: US12710HC225, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98979400.00
- **C.18.a - Value (excl. sponsor support):** $98979400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **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 142: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HCP1, C.4 - ISIN: US12710HCP10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $197507260.00
- **C.18.a - Value (excl. sponsor support):** $197507260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: CAISSE AMORTISSEMENT DE LA DETTE SOCIALE

- **C.1 - Title:** CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12802WFW9, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $977434900.00
- **C.18.a - Value (excl. sponsor support):** $977434900.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 145: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DNL2, C.4 - ISIN: US13606DNL28, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $499070344.03
- **C.18.a - Value (excl. sponsor support):** $499070344.03
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: 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: 13608BAW4, C.4 - ISIN: US13608BAW46, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $496599700.00
- **C.18.a - Value (excl. sponsor support):** $496599700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 147: 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):** $494070182.40
- **C.18.a - Value (excl. sponsor support):** $494070182.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 148: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 149: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.290000%
- **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):** $240000367.20
- **C.18.a - Value (excl. sponsor support):** $240000367.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.290000%
- **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):** $200013564.00
- **C.18.a - Value (excl. sponsor support):** $200013564.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR61, C.4 - ISIN: US15963WR612, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100005571.00
- **C.18.a - Value (excl. sponsor support):** $100005571.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WR79, C.4 - ISIN: US15963WR794, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $225012458.25
- **C.18.a - Value (excl. sponsor support):** $225012458.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS37, C.4 - ISIN: US15963WS370, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $250015087.50
- **C.18.a - Value (excl. sponsor support):** $250015087.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS86, C.4 - ISIN: US15963WS867, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $95003572.00
- **C.18.a - Value (excl. sponsor support):** $95003572.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WS94, C.4 - ISIN: US15963WS941, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $329253144.34
- **C.18.a - Value (excl. sponsor support):** $329253144.34
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WU34, C.4 - ISIN: US15963WU343, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $211033966.78
- **C.18.a - Value (excl. sponsor support):** $211033966.78
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: 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):** $49933460.00
- **C.18.a - Value (excl. sponsor support):** $49933460.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 158: 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):** $142793493.70
- **C.18.a - Value (excl. sponsor support):** $142793493.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 159: 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):** $143895981.17
- **C.18.a - Value (excl. sponsor support):** $143895981.17
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 160: 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):** $99538680.00
- **C.18.a - Value (excl. sponsor support):** $99538680.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: 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):** $49753220.00
- **C.18.a - Value (excl. sponsor support):** $49753220.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 162: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WAG2, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49731435.00
- **C.18.a - Value (excl. sponsor support):** $49731435.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 163: 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):** $24849405.00
- **C.18.a - Value (excl. sponsor support):** $24849405.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 164: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WCC9, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $123578912.50
- **C.18.a - Value (excl. sponsor support):** $123578912.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: 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: 16537HZ11, C.4 - ISIN: US16537HZ112, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52982324.50
- **C.18.a - Value (excl. sponsor support):** $52982324.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: 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: 16537HZ37, C.4 - ISIN: US16537HZ377, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $260854440.30
- **C.18.a - Value (excl. sponsor support):** $260854440.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: 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: 16538AZ15, C.4 - ISIN: US16538AZ156, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $218926963.50
- **C.18.a - Value (excl. sponsor support):** $218926963.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: 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: 16538AZ31, C.4 - ISIN: US16538AZ313, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249860575.00
- **C.18.a - Value (excl. sponsor support):** $249860575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.260000%
- **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):** $500075800.00
- **C.18.a - Value (excl. sponsor support):** $500075800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: 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):** $750812475.00
- **C.18.a - Value (excl. sponsor support):** $750812475.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 171: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.400000%
- **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):** $500289350.00
- **C.18.a - Value (excl. sponsor support):** $500289350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.370000%
- **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):** $500044100.00
- **C.18.a - Value (excl. sponsor support):** $500044100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.290000%
- **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):** $365000558.45
- **C.18.a - Value (excl. sponsor support):** $365000558.45
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.290000%
- **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):** $400000612.00
- **C.18.a - Value (excl. sponsor support):** $400000612.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RP78, C.4 - ISIN: US19423RP781, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365042584.55
- **C.18.a - Value (excl. sponsor support):** $365042584.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPE3, C.4 - ISIN: US19423RPE35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $707549645.28
- **C.18.a - Value (excl. sponsor support):** $707549645.28
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPG8, C.4 - ISIN: US19423RPG82, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263018870.25
- **C.18.a - Value (excl. sponsor support):** $263018870.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RPS2, C.4 - ISIN: US19423RPS21, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $89007615.73
- **C.18.a - Value (excl. sponsor support):** $89007615.73
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQ44, C.4 - ISIN: US19423RQ441, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245013707.75
- **C.18.a - Value (excl. sponsor support):** $245013707.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: 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: 19423RQ77, C.4 - ISIN: US19423RQ771, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $249023097.24
- **C.18.a - Value (excl. sponsor support):** $249023097.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: 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: 19423RQA0, C.4 - ISIN: US19423RQA04, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130012166.70
- **C.18.a - Value (excl. sponsor support):** $130012166.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQK8, C.4 - ISIN: US19423RQK85, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $212014664.04
- **C.18.a - Value (excl. sponsor support):** $212014664.04
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II RB SERIES 2023F2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 184: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS II SERIES 2023A2 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $20155000.00
- **C.18.a - Value (excl. sponsor support):** $20155000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 185: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025N2 4.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2A9, C.4 - ISIN: US19648G2A90, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 186: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SEROES 2025O2 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648G2X9, C.4 - ISIN: US19648G2X93, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $39520000.00
- **C.18.a - Value (excl. sponsor support):** $39520000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 187: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 188: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $36760000.00
- **C.18.a - Value (excl. sponsor support):** $36760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 189: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 190: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 191: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $47490000.00
- **C.18.a - Value (excl. sponsor support):** $47490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 192: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE RB SERIES 2025L2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 193: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2024F2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 194: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2025D2 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 195: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 196: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YLL3, C.4 - ISIN: US20259YLL38, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $1500011400.00
- **C.18.a - Value (excl. sponsor support):** $1500011400.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 197: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.350000%
- **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):** $50006536.50
- **C.18.a - Value (excl. sponsor support):** $50006536.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.310000%
- **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):** $58004114.52
- **C.18.a - Value (excl. sponsor support):** $58004114.52
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.350000%
- **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):** $58005356.88
- **C.18.a - Value (excl. sponsor support):** $58005356.88
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.310000%
- **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):** $86012003.02
- **C.18.a - Value (excl. sponsor support):** $86012003.02
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CDQ7, C.4 - ISIN: US20632CDQ78, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $215024922.80
- **C.18.a - Value (excl. sponsor support):** $215024922.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LBS5, C.4 - ISIN: US20632LBS51, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $297022500.00
- **C.18.a - Value (excl. sponsor support):** $297022500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $250166525.00
- **C.18.a - Value (excl. sponsor support):** $250166525.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 204: 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):** $250204025.00
- **C.18.a - Value (excl. sponsor support):** $250204025.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 205: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X4T0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997740.00
- **C.18.a - Value (excl. sponsor support):** $99997740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5B8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200046840.00
- **C.18.a - Value (excl. sponsor support):** $200046840.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X5C6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100030280.00
- **C.18.a - Value (excl. sponsor support):** $100030280.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JM44, C.4 - ISIN: US22536JM441, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $350123655.00
- **C.18.a - Value (excl. sponsor support):** $350123655.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: 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):** $121045677.50
- **C.18.a - Value (excl. sponsor support):** $121045677.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 210: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JU37, C.4 - ISIN: US22536JU378, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $100037200.00
- **C.18.a - Value (excl. sponsor support):** $100037200.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 211: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JW84, C.4 - ISIN: US22536JW846, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $600206940.00
- **C.18.a - Value (excl. sponsor support):** $600206940.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 212: 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):** $250255075.00
- **C.18.a - Value (excl. sponsor support):** $250255075.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **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 213: 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):** $250253800.00
- **C.18.a - Value (excl. sponsor support):** $250253800.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **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 214: 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):** $250256975.00
- **C.18.a - Value (excl. sponsor support):** $250256975.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **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 215: 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):** $250252350.00
- **C.18.a - Value (excl. sponsor support):** $250252350.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **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 216: 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):** $150150450.00
- **C.18.a - Value (excl. sponsor support):** $150150450.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **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 217: 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):** $1000781100.00
- **C.18.a - Value (excl. sponsor support):** $1000781100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 218: 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):** $416597571.24
- **C.18.a - Value (excl. sponsor support):** $416597571.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 219: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 220: 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):** $249627425.00
- **C.18.a - Value (excl. sponsor support):** $249627425.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 221: 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):** $498364800.00
- **C.18.a - Value (excl. sponsor support):** $498364800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 222: 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):** $496464300.00
- **C.18.a - Value (excl. sponsor support):** $496464300.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 223: 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):** $495234150.00
- **C.18.a - Value (excl. sponsor support):** $495234150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **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 224: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1E14, C.4 - ISIN: US2332K1E143, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $983668000.00
- **C.18.a - Value (excl. sponsor support):** $983668000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: DMT LANCASTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23347EAA1, C.4 - ISIN: US23347EAA10, C.3 - LEI: 254900N3M1UTXY73BU36
- **C.18 - Value (incl. sponsor support):** $9330000.00
- **C.18.a - Value (excl. sponsor support):** $9330000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2062-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 4.020000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $103200000.00
- **C.18.a - Value (excl. sponsor support):** $103200000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 227: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 4.120000%
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 228: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 4.120000%
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 229: EUROPEAN INVESTMENT BANK

- **C.1 - Title:** EUROPEAN INVESTMENT BANK 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 29878SE44, C.3 - LEI: 5493006YXS1U5GIHE750
- **C.18 - Value (incl. sponsor support):** $491903600.00
- **C.18.a - Value (excl. sponsor support):** $491903600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WD14, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $49326840.00
- **C.18.a - Value (excl. sponsor support):** $49326840.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.290000%
- **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):** $100000153.00
- **C.18.a - Value (excl. sponsor support):** $100000153.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.290000%
- **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):** $148508828.33
- **C.18.a - Value (excl. sponsor support):** $148508828.33
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCS2, C.4 - ISIN: US30608HCS22, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $275022877.25
- **C.18.a - Value (excl. sponsor support):** $275022877.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HCY9, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $265017198.50
- **C.18.a - Value (excl. sponsor support):** $265017198.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.310000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDB8, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $126009305.10
- **C.18.a - Value (excl. sponsor support):** $126009305.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDC6, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $115004324.00
- **C.18.a - Value (excl. sponsor support):** $115004324.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDF9, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $330015308.70
- **C.18.a - Value (excl. sponsor support):** $330015308.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.290000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HDH5, C.4 - ISIN: US30608HDH57, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $225012676.50
- **C.18.a - Value (excl. sponsor support):** $225012676.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: 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):** $198843520.00
- **C.18.a - Value (excl. sponsor support):** $198843520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 240: 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: 31428GAP8, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $198777740.00
- **C.18.a - Value (excl. sponsor support):** $198777740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 241: 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):** $198711940.00
- **C.18.a - Value (excl. sponsor support):** $198711940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 242: 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):** $99323740.00
- **C.18.a - Value (excl. sponsor support):** $99323740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 243: 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):** $148969695.00
- **C.18.a - Value (excl. sponsor support):** $148969695.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 244: 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):** $396411000.00
- **C.18.a - Value (excl. sponsor support):** $396411000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 245: 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):** $297090000.00
- **C.18.a - Value (excl. sponsor support):** $297090000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 246: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428GDV2, C.4 - ISIN: US31428GDV23, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $491853900.00
- **C.18.a - Value (excl. sponsor support):** $491853900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 248: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LZC3, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $199688660.00
- **C.18.a - Value (excl. sponsor support):** $199688660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 249: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MA79, C.4 - ISIN: US38346MA792, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $149341440.00
- **C.18.a - Value (excl. sponsor support):** $149341440.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 250: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MAF1, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $132896943.36
- **C.18.a - Value (excl. sponsor support):** $132896943.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 251: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MBJ2, C.4 - ISIN: US38346MBJ27, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $104061195.00
- **C.18.a - Value (excl. sponsor support):** $104061195.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **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 252: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346MC28, C.4 - ISIN: US38346MC285, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $59386074.00
- **C.18.a - Value (excl. sponsor support):** $59386074.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 253: 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: 39014HZ15, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $564813493.50
- **C.18.a - Value (excl. sponsor support):** $564813493.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 254: 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: 39014HZ31, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $451750405.60
- **C.18.a - Value (excl. sponsor support):** $451750405.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: 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: 39014JA83, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $70680535.50
- **C.18.a - Value (excl. sponsor support):** $70680535.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **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 256: 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: 39014JA91, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $248847850.00
- **C.18.a - Value (excl. sponsor support):** $248847850.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 257: 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: 39014JAC4, C.4 - ISIN: US39014JAC45, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99506440.00
- **C.18.a - Value (excl. sponsor support):** $99506440.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 258: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 259: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJW6, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $600069960.00
- **C.18.a - Value (excl. sponsor support):** $600069960.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 260: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 261: HACIENDA INVESTORS LP

- **C.1 - Title:** M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 262: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 4.020000%
- **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:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 263: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.210000%
- **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):** $500003600.00
- **C.18.a - Value (excl. sponsor support):** $500003600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGU6, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GGU6
- **C.18 - Value (incl. sponsor support):** $500068200.00
- **C.18.a - Value (excl. sponsor support):** $500068200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.230000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHD3, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 44988GHD3
- **C.18 - Value (incl. sponsor support):** $696555162.80
- **C.18.a - Value (excl. sponsor support):** $696555162.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.220000%
- **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):** $500030600.00
- **C.18.a - Value (excl. sponsor support):** $500030600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 268: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45202BLE4, C.4 - ISIN: US45202BLE47, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $11820000.00
- **C.18.a - Value (excl. sponsor support):** $11820000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 269: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 270: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $15250000.00
- **C.18.a - Value (excl. sponsor support):** $15250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 271: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** RB SERIES 2025F 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MV65, C.4 - ISIN: US45203MV651, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $21665000.00
- **C.18.a - Value (excl. sponsor support):** $21665000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 272: Illinois Finance Auth

- **C.1 - Title:** RB (UNIV OF CHICAGO) SERIES 2025A 4.000000%
- **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):** $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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 273: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RB97, C.4 - ISIN: US45685RB973, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RB97
- **C.18 - Value (incl. sponsor support):** $98215405.20
- **C.18.a - Value (excl. sponsor support):** $98215405.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 274: 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):** $98986540.00
- **C.18.a - Value (excl. sponsor support):** $98986540.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 275: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RDN4, C.3 - LEI: 254900QX5Y2ZDZ6XBT08, C.5 - Other ID: 45685RDN4
- **C.18 - Value (incl. sponsor support):** $196893240.00
- **C.18.a - Value (excl. sponsor support):** $196893240.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 4.020000%
- **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):** $47135000.00
- **C.18.a - Value (excl. sponsor support):** $47135000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 277: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 278: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.290000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJN3, C.4 - ISIN: US46656HJN35, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300036141.00
- **C.18.a - Value (excl. sponsor support):** $300036141.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.290000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HJP8, C.4 - ISIN: US46656HJP82, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $300037272.00
- **C.18.a - Value (excl. sponsor support):** $300037272.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 281: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 4.100000%
- **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):** $25085000.00
- **C.18.a - Value (excl. sponsor support):** $25085000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 282: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE44, C.4 - ISIN: US48246UE441, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $245919100.00
- **C.18.a - Value (excl. sponsor support):** $245919100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE51, C.4 - ISIN: US48246UE516, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $245894200.00
- **C.18.a - Value (excl. sponsor support):** $245894200.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE69, C.4 - ISIN: US48246UE698, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $196695460.00
- **C.18.a - Value (excl. sponsor support):** $196695460.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **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 285: KFW

- **C.1 - Title:** KFW 0.000000%
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 48246UE77, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $245844450.00
- **C.18.a - Value (excl. sponsor support):** $245844450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 4.050000%
- **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:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 287: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50537AAA2, C.4 - ISIN: US50537AAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1840000.00
- **C.18.a - Value (excl. sponsor support):** $1840000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 288: 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):** $198934469.30
- **C.18.a - Value (excl. sponsor support):** $198934469.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 289: 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):** $124917237.50
- **C.18.a - Value (excl. sponsor support):** $124917237.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 290: 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):** $224825872.50
- **C.18.a - Value (excl. sponsor support):** $224825872.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 291: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZ89, C.4 - ISIN: US53127TZ897, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49944765.00
- **C.18.a - Value (excl. sponsor support):** $49944765.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 292: 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):** $145662229.00
- **C.18.a - Value (excl. sponsor support):** $145662229.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 293: 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):** $74744482.50
- **C.18.a - Value (excl. sponsor support):** $74744482.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 294: 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):** $198948060.00
- **C.18.a - Value (excl. sponsor support):** $198948060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 295: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UCL2, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $197564620.00
- **C.18.a - Value (excl. sponsor support):** $197564620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UCT5, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $246782875.00
- **C.18.a - Value (excl. sponsor support):** $246782875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAS9, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75013207.50
- **C.18.a - Value (excl. sponsor support):** $75013207.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 298: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAT7, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $75013042.50
- **C.18.a - Value (excl. sponsor support):** $75013042.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 299: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 4.260000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53128PAU4, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $110019613.00
- **C.18.a - Value (excl. sponsor support):** $110019613.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 300: 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: 53619XZ10, C.4 - ISIN: US53619XZ101, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $109963865.00
- **C.18.a - Value (excl. sponsor support):** $109963865.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 301: 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: 53619XZ36, C.4 - ISIN: US53619XZ366, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $235870341.60
- **C.18.a - Value (excl. sponsor support):** $235870341.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 302: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SCA3, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $226814349.90
- **C.18.a - Value (excl. sponsor support):** $226814349.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RAD0, C.4 - ISIN: US53944RAD08, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49746580.00
- **C.18.a - Value (excl. sponsor support):** $49746580.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 304: 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):** $51034466.07
- **C.18.a - Value (excl. sponsor support):** $51034466.07
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 305: 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):** $35880799.26
- **C.18.a - Value (excl. sponsor support):** $35880799.26
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **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 306: 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):** $49553785.00
- **C.18.a - Value (excl. sponsor support):** $49553785.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 307: 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):** $47368322.98
- **C.18.a - Value (excl. sponsor support):** $47368322.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 308: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RBP2, C.4 - ISIN: US53944RBP29, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $99054360.00
- **C.18.a - Value (excl. sponsor support):** $99054360.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 309: 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):** $49511250.00
- **C.18.a - Value (excl. sponsor support):** $49511250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 310: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC55, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $101123936.20
- **C.18.a - Value (excl. sponsor support):** $101123936.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC63, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49468170.00
- **C.18.a - Value (excl. sponsor support):** $49468170.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RC97, C.4 - ISIN: US53944RC971, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98904060.00
- **C.18.a - Value (excl. sponsor support):** $98904060.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 313: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCC0, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49435895.00
- **C.18.a - Value (excl. sponsor support):** $49435895.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 314: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCH9, C.4 - ISIN: US53944RCH93, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $81030809.20
- **C.18.a - Value (excl. sponsor support):** $81030809.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 315: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RCR7, C.4 - ISIN: US53944RCR75, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $100311894.88
- **C.18.a - Value (excl. sponsor support):** $100311894.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RD21, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $50408611.89
- **C.18.a - Value (excl. sponsor support):** $50408611.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 317: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RDM7, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $98446400.00
- **C.18.a - Value (excl. sponsor support):** $98446400.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-21
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 318: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RDN5, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $113476882.46
- **C.18.a - Value (excl. sponsor support):** $113476882.46
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 319: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.230000%
- **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):** $365003431.00
- **C.18.a - Value (excl. sponsor support):** $365003431.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.230000%
- **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):** $500009500.00
- **C.18.a - Value (excl. sponsor support):** $500009500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.230000%
- **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):** $500021200.00
- **C.18.a - Value (excl. sponsor support):** $500021200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 322: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.230000%
- **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):** $500023100.00
- **C.18.a - Value (excl. sponsor support):** $500023100.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 323: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.280000%
- **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):** $500039350.00
- **C.18.a - Value (excl. sponsor support):** $500039350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 324: 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):** $200048820.00
- **C.18.a - Value (excl. sponsor support):** $200048820.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 325: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.250000%
- **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):** $500076700.00
- **C.18.a - Value (excl. sponsor support):** $500076700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 326: 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):** $250013275.00
- **C.18.a - Value (excl. sponsor support):** $250013275.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 327: 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):** $500334150.00
- **C.18.a - Value (excl. sponsor support):** $500334150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 328: 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):** $195122226.00
- **C.18.a - Value (excl. sponsor support):** $195122226.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 329: 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):** $303215463.30
- **C.18.a - Value (excl. sponsor support):** $303215463.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 330: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.240000%
- **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):** $420075348.00
- **C.18.a - Value (excl. sponsor support):** $420075348.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 331: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.240000%
- **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):** $100018600.00
- **C.18.a - Value (excl. sponsor support):** $100018600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 332: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BML9, C.4 - ISIN: US55381BML98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500040450.00
- **C.18.a - Value (excl. sponsor support):** $500040450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 333: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMM7, C.4 - ISIN: US55381BMM71, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $441038763.90
- **C.18.a - Value (excl. sponsor support):** $441038763.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 334: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMP0, C.4 - ISIN: US55381BMP03, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $370029600.00
- **C.18.a - Value (excl. sponsor support):** $370029600.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 335: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMS4, C.4 - ISIN: US55381BMS42, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $578053811.80
- **C.18.a - Value (excl. sponsor support):** $578053811.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 336: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BNR5, C.4 - ISIN: US55381BNR59, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $510021420.00
- **C.18.a - Value (excl. sponsor support):** $510021420.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 337: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPC6, C.4 - ISIN: US55381BPC62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $270018646.20
- **C.18.a - Value (excl. sponsor support):** $270018646.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 338: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPQ5, C.4 - ISIN: US55381BPQ58, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $599982900.00
- **C.18.a - Value (excl. sponsor support):** $599982900.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 339: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPU6, C.4 - ISIN: US55381BPU60, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300011400.00
- **C.18.a - Value (excl. sponsor support):** $300011400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPW2, C.4 - ISIN: US55381BPW27, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $250007625.00
- **C.18.a - Value (excl. sponsor support):** $250007625.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPX0, C.4 - ISIN: US55381BPX00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $809998866.00
- **C.18.a - Value (excl. sponsor support):** $809998866.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABR7, C.4 - ISIN: US56036ABR77, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200005662.00
- **C.18.a - Value (excl. sponsor support):** $200005662.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABU0, C.4 - ISIN: US56036ABU07, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192020634.24
- **C.18.a - Value (excl. sponsor support):** $192020634.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037BZ15, C.4 - ISIN: US56037BZ158, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $136954995.50
- **C.18.a - Value (excl. sponsor support):** $136954995.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 345: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274MDH2, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $98488520.00
- **C.18.a - Value (excl. sponsor support):** $98488520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 346: Maricopa Cnty IDA

- **C.1 - Title:** RB (BANNER HEALTH) SERIES 2021B1 4.030000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 56682HDD8, C.4 - ISIN: US56682HDD89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30700000.00
- **C.18.a - Value (excl. sponsor support):** $30700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2056-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 347: Massachusetts HFA

- **C.1 - Title:** HOUSING BONDS SERIES 2025A 4.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57586VDY6, C.4 - ISIN: US57586VDY65, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 348: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 349: Massachusetts S/F HFA

- **C.1 - Title:** S/F HOUSING RB SERIES 248 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY90, C.4 - ISIN: US57587GY906, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 350: 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):** $164996869.92
- **C.18.a - Value (excl. sponsor support):** $164996869.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 351: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 352: MICHELLE LEIGH LEGACY

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594109AA8, C.4 - ISIN: US594109AA83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $52840000.00
- **C.18.a - Value (excl. sponsor support):** $52840000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2075-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 353: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 354: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6V6, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $391699662.20
- **C.18.a - Value (excl. sponsor support):** $391699662.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 355: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.270000%
- **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):** $385075691.00
- **C.18.a - Value (excl. sponsor support):** $385075691.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 356: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.270000%
- **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):** $375079087.50
- **C.18.a - Value (excl. sponsor support):** $375079087.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 357: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.270000%
- **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):** $400077640.00
- **C.18.a - Value (excl. sponsor support):** $400077640.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 358: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBC7, C.4 - ISIN: US60683FBC77, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $611112851.70
- **C.18.a - Value (excl. sponsor support):** $611112851.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 359: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBM5, C.4 - ISIN: US60683FBM59, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $400073680.00
- **C.18.a - Value (excl. sponsor support):** $400073680.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 360: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FBS2, C.4 - ISIN: US60683FBS20, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $481109812.30
- **C.18.a - Value (excl. sponsor support):** $481109812.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 361: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCF9, C.4 - ISIN: US60683FCF99, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $500115450.00
- **C.18.a - Value (excl. sponsor support):** $500115450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 362: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FCW2, C.4 - ISIN: US60683FCW23, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $285033316.50
- **C.18.a - Value (excl. sponsor support):** $285033316.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 363: 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):** $499451200.00
- **C.18.a - Value (excl. sponsor support):** $499451200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 364: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PZ90, C.4 - ISIN: US60689PZ903, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $499396250.00
- **C.18.a - Value (excl. sponsor support):** $499396250.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 365: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QA61, C.4 - ISIN: US60689QA615, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $348502665.00
- **C.18.a - Value (excl. sponsor support):** $348502665.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 366: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689QC93, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $237359856.00
- **C.18.a - Value (excl. sponsor support):** $237359856.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.240000%
- **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):** $500109750.00
- **C.18.a - Value (excl. sponsor support):** $500109750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T3W9, C.4 - ISIN: US60710T3W92, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $1200126840.00
- **C.18.a - Value (excl. sponsor support):** $1200126840.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4A6, C.4 - ISIN: US60710T4A63, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $450045855.00
- **C.18.a - Value (excl. sponsor support):** $450045855.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T7J4, C.4 - ISIN: US60710T7J46, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $206062850.60
- **C.18.a - Value (excl. sponsor support):** $206062850.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 371: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.230000%
- **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):** $463036577.00
- **C.18.a - Value (excl. sponsor support):** $463036577.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 372: 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):** $532120551.20
- **C.18.a - Value (excl. sponsor support):** $532120551.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 373: 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):** $205113201.00
- **C.18.a - Value (excl. sponsor support):** $205113201.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 374: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 375: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 4.260000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2G9, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250033725.00
- **C.18.a - Value (excl. sponsor support):** $250033725.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 376: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 4.270000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G2J3, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $250031450.00
- **C.18.a - Value (excl. sponsor support):** $250031450.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 377: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.250000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPU5, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $500106000.00
- **C.18.a - Value (excl. sponsor support):** $500106000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 378: 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):** $495925313.30
- **C.18.a - Value (excl. sponsor support):** $495925313.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 379: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873KD20, C.4 - ISIN: US63873KD205, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $172634140.00
- **C.18.a - Value (excl. sponsor support):** $172634140.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: 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):** $416075504.00
- **C.18.a - Value (excl. sponsor support):** $416075504.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 381: 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):** $500296050.00
- **C.18.a - Value (excl. sponsor support):** $500296050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 382: 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):** $500240000.00
- **C.18.a - Value (excl. sponsor support):** $500240000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 383: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.190000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TFG8, C.4 - ISIN: US63873TFG85, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $700361340.00
- **C.18.a - Value (excl. sponsor support):** $700361340.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TGV4, C.4 - ISIN: US63873TGV44, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $514316821.52
- **C.18.a - Value (excl. sponsor support):** $514316821.52
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873THU5, C.4 - ISIN: US63873THU51, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $550101640.00
- **C.18.a - Value (excl. sponsor support):** $550101640.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: 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):** $96535046.86
- **C.18.a - Value (excl. sponsor support):** $96535046.86
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 387: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.250000%
- **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):** $100031800.00
- **C.18.a - Value (excl. sponsor support):** $100031800.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 4.020000%
- **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:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 389: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.080000%
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 390: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.110000%
- **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:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 391: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 4.080000%
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 392: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.080000%
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 393: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.160000%
- **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:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 394: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 4.040000%
- **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:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 395: 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):** $99933950.00
- **C.18.a - Value (excl. sponsor support):** $99933950.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 396: 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):** $99537510.00
- **C.18.a - Value (excl. sponsor support):** $99537510.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 397: 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):** $49288325.00
- **C.18.a - Value (excl. sponsor support):** $49288325.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 398: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UF32, C.4 - ISIN: US67983UF327, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $147009900.00
- **C.18.a - Value (excl. sponsor support):** $147009900.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 399: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 4.220000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984RPQ6, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $150029445.00
- **C.18.a - Value (excl. sponsor support):** $150029445.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 400: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 4.300000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 68047BAB3, C.4 - ISIN: US68047BAB36, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $200023924.00
- **C.18.a - Value (excl. sponsor support):** $200023924.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 401: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.230000%
- **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):** $298006824.20
- **C.18.a - Value (excl. sponsor support):** $298006824.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 402: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.250000%
- **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):** $400062520.00
- **C.18.a - Value (excl. sponsor support):** $400062520.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 403: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.250000%
- **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):** $200033060.00
- **C.18.a - Value (excl. sponsor support):** $200033060.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 404: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.310000%
- **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):** $250022400.00
- **C.18.a - Value (excl. sponsor support):** $250022400.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: 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):** $140130564.00
- **C.18.a - Value (excl. sponsor support):** $140130564.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **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 406: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJA4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200029260.00
- **C.18.a - Value (excl. sponsor support):** $200029260.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.220000%
- **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):** $150004620.00
- **C.18.a - Value (excl. sponsor support):** $150004620.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJL0, C.4 - ISIN: US69033NJL01, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $275003107.50
- **C.18.a - Value (excl. sponsor support):** $275003107.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 409: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKE4, C.4 - ISIN: US69033NKE49, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $249965050.00
- **C.18.a - Value (excl. sponsor support):** $249965050.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 410: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKG9, C.4 - ISIN: US69033NKG96, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299971890.00
- **C.18.a - Value (excl. sponsor support):** $299971890.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 411: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKP9, C.4 - ISIN: US69033NKP95, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100005790.00
- **C.18.a - Value (excl. sponsor support):** $100005790.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: 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: 69034BA75, C.4 - ISIN: US69034BA757, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298672590.00
- **C.18.a - Value (excl. sponsor support):** $298672590.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 413: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.250000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSW9, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250038100.00
- **C.18.a - Value (excl. sponsor support):** $250038100.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: 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):** $144158072.00
- **C.18.a - Value (excl. sponsor support):** $144158072.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 415: 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):** $147880710.00
- **C.18.a - Value (excl. sponsor support):** $147880710.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 416: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.310000%
- **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):** $300046920.00
- **C.18.a - Value (excl. sponsor support):** $300046920.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 417: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q3Z8, C.4 - ISIN: US69901Q3Z83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180024426.00
- **C.18.a - Value (excl. sponsor support):** $180024426.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 418: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 419: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.230000%
- **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):** $252005594.40
- **C.18.a - Value (excl. sponsor support):** $252005594.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 420: 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):** $72831537.90
- **C.18.a - Value (excl. sponsor support):** $72831537.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 421: 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):** $118401608.50
- **C.18.a - Value (excl. sponsor support):** $118401608.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 422: 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):** $84544587.00
- **C.18.a - Value (excl. sponsor support):** $84544587.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 423: 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):** $99398310.00
- **C.18.a - Value (excl. sponsor support):** $99398310.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 424: 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):** $68693774.32
- **C.18.a - Value (excl. sponsor support):** $68693774.32
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 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):** $79406232.00
- **C.18.a - Value (excl. sponsor support):** $79406232.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 426: 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):** $140600717.80
- **C.18.a - Value (excl. sponsor support):** $140600717.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 427: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GCC1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98880070.00
- **C.18.a - Value (excl. sponsor support):** $98880070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GCQ0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $122453186.80
- **C.18.a - Value (excl. sponsor support):** $122453186.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GD97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $64077650.00
- **C.18.a - Value (excl. sponsor support):** $64077650.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 430: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044GDV8, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49183140.00
- **C.18.a - Value (excl. sponsor support):** $49183140.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R4X8, C.4 - ISIN: US76221R4X86, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $38400000.00
- **C.18.a - Value (excl. sponsor support):** $38400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 432: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 433: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.280000%
- **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):** $74000392.20
- **C.18.a - Value (excl. sponsor support):** $74000392.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 434: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.280000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENR2, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $310010106.00
- **C.18.a - Value (excl. sponsor support):** $310010106.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 435: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCP4, C.4 - ISIN: US76582KCP49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $336590937.36
- **C.18.a - Value (excl. sponsor support):** $336590937.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 436: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KCT6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $155218512.78
- **C.18.a - Value (excl. sponsor support):** $155218512.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 437: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KDL2, C.4 - ISIN: US76582KDL26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225484254.60
- **C.18.a - Value (excl. sponsor support):** $225484254.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 438: 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: 78013WAW0, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $496545500.00
- **C.18.a - Value (excl. sponsor support):** $496545500.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 439: 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):** $992765700.00
- **C.18.a - Value (excl. sponsor support):** $992765700.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 440: 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):** $492660350.00
- **C.18.a - Value (excl. sponsor support):** $492660350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 441: 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):** $494886765.94
- **C.18.a - Value (excl. sponsor support):** $494886765.94
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 442: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.400000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPA9, C.4 - ISIN: US78014XPA99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $675019170.00
- **C.18.a - Value (excl. sponsor support):** $675019170.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 443: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.260000%
- **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):** $750018300.00
- **C.18.a - Value (excl. sponsor support):** $750018300.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 444: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.320000%
- **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):** $1000244400.00
- **C.18.a - Value (excl. sponsor support):** $1000244400.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.270000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRC3, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $700146790.00
- **C.18.a - Value (excl. sponsor support):** $700146790.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRJ8, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $299965410.00
- **C.18.a - Value (excl. sponsor support):** $299965410.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.320000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $749906625.00
- **C.18.a - Value (excl. sponsor support):** $749906625.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 448: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.370000%
- **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):** $12306001.17
- **C.18.a - Value (excl. sponsor support):** $12306001.17
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 449: 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):** $250372950.00
- **C.18.a - Value (excl. sponsor support):** $250372950.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 450: 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):** $500772950.00
- **C.18.a - Value (excl. sponsor support):** $500772950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 451: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 4.000000%
- **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:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 452: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ21, C.4 - ISIN: US80285PZ211, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $249891875.00
- **C.18.a - Value (excl. sponsor support):** $249891875.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 453: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ47, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $249837325.00
- **C.18.a - Value (excl. sponsor support):** $249837325.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 454: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ54, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $999239700.00
- **C.18.a - Value (excl. sponsor support):** $999239700.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 455: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PZ96, C.4 - ISIN: US80285PZ963, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $499401850.00
- **C.18.a - Value (excl. sponsor support):** $499401850.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 456: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QB33, C.4 - ISIN: US80285QB335, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $523150001.50
- **C.18.a - Value (excl. sponsor support):** $523150001.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QB90, C.4 - ISIN: US80285QB905, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $535706136.00
- **C.18.a - Value (excl. sponsor support):** $535706136.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 458: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285QC24, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $247451125.00
- **C.18.a - Value (excl. sponsor support):** $247451125.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **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 459: 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):** $58980571.30
- **C.18.a - Value (excl. sponsor support):** $58980571.30
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 460: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LZC9, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $74883862.50
- **C.18.a - Value (excl. sponsor support):** $74883862.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 461: 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):** $198558640.00
- **C.18.a - Value (excl. sponsor support):** $198558640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **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 462: 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):** $248118550.00
- **C.18.a - Value (excl. sponsor support):** $248118550.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 463: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124MDP2, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $123031700.00
- **C.18.a - Value (excl. sponsor support):** $123031700.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 465: 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):** $97212716.84
- **C.18.a - Value (excl. sponsor support):** $97212716.84
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 466: 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):** $197350160.00
- **C.18.a - Value (excl. sponsor support):** $197350160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 467: 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):** $394159960.00
- **C.18.a - Value (excl. sponsor support):** $394159960.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 468: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UDN5, C.4 - ISIN: US83050UDN54, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $246094700.00
- **C.18.a - Value (excl. sponsor support):** $246094700.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 469: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.260000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSU9, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $300007530.00
- **C.18.a - Value (excl. sponsor support):** $300007530.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 470: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.230000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSY1, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $149988795.00
- **C.18.a - Value (excl. sponsor support):** $149988795.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: 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):** $249918575.00
- **C.18.a - Value (excl. sponsor support):** $249918575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 472: 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):** $499457150.00
- **C.18.a - Value (excl. sponsor support):** $499457150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 473: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 474: 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):** $114872959.50
- **C.18.a - Value (excl. sponsor support):** $114872959.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 475: 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):** $219708500.00
- **C.18.a - Value (excl. sponsor support):** $219708500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 476: 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):** $84178143.50
- **C.18.a - Value (excl. sponsor support):** $84178143.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 477: 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):** $198023440.00
- **C.18.a - Value (excl. sponsor support):** $198023440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 478: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MCG6, C.4 - ISIN: US85520MCG69, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $49414400.00
- **C.18.a - Value (excl. sponsor support):** $49414400.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.280000%
- **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):** $250008900.00
- **C.18.a - Value (excl. sponsor support):** $250008900.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.220000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNX0, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $115012753.50
- **C.18.a - Value (excl. sponsor support):** $115012753.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.220000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNY8, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $100010230.00
- **C.18.a - Value (excl. sponsor support):** $100010230.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: 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):** $205023862.00
- **C.18.a - Value (excl. sponsor support):** $205023862.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 483: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.250000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEN9, C.4 - ISIN: US86564TEN90, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $415053576.50
- **C.18.a - Value (excl. sponsor support):** $415053576.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 484: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TFU2, C.4 - ISIN: US86564TFU25, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $113021583.00
- **C.18.a - Value (excl. sponsor support):** $113021583.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THE6, C.4 - ISIN: US86564THE64, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $400061280.00
- **C.18.a - Value (excl. sponsor support):** $400061280.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 486: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THF3, C.4 - ISIN: US86564THF30, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $359053778.20
- **C.18.a - Value (excl. sponsor support):** $359053778.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 487: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564THS5, C.4 - ISIN: US86564THS50, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $255039244.50
- **C.18.a - Value (excl. sponsor support):** $255039244.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 488: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XB60, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $94282066.00
- **C.18.a - Value (excl. sponsor support):** $94282066.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 489: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **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):** $316019244.40
- **C.18.a - Value (excl. sponsor support):** $316019244.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 490: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000%
- **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):** $222035742.00
- **C.18.a - Value (excl. sponsor support):** $222035742.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000%
- **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):** $420086772.00
- **C.18.a - Value (excl. sponsor support):** $420086772.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 492: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **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):** $332079746.40
- **C.18.a - Value (excl. sponsor support):** $332079746.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 493: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **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):** $500121700.00
- **C.18.a - Value (excl. sponsor support):** $500121700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 494: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **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):** $250060925.00
- **C.18.a - Value (excl. sponsor support):** $250060925.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 495: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **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):** $260059384.00
- **C.18.a - Value (excl. sponsor support):** $260059384.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.270000%
- **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):** $198045381.60
- **C.18.a - Value (excl. sponsor support):** $198045381.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 497: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTB6, C.4 - ISIN: US86565GTB67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350082950.00
- **C.18.a - Value (excl. sponsor support):** $350082950.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 498: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTC4, C.4 - ISIN: US86565GTC41, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $350082110.00
- **C.18.a - Value (excl. sponsor support):** $350082110.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTD2, C.4 - ISIN: US86565GTD24, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $458107538.40
- **C.18.a - Value (excl. sponsor support):** $458107538.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 500: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTK6, C.4 - ISIN: US86565GTK66, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500102600.00
- **C.18.a - Value (excl. sponsor support):** $500102600.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 501: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTN0, C.4 - ISIN: US86565GTN06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $570100434.00
- **C.18.a - Value (excl. sponsor support):** $570100434.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUF5, C.4 - ISIN: US86565GUF52, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $479053743.80
- **C.18.a - Value (excl. sponsor support):** $479053743.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 503: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GUM0, C.4 - ISIN: US86565GUM04, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $247016055.00
- **C.18.a - Value (excl. sponsor support):** $247016055.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVE7, C.4 - ISIN: US86565GVE78, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $498013047.60
- **C.18.a - Value (excl. sponsor support):** $498013047.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 505: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVG2, C.4 - ISIN: US86565GVG27, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $375000600.00
- **C.18.a - Value (excl. sponsor support):** $375000600.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 506: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVH0, C.4 - ISIN: US86565GVH00, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200009160.00
- **C.18.a - Value (excl. sponsor support):** $200009160.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 507: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVJ6, C.4 - ISIN: US86565GVJ65, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $225008932.50
- **C.18.a - Value (excl. sponsor support):** $225008932.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-12
- **C.13 - Final Legal Maturity Date:** 2026-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 508: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVV9, C.4 - ISIN: US86565GVV93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $558014284.80
- **C.18.a - Value (excl. sponsor support):** $558014284.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 509: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 4.100000%
- **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):** $29500000.00
- **C.18.a - Value (excl. sponsor support):** $29500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 510: 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):** $200146040.00
- **C.18.a - Value (excl. sponsor support):** $200146040.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 511: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRW8, C.4 - ISIN: US86959TRW89, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $399912120.00
- **C.18.a - Value (excl. sponsor support):** $399912120.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 512: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRX6, C.4 - ISIN: US86959TRX62, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $399963160.00
- **C.18.a - Value (excl. sponsor support):** $399963160.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: 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):** $298951560.00
- **C.18.a - Value (excl. sponsor support):** $298951560.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 514: 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):** $248913975.00
- **C.18.a - Value (excl. sponsor support):** $248913975.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 515: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMS6, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $300057810.00
- **C.18.a - Value (excl. sponsor support):** $300057810.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.260000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LMZ0, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $250018600.00
- **C.18.a - Value (excl. sponsor support):** $250018600.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.260000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNJ5, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $199990640.00
- **C.18.a - Value (excl. sponsor support):** $199990640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: 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):** $200079000.00
- **C.18.a - Value (excl. sponsor support):** $200079000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 519: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ65, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $100018830.00
- **C.18.a - Value (excl. sponsor support):** $100018830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 520: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WQ81, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $175033547.50
- **C.18.a - Value (excl. sponsor support):** $175033547.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 521: 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):** $448515720.00
- **C.18.a - Value (excl. sponsor support):** $448515720.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 522: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XE14, C.4 - ISIN: US87020XE149, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $196722540.00
- **C.18.a - Value (excl. sponsor support):** $196722540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 523: TENDERFOOT SEASONAL HSG LLC COLO HSG FACS

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 4.120000%
- **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:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 524: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 4.050000%
- **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:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 525: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 526: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 4.100000%
- **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):** $45760000.00
- **C.18.a - Value (excl. sponsor support):** $45760000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 527: 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):** $49527420.00
- **C.18.a - Value (excl. sponsor support):** $49527420.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 528: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UF47, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $147004710.00
- **C.18.a - Value (excl. sponsor support):** $147004710.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 529: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 4.220000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603AJB0, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100013880.00
- **C.18.a - Value (excl. sponsor support):** $100013880.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 530: 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):** $954489783.60
- **C.18.a - Value (excl. sponsor support):** $954489783.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 531: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.260000%
- **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):** $750285300.00
- **C.18.a - Value (excl. sponsor support):** $750285300.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 532: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.330000%
- **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):** $1000439300.00
- **C.18.a - Value (excl. sponsor support):** $1000439300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 533: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.320000%
- **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):** $900386280.00
- **C.18.a - Value (excl. sponsor support):** $900386280.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 534: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DD52, C.4 - ISIN: US89115DD529, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $300059220.00
- **C.18.a - Value (excl. sponsor support):** $300059220.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 535: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DDZ6, C.4 - ISIN: US89115DDZ69, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $375063288.75
- **C.18.a - Value (excl. sponsor support):** $375063288.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 536: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEH5, C.4 - ISIN: US89115DEH52, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $416206960.00
- **C.18.a - Value (excl. sponsor support):** $416206960.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 537: 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: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $225169416.00
- **C.18.a - Value (excl. sponsor support):** $225169416.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 538: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.310000%
- **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):** $515060867.85
- **C.18.a - Value (excl. sponsor support):** $515060867.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 539: 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):** $1050873117.00
- **C.18.a - Value (excl. sponsor support):** $1050873117.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 540: 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):** $191896939.50
- **C.18.a - Value (excl. sponsor support):** $191896939.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 541: 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):** $400633264.00
- **C.18.a - Value (excl. sponsor support):** $400633264.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 542: 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):** $274150754.80
- **C.18.a - Value (excl. sponsor support):** $274150754.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 543: 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: 89115DML7, C.4 - ISIN: US89115DML72, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $231135631.65
- **C.18.a - Value (excl. sponsor support):** $231135631.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 544: 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):** $1019649196.26
- **C.18.a - Value (excl. sponsor support):** $1019649196.26
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 545: 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):** $999656480.40
- **C.18.a - Value (excl. sponsor support):** $999656480.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 546: 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):** $200174640.00
- **C.18.a - Value (excl. sponsor support):** $200174640.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 547: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.310000%
- **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):** $28803335.53
- **C.18.a - Value (excl. sponsor support):** $28803335.53
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 548: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.290000%
- **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):** $134044796.20
- **C.18.a - Value (excl. sponsor support):** $134044796.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 549: 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):** $294198626.40
- **C.18.a - Value (excl. sponsor support):** $294198626.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 550: 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: 89119BA63, C.4 - ISIN: US89119BA638, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $119438389.26
- **C.18.a - Value (excl. sponsor support):** $119438389.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 551: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.310000%
- **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):** $560274176.00
- **C.18.a - Value (excl. sponsor support):** $560274176.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 552: 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: 89120FGA6, C.4 - ISIN: US89120FGA66, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $735240499.35
- **C.18.a - Value (excl. sponsor support):** $735240499.35
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 553: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EZ19, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152EZ19
- **C.18 - Value (incl. sponsor support):** $171891291.55
- **C.18.a - Value (excl. sponsor support):** $171891291.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 554: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EZ35, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $349807080.00
- **C.18.a - Value (excl. sponsor support):** $349807080.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 555: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FC29, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $98988460.00
- **C.18.a - Value (excl. sponsor support):** $98988460.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **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 556: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCJ2, C.4 - ISIN: US89152FCJ21, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $131805873.70
- **C.18.a - Value (excl. sponsor support):** $131805873.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCW3, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FCW3
- **C.18 - Value (incl. sponsor support):** $98682170.00
- **C.18.a - Value (excl. sponsor support):** $98682170.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 558: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152FCX1, C.4 - ISIN: US89152FCX15, C.3 - LEI: 529900QI55ZLJVCMPA71, C.5 - Other ID: 89152FCX1
- **C.18 - Value (incl. sponsor support):** $393107654.40
- **C.18.a - Value (excl. sponsor support):** $393107654.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 559: 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):** $49698790.00
- **C.18.a - Value (excl. sponsor support):** $49698790.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 560: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RPF6, C.4 - ISIN: US89602RPF63, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $60470000.00
- **C.18.a - Value (excl. sponsor support):** $60470000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 561: 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):** $900260910.00
- **C.18.a - Value (excl. sponsor support):** $900260910.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 562: 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):** $750301275.00
- **C.18.a - Value (excl. sponsor support):** $750301275.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 563: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFZ2, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500042200.00
- **C.18.a - Value (excl. sponsor support):** $500042200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 564: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.250000%
- **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):** $500001270.00
- **C.18.a - Value (excl. sponsor support):** $500001270.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 565: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.260000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYT7, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $250006012.50
- **C.18.a - Value (excl. sponsor support):** $250006012.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 566: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.250000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZC3, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $300013179.00
- **C.18.a - Value (excl. sponsor support):** $300013179.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 567: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZD1, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500020065.00
- **C.18.a - Value (excl. sponsor support):** $500020065.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 568: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.260000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZF6, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500020610.00
- **C.18.a - Value (excl. sponsor support):** $500020610.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 569: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.260000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZH2, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500025315.00
- **C.18.a - Value (excl. sponsor support):** $500025315.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.290000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZM1, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $499039490.86
- **C.18.a - Value (excl. sponsor support):** $499039490.86
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 571: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.290000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZN9, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $498539610.81
- **C.18.a - Value (excl. sponsor support):** $498539610.81
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058TZ17, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $1061649646.20
- **C.18.a - Value (excl. sponsor support):** $1061649646.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 573: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJE8, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300036660.00
- **C.18.a - Value (excl. sponsor support):** $300036660.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJG3, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300039720.00
- **C.18.a - Value (excl. sponsor support):** $300039720.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJH1, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300039600.00
- **C.18.a - Value (excl. sponsor support):** $300039600.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 576: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJR9, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300033270.00
- **C.18.a - Value (excl. sponsor support):** $300033270.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 577: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJS7, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300032550.00
- **C.18.a - Value (excl. sponsor support):** $300032550.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 578: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.210000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RJT5, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $225025132.50
- **C.18.a - Value (excl. sponsor support):** $225025132.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 579: Utah Housing Corp

- **C.1 - Title:** M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 917434DK5, C.4 - ISIN: US917434DK53, C.3 - LEI: 549300YXWQEI0S47WI02
- **C.18 - Value (incl. sponsor support):** $8350000.00
- **C.18.a - Value (excl. sponsor support):** $8350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2065-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 580: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 581: 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: 92512MAG4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198923580.00
- **C.18.a - Value (excl. sponsor support):** $198923580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 582: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 4.270000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92513JSU0, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250050225.00
- **C.18.a - Value (excl. sponsor support):** $250050225.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 583: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KZH8, C.4 - ISIN: US92646KZH84, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $129727299.00
- **C.18.a - Value (excl. sponsor support):** $129727299.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 584: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LA59, C.4 - ISIN: US92646LA592, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $318660000.00
- **C.18.a - Value (excl. sponsor support):** $318660000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **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 585: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LAG5, C.4 - ISIN: US92646LAG59, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $69623316.00
- **C.18.a - Value (excl. sponsor support):** $69623316.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 586: 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):** $79483264.00
- **C.18.a - Value (excl. sponsor support):** $79483264.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 587: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646LEF3, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $245510675.00
- **C.18.a - Value (excl. sponsor support):** $245510675.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 588: WEATHERLY INN-RENTON LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 4.100000%
- **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:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 589: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.320000%
- **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):** $500202000.00
- **C.18.a - Value (excl. sponsor support):** $500202000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 590: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55325000.00
- **C.18.a - Value (excl. sponsor support):** $55325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 591: 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):** $650423579.00
- **C.18.a - Value (excl. sponsor support):** $650423579.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 592: 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):** $1000566350.00
- **C.18.a - Value (excl. sponsor support):** $1000566350.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 593: 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):** $500292140.00
- **C.18.a - Value (excl. sponsor support):** $500292140.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 594: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30NF93, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI30NF93
- **C.18 - Value (incl. sponsor support):** $400053880.00
- **C.18.a - Value (excl. sponsor support):** $400053880.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 595: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30PT36, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30PT36
- **C.18 - Value (incl. sponsor support):** $150061837.50
- **C.18.a - Value (excl. sponsor support):** $150061837.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 596: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.005000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30V8X0, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30V8X0
- **C.18 - Value (incl. sponsor support):** $558087165.18
- **C.18.a - Value (excl. sponsor support):** $558087165.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 597: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI30XQC2, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI30XQC2
- **C.18 - Value (incl. sponsor support):** $1000140240.00
- **C.18.a - Value (excl. sponsor support):** $1000140240.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 598: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34MXH3, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34MXH3
- **C.18 - Value (incl. sponsor support):** $248006911.76
- **C.18.a - Value (excl. sponsor support):** $248006911.76
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 599: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34R7P3, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ACI34R7P3
- **C.18 - Value (incl. sponsor support):** $500105530.00
- **C.18.a - Value (excl. sponsor support):** $500105530.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 600: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34R7S7, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34R7S7
- **C.18 - Value (incl. sponsor support):** $250017862.50
- **C.18.a - Value (excl. sponsor support):** $250017862.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 601: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34RMC5, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34RMC5
- **C.18 - Value (incl. sponsor support):** $250019115.00
- **C.18.a - Value (excl. sponsor support):** $250019115.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 602: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI34Z6J0, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI34Z6J0
- **C.18 - Value (incl. sponsor support):** $300019392.00
- **C.18.a - Value (excl. sponsor support):** $300019392.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 603: COOPERATIEVE RABOBANK UA (LONDON BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (LONDON BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3558M6, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: ACI3558M6
- **C.18 - Value (incl. sponsor support):** $111052992.51
- **C.18.a - Value (excl. sponsor support):** $111052992.51
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 604: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI3569Z4, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI3569Z4
- **C.18 - Value (incl. sponsor support):** $300048489.00
- **C.18.a - Value (excl. sponsor support):** $300048489.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 605: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.440000%
- **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):** $300088581.00
- **C.18.a - Value (excl. sponsor support):** $300088581.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $1000.00           | $1084.31           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34    | 2034-01-07      | 6.1000%  | 0.0000% | $70000.00          | $76193.72          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $528.00            | $548.54            | Corporate Debt Securities                         |
| PUGET ENERGY INC               1LIEN NT 4.3%45     | 2045-05-20      | 4.3000%  | 0.0000% | $2000.00           | $1689.39           | Corporate Debt Securities                         |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27      | 2027-06-30      | 10.0000% | 0.0000% | $77684940.00       | $30771867.90       | Corporate Debt Securities                         |
| MUNICH RE GROUP                LW TIER II 42       | 2042-05-23      | 5.8750%  | 0.0000% | $1400000.00        | $1470064.36        | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL 144A 55     | 2055-05-28      | 5.8000%  | 0.0000% | $4375000.00        | $4653775.00        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $1713000.00        | $1398624.53        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $2596000.00        | $2663116.70        | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 29       | 2029-10-24      | 4.1500%  | 0.0000% | $190000.00         | $194014.59         | Corporate Debt Securities                         |
| QUALCOMM INC                   SR GLBL NT 50       | 2050-05-20      | 3.2500%  | 0.0000% | $73000.00          | $51759.35          | Corporate Debt Securities                         |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $199.00            | $246.71            | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 55    | 2055-09-15      | 5.6000%  | 0.0000% | $1998000.00        | $2019125.52        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 28       | 2028-03-02      | 5.1500%  | 0.0000% | $2000.00           | $2072.53           | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      VR 042225-042027    | 2027-04-20      | 4.7681%  | 0.0000% | $1990000.00        | $2003097.46        | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $1000.00           | $1028.47           | Agency Collateralized Mortgage Obligation         |
| CNA FINL CORP                  SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $2000.00           | $2054.04           | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT 29       | 2029-10-01      | 3.4500%  | 0.0000% | $102000.00         | $93280.27          | Corporate Debt Securities                         |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $3274000.00        | $3332771.03        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $6186000.00        | $5326331.58        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.928%101535     | 2035-10-15      | 4.9280%  | 0.0000% | $2054000.00        | $2088718.99        | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.729%30    | 2030-02-28      | 4.7290%  | 0.0000% | $75000.00          | $77937.94          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP 2006-HE1    A-4    20360125 FLT | 2036-01-25      | 4.6488%  | 0.0000% | $25000.00          | $4086.71           | Asset-Backed Securities                           |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34     | 2034-03-15      | 5.8750%  | 0.0000% | $1000.00           | $1015.84           | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL FL NT 31    | 2031-09-12      | 5.2884%  | 0.0000% | $105000.00         | $106616.26         | Corporate Debt Securities                         |
| MARKEL GROUP INC               GLBL NT 6%54        | 2054-05-16      | 6.0000%  | 0.0000% | $346000.00         | $358026.96         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $1713000.00        | $1845184.12        | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL 144A 36     | 2036-01-15      | 5.5000%  | 0.0000% | $7000.00           | $7324.12           | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31      | 2031-11-19      | 4.4650%  | 0.0000% | $5195000.00        | $5234202.77        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $2316000.00        | $1743151.88        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $2800000.00        | $2107437.50        | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $99000.00          | $101270.24         | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT4.6%30    | 2030-11-15      | 4.6000%  | 0.0000% | $767000.00         | $772320.42         | Corporate Debt Securities                         |
| HAH GROUP HLDG CO LLC          SR SEC 144A NT31    | 2031-10-01      | 9.7500%  | 0.0000% | $5142000.00        | $4934507.45        | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $2196000.00        | $2376330.03        | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT31    | 2031-03-01      | 7.3750%  | 0.0000% | $725000.00         | $751102.11         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL 144A 33     | 2033-08-05      | 4.9880%  | 0.0000% | $504000.00         | $521930.70         | Corporate Debt Securities                         |
| PACIFICORP                     1MT 6.25%37         | 2037-10-15      | 6.2500%  | 0.0000% | $907000.00         | $962903.20         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $8166000.00        | $6524719.06        | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $38251769.00       | $68162527.26       | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 34       | 2034-01-15      | 5.8750%  | 0.0000% | $756000.00         | $800516.95         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT0.7%26    | 2026-04-08      | 0.7000%  | 0.0000% | $4391000.00        | $4343938.24        | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 33       | 2033-06-30      | 5.9500%  | 0.0000% | $538000.00         | $585177.82         | Corporate Debt Securities                         |
| BRAVO MTG ASSET TR 2006-1      M-2    20360725 FLT | 2036-07-25      | 4.7438%  | 0.0000% | $1744348.00        | $291795.31         | Asset-Backed Securities                           |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $1000000.00        | $238611.11         | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $88000.00          | $7199.50           | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $2238000.00        | $183096.38         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 43       | 2043-08-12      | 4.5500%  | 0.0000% | $383000.00         | $353925.41         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $400.00            | $418.13            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26       | 2026-12-09      | 1.0930%  | 0.0000% | $1201000.00        | $1205865.28        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1370000.00        | $1507304.82        | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTG LN TR 2023 B-5B   20630125 FLT | 2063-01-25      | 3.5229%  | 0.0000% | $996074.00         | $516756.40         | Private Label Collateralized Mortgage Obligations |
| OLYMPUS WTR US HLDG CORP       SR SEC 144A NT28    | 2028-10-01      | 4.2500%  | 0.0000% | $3795000.00        | $3659287.64        | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 5.0833%  | 0.0000% | $136000.00         | $137489.49         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        TIER I PERP GLBL    | 2079-12-31      | 7.5600%  | 0.0000% | $1000.00           | $1026.24           | Corporate Debt Securities                         |
| KLX ENERGY SERVICES HOLDINGS   SR SEC GLBL 30      | 2030-03-12      | 12.4572% | 0.0000% | $200024.00         | $186022.32         | Corporate Debt Securities                         |
| LUNA 1 5 S A R L               SR GLBL PIK 32      | 2032-07-01      | 12.0000% | 0.0000% | $5675000.00        | $6137758.42        | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -D 56    | 2056-03-15      | 6.0500%  | 0.0000% | $1000.00           | $1008.27           | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $3000.00           | $3125.82           | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 30       | 2030-03-01      | 2.9200%  | 0.0000% | $4331000.00        | $4144059.60        | Corporate Debt Securities                         |
| HPS LN MGMT LTD 2025-24        SUB    20380426 FLT | 2038-04-26      | 0.0000%  | 0.0000% | $418766.00         | $290185.16         | Asset-Backed Securities                           |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54    | 2054-12-15      | 7.0500%  | 0.0000% | $536000.00         | $577658.37         | Corporate Debt Securities                         |
| EUSHI FINANCE INC.             JR SB GLBL NT 54    | 2054-12-15      | 7.6250%  | 0.0000% | $2000.00           | $2167.69           | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 55       | 2055-11-15      | 5.6250%  | 0.0000% | $7245000.00        | $7277865.13        | Corporate Debt Securities                         |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $5345000.00        | $4516563.60        | Corporate Debt Securities                         |
| ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $63.00             | $71.68             | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 50     | 2050-09-30      | 2.8000%  | 0.0000% | $40000.00          | $25412.84          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $30000.00          | $31165.63          | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.1%30    | 2030-11-15      | 4.1000%  | 0.0000% | $1053000.00        | $1065873.51        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.1%30    | 2030-11-15      | 4.1000%  | 0.0000% | $9201000.00        | $9313487.34        | Corporate Debt Securities                         |
| DELL INC                       SR DEB    7.1%28    | 2028-04-15      | 7.1000%  | 0.0000% | $1554000.00        | $1668111.08        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.514%070533     | 2033-07-05      | 5.5140%  | 0.0000% | $1589000.00        | $1717348.03        | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 28     | 2028-12-15      | 11.2500% | 0.0000% | $4311000.00        | $4810591.01        | Corporate Debt Securities                         |
| UNIGEL LUXEMBOURG SA           SR SEC GLBL 28      | 2028-12-31      | 11.0000% | 0.0000% | $6.00              | $0.41              | Corporate Debt Securities                         |
| TRANSPORTADORA DE GAS DEL SUR  REGS NT 8.5%31      | 2031-07-24      | 8.5000%  | 0.0000% | $1800000.00        | $1924736.00        | Corporate Debt Securities                         |
| VOLCAN COMPANIA MINERA S A A   1LIEN GLBL 32       | 2032-10-28      | 8.5000%  | 0.0000% | $546000.00         | $557382.58         | Corporate Debt Securities                         |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $37.00             | $30.39             | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 48       | 2048-02-22      | 4.2600%  | 0.0000% | $2000.00           | $1761.36           | Corporate Debt Securities                         |
| ONEOK INC NEW                  4.55%28             | 2028-07-15      | 4.5500%  | 0.0000% | $30000.00          | $30786.29          | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $173.00            | $172.88            | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             CR SEN SR GLBL39    | 2039-03-01      | 7.0000%  | 0.0000% | $8080000.00        | $9918981.07        | Corporate Debt Securities                         |
| GSAMP TRUST 2006-SD2           M-1    20360525 FLT | 2036-05-25      | 4.7738%  | 0.0000% | $276416.00         | $108901.95         | Asset-Backed Securities                           |
| ALPHABET INC                   SR GLBL NT4.5%35    | 2035-05-15      | 4.5000%  | 0.0000% | $724000.00         | $732315.14         | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $3000.00           | $3007.77           | Corporate Debt Securities                         |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $1802000.00        | $1904198.68        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $2933000.00        | $3084991.32        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 3.7%031351       | 2051-03-13      | 3.7000%  | 0.0000% | $44000.00          | $33821.85          | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $1.00              | $0.26              | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL A NT5%30    | 2030-06-15      | 5.0000%  | 0.0000% | $19000.00          | $20259.21          | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 28     | 2028-12-15      | 11.2500% | 0.0000% | $4000000.00        | $4463550.00        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-06-01      | 4.8750%  | 0.0000% | $1710000.00        | $1588536.56        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-06-01      | 4.8750%  | 0.0000% | $7441000.00        | $6912456.47        | Corporate Debt Securities                         |
| AZUL SECD FIN LLP              SR GLBL 144A 26     | 2026-02-27      | 15.0000% | 0.0000% | $1000.00           | $1051.60           | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $2893000.00        | $2402667.04        | Corporate Debt Securities                         |
| AKUMIN INC                     1LIEN GLBL 28       | 2028-08-01      | 8.0000%  | 0.0000% | $157000.00         | $134392.00         | Corporate Debt Securities                         |
| ABBVIE INC                     SR NT 4.7%45        | 2045-05-14      | 4.7000%  | 0.0000% | $58000.00          | $53637.11          | Corporate Debt Securities                         |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $22.00             | $0.81              | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        TIER I PERP GLBL    | 2500-12-31      | 3.8000%  | 0.0000% | $1000.00           | $992.22            | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $4200000.00        | $4362225.00        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.068%043041     | 2041-04-30      | 3.0680%  | 0.0000% | $1139000.00        | $903985.83         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $29000.00          | $29912.37          | Corporate Debt Securities                         |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $3837000.00        | $3512685.04        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ 144A 31    | 2031-09-11      | 8.7500%  | 0.0000% | $5998610.00        | $6224969.21        | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $1641000.00        | $1757232.03        | Corporate Debt Securities                         |
| BKV UPSTREAM MIDSTREAM         SR GLBL 144A 30     | 2030-10-15      | 7.5000%  | 0.0000% | $472000.00         | $480503.87         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 50     | 2050-01-30      | 3.7000%  | 0.0000% | $600000.00         | $435124.67         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $4820000.00        | $5085595.39        | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $3600000.00        | $3798370.00        | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-03-09      | 9.2500%  | 0.0000% | $232.00            | $216.59            | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2015-1 AA     20290601 3.4 | 2029-06-01      | 3.4500%  | 0.0000% | $1000.00           | $565.58            | Asset-Backed Securities                           |
| BANK NEW YORK MELLON CORP      FR 4.587%042027     | 2027-04-20      | 4.5870%  | 0.0000% | $2252000.00        | $2267633.01        | Corporate Debt Securities                         |
| SHELF DRILLING HLDGS LTD       SR SEC 144A 29      | 2029-04-15      | 9.6250%  | 0.0000% | $1556000.00        | $1649525.76        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 26       | 2026-12-01      | 5.2500%  | 0.0000% | $616000.00         | $616408.10         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%011629       | 2029-01-16      | 4.5000%  | 0.0000% | $34000.00          | $35193.74          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   DEB 3.55%27         | 2027-05-01      | 3.5500%  | 0.0000% | $813000.00         | $809343.53         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2%061731         | 2031-06-17      | 2.0000%  | 0.0000% | $2888000.00        | $2618302.52        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.2%031435       | 2035-03-14      | 5.2000%  | 0.0000% | $10000.00          | $10431.49          | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $4.00              | $1.51              | Corporate Debt Securities                         |
| INVERSION ESCROW ISSUER LLC    SR SEC GLBL 32      | 2032-08-01      | 6.7500%  | 0.0000% | $5378000.00        | $5279999.39        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 4.6%52     | 2052-06-01      | 4.6000%  | 0.0000% | $326000.00         | $286728.95         | Corporate Debt Securities                         |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $2658000.00        | $2705713.31        | Corporate Debt Securities                         |
| ODEON FINCO PLC                1LIEN GLBL 27       | 2027-11-01      | 12.7500% | 0.0000% | $2699000.00        | $2820083.89        | Corporate Debt Securities                         |
| ODEON FINCO PLC                1LIEN GLBL 27       | 2027-11-01      | 12.7500% | 0.0000% | $13374000.00       | $13973991.07       | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $523.00            | $542.74            | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 38       | 2038-07-15      | 5.8500%  | 0.0000% | $531000.00         | $604608.55         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR NT 5.6%39        | 2039-11-30      | 5.6000%  | 0.0000% | $723000.00         | $781019.95         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.35%35     | 2035-07-15      | 5.3500%  | 0.0000% | $1000.00           | $1032.77           | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $1438000.00        | $1455096.62        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -M 77    | 2077-12-01      | 4.8000%  | 0.0000% | $876000.00         | $877822.08         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31     | 2031-03-15      | 5.6250%  | 0.0000% | $1000.00           | $1015.29           | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28    | 2028-06-30      | 13.5000% | 0.0000% | $4486000.00        | $4807735.92        | Corporate Debt Securities                         |
| NISOURCE INC                   JR SB GLBL NT 54    | 2054-11-30      | 6.9500%  | 0.0000% | $3000.00           | $3223.45           | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 9.7500%  | 0.0000% | $4553000.00        | $4992163.41        | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR GLBL 144A 27     | 2027-01-28      | 2.3750%  | 0.0000% | $490000.00         | $486176.37         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 3.6500%  | 0.0000% | $3000.00           | $2993.88           | Corporate Debt Securities                         |
| COMMSCOPE LLC                  144A NT 9.5%31      | 2031-12-15      | 9.5000%  | 0.0000% | $903000.00         | $954871.83         | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $4320000.00        | $4693145.40        | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $4800000.00        | $5214606.00        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT2.4%30    | 2030-02-05      | 2.4000%  | 0.0000% | $8000.00           | $7565.71           | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR NT 7%36          | 2036-12-01      | 7.0000%  | 0.0000% | $2016000.00        | $2391755.52        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $35000.00          | $35421.98          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $386000.00         | $380851.19         | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 28     | 2028-02-15      | 4.5000%  | 0.0000% | $782000.00         | $781691.11         | Corporate Debt Securities                         |
| STRUCTURED ASSET INV 2005-2    M4     20350325 FLT | 2035-03-25      | 5.0888%  | 0.0000% | $710533.00         | $371643.35         | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT3.9%35    | 2035-05-15      | 3.9000%  | 0.0000% | $680000.00         | $603220.07         | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $5500000.00        | $5587958.75        | Corporate Debt Securities                         |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $5266000.00        | $5319726.37        | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 49       | 2049-09-15      | 3.8750%  | 0.0000% | $10000.00          | $7696.18           | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-01-23      | 4.1500%  | 0.0000% | $46000.00          | $45902.47          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%30    | 2030-04-15      | 4.5000%  | 0.0000% | $1130000.00        | $1152334.45        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 8.5000%  | 0.0000% | $3601000.00        | $709843.12         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53    | 2053-11-15      | 5.9000%  | 0.0000% | $700000.00         | $735273.39         | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 32       | 2032-06-01      | 3.9240%  | 0.0000% | $45000.00          | $45210.29          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-25      | 4.8510%  | 0.0000% | $275000.00         | $283165.92         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT 26       | 2026-05-13      | 2.8500%  | 0.0000% | $388000.00         | $386396.59         | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS INC       SR GLBL NT 28       | 2028-09-15      | 6.1250%  | 0.0000% | $7000.00           | $7450.45           | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT2.6%31    | 2031-06-15      | 2.6000%  | 0.0000% | $12000.00          | $10840.59          | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $289000.00         | $262474.05         | Corporate Debt Securities                         |
| COMM MTG TR 2013-CCRE12        AM     20461015 4.3 | 2046-10-15      | 4.3000%  | 0.0000% | $11399.00          | $7070.09           | Private Label Collateralized Mortgage Obligations |

### Security 606: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.440000%
- **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):** $900533160.00
- **C.18.a - Value (excl. sponsor support):** $900533160.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| KOHLS CORP                     SR SEC GLBL 30   | 2030-06-01      | 10.0000% | 0.0000% | $1000000.00        | $1143694.44        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 7%55 | 2055-04-15      | 7.0000%  | 0.0000% | $2000.00           | $2090.34           | Corporate Debt Securities |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28  | 2028-04-01      | 4.8750%  | 0.0000% | $790000.00         | $791073.41         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $4999000.00        | $5527938.64        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $7899000.00        | $7846502.37        | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC         1LIEN GLBL 29    | 2029-11-30      | 9.3750%  | 0.0000% | $4412000.00        | $4823349.14        | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.5%33 | 2033-07-03      | 6.5000%  | 0.0000% | $10500000.00       | $11158145.83       | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $15000.00          | $15834.98          | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $2968000.00        | $3133213.72        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 32    | 2032-03-15      | 6.7500%  | 0.0000% | $2501000.00        | $2587578.37        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29  | 2029-02-15      | 3.3750%  | 0.0000% | $5000.00           | $4838.28           | Corporate Debt Securities |
| MURPHY OIL USA INC             SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $538000.00         | $509776.07         | Corporate Debt Securities |
| CHORD ENERGY CORPORATION       SR GLBL 144A 30  | 2030-10-01      | 6.0000%  | 0.0000% | $3121000.00        | $3165307.80        | Corporate Debt Securities |
| GAP INC                        SR GLBL 144A 31  | 2031-10-01      | 3.8750%  | 0.0000% | $306000.00         | $282852.76         | Corporate Debt Securities |
| GETTY IMAGES INC               1LIEN 144A NT 30 | 2030-11-15      | 10.5000% | 0.0000% | $11221000.00       | $11533074.71       | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27  | 2027-12-15      | 5.0000%  | 0.0000% | $103000.00         | $105262.80         | Corporate Debt Securities |
| METHANEX CORP                  SR NT 5.65%44    | 2044-12-01      | 5.6500%  | 0.0000% | $189000.00         | $170583.68         | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR NT 5.55%37    | 2037-03-05      | 5.5500%  | 0.0000% | $11982000.00       | $13287988.07       | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 33    | 2033-11-01      | 8.3750%  | 0.0000% | $499000.00         | $515003.55         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35    | 2035-05-01      | 7.7500%  | 0.0000% | $80000.00          | $89478.60          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57 | 2057-02-28      | 6.2500%  | 0.0000% | $95000.00          | $93626.77          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31 | 2031-06-01      | 8.3750%  | 0.0000% | $273000.00         | $283149.34         | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 37    | 2037-11-01      | 6.4500%  | 0.0000% | $21000.00          | $20019.88          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29  | 2029-05-01      | 4.3750%  | 0.0000% | $100000.00         | $98872.12          | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28 | 2028-06-01      | 8.1250%  | 0.0000% | $3708000.00        | $3934180.28        | Corporate Debt Securities |
| UNITED RENTALS INC             SR GLBL NT 31    | 2031-02-15      | 3.8750%  | 0.0000% | $239000.00         | $229867.05         | Corporate Debt Securities |
| CROWN AMERS LLC                SR GLBL NT 30    | 2030-04-01      | 5.2500%  | 0.0000% | $599000.00         | $616049.04         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        ALT TIER I PERP  | 2500-12-31      | 7.3528%  | 0.0000% | $7499000.00        | $7571252.42        | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL NT 30    | 2030-10-15      | 4.1250%  | 0.0000% | $14000.00          | $13507.58          | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $21855000.00       | $19441761.79       | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29  | 2029-03-15      | 3.7500%  | 0.0000% | $718000.00         | $697884.63         | Corporate Debt Securities |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30  | 2030-05-15      | 8.0000%  | 0.0000% | $385000.00         | $409758.92         | Corporate Debt Securities |
| ENERFLEX LTD                   SR SEC 144A NT27 | 2027-10-15      | 9.0000%  | 0.0000% | $622000.00         | $642065.72         | Corporate Debt Securities |
| CROWN AMERS LLC                SR GLBL 144A 33  | 2033-06-01      | 5.8750%  | 0.0000% | $40000.00          | $42130.33          | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 30  | 2030-03-15      | 6.6250%  | 0.0000% | $171000.00         | $171987.36         | Corporate Debt Securities |
| EDISON INTL                    PERP SUB GLBL -A | 2500-12-31      | 5.3750%  | 0.0000% | $371000.00         | $374245.99         | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL33 | 2033-11-15      | 7.2000%  | 0.0000% | $3508000.00        | $3668561.16        | Corporate Debt Securities |
| V F CORP                       SR GLBL NT 30    | 2030-04-23      | 2.9500%  | 0.0000% | $29000.00          | $25983.07          | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2030-11-18      | 5.3750%  | 0.0000% | $4699000.00        | $4463688.44        | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31   | 2031-11-15      | 6.0000%  | 0.0000% | $38000.00          | $38813.07          | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27   | 2027-05-15      | 6.5000%  | 0.0000% | $1969000.00        | $1994040.21        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 30  | 2030-08-01      | 4.1250%  | 0.0000% | $859000.00         | $824215.87         | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 30  | 2030-08-01      | 4.1250%  | 0.0000% | $5867000.00        | $5629423.17        | Corporate Debt Securities |
| ORGANON & CO                   SR SEC GLBL 28   | 2028-04-30      | 4.1250%  | 0.0000% | $215000.00         | $209934.24         | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $12161000.00       | $11216416.96       | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 29  | 2029-02-15      | 7.0000%  | 0.0000% | $2144000.00        | $2245770.92        | Corporate Debt Securities |
| MURPHY OIL CORP                CR SEN SR NT 42  | 2042-12-01      | 5.8750%  | 0.0000% | $300000.00         | $268819.63         | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 29    | 2029-02-01      | 9.0000%  | 0.0000% | $10483000.00       | $11223728.78       | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 34  | 2034-11-01      | 6.2500%  | 0.0000% | $90000.00          | $92956.27          | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 34  | 2034-11-01      | 6.2500%  | 0.0000% | $2924000.00        | $3020046.09        | Corporate Debt Securities |
| MILLROSE PPTYS INC             SR GLBL 144A 30  | 2030-08-01      | 6.3750%  | 0.0000% | $750000.00         | $780214.69         | Corporate Debt Securities |
| PACIFICORP                     JR SB GLBL NT 55 | 2055-09-15      | 7.3750%  | 0.0000% | $6151000.00        | $6345586.03        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 6.7500%  | 0.0000% | $8400000.00        | $8519700.00        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 33  | 2033-08-15      | 6.3750%  | 0.0000% | $2000.00           | $2053.32           | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    GLBL 144A NT 28  | 2028-06-01      | 4.6250%  | 0.0000% | $6925000.00        | $7009343.61        | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 33  | 2033-04-15      | 5.7500%  | 0.0000% | $34000.00          | $34810.15          | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL 144A 27  | 2027-09-17      | 4.3450%  | 0.0000% | $485000.00         | $480397.01         | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29  | 2029-12-01      | 3.8750%  | 0.0000% | $919000.00         | $887140.18         | Corporate Debt Securities |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 32  | 2032-07-15      | 6.3750%  | 0.0000% | $103000.00         | $107003.82         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.6%31 | 2031-01-03      | 5.6000%  | 0.0000% | $500000.00         | $514907.78         | Corporate Debt Securities |
| CANPACK SAC / CANPACK US LLC   SR GLBL 144A 29  | 2029-11-15      | 3.8750%  | 0.0000% | $1712000.00        | $1632099.77        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          ALT TIER I PERP  | 2500-12-31      | 5.5000%  | 0.0000% | $379000.00         | $382137.28         | Corporate Debt Securities |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32    | 2032-10-15      | 6.3750%  | 0.0000% | $42000.00          | $42619.48          | Corporate Debt Securities |
| CIPHER COMPUTE LLC             SR SEC 144A 30   | 2030-11-15      | 7.1250%  | 0.0000% | $842000.00         | $852911.27         | Corporate Debt Securities |
| CIPHER COMPUTE LLC             SR SEC 144A 30   | 2030-11-15      | 7.1250%  | 0.0000% | $11937000.00       | $12091688.60       | Corporate Debt Securities |
| EMERA INC                      SUB COCO 76      | 2076-06-15      | 6.7500%  | 0.0000% | $37979000.00       | $39396851.02       | Corporate Debt Securities |
| CENTURY COMMUNITIES INC        SR GLBL 144A 29  | 2029-08-15      | 3.8750%  | 0.0000% | $367000.00         | $352616.10         | Corporate Debt Securities |
| ORGANON & CO / ORGANON FGN DEB SR SEC GLBL 34   | 2034-05-15      | 6.7500%  | 0.0000% | $5608000.00        | $5051896.70        | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 29  | 2029-10-01      | 5.0000%  | 0.0000% | $825000.00         | $769598.50         | Corporate Debt Securities |
| CHART INDS INC                 SR SEC GLBL 30   | 2030-01-01      | 7.5000%  | 0.0000% | $3000.00           | $3219.49           | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33  | 2033-07-15      | 6.8750%  | 0.0000% | $1971000.00        | $2118764.50        | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 33  | 2033-07-15      | 6.8750%  | 0.0000% | $1846000.00        | $1984393.34        | Corporate Debt Securities |
| TENET HEALTHCARE CORP          1LIEN 144A NT 32 | 2032-11-15      | 5.5000%  | 0.0000% | $4448000.00        | $4526808.68        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $8789000.00        | $9367847.20        | Corporate Debt Securities |
| LIFE TIME FITNESS              SR SEC GLBL 31   | 2031-11-15      | 6.0000%  | 0.0000% | $340000.00         | $347274.87         | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 31  | 2031-02-15      | 6.8750%  | 0.0000% | $627000.00         | $602644.36         | Corporate Debt Securities |
| TELUS CORPORATION              JR SB GLBL -A 55 | 2055-10-15      | 6.6250%  | 0.0000% | $206000.00         | $212320.74         | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 31  | 2031-01-15      | 5.7500%  | 0.0000% | $3048000.00        | $3110446.75        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29   | 2029-09-15      | 5.6250%  | 0.0000% | $1545000.00        | $1589907.36        | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32  | 2032-05-15      | 3.8750%  | 0.0000% | $2778000.00        | $2500864.79        | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32   | 2032-02-16      | 6.7000%  | 0.0000% | $400000.00         | $402877.33         | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 32  | 2032-05-15      | 3.8750%  | 0.0000% | $34000.00          | $30608.14          | Corporate Debt Securities |
| SEALED AIR CORP / SEALED AIR C SR GLBL 144A 31  | 2031-02-15      | 7.2500%  | 0.0000% | $2188000.00        | $2279694.83        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $5631000.00        | $5719797.74        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT6.5%33 | 2033-03-15      | 6.5000%  | 0.0000% | $10669000.00       | $10837244.20       | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 30  | 2030-11-15      | 3.8750%  | 0.0000% | $340000.00         | $313816.36         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 30  | 2030-07-15      | 5.2500%  | 0.0000% | $5996000.00        | $6057673.86        | Corporate Debt Securities |
| SEALED AIR CORP NEW            SR GLBL 144A 27  | 2027-12-01      | 4.0000%  | 0.0000% | $500000.00         | $507658.33         | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 32  | 2032-02-01      | 7.1250%  | 0.0000% | $5581000.00        | $5992187.15        | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30  | 2030-02-15      | 4.1250%  | 0.0000% | $297000.00         | $285482.96         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 4%30  | 2030-09-15      | 4.0000%  | 0.0000% | $297000.00         | $280766.31         | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL PERP -D NT 7%    | 2500-12-31      | 7.0000%  | 0.0000% | $93000.00          | $94299.62          | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 32  | 2032-03-01      | 6.8750%  | 0.0000% | $760000.00         | $802837.08         | Corporate Debt Securities |
| HAWAIIAN ELEC CO INC           SR GLBL 144A 33  | 2033-10-01      | 6.0000%  | 0.0000% | $6000.00           | $6135.88           | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC       SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $77000.00          | $72856.57          | Corporate Debt Securities |
| TOPBUILD COR                   SR GLBL 144A 29  | 2029-03-15      | 3.6250%  | 0.0000% | $6000.00           | $5831.52           | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $1598000.00        | $1620886.02        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62 | 2062-03-30      | 6.3750%  | 0.0000% | $249000.00         | $246477.84         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2500-12-31      | 3.9500%  | 0.0000% | $6191000.00        | $6154509.21        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL32 | 2032-07-15      | 6.8790%  | 0.0000% | $76000.00          | $79277.43          | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL32 | 2032-07-15      | 6.8790%  | 0.0000% | $9278000.00        | $9678105.25        | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $314000.00         | $279327.99         | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 31  | 2031-10-01      | 3.6250%  | 0.0000% | $7659000.00        | $6813290.03        | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 29  | 2029-03-15      | 3.7500%  | 0.0000% | $100000.00         | $97198.42          | Corporate Debt Securities |
| FMC CORP                       SUB GLBL NT 55   | 2055-11-01      | 8.4500%  | 0.0000% | $3952000.00        | $3067927.72        | Corporate Debt Securities |
| FMC CORP                       SUB GLBL NT 55   | 2055-11-01      | 8.4500%  | 0.0000% | $400000.00         | $310519.00         | Corporate Debt Securities |
| EMERA INC                      SUB COCO 76      | 2076-06-15      | 6.7500%  | 0.0000% | $59000.00          | $61202.62          | Corporate Debt Securities |
| APLD COMPUTECO LLC             1LIEN AMZ 144A30 | 2030-12-15      | 9.2500%  | 0.0000% | $1988000.00        | $1909962.16        | Corporate Debt Securities |
| APLD COMPUTECO LLC             1LIEN AMZ 144A30 | 2030-12-15      | 9.2500%  | 0.0000% | $132105000.00      | $126919291.62      | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 31  | 2031-05-15      | 6.7500%  | 0.0000% | $3185000.00        | $3256614.73        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT4.1%30 | 2030-11-15      | 4.1000%  | 0.0000% | $16588000.00       | $16790797.52       | Corporate Debt Securities |
| ADIENT GLOBAL HLDGS LTD        SR 144A NT 31    | 2031-04-15      | 8.2500%  | 0.0000% | $113000.00         | $119890.08         | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31  | 2031-04-30      | 4.1250%  | 0.0000% | $65000.00          | $61517.84          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 36    | 2036-01-19      | 8.3750%  | 0.0000% | $1214000.00        | $1280624.83        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29 | 2029-07-15      | 6.8300%  | 0.0000% | $1583000.00        | $1674660.54        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29 | 2029-07-15      | 6.8300%  | 0.0000% | $759000.00         | $802948.42         | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR SEC GLBL 28   | 2028-12-15      | 9.2500%  | 0.0000% | $308000.00         | $335742.16         | Corporate Debt Securities |
| ENTEGRIS INC                   SR SEC GLBL 29   | 2029-04-15      | 4.7500%  | 0.0000% | $295000.00         | $295647.12         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $5132000.00        | $5611176.27        | Corporate Debt Securities |
| ELASTIC N V                    SR GLBL 144A 29  | 2029-07-15      | 4.1250%  | 0.0000% | $2481000.00        | $2424928.37        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30 | 2030-11-15      | 7.0500%  | 0.0000% | $1841000.00        | $1913693.42        | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29  | 2029-04-15      | 4.0000%  | 0.0000% | $1523000.00        | $1488074.23        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $46000.00          | $49415.44          | Corporate Debt Securities |
| PG&E CORP                      1LIEN GLBL NT 30 | 2030-07-01      | 5.2500%  | 0.0000% | $940000.00         | $948260.25         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55   | 2055-04-15      | 7.1250%  | 0.0000% | $6483000.00        | $6909973.08        | Corporate Debt Securities |
| TELECOM ITALIA CAP             SR GLBL NT 38    | 2038-06-04      | 7.7210%  | 0.0000% | $4815000.00        | $5515621.82        | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR GLBL 144A 33  | 2033-02-01      | 6.2500%  | 0.0000% | $573000.00         | $597904.01         | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR GLBL 144A 33  | 2033-02-01      | 6.2500%  | 0.0000% | $88000.00          | $91824.70          | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 29  | 2029-02-15      | 4.2500%  | 0.0000% | $1090000.00        | $1077148.60        | Corporate Debt Securities |
| RANGE RES CORP                 SR GLBL NT 29    | 2029-01-15      | 8.2500%  | 0.0000% | $1403000.00        | $1474706.16        | Corporate Debt Securities |
| SUNCOKE ENERGY INC             SR SEC GLBL 29   | 2029-06-30      | 4.8750%  | 0.0000% | $3292000.00        | $3078552.21        | Corporate Debt Securities |
| VISA INC                       SR GLBL NT 25    | 2025-12-14      | 3.1500%  | 0.0000% | $136000.00         | $137872.72         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            6.5%29           | 2029-01-23      | 6.5000%  | 0.0000% | $80000.00          | $82704.76          | Corporate Debt Securities |
| PITNEY BOWES INC               SR GLBL 144A 29  | 2029-03-15      | 7.2500%  | 0.0000% | $10115000.00       | $10316100.25       | Corporate Debt Securities |
| ADT SECURITY CORPORATION       1LIEN GLBL 32    | 2032-07-15      | 4.8750%  | 0.0000% | $2916000.00        | $2877364.22        | Corporate Debt Securities |
| TELEFLEX INCORPORATED          SR GLBL NT 27    | 2027-11-15      | 4.6250%  | 0.0000% | $449000.00         | $447370.19         | Corporate Debt Securities |
| MELCO RESORTS FIN LTD          SR GLBL 144A 33  | 2033-09-24      | 6.5000%  | 0.0000% | $949000.00         | $951624.51         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 30    | 2030-04-01      | 4.3750%  | 0.0000% | $763000.00         | $723398.07         | Corporate Debt Securities |
| INGRAM MICRO INC               SR SEC 144A NT29 | 2029-05-15      | 4.7500%  | 0.0000% | $50000.00          | $49385.26          | Corporate Debt Securities |
| GOEASY LTD                     SR GLBL 144A 30  | 2030-05-15      | 6.8750%  | 0.0000% | $1259000.00        | $1206339.35        | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 28  | 2028-09-01      | 4.6250%  | 0.0000% | $1000000.00        | $1004727.08        | Corporate Debt Securities |
| FIRST CASH INC                 SR GLBL 144A 28  | 2028-09-01      | 4.6250%  | 0.0000% | $6300000.00        | $6329780.62        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $1874000.00        | $1647764.84        | Corporate Debt Securities |
| MINERAL RES LTD                SR 144A NT 28    | 2028-10-01      | 9.2500%  | 0.0000% | $776000.00         | $826397.97         | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 32    | 2032-10-15      | 5.7500%  | 0.0000% | $832000.00         | $852448.94         | Corporate Debt Securities |
| ONEMAIN FIN CORP               6.625%28         | 2028-01-15      | 6.6250%  | 0.0000% | $25000.00          | $26246.14          | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $8576000.00        | $7974672.32        | Corporate Debt Securities |
| ALLY FINL INC                  PERP JR SB GLBL  | 2500-12-31      | 4.7000%  | 0.0000% | $10571000.00       | $10356273.63       | Corporate Debt Securities |
| AAR CORP                       SR GLBL 144A 29  | 2029-03-15      | 6.7500%  | 0.0000% | $668000.00         | $701264.73         | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR 144A NT5.5%31 | 2031-03-31      | 5.5000%  | 0.0000% | $614000.00         | $622540.74         | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 31    | 2031-08-01      | 4.2500%  | 0.0000% | $2441000.00        | $2269843.18        | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 31    | 2031-01-15      | 6.1250%  | 0.0000% | $618000.00         | $615779.92         | Corporate Debt Securities |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP  | 2500-12-31      | 5.8750%  | 0.0000% | $19983000.00       | $19815115.05       | Corporate Debt Securities |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32  | 2032-06-15      | 8.3750%  | 0.0000% | $6473000.00        | $6936393.98        | Corporate Debt Securities |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30 | 2030-04-15      | 6.5000%  | 0.0000% | $50000.00          | $50295.69          | Corporate Debt Securities |
| CIENA CORP                     SR GLBL 144A 30  | 2030-01-31      | 4.0000%  | 0.0000% | $620000.00         | $604389.09         | Corporate Debt Securities |
| CHARLES RIV LABS INTL INC      SR GLBL 144A 28  | 2028-05-01      | 4.2500%  | 0.0000% | $1930000.00        | $1914863.98        | Corporate Debt Securities |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31  | 2031-10-15      | 3.8750%  | 0.0000% | $1578000.00        | $1481802.71        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 30  | 2030-01-30      | 4.7500%  | 0.0000% | $25000.00          | $24395.24          | Corporate Debt Securities |
| PANOCHE ENERGY CTR LLC         SR SEC GLBL 29   | 2029-07-31      | 6.8850%  | 0.0000% | $18798000.00       | $5328358.40        | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $6894000.00        | $6906014.71        | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 9.3750%  | 0.0000% | $22305000.00       | $23808635.81       | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP  | 2500-12-31      | 4.7000%  | 0.0000% | $5499000.00        | $5068193.06        | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP  | 2500-12-31      | 4.7000%  | 0.0000% | $7463000.00        | $6878327.85        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 31    | 2031-11-15      | 7.1250%  | 0.0000% | $571000.00         | $595389.08         | Corporate Debt Securities |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29 | 2029-04-12      | 8.8750%  | 0.0000% | $468000.00         | $511697.29         | Corporate Debt Securities |
| AVANTOR FDG INC                SR GLBL 144A 29  | 2029-11-01      | 3.8750%  | 0.0000% | $211000.00         | $201953.64         | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33  | 2033-07-15      | 7.5000%  | 0.0000% | $5891000.00        | $5926591.46        | Corporate Debt Securities |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 27  | 2027-01-15      | 4.6250%  | 0.0000% | $706000.00         | $716954.86         | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 30  | 2030-04-15      | 6.8750%  | 0.0000% | $794000.00         | $791460.63         | Corporate Debt Securities |
| CARNIVAL CORP                  SR GLBL 144A 31  | 2031-06-15      | 5.8750%  | 0.0000% | $2440000.00        | $2584807.56        | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31  | 2031-12-01      | 4.1250%  | 0.0000% | $1331000.00        | $1261802.97        | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT 65    | 2065-11-15      | 5.7500%  | 0.0000% | $1000.00           | $1002.15           | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO      SR GLBL 144A 29  | 2029-04-01      | 4.1250%  | 0.0000% | $767000.00         | $727699.88         | Corporate Debt Securities |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29   | 2029-04-15      | 12.2500% | 0.0000% | $1327000.00        | $1451780.39        | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 32  | 2032-04-01      | 6.5000%  | 0.0000% | $607000.00         | $634583.09         | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $800000.00         | $736741.44         | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $1610000.00        | $1692461.52        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29    | 2029-09-15      | 7.8750%  | 0.0000% | $304000.00         | $337764.90         | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $2140000.00        | $2082349.89        | Corporate Debt Securities |
| TRANSDIGM INC                  1LIEN GLBL 29    | 2029-03-01      | 6.3750%  | 0.0000% | $1000000.00        | $1045046.25        | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 35    | 2035-02-15      | 7.2500%  | 0.0000% | $6888000.00        | $6688131.29        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 28   | 2028-08-15      | 6.7500%  | 0.0000% | $1934000.00        | $2009082.72        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29    | 2029-03-15      | 3.6250%  | 0.0000% | $470000.00         | $457338.53         | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 4.7500%  | 0.0000% | $11286000.00       | $11210991.99       | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34 | 2034-01-15      | 6.5000%  | 0.0000% | $27000.00          | $28488.53          | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 6.75%30  | 2030-04-23      | 6.7500%  | 0.0000% | $628000.00         | $611284.21         | Corporate Debt Securities |
| CAP SA                         REGS NT 3.9%31   | 2031-04-27      | 3.9000%  | 0.0000% | $99000.00          | $80958.07          | Corporate Debt Securities |
| ALLISON TRANSMISSION INC       SR GLBL 144A 31  | 2031-01-30      | 3.7500%  | 0.0000% | $14021000.00       | $13221826.37       | Corporate Debt Securities |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32  | 2032-06-15      | 6.3750%  | 0.0000% | $822000.00         | $878960.15         | Corporate Debt Securities |
| GRUPO AEROMEXICO SAB DE CV     SR SEC 144A NT31 | 2031-11-15      | 8.6250%  | 0.0000% | $1310000.00        | $1307530.10        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 30    | 2030-03-15      | 7.8750%  | 0.0000% | $222000.00         | $238483.22         | Corporate Debt Securities |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 32  | 2032-02-15      | 3.6250%  | 0.0000% | $400000.00         | $375872.61         | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $803000.00         | $859101.26         | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL NT5.5%30 | 2030-08-01      | 5.5000%  | 0.0000% | $63000.00          | $65854.08          | Corporate Debt Securities |
| BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 31  | 2031-07-01      | 9.2500%  | 0.0000% | $16174000.00       | $17408251.42       | Corporate Debt Securities |
| COGENT COMMUNICATIONS GROUP LL SR SEC GLBL 32   | 2032-07-01      | 6.5000%  | 0.0000% | $38000.00          | $35643.98          | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 31    | 2031-11-02      | 4.6250%  | 0.0000% | $5600000.00        | $5009705.56        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 32  | 2032-09-01      | 6.8750%  | 0.0000% | $1050000.00        | $1107303.31        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32    | 2032-02-01      | 7.7500%  | 0.0000% | $7792000.00        | $8198722.92        | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR GLBL 144A 28  | 2028-03-01      | 4.5000%  | 0.0000% | $1220000.00        | $1223788.10        | Corporate Debt Securities |
| DANAOS CORPORATION             SR GLBL 144A 32  | 2032-10-15      | 6.8750%  | 0.0000% | $935000.00         | $957693.23         | Corporate Debt Securities |
| SBL HOLDINGS LLC               PERP JR SB 144A  | 2500-12-31      | 6.5000%  | 0.0000% | $6934000.00        | $6598868.22        | Corporate Debt Securities |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28  | 2028-03-15      | 4.7500%  | 0.0000% | $7000000.00        | $7053213.61        | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC   SUB GLBL 144A 35 | 2035-06-15      | 8.3750%  | 0.0000% | $1529000.00        | $1618339.68        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37  | 2037-09-20      | 5.0000%  | 0.0000% | $1081000.00        | $924248.99         | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $553000.00         | $579548.30         | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $5143000.00        | $5389904.00        | Corporate Debt Securities |
| AES GENER S A                  JR SB GLBL 55    | 2055-06-10      | 8.1500%  | 0.0000% | $3020000.00        | $3261066.47        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-07-15      | 6.9500%  | 0.0000% | $1264000.00        | $1266472.88        | Corporate Debt Securities |
| AES CORP                       JR SB GLBL NT 55 | 2055-01-15      | 7.6000%  | 0.0000% | $8446000.00        | $8851473.69        | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $24000.00          | $24973.30          | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $430000.00         | $447438.29         | Corporate Debt Securities |
| ADTALEM GLOBAL ED INC          1LIEN GLBL 28    | 2028-03-01      | 5.5000%  | 0.0000% | $339000.00         | $342692.28         | Corporate Debt Securities |
| US FOODS INC                   SR GLBL 144A 32  | 2032-01-15      | 7.2500%  | 0.0000% | $200000.00         | $215988.94         | Corporate Debt Securities |
| ADTALEM GLOBAL ED INC          1LIEN GLBL 28    | 2028-03-01      | 5.5000%  | 0.0000% | $1520000.00        | $1536555.33        | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 30  | 2030-08-01      | 7.0000%  | 0.0000% | $55000.00          | $57175.62          | Corporate Debt Securities |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 30  | 2030-07-15      | 7.8750%  | 0.0000% | $1942000.00        | $2006603.06        | Corporate Debt Securities |
| BOISE CASCADE CO DEL           SR GLBL 144A 30  | 2030-07-01      | 4.8750%  | 0.0000% | $81000.00          | $81710.88          | Corporate Debt Securities |
| BW REAL ESTATE  INC            PERP JR -B 144A  | 2500-12-31      | 9.5000%  | 0.0000% | $6390000.00        | $6608254.00        | Corporate Debt Securities |
| AXON ENTERPRISE INC            SR GLBL 144A 33  | 2033-03-15      | 6.2500%  | 0.0000% | $6581000.00        | $6915930.85        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29    | 2029-05-15      | 6.6250%  | 0.0000% | $27000.00          | $27989.07          | Corporate Debt Securities |
| BWX TECHNOLOGIES INC           SR GLBL 144A 29  | 2029-04-15      | 4.1250%  | 0.0000% | $1869000.00        | $1843183.66        | Corporate Debt Securities |
| ZF NORTH AMER CAP INC          144A NT 7.125%30 | 2030-04-14      | 7.1250%  | 0.0000% | $11295000.00       | $11269793.32       | Corporate Debt Securities |
| SOCIETE GENERALE               ALT TIER I PERP  | 2500-12-31      | 10.0000% | 0.0000% | $13845000.00       | $15309924.07       | Corporate Debt Securities |
| WILLIAM CARTER CO              SR 144A NT 31    | 2031-02-15      | 7.3750%  | 0.0000% | $600000.00         | $613561.75         | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $26318000.00       | $27285310.78       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62 | 2062-03-30      | 6.3750%  | 0.0000% | $10597000.00       | $10489661.22       | Corporate Debt Securities |
| WULF COMPUTE LLC               1LIEN AMZ 144A30 | 2030-10-15      | 7.7500%  | 0.0000% | $37373000.00       | $38746634.23       | Corporate Debt Securities |
| BWX TECHNOLOGIES INC           SR GLBL 144A 28  | 2028-06-30      | 4.1250%  | 0.0000% | $1460000.00        | $1455821.97        | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT 29    | 2029-05-15      | 6.6250%  | 0.0000% | $210000.00         | $217692.80         | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL 144A 30  | 2030-01-15      | 4.7500%  | 0.0000% | $290000.00         | $295918.50         | Corporate Debt Securities |
| XPLR INFRASTRUCTURE            SR 144A NT 31    | 2031-01-15      | 8.3750%  | 0.0000% | $150000.00         | $161779.65         | Corporate Debt Securities |
| XEROX CORP                     1LIEN GLBL 30    | 2030-10-15      | 10.2500% | 0.0000% | $4297000.00        | $4458494.39        | Corporate Debt Securities |
| WESCO DISTR INC                SR GLBL 144A 33  | 2033-03-15      | 6.3750%  | 0.0000% | $40000.00          | $42287.48          | Corporate Debt Securities |
| MOLINA HEALTHCARE INC          SR GLBL 144A 28  | 2028-06-15      | 4.3750%  | 0.0000% | $105000.00         | $104230.25         | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR 144A NT 30    | 2030-03-15      | 5.8750%  | 0.0000% | $622000.00         | $629385.13         | Corporate Debt Securities |
| QNITY ELECTRONICS INC          SR 144A NT 33    | 2033-08-15      | 6.2500%  | 0.0000% | $73000.00          | $76673.50          | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31  | 2031-02-01      | 6.0000%  | 0.0000% | $9054000.00        | $8659879.38        | Corporate Debt Securities |
| NOVELIS CORP                   SR GLBL 144A 31  | 2031-08-15      | 3.8750%  | 0.0000% | $759000.00         | $698983.45         | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29    | 2029-02-15      | 3.5000%  | 0.0000% | $9209000.00        | $8989032.80        | Corporate Debt Securities |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28    | 2028-01-15      | 3.8750%  | 0.0000% | $2925000.00        | $2906858.09        | Corporate Debt Securities |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP  | 2500-12-31      | 8.3750%  | 0.0000% | $200000.00         | $209462.22         | Corporate Debt Securities |
| LATAM AIRLINES GROUP SA        SR SEC REGS NT31 | 2031-01-07      | 7.6250%  | 0.0000% | $7900000.00        | $8451930.21        | Corporate Debt Securities |
| TRAVEL PLUS LEISURE CO         1LIEN GLBL 30    | 2030-03-01      | 4.6250%  | 0.0000% | $1367000.00        | $1348295.45        | Corporate Debt Securities |
| PHINIA INC                     SR GLBL 144A 32  | 2032-10-15      | 6.6250%  | 0.0000% | $618000.00         | $642888.83         | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 28  | 2028-02-01      | 8.3750%  | 0.0000% | $114000.00         | $119475.28         | Corporate Debt Securities |
| GOEASY LTD                     SR 144A NT 28    | 2028-12-01      | 9.2500%  | 0.0000% | $8492000.00        | $9123712.80        | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28 | 2028-02-01      | 4.5000%  | 0.0000% | $50000.00          | $50447.75          | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR GLBL NT7.5%29 | 2029-06-15      | 7.5000%  | 0.0000% | $51000.00          | $53410.68          | Corporate Debt Securities |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29   | 2029-11-15      | 10.0000% | 0.0000% | $23649000.00       | $23825684.31       | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 29   | 2029-05-15      | 6.3750%  | 0.0000% | $371665.00         | $369101.29         | Corporate Debt Securities |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 32    | 2032-04-15      | 6.2500%  | 0.0000% | $7619000.00        | $7206776.12        | Corporate Debt Securities |
| MACYS RETAIL HLDGS LLC         SR GLBL 144A 33  | 2033-08-01      | 7.3750%  | 0.0000% | $1380000.00        | $1484836.49        | Corporate Debt Securities |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28 | 2028-02-01      | 4.5000%  | 0.0000% | $1157000.00        | $1167360.94        | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $70000.00          | $56722.42          | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 42    | 2042-03-15      | 5.0500%  | 0.0000% | $1171000.00        | $948885.05         | Corporate Debt Securities |
| PENNYMAC FINL SVCS INC NEW     SR 144A NT 32    | 2032-05-15      | 6.8750%  | 0.0000% | $125000.00         | $130611.58         | Corporate Debt Securities |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30    | 2030-09-10      | 5.1250%  | 0.0000% | $5400000.00        | $5352178.50        | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP        SR GLBL NT 27    | 2027-02-15      | 3.8750%  | 0.0000% | $1569000.00        | $1576133.94        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 30  | 2030-06-01      | 4.6250%  | 0.0000% | $5289000.00        | $5253297.05        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 27    | 2027-02-15      | 11.2500% | 0.0000% | $258000.00         | $284439.20         | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 27    | 2027-02-15      | 11.2500% | 0.0000% | $6045000.00        | $6664476.49        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 33    | 2033-01-13      | 8.8750%  | 0.0000% | $333000.00         | $366230.49         | Corporate Debt Securities |
| KFC HLDG CO/PIZZA HUT HLDGS LL SR GLBL 144A 27  | 2027-06-01      | 4.7500%  | 0.0000% | $2000.00           | $2048.59           | Corporate Debt Securities |
| LAMAR MEDIA CORP               SR GLBL NT 28    | 2028-02-15      | 3.7500%  | 0.0000% | $1362000.00        | $1354037.98        | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29    | 2029-05-15      | 4.8750%  | 0.0000% | $4491000.00        | $4363547.29        | Corporate Debt Securities |
| IRON MOUNTAIN INFORMATION MANA SR GLBL 144A 32  | 2032-07-15      | 5.0000%  | 0.0000% | $3201000.00        | $3086582.03        | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 29    | 2029-01-19      | 8.6250%  | 0.0000% | $10000.00          | $11067.96          | Corporate Debt Securities |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30  | 2030-03-15      | 9.8750%  | 0.0000% | $3000.00           | $3206.23           | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31 | 2031-05-15      | 7.5000%  | 0.0000% | $8000.00           | $8409.75           | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 3.6250%  | 0.0000% | $29000.00          | $27377.49          | Corporate Debt Securities |
| ONEMAIN FIN CORP               SR GLBL NT3.5%27 | 2027-01-15      | 3.5000%  | 0.0000% | $200000.00         | $199828.11         | Corporate Debt Securities |
| TRINET GROUP INC               SR GLBL 144A 29  | 2029-03-01      | 3.5000%  | 0.0000% | $50000.00          | $47481.42          | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $190000.00         | $191883.30         | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 29    | 2029-04-15      | 9.7500%  | 0.0000% | $1515000.00        | $1698035.99        | Corporate Debt Securities |
| RAKUTEN GROUP INC              SR 144A NT 29    | 2029-04-15      | 9.7500%  | 0.0000% | $1749000.00        | $1960306.89        | Corporate Debt Securities |
| M/I HOMES INC                  SR GLBL NT 28    | 2028-02-01      | 4.9500%  | 0.0000% | $942000.00         | $954968.98         | Corporate Debt Securities |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28    | 2028-02-01      | 5.1250%  | 0.0000% | $109000.00         | $110883.11         | Corporate Debt Securities |
| COINBASE GLOBAL INC            SR GLBL 144A 28  | 2028-10-01      | 3.3750%  | 0.0000% | $700000.00         | $662286.62         | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC   SR NT 6.35%40    | 2040-06-01      | 6.3500%  | 0.0000% | $952000.00         | $881762.23         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC         GLBL NT 3.9%30   | 2030-04-15      | 3.9000%  | 0.0000% | $307000.00         | $283510.92         | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 32  | 2032-02-15      | 5.0000%  | 0.0000% | $476000.00         | $462641.32         | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT 30    | 2030-03-01      | 4.7500%  | 0.0000% | $858000.00         | $849693.85         | Corporate Debt Securities |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 29    | 2029-08-01      | 4.6250%  | 0.0000% | $731000.00         | $703003.61         | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $24103000.00       | $24142944.03       | Corporate Debt Securities |
| CROCS INC                      SR GLBL 144A 29  | 2029-03-15      | 4.2500%  | 0.0000% | $1346000.00        | $1309776.52        | Corporate Debt Securities |
| KEYCORP CAP III                JR SB PFD TR 29  | 2029-07-15      | 7.7500%  | 0.0000% | $7899000.00        | $8586149.37        | Corporate Debt Securities |
| BRINKS CO                      SR GLBL 144A 32  | 2032-06-15      | 6.7500%  | 0.0000% | $97000.00          | $104118.10         | Corporate Debt Securities |
| BRINKS CO                      SR GLBL 144A 29  | 2029-06-15      | 6.5000%  | 0.0000% | $58000.00          | $61602.99          | Corporate Debt Securities |
| BOMBARDIER INC                 SR GLBL 144A 27  | 2027-04-15      | 7.8750%  | 0.0000% | $757000.00         | $766618.63         | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B  | 2500-12-31      | 5.0000%  | 0.0000% | $11162000.00       | $11207975.04       | Corporate Debt Securities |
| NORDSTROM INC                  SR GLBL NT 4%27  | 2027-03-15      | 4.0000%  | 0.0000% | $45000.00          | $44613.05          | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 6.84%30  | 2030-01-23      | 6.8400%  | 0.0000% | $3900000.00        | $4035408.00        | Corporate Debt Securities |
| KONTOOR BRANDS INC             SR GLBL 144A 29  | 2029-11-15      | 4.1250%  | 0.0000% | $1445000.00        | $1373110.65        | Corporate Debt Securities |

### Security 607: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.440000%
- **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):** $610386709.50
- **C.18.a - Value (excl. sponsor support):** $610386709.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP     | 2500-12-31      | 8.0000%  | 0.0000% | $1864000.00        | $2031341.64        | Corporate Debt Securities |
| QUALCOMM INC                   SR GLBL NT 5%35     | 2035-05-20      | 5.0000%  | 0.0000% | $89000.00          | $91445.82          | Corporate Debt Securities |
| NATWEST GROUP PLC              ALT TIER I PERP     | 2500-12-31      | 6.0000%  | 0.0000% | $200000.00         | $201999.33         | Corporate Debt Securities |
| 2018 C46 III 4.95317 15AUG51 144A F                | 2051-08-15      | 5.1183%  | 0.0000% | $13088800.00       | $11466923.57       | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $3704000.00        | $3703919.23        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $21841000.00       | $21840523.74       | Corporate Debt Securities |
| NOMURA HLDGS INC               LW TIER II 36       | 2036-06-10      | 5.0430%  | 0.0000% | $1518000.00        | $1525068.57        | Corporate Debt Securities |
| LIVEPERSON INC                 2LIEN GLBL PIK29    | 2029-12-15      | 10.0000% | 0.0000% | $17635000.00       | $14606402.33       | Corporate Debt Securities |
| HUNTINGTON AUTO TRUST 2024-2   C      20321020 FLT | 2032-10-20      | 6.6989%  | 0.0000% | $3200000.00        | $1857815.19        | Asset-Backed Securities   |
| INVESCO CLO LTD 2021-2         E      20340717 FLT | 2034-07-17      | 10.3162% | 0.0000% | $12250000.00       | $11864230.69       | Asset-Backed Securities   |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $2476775.00        | $2034601.86        | Corporate Debt Securities |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $10931854.00       | $8980214.40        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT3.7%29    | 2029-03-01      | 3.7000%  | 0.0000% | $33000.00          | $33051.54          | Corporate Debt Securities |
| VISTRA CORP                    PERP JR SB GLBL     | 2500-12-31      | 8.8750%  | 0.0000% | $8267000.00        | $9403449.56        | Corporate Debt Securities |
| SHRIRAM FIN LTD                FR 6.625%042227     | 2027-04-22      | 6.6250%  | 0.0000% | $3000000.00        | $3066885.00        | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $747.00            | $775.19            | Corporate Debt Securities |
| ODEON FINCO PLC                1LIEN GLBL 27       | 2027-11-01      | 12.7500% | 0.0000% | $6556000.00        | $6850118.55        | Corporate Debt Securities |
| RRD PARENT INC                 PERP JR SB GLBL     | 2500-12-31      | 12.0000% | 0.0000% | $276000.00         | $329636.00         | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT 5%34     | 2034-10-15      | 5.0000%  | 0.0000% | $60000.00          | $61638.73          | Corporate Debt Securities |
| EUSHI FINANCE INC.             JR SB GLBL NT 54    | 2054-12-15      | 7.6250%  | 0.0000% | $2000.00           | $2167.69           | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $231.00            | $286.38            | Corporate Debt Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $43180440.00       | $45970357.03       | Asset-Backed Securities   |
| UNIGEL LUXEMBOURG SA           GLBL PIK REGS 27    | 2027-12-31      | 13.5000% | 0.0000% | $711909.00         | $537847.25         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030     | 2030-09-30      | 6.1250%  | 0.0000% | $1780000.00        | $1779961.19        | Corporate Debt Securities |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320615 7.7 | 2032-06-15      | 7.7300%  | 0.0000% | $1590000.00        | $1662577.76        | Asset-Backed Securities   |
| GLS AUTO RECV ISSUER TR 2025-2 E      20320615 7.7 | 2032-06-15      | 7.7300%  | 0.0000% | $1410000.00        | $1474361.41        | Asset-Backed Securities   |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $19.00             | $0.70              | Corporate Debt Securities |
| AKUMIN INC                     1LIEN GLBL 28       | 2028-08-01      | 8.0000%  | 0.0000% | $10883000.00       | $9315848.00        | Corporate Debt Securities |
| AVIS BUD RENT CAR FDG 2023-8   D      20300220 7.5 | 2030-02-20      | 7.5200%  | 0.0000% | $3165000.00        | $3239159.47        | Asset-Backed Securities   |
| AVATION GROUP (S) PTE. LTD     FR 8.5%051531       | 2031-05-15      | 8.5000%  | 0.0000% | $3499000.00        | $3438447.86        | Corporate Debt Securities |
| AZUL SECD FIN LLP              SR GLBL 144A 26     | 2026-02-27      | 15.0000% | 0.0000% | $17532000.00       | $18436592.76       | Corporate Debt Securities |
| AZUL SECD FIN LLP              SR GLBL 144A 26     | 2026-02-27      | 15.0000% | 0.0000% | $125000.00         | $131449.58         | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 3.462%090629     | 2029-09-06      | 3.4620%  | 0.0000% | $3049000.00        | $2992000.98        | Corporate Debt Securities |
| COLGATE PALMOLIVE CO           SR GLBL NT 32       | 2032-08-15      | 3.2500%  | 0.0000% | $148000.00         | $141998.39         | Corporate Debt Securities |
| LABRADOR AVIA FIN LTD 2016-1   A-1    20420115 FLT | 2042-01-15      | 4.3000%  | 0.0000% | $5950000.00        | $1934296.09        | Asset-Backed Securities   |
| MORGAN STANLEY                 FR 5.164%042029     | 2029-04-20      | 5.1640%  | 0.0000% | $1000.00           | $1029.54           | Corporate Debt Securities |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $800000.00         | $885950.22         | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $5161000.00        | $5743314.91        | Corporate Debt Securities |
| VISA INC                       SR GLBL NT 25       | 2025-12-14      | 3.1500%  | 0.0000% | $3460000.00        | $3507644.20        | Corporate Debt Securities |
| NMEF FUNDING LLC 2025-B        E      20330118 7.6 | 2033-01-18      | 7.6600%  | 0.0000% | $3500000.00        | $3578008.39        | Asset-Backed Securities   |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $91000.00          | $88765.95          | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL COCO 36     | 2036-05-13      | 5.7900%  | 0.0000% | $700000.00         | $745823.75         | Corporate Debt Securities |
| STEM INC                       1LIEN GLBL PIK30    | 2030-12-30      | 11.0000% | 0.0000% | $1081769.00        | $935970.58         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-08-15      | 6.6250%  | 0.0000% | $2000.00           | $2100.13           | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        VR 091324-091327    | 2027-09-13      | 6.1874%  | 0.0000% | $8720000.00        | $8803908.98        | Corporate Debt Securities |
| HINNT LLC 2024-A               D      20430316 7.0 | 2043-03-16      | 7.0000%  | 0.0000% | $7500000.00        | $3587367.34        | Asset-Backed Securities   |
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $922000.00         | $926811.97         | Asset-Backed Securities   |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-06-01      | 4.8750%  | 0.0000% | $4949000.00        | $4597466.34        | Corporate Debt Securities |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $2000.00           | $2181.60           | Corporate Debt Securities |
| CARLYLE US CLO 2024-4 LTD      E      20370720 FLT | 2037-07-20      | 9.8344%  | 0.0000% | $8779900.00        | $8372731.94        | Asset-Backed Securities   |
| AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 26       | 2026-04-20      | 5.5000%  | 0.0000% | $3000.00           | $503.45            | Corporate Debt Securities |
| ALLY BANK CR LKD NT 2024-B     E      20320915 6.6 | 2032-09-15      | 6.6780%  | 0.0000% | $2331065.00        | $1423651.95        | Asset-Backed Securities   |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 3.6500%  | 0.0000% | $1000.00           | $997.96            | Corporate Debt Securities |
| GALLATIN CLO VIII LTD 2017-1R  D-2-R  20310715 6.0 | 2031-07-15      | 6.0000%  | 0.0000% | $4378000.00        | $3716587.81        | Asset-Backed Securities   |
| OZLM VI LTD2018-6              D-S    20310417 FLT | 2031-04-17      | 10.1932% | 0.0000% | $14875000.00       | $14015107.68       | Asset-Backed Securities   |
| PHILLIPS 66 CO                 SR GLBL NT5.5%55    | 2055-03-15      | 5.5000%  | 0.0000% | $839000.00         | $792639.19         | Corporate Debt Securities |
| GSAMP TRUST 2006-SD2           M-1    20360525 FLT | 2036-05-25      | 4.7738%  | 0.0000% | $25000.00          | $9849.46           | Asset-Backed Securities   |
| JABIL INC                      SR GLBL NT 27       | 2027-05-15      | 4.2500%  | 0.0000% | $38000.00          | $38097.46          | Corporate Debt Securities |
| PUGET ENERGY INC               1LIEN NT 4.3%45     | 2045-05-20      | 4.3000%  | 0.0000% | $2000.00           | $1689.39           | Corporate Debt Securities |
| RAMP SERIES TRUST 2006-RS4     M-1    20360725 FLT | 2036-07-25      | 4.5938%  | 0.0000% | $2013500.00        | $1468828.92        | Asset-Backed Securities   |
| PRESTIGE BRANDS IN             SR GLBL 144A 31     | 2031-04-01      | 3.7500%  | 0.0000% | $120000.00         | $112488.90         | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         2LIEN GLBL PIK30    | 2030-02-15      | 9.7810%  | 0.0000% | $96.00             | $95.93             | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 5.625%092928     | 2028-09-29      | 5.6250%  | 0.0000% | $3629000.00        | $3644709.03        | Corporate Debt Securities |
| TD SYNNEX CORPORATION          SR GLBL NT5.3%35    | 2035-10-10      | 5.3000%  | 0.0000% | $2000.00           | $2016.37           | Corporate Debt Securities |
| UNIGEL LUXEMBOURG SA           SR SEC GLBL 28      | 2028-12-31      | 11.0000% | 0.0000% | $1761750.00        | $119309.62         | Corporate Debt Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $8000000.00        | $8250467.55        | Asset-Backed Securities   |
| CFG INVESTMENTS LTD 2025-1     B      20360325 9.1 | 2036-03-25      | 9.1600%  | 0.0000% | $4245000.00        | $4359858.38        | Asset-Backed Securities   |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-03-15      | 3.6500%  | 0.0000% | $46000.00          | $46029.96          | Corporate Debt Securities |
| ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 31      | 2031-12-01      | 11.0000% | 0.0000% | $190.00            | $216.19            | Corporate Debt Securities |
| AKUMIN INC                     1LIEN GLBL PIK27    | 2027-08-01      | 9.0000%  | 0.0000% | $17195000.00       | $15922570.00       | Corporate Debt Securities |
| ALTICE FRANCE S A              SR SEC GLBL 30      | 2030-10-15      | 6.8750%  | 0.0000% | $1150.00           | $1140.10           | Corporate Debt Securities |
| GRUPO POSADAS SAB DE CV        SR GLBL STEP 27     | 2027-12-30      | 7.0000%  | 0.0000% | $400000.00         | $406155.11         | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $2000.00           | $1478.80           | Corporate Debt Securities |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $14146000.00       | $8480385.54        | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 35       | 2035-06-15      | 5.0500%  | 0.0000% | $2000.00           | $2099.45           | Corporate Debt Securities |
| ATLAS SR LN FD LTD 2022-1      E      20300715 FLT | 2030-07-15      | 12.4145% | 0.0000% | $8670000.00        | $8683016.51        | Asset-Backed Securities   |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $1194000.00        | $1244077.69        | Corporate Debt Securities |
| FIRST REP BK SAN FRANCISCO CAL SUB NT 4.375%46     | 2046-08-01      | 4.3750%  | 0.0000% | $1109000.00        | $16101.29          | Corporate Debt Securities |
| GOODLEAP SUS HM SOL TR 2021-5  A      20481020 2.3 | 2048-10-20      | 2.3100%  | 0.0000% | $94735.00          | $51308.89          | Asset-Backed Securities   |
| MADISON PARK FUNDING 2024-67   E      20370427 FLT | 2037-04-27      | 10.6580% | 0.0000% | $1942000.00        | $1952105.70        | Asset-Backed Securities   |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1000.00           | $720.11            | Asset-Backed Securities   |
| SARANAC CLO VI LTD 2018-6      D      20310813 FLT | 2031-08-13      | 7.8394%  | 0.0000% | $4000000.00        | $3887377.46        | Asset-Backed Securities   |
| WEBSTER FINL CORP              LW TIER II 29       | 2029-12-30      | 6.5064%  | 0.0000% | $13250000.00       | $13375712.96       | Corporate Debt Securities |
| SCULPTOR CLO LTD 2024-33       E      20370720 FLT | 2037-07-20      | 10.5344% | 0.0000% | $16200000.00       | $15398834.02       | Asset-Backed Securities   |
| EXTER AUTOMOBILE REC TR 2025-3 E      20321215 7.5 | 2032-12-15      | 7.5200%  | 0.0000% | $21000000.00       | $21576209.68       | Asset-Backed Securities   |
| EXETER AUTOMOBILE REC 2022-3   E      20300115 9.0 | 2030-01-15      | 9.0900%  | 0.0000% | $14949000.00       | $15324690.79       | Asset-Backed Securities   |
| CANADIAN NATL RY CO            SR GLBL NT 50       | 2050-05-01      | 2.4500%  | 0.0000% | $315000.00         | $191037.26         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34    | 2034-03-21      | 5.4000%  | 0.0000% | $160000.00         | $166676.80         | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          SR GLBL 144A 29     | 2029-08-15      | 4.5000%  | 0.0000% | $3000.00           | $3039.41           | Corporate Debt Securities |
| UTD AUTO CR SEC TR 2023-1      E      20290910 10. | 2029-09-10      | 10.9800% | 0.0000% | $18081000.00       | $19180107.83       | Asset-Backed Securities   |
| PARATUS ENERGY SVCS LTD        1LIEN PIK 144A26    | 2026-07-15      | 9.0000%  | 0.0000% | $644000.00         | $644697.67         | Corporate Debt Securities |
| PROVIDENT FING TR I            JR SB GLBL NT 38    | 2038-03-15      | 7.4050%  | 0.0000% | $93000.00          | $102447.47         | Corporate Debt Securities |
| 2017 C41 III 4.48573 15NOV50 144A F                | 2050-11-15      | 4.6351%  | 0.0000% | $18076000.00       | $16290386.10       | Asset-Backed Securities   |
| MUTHOOT FINANCE LIMITED        FR 7.125%021428     | 2028-02-14      | 7.1250%  | 0.0000% | $2800000.00        | $2912093.33        | Corporate Debt Securities |
| MUVICO LLC                     1LIEN GLBL PIK29    | 2029-02-19      | 15.0000% | 0.0000% | $521.00            | $580.53            | Corporate Debt Securities |
| NAVIENT CORPORATION            FR 5.625%080133     | 2033-08-01      | 5.6250%  | 0.0000% | $38000.00          | $34962.33          | Corporate Debt Securities |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29      | 2029-04-15      | 9.2900%  | 0.0000% | $2000.00           | $2007.73           | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26    | 2026-07-15      | 3.4000%  | 0.0000% | $11000.00          | $11041.37          | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $455000.00         | $466576.72         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 32       | 2032-02-12      | 3.2500%  | 0.0000% | $100000.00         | $88808.94          | Corporate Debt Securities |
| FREEDOM FDG CTR LLC            SR PIK 144A NT32    | 2032-10-01      | 12.0000% | 0.0000% | $10000000.00       | $10889083.33       | Corporate Debt Securities |
| SIGNATURE BK NEW YORK N Y      LW TIER II 30       | 2030-10-15      | 9.3323%  | 0.0000% | $22000000.00       | $14454794.64       | Corporate Debt Securities |
| LUMINAR TECHNOLOGIES INC       SR SEC FL 144A28    | 2028-08-15      | 12.8748% | 0.0000% | $9966000.00        | $5943316.01        | Corporate Debt Securities |
| MORGAN STANLEY CAP 2006-HE1    A-4    20360125 FLT | 2036-01-25      | 4.6488%  | 0.0000% | $1441226.00        | $235595.19         | Asset-Backed Securities   |
| SPIRE INC                      JR SB -B NT 56      | 2056-06-01      | 6.4500%  | 0.0000% | $3716000.00        | $3726206.61        | Corporate Debt Securities |
| REPUBLIC FINANCE ISS TR 2025-A E      20341120 7.7 | 2034-11-20      | 7.7000%  | 0.0000% | $2981000.00        | $3022483.93        | Asset-Backed Securities   |
| 2017 CD6 III 4.27814 13NOV50 144A F                | 2050-11-13      | 4.4206%  | 0.0000% | $299463.00         | $283743.72         | Asset-Backed Securities   |
| 2019 C52 IV 4.36776 15AUG52 144A FR                | 2052-08-15      | 4.5132%  | 0.0000% | $20300000.00       | $16801313.13       | Asset-Backed Securities   |
| 2019 C54 III 3.88461 15DEC52 144A F                | 2052-12-15      | 4.0140%  | 0.0000% | $100036.00         | $88795.70          | Asset-Backed Securities   |
| UNITED AIRLINES PTC 2016-1B    B      20270707 3.6 | 2027-07-07      | 3.6500%  | 0.0000% | $1642000.00        | $594688.60         | Asset-Backed Securities   |
| STANDARD CHARTERED PLC         ALT TIER I PERP     | 2500-12-31      | 7.0000%  | 0.0000% | $1000.00           | $1025.43           | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $500000.00         | $487725.00         | Corporate Debt Securities |
| EXETER AUTO RECV TR 2022-5     E      20300415 10. | 2030-04-15      | 10.4500% | 0.0000% | $11278000.00       | $11896639.02       | Asset-Backed Securities   |
| CNA FINL CORP                  SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $1000.00           | $1027.02           | Corporate Debt Securities |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11. | 2030-06-17      | 11.6100% | 0.0000% | $46303000.00       | $49943040.89       | Asset-Backed Securities   |
| EXETER AUTO RECV TR 2023-2     E      20301115 9.7 | 2030-11-15      | 9.7500%  | 0.0000% | $4818000.00        | $5287946.92        | Asset-Backed Securities   |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $12500000.00       | $12841376.39       | Asset-Backed Securities   |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $25737000.00       | $26171387.64       | Asset-Backed Securities   |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $10261000.00       | $10651885.39       | Asset-Backed Securities   |
| COMCAST CORP NEW               SR GLBL NT2.8%51    | 2051-01-15      | 2.8000%  | 0.0000% | $199000.00         | $121331.18         | Corporate Debt Securities |
| AVIS BUDGET RENT CAR FDG 23-4  D      20290620 7.3 | 2029-06-20      | 7.3100%  | 0.0000% | $1479000.00        | $1514147.61        | Asset-Backed Securities   |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $1000.00           | $1080.05           | Corporate Debt Securities |
| ARDAGH GROUP S A               1LIEN 144A NT 30    | 2030-12-01      | 9.5000%  | 0.0000% | $1000.00           | $1076.06           | Corporate Debt Securities |
| AZUL SECD FIN LLP              SR GLBL REGS 26     | 2026-02-27      | 15.0000% | 0.0000% | $2531000.00        | $2661591.16        | Corporate Debt Securities |
| UNIGEL NETH HLDG CORP B V      REGS NT 15%44       | 2044-12-31      | 15.0000% | 0.0000% | $1725000.00        | $231437.50         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $3274000.00        | $3358645.63        | Corporate Debt Securities |
| RIVIAN HOLDINGS LLC / RIVIAN   SR SEC GLBL 31      | 2031-01-15      | 10.0000% | 0.0000% | $18380000.00       | $18351163.82       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $2000.00           | $1836.95           | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT4.4%49    | 2049-07-01      | 4.4000%  | 0.0000% | $2549000.00        | $2081199.02        | Corporate Debt Securities |
| NORTHWOOD CAPITAL 2019-18      E      20320520 FLT | 2032-05-20      | 10.7306% | 0.0000% | $7480000.00        | $7384664.19        | Asset-Backed Securities   |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27      | 2027-06-30      | 10.0000% | 0.0000% | $2656.00           | $1052.07           | Corporate Debt Securities |
| HERTZ VEHICLE FIN 2021-2 LLC   D      20271225 4.3 | 2027-12-25      | 4.3400%  | 0.0000% | $20426000.00       | $20035529.78       | Asset-Backed Securities   |
| HUNTINGT BK AT CR LK NT 2024-1 C      20320520 FLT | 2032-05-20      | 7.2489%  | 0.0000% | $1173000.00        | $545197.24         | Asset-Backed Securities   |
| LEVEL 3 FING INC               1LIEN GLBL 34       | 2034-03-31      | 7.0000%  | 0.0000% | $1851.00           | $1922.99           | Corporate Debt Securities |
| LCM LTD 2022-37                E      20340417 FLT | 2034-04-17      | 11.5345% | 0.0000% | $8000000.00        | $7327182.18        | Asset-Backed Securities   |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-09-10      | 1.5420%  | 0.0000% | $74000.00          | $72750.21          | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 28       | 2028-09-15      | 4.3750%  | 0.0000% | $40000.00          | $40503.66          | Corporate Debt Securities |
| NOMURA HEQ LN TR 2006-HE3      II-A-4 20360725 FLT | 2036-07-25      | 4.6288%  | 0.0000% | $3500000.00        | $3054207.18        | Asset-Backed Securities   |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $1000.00           | $1031.46           | Corporate Debt Securities |
| ADAMS OUTDOOR ADVT LP 2023-1   C      20530715 11. | 2053-07-15      | 11.7100% | 0.0000% | $31800000.00       | $33141597.83       | Asset-Backed Securities   |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $4374.00           | $1130.82           | Corporate Debt Securities |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $490000.00         | $530237.57         | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 2.75%030928      | 2028-03-09      | 2.7500%  | 0.0000% | $244000.00         | $230925.19         | Corporate Debt Securities |
| STRUCTURED ASSET SECS 2006-WF1 M6     20360225 FLT | 2036-02-25      | 4.8638%  | 0.0000% | $901000.00         | $898229.61         | Asset-Backed Securities   |
| BATT CLO VIII 2020-8R2 LTD     D-1-R2 20300718 FLT | 2030-07-18      | 10.8961% | 0.0000% | $3500000.00        | $3513594.19        | Asset-Backed Securities   |
| JP MORGAN MTG ACQ 2007-CH2     MV-5   20370125 FLT | 2037-01-25      | 4.9688%  | 0.0000% | $5469860.00        | $4771796.23        | Asset-Backed Securities   |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 14.0000% | 0.0000% | $5475000.00        | $5927235.00        | Corporate Debt Securities |
| AMERIGAS PARTNERS L P          SR GLBL 144A 28     | 2028-06-01      | 9.3750%  | 0.0000% | $10000.00          | $10841.64          | Corporate Debt Securities |
| FIRST REP BK SAN FRANCISCO CAL SUB NT 4.625%47     | 2047-02-13      | 4.6250%  | 0.0000% | $1098000.00        | $15140.96          | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT 29       | 2029-03-11      | 4.3750%  | 0.0000% | $2000.00           | $2024.70           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 27       | 2027-10-29      | 7.1490%  | 0.0000% | $36000.00          | $37128.92          | Corporate Debt Securities |
| JP MORGAN MTG ACQ 2006-NC1     M-2    20360425 FLT | 2036-04-25      | 4.5788%  | 0.0000% | $1886352.00        | $1738534.55        | Asset-Backed Securities   |
| MARLON LTD                     -B VR 144A NT 27    | 2027-06-07      | 15.1340% | 0.0000% | $7500000.00        | $8420119.17        | Corporate Debt Securities |
| CARVANA AUTO REC 2023-N4       A      20280110 6.4 | 2028-01-10      | 6.4200%  | 0.0000% | $2000.00           | $126.83            | Asset-Backed Securities   |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $700000.00         | $542968.61         | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $1999944.00        | $752981.14         | Corporate Debt Securities |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $1001000.00        | $1012901.06        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626      | 2026-09-16      | 1.8500%  | 0.0000% | $238000.00         | $232157.10         | Corporate Debt Securities |

### Security 608: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1ASEL8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1ASEL8
- **C.18 - Value (incl. sponsor support):** $527759201.47
- **C.18.a - Value (excl. sponsor support):** $527759201.47
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| DOUBLEDOWN INTERACTIVE CO LTD  ADS              | 2500-12-31      | N/A      | 0.0000% | $48711.00          | $455447.85         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $25452.00          | $547821.21         | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $5070.00           | $259033.40         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $13806.00          | $775150.30         | Equities   |
| AMERICAN SUPERCONDUCTOR CORP   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $225260.00         | $6870430.00        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $23724.00          | $1717041.11        | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89123.00          | $901479.15         | Equities   |
| DORIAN LPG LTD                 SHS USD          | 2500-12-31      | N/A      | 0.0000% | $271213.00         | $6666415.54        | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1010.00           | $27547.75          | Equities   |
| FLEXSHARES TR                  GLB QLT R/E IDX  | 2500-12-31      | N/A      | 0.0000% | $13084.00          | $795467.95         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1604.00           | $121628.43         | Equities   |
| SILENCE THERAPEUTICS PLC       ADS              | 2500-12-31      | N/A      | 0.0000% | $40526.00          | $277197.84         | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $255741.00         | $5004851.37        | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $123177.00         | $257439.93         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $38782.00          | $813258.54         | Equities   |
| FIRST TR EXCHANGE TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $39.00             | $6413.95           | Equities   |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $69837.00          | $227668.62         | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1347638.00        | $2479653.92        | Equities   |
| GRAYSCALE BITCOIN TRUST ETF    SHS REP COM UT   | 2500-12-31      | N/A      | 0.0000% | $21732.00          | $1529498.16        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $2898.00           | $72855.72          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1341.00           | $33665.81          | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $243.00            | $12453.75          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP MOMNTUM | 2500-12-31      | N/A      | 0.0000% | $1012.00           | $139939.36         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6254.00           | $110130.44         | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $224290.00         | Equities   |
| SONY GROUP CORP                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $76486.00          | $2224212.88        | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $53949.00          | $324772.98         | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1411040.00        | $2441099.20        | Equities   |
| OPEN LENDING CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $580208.00         | $1113999.36        | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $74262.00          | $703261.14         | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $167425.00         | $234395.00         | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $90802.00          | $182512.02         | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $149825.00         | $7972188.25        | Equities   |
| SEQUANS COMMUNICATIONS S A     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $438625.00         | $2539638.75        | Equities   |
| TIDAL TRUST II                 DEFIANCE GOLD    | 2500-12-31      | N/A      | 0.0000% | $39688.00          | $662392.72         | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $79586.00          | $6300027.76        | Equities   |
| UDEMY INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $287858.00         | $1430654.26        | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $792743.00         | $702608.12         | Equities   |
| STANTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $154688.00         | $14887173.12       | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $517356.00         | $3595624.20        | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $97586.00          | $559167.78         | Equities   |
| MATTHEWS INTL FDS              EMERGING MARKETS | 2500-12-31      | N/A      | 0.0000% | $2317.00           | $69625.39          | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $1715.00           | $73986.82          | Equities   |
| ISHARES TR                     MSCI PERU AND GL | 2500-12-31      | N/A      | 0.0000% | $35192.00          | $2220615.20        | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $2448.00           | $62485.20          | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $69997.00          | $7066897.12        | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $17577.00          | $454170.35         | Equities   |
| GLOBAL X FDS                   CLEAN WTR ETF    | 2500-12-31      | N/A      | 0.0000% | $11234.00          | $217434.07         | Equities   |
| PYXIS ONCOLOGY INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $325836.00         | $1720414.08        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $10341.00          | $589333.59         | Equities   |
| TIDAL TRUST III                INTECH S&P SMALL | 2500-12-31      | N/A      | 0.0000% | $11482.00          | $263741.54         | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $3381.00           | $479784.19         | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $71962.00          | $4480354.12        | Equities   |
| MEDIAALPHA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $585018.00         | $7458979.50        | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $26555.00          | $1730456.58        | Equities   |
| COCA COLA CONS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $101339.00         | $16610475.49       | Equities   |
| VANECK ETF TRUST               CLO ETF          | 2500-12-31      | N/A      | 0.0000% | $17301.00          | $915914.94         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $42584.00          | $26612870.80       | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $21044.00          | $2700786.96        | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $25239.00          | $8775852.69        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $1931316.00        | $10873309.08       | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $4789.00           | $127914.19         | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $91610.00          | $157569.20         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $8625.00           | $307595.10         | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $15839.00          | $1305608.77        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND CORE PLUS ETF    | 2500-12-31      | N/A      | 0.0000% | $46401.00          | $1175105.32        | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $211752.00         | $26612991.36       | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $544682.00         | $26613162.52       | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $15079.00          | $445118.51         | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $12129.00          | $50214.06          | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1011136.00        | $26613099.52       | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $28223.00          | $2607240.74        | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1987.00           | $21161.55          | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $27904.00          | $293829.12         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $159612.00         | $1709444.52        | Equities   |
| NEXA RES S A                   COM              | 2500-12-31      | N/A      | 0.0000% | $32131.00          | $216884.25         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $19418.00          | $825944.63         | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $200965.00         | $6256040.45        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $521504.00         | $26612349.12       | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1162140.00        | $26613006.00       | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $89008.00          | $6332029.12        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $3474288.00        | $26613046.08       | Equities   |
| ISHARES TR                     IBONDS DEC 2034  | 2500-12-31      | N/A      | 0.0000% | $111014.00         | $2965183.94        | Equities   |
| TEUCRIUM COMMODITY TR          CORN FD SHS      | 2500-12-31      | N/A      | 0.0000% | $26824.00          | $481222.56         | Equities   |
| PLAYTIKA HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $179990.00         | $728959.50         | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $34658.00          | $3487981.12        | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $2166.00           | $127109.76         | Equities   |
| FIRST TR EXCHANGE TRADED FD II BLOOMBERG AI ETF | 2500-12-31      | N/A      | 0.0000% | $10630.00          | $433523.29         | Equities   |
| GOLDMAN SACHS ETF TR           DYNAMIC CAL MUNI | 2500-12-31      | N/A      | 0.0000% | $16807.00          | $858491.48         | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $1002828.00        | $3309332.40        | Equities   |
| USCF ETF TR                    GOLD STRATEGY    | 2500-12-31      | N/A      | 0.0000% | $7615.00           | $321533.48         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $799500.00         | $1103310.00        | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $3680896.00        | $7030511.36        | Equities   |
| AMERICAN VANGUARD CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $172747.00         | $773906.56         | Equities   |
| ALAMOS GOLD INC NEW            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $230735.00         | $8484125.95        | Equities   |
| AKERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $149392.00         | $8119455.20        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $821.00            | $20862.10          | Equities   |
| TELEFONAKTIEBOLAGET LM ERICSS  ADR B SEK 10     | 2500-12-31      | N/A      | 0.0000% | $1663456.00        | $15886004.80       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $13405.00          | $433115.55         | Equities   |
| ETF SER SOLUTIONS              US GBL GLD PRE   | 2500-12-31      | N/A      | 0.0000% | $36110.00          | $1479787.80        | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $12762.00          | $681746.04         | Equities   |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $168416.00         | $453039.04         | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $396128.00         | $1061623.04        | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $4857.00           | $185901.67         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG TEN YR | 2500-12-31      | N/A      | 0.0000% | $148.00            | $6991.52           | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $130794.00         | $337448.52         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $9184.00           | $199476.48         | Equities   |
| INVESCO EXCH TRADED FD TR II   FNDMNTL HY CRP   | 2500-12-31      | N/A      | 0.0000% | $1234.00           | $22977.08          | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $3817.00           | $191492.02         | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $8833.00           | $1482265.73        | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $907264.00         | $3801436.16        | Equities   |
| PUTNAM ETF TRUST               PANAGORA ESG     | 2500-12-31      | N/A      | 0.0000% | $669.00            | $19064.89          | Equities   |
| NOVABRIDGE BIOSCIENCES         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1873568.00        | $7231972.48        | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $29992.00          | $314916.00         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $173176.00         | $796609.60         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $9059.00           | $94575.96          | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS INTL MO | 2500-12-31      | N/A      | 0.0000% | $260.00            | $16272.10          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $874.00            | $16116.56          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8779.00           | $312230.40         | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $235082.00         | $665282.06         | Equities   |
| GEOPARK LTD                    USD SHS          | 2500-12-31      | N/A      | 0.0000% | $41291.00          | $332805.46         | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9559.00           | $86795.72          | Equities   |
| HAFNIA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $1143620.00        | $6815975.20        | Equities   |
| ISHARES TR                     CORE S&P MCP ETF | 2500-12-31      | N/A      | 0.0000% | $32508.00          | $2145202.92        | Equities   |
| ISHARES TR                     S&P SML 600 GWT  | 2500-12-31      | N/A      | 0.0000% | $526.00            | $75149.62          | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $926.00            | $193052.48         | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $38645.00          | $1004770.00        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $298.00            | $12654.78          | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6576.00           | $68521.92          | Equities   |
| WISDOMTREE TR                  INTL MIDCAP DV   | 2500-12-31      | N/A      | 0.0000% | $4749.00           | $373211.56         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $4249.00           | $44826.95          | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $101491.00         | $1078849.33        | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1773.00           | $18421.47          | Equities   |
| SIMILARWEB LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $160949.00         | $1252183.22        | Equities   |
| PDD HOLDINGS INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $150856.00         | $17469124.80       | Equities   |
| SPDR INDEX SHS FDS             S&P GLBDIV ETF   | 2500-12-31      | N/A      | 0.0000% | $153.00            | $11437.90          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $63729.00          | $8391834.72        | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $73837.59          | Equities   |
| TENCENT MUSIC ENTMT GROUP      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $373975.00         | $6727810.25        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TREASURY OPT INC | 2500-12-31      | N/A      | 0.0000% | $17650.00          | $420423.00         | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $29333.00          | $356982.61         | Equities   |
| HIMAX TECHNOLOGIES INC         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5685.00           | $42125.85          | Equities   |
| BAUSCH HEALTH COS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $968856.00         | $6055350.00        | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $740692.00         | $26613063.56       | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $320157.00         | $11957863.95       | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $84131.81          | Equities   |
| BALCHEM CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $126636.00         | $19821066.72       | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $5587000.00        | $20560160.00       | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $118652.00         | $12255565.08       | Equities   |
| ATRENEW INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $678161.00         | $3031379.67        | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $6385.00           | $230147.32         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $87674.00          | $2216398.72        | Equities   |

### Security 609: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BANM4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BANM4
- **C.18 - Value (incl. sponsor support):** $750120097.50
- **C.18.a - Value (excl. sponsor support):** $750120097.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       GLBL NT 2.55%33     | 2033-12-01      | 2.5500%  | 0.0000% | $31000.00          | $26978.60          | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -F NT 26    | 2026-12-01      | 3.1000%  | 0.0000% | $2000.00           | $2012.92           | Corporate Debt Securities                         |
| A P MOELLER MAERSK A S         SR GLBL 144A 29     | 2029-06-20      | 4.5000%  | 0.0000% | $20000.00          | $20661.20          | Corporate Debt Securities                         |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $249.00            | $9.14              | Corporate Debt Securities                         |
| ADT SECURITY CORPORATION       1LIEN GLBL 29       | 2029-08-01      | 4.1250%  | 0.0000% | $40000.00          | $39309.85          | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL 144A 36     | 2036-01-20      | 7.6250%  | 0.0000% | $275000.00         | $264127.57         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR 144A NT 48       | 2048-06-25      | 4.8750%  | 0.0000% | $230000.00         | $199906.51         | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B18      A-5    20530717 FLT | 2053-07-17      | 1.9250%  | 0.0000% | $775000.00         | $689942.78         | Private Label Collateralized Mortgage Obligations |
| BALTIMORE GAS & ELEC CO        3.75%47             | 2047-08-15      | 3.7500%  | 0.0000% | $1477000.00        | $1175838.47        | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US7 NT52    | 2052-08-15      | 3.6500%  | 0.0000% | $6002000.00        | $4385859.80        | Corporate Debt Securities                         |
| BIO RAD LABS INC               SR GLBL NT3.7%32    | 2032-03-15      | 3.7000%  | 0.0000% | $3000.00           | $2861.68           | Corporate Debt Securities                         |
| BLACK HILLS CORP               SR GLBL NT 33       | 2033-05-01      | 4.3500%  | 0.0000% | $2000.00           | $1942.90           | Corporate Debt Securities                         |
| BIRCH GROVE CLO LTD 2019-RR    E-RR   20370717 FLT | 2037-07-17      | 10.8216% | 0.0000% | $2000000.00        | $2035170.47        | Asset-Backed Securities                           |
| BANK5 2024-5YR10               B      20571017 FLT | 2057-10-17      | 6.1400%  | 0.0000% | $100000.00         | $103763.80         | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28       | 2028-09-30      | 11.0000% | 0.0000% | $4592000.00        | $4880204.12        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-15      | 7.0000%  | 0.0000% | $5000.00           | $4804.31           | Corporate Debt Securities                         |
| BANK5 2025-5YR14               B      20580417 FLT | 2058-04-17      | 6.4740%  | 0.0000% | $500000.00         | $527963.75         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT LT & PWR CO        1ST MTG BD 6.35%    | 2036-06-01      | 6.3500%  | 0.0000% | $1000.00           | $1134.56           | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR 144A NT4.6%28    | 2028-05-01      | 4.6000%  | 0.0000% | $3000.00           | $3055.38           | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT5.2%47    | 2047-09-20      | 5.2000%  | 0.0000% | $157000.00         | $103827.59         | Corporate Debt Securities                         |
| COMCAST CABLE COMMUNICATIONS   SR NT 8.5%27        | 2027-05-01      | 8.5000%  | 0.0000% | $3000.00           | $3180.43           | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL BD 51       | 2051-11-02      | 5.8750%  | 0.0000% | $1000000.00        | $734003.06         | Corporate Debt Securities                         |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $2000.00           | $1880.60           | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 2.625%090626     | 2026-09-06      | 2.6250%  | 0.0000% | $4000.00           | $3983.76           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT FXD/FLT 28    | 2028-07-24      | 3.6680%  | 0.0000% | $359000.00         | $360965.25         | Corporate Debt Securities                         |
| CITGRP COML MTG TR 2015-GC35   A-4    20481113 3.8 | 2048-11-13      | 3.8180%  | 0.0000% | $580000.00         | $174283.78         | Private Label Collateralized Mortgage Obligations |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $12000.00          | $12107.46          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.625%36      | 2036-10-15      | 6.6250%  | 0.0000% | $79000.00          | $87362.40          | Corporate Debt Securities                         |
| COREVEST AMERIC FIN TR 2021-2  X-A    20540717 FLT | 2054-07-17      | 3.0954%  | 0.0000% | $41564800.00       | $568052.83         | Asset-Backed Securities                           |
| DEERE & CO                     SR GLBL NT 50       | 2050-04-15      | 3.7500%  | 0.0000% | $19000.00          | $15289.28          | Corporate Debt Securities                         |
| EFMT 2024--NQM1                M-1    20691125 FLT | 2069-11-25      | 6.5230%  | 0.0000% | $937000.00         | $957664.83         | Private Label Collateralized Mortgage Obligations |
| DISNEY WALT CO                 SR GLBL NT5.4%43    | 2043-10-01      | 5.4000%  | 0.0000% | $33000.00          | $33874.17          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 136 BD34    | 2034-06-01      | 5.3000%  | 0.0000% | $2000.00           | $2155.34           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT5.7%28    | 2028-04-01      | 5.7000%  | 0.0000% | $4703000.00        | $4901866.35        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.68%062628      | 2028-06-26      | 5.6800%  | 0.0000% | $9000.00           | $9521.03           | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $2000.00           | $2113.52           | Corporate Debt Securities                         |
| NOMURA ASSET ACCEPT 2005-S4    A-3    20351025 FLT | 2035-10-25      | 4.6688%  | 0.0000% | $942000.00         | $4502.90           | Asset-Backed Securities                           |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 27     | 2027-06-15      | 5.8750%  | 0.0000% | $270000.00         | $280138.69         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 33     | 2033-01-15      | 7.3750%  | 0.0000% | $5322000.00        | $5177648.88        | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $3017.15           | Corporate Debt Securities                         |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL27    | 2027-09-15      | 3.9500%  | 0.0000% | $4000.00           | $4013.84           | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT5.7%37    | 2037-03-15      | 5.7000%  | 0.0000% | $9000.00           | $9795.40           | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-5         A-1    20570625 FLT | 2057-06-25      | 5.5688%  | 0.0000% | $15130000.00       | $1421755.08        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2023-NQM2             M-1    20680225 FLT | 2068-02-25      | 7.2412%  | 0.0000% | $5000000.00        | $5040489.15        | Private Label Collateralized Mortgage Obligations |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-25      | 4.7500%  | 0.0000% | $3000.00           | $3141.20           | Corporate Debt Securities                         |
| HIGHTOWER HOLDING LLC          SR GLBL 144A 29     | 2029-04-15      | 6.7500%  | 0.0000% | $475000.00         | $478848.69         | Corporate Debt Securities                         |
| TRICON RESIDENTIAL 2023-SFR2   A      20401219 5.0 | 2040-12-19      | 5.0000%  | 0.0000% | $456000.00         | $449766.48         | Asset-Backed Securities                           |
| NATIONAL RURAL UTILS COOP FIN  SR SEC BD3.05%27    | 2027-04-25      | 3.0500%  | 0.0000% | $2000.00           | $1981.47           | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.5688%  | 0.0000% | $7000000.00        | $2657.36           | Asset-Backed Securities                           |
| OBX TR 2022-NQM1               A-1    20611125 FLT | 2061-11-25      | 2.3050%  | 0.0000% | $3000000.00        | $1704940.52        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM6            A-1    20650325 FLT | 2065-03-25      | 5.6030%  | 0.0000% | $2465000.00        | $2138847.09        | Private Label Collateralized Mortgage Obligations |
| OBX  TR 2025-NQM13             M-1    20650525 FLT | 2065-05-25      | 6.2790%  | 0.0000% | $1127000.00        | $1147560.14        | Private Label Collateralized Mortgage Obligations |
| NEW YORK LIFE GLOBAL FDG       VR 060921-060926    | 2026-06-09      | 4.6439%  | 0.0000% | $2000.00           | $2023.30           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT2.3%31    | 2031-05-15      | 2.3000%  | 0.0000% | $3000.00           | $2719.23           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL FL NT 26    | 2026-07-15      | 4.5687%  | 0.0000% | $4000.00           | $4027.32           | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-B 144A 32     | 2032-04-07      | 7.8100%  | 0.0000% | $1565000.00        | $1626321.05        | Corporate Debt Securities                         |
| TIDEWATER INC NEW              SR GLBL 144A 30     | 2030-07-15      | 9.1250%  | 0.0000% | $3130000.00        | $3455518.70        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               CR SEN SR GLBL26    | 2026-10-04      | 3.7000%  | 0.0000% | $71000.00          | $70496.26          | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL REGS 29     | 2029-12-01      | 3.8750%  | 0.0000% | $56000.00          | $54058.60          | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $18117000.00       | $6821070.63        | Corporate Debt Securities                         |
| POLAR US BORROWER LLC / SCHENE SR 144A NT 26       | 2026-05-15      | 6.7500%  | 0.0000% | $100000.00         | $743.75            | Corporate Debt Securities                         |
| PATRICK INDS INC               SR GLBL 144A 32     | 2032-11-01      | 6.3750%  | 0.0000% | $360000.00         | $369688.05         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 28       | 2028-08-01      | 6.0500%  | 0.0000% | $23000.00          | $24478.96          | Corporate Debt Securities                         |
| PATRICK INDS INC               SR GLBL 144A 29     | 2029-05-01      | 4.7500%  | 0.0000% | $5000.00           | $4979.81           | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    1LIEN GLBL 28       | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $3261.36           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 6.375%040830     | 2030-04-08      | 6.3750%  | 0.0000% | $204000.00         | $220408.57         | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.534%27    | 2027-03-10      | 2.5340%  | 0.0000% | $2000.00           | $1974.18           | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27     | 2027-08-15      | 5.0000%  | 0.0000% | $2233000.00        | $2259897.73        | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 27       | 2027-11-01      | 3.9500%  | 0.0000% | $3085000.00        | $2953463.31        | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 28       | 2028-02-15      | 4.9500%  | 0.0000% | $4000.00           | $4147.33           | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT4.7%27    | 2027-02-08      | 4.7000%  | 0.0000% | $3000.00           | $3026.97           | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.967%32    | 2032-03-10      | 2.9670%  | 0.0000% | $60000.00          | $55477.71          | Corporate Debt Securities                         |
| HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 30     | 2030-09-15      | 3.7500%  | 0.0000% | $3735000.00        | $3491960.44        | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 50       | 2050-09-04      | 2.6250%  | 0.0000% | $7000.00           | $4312.03           | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT6.4%34    | 2034-03-01      | 6.4000%  | 0.0000% | $94000.00          | $105993.15         | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE   SR 144A NT 50       | 2050-01-22      | 4.2500%  | 0.0000% | $1075000.00        | $894061.38         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 5.0174%  | 0.0000% | $2000.00           | $2021.45           | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR 144A NT 31       | 2031-05-15      | 7.2500%  | 0.0000% | $426000.00         | $405427.63         | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT2.1%30    | 2030-06-01      | 2.1000%  | 0.0000% | $4000.00           | $3701.34           | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL NT 27       | 2027-05-01      | 5.6250%  | 0.0000% | $71000.00          | $71459.28          | Corporate Debt Securities                         |
| MCR MORTGAGE 2024-HTL          C      20370217 FLT | 2037-02-17      | 7.0655%  | 0.0000% | $2200000.00        | $1777600.06        | Private Label Collateralized Mortgage Obligations |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 40       | 2040-11-15      | 5.1250%  | 0.0000% | $5000.00           | $4978.70           | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC 144A NT28    | 2028-10-01      | 6.7500%  | 0.0000% | $18952000.00       | $14938866.62       | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $9253936.00        | $2392450.92        | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 30       | 2030-08-15      | 4.8500%  | 0.0000% | $4000.00           | $4174.86           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $110000.00         | $117068.37         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A REGS NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $5000.00           | $4305.15           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         GLBL NT 4.55%29     | 2029-12-01      | 4.5500%  | 0.0000% | $3000.00           | $3127.59           | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 48     | 2048-01-14      | 4.8750%  | 0.0000% | $1057000.00        | $867010.42         | Corporate Debt Securities                         |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 4.7235%  | 0.0000% | $15000.00          | $14463.08          | Private Label Collateralized Mortgage Obligations |
| ASSURANT INC                   SR GLBL NT 36       | 2036-02-15      | 5.5500%  | 0.0000% | $2000.00           | $2071.53           | Corporate Debt Securities                         |
| BXP TRUST 2017-GM              B      20390615 FLT | 2039-06-15      | 3.5390%  | 0.0000% | $490000.00         | $479685.12         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-WPT        B      20410415 FLT | 2041-04-15      | 5.8498%  | 0.0000% | $5000000.00        | $3956507.29        | Private Label Collateralized Mortgage Obligations |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54       | 2054-02-15      | 6.7500%  | 0.0000% | $6000.00           | $6846.56           | Corporate Debt Securities                         |
| BX TR 2019-IMC                 D      20340417 FLT | 2034-04-17      | 5.9053%  | 0.0000% | $3070148.00        | $3025131.54        | Private Label Collateralized Mortgage Obligations |
| AUTOZONE INC                   SR GLBL NT 26       | 2026-04-21      | 3.1250%  | 0.0000% | $3000.00           | $2997.22           | Corporate Debt Securities                         |
| BX TRUST 2021-LBA              D-JV   20360215 FLT | 2036-02-15      | 5.6735%  | 0.0000% | $4370000.00        | $4368027.31        | Private Label Collateralized Mortgage Obligations |
| BLP COML MTG TR 2023-IND       D      20400315 FLT | 2040-03-15      | 7.1990%  | 0.0000% | $2200000.00        | $2161054.32        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2030-12-03      | 2.7490%  | 0.0000% | $4600000.00        | $4263018.69        | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS INC       SR GLBL NT 31       | 2031-06-15      | 3.1500%  | 0.0000% | $4000.00           | $3838.21           | Corporate Debt Securities                         |
| ASSURED GTY US HLDGS INC       SR GLBL NT 28       | 2028-09-15      | 6.1250%  | 0.0000% | $3000.00           | $3193.05           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.676%061941     | 2041-06-19      | 2.6760%  | 0.0000% | $1675000.00        | $1281775.32        | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $3000.00           | $3039.97           | Corporate Debt Securities                         |
| BX TRUST 2021-ARIA             B      20361015 FLT | 2036-10-15      | 5.3705%  | 0.0000% | $3344000.00        | $3348401.26        | Private Label Collateralized Mortgage Obligations |
| BX TR 2019-IMC                 A      20340417 FLT | 2034-04-17      | 5.0053%  | 0.0000% | $16494144.00       | $7738955.59        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C16         C      20550617 FLT | 2055-06-17      | 4.6000%  | 0.0000% | $7500000.00        | $6429405.00        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-JDI        C      20421117 FLT | 2042-11-17      | 5.7500%  | 0.0000% | $2955000.00        | $2962442.63        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-CNYN             B      20410415 FLT | 2041-04-15      | 5.6505%  | 0.0000% | $10000000.00       | $7229075.68        | Private Label Collateralized Mortgage Obligations |
| KALLPA GENERACION S A          SR REGS NT5.5%35    | 2035-09-11      | 5.5000%  | 0.0000% | $1388000.00        | $1413697.28        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 50     | 2050-01-31      | 5.8750%  | 0.0000% | $20559000.00       | $7388636.19        | Corporate Debt Securities                         |
| WELLS FARG CML MTG TR 2024-5C2 A-2    20571119 5.4 | 2057-11-19      | 5.4390%  | 0.0000% | $125000.00         | $130336.66         | Private Label Collateralized Mortgage Obligations |
| YPF SOCIEDAD ANONIMA           FR 7%121547         | 2047-12-15      | 7.0000%  | 0.0000% | $346000.00         | $312000.12         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.879%103030     | 2030-10-30      | 2.8790%  | 0.0000% | $3000.00           | $2868.84           | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL REGS 28     | 2028-02-15      | 4.7500%  | 0.0000% | $342000.00         | $341945.38         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 27     | 2027-09-15      | 4.8750%  | 0.0000% | $116000.00         | $116907.75         | Corporate Debt Securities                         |
| VERUS SECURITIZ TR 2024-INV2   A-1    20690825 FLT | 2069-08-25      | 5.3320%  | 0.0000% | $5000000.00        | $4088988.91        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER MEXICO SA      SR REGS NT 29       | 2029-12-10      | 5.6210%  | 0.0000% | $250000.00         | $265557.83         | Corporate Debt Securities                         |
| XCEL ENERGY INC                GLBL NT 2.35%31     | 2031-11-15      | 2.3500%  | 0.0000% | $912000.00         | $815317.61         | Corporate Debt Securities                         |
| WILLIS NORTH AMER INC          SR GLBL NT 33       | 2033-05-15      | 5.3500%  | 0.0000% | $2000.00           | $2080.28           | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $5422000.00        | $5939115.24        | Corporate Debt Securities                         |
| WEC ENERGY GROUP INC           SR NT 6.2%33        | 2033-04-01      | 6.2000%  | 0.0000% | $2000.00           | $2183.89           | Corporate Debt Securities                         |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $0.74              | Asset-Backed Securities                           |
| BACARDI MARTINI B V DISC COML  SR 144A NT 6%35     | 2035-02-01      | 6.0000%  | 0.0000% | $321000.00         | $341726.97         | Corporate Debt Securities                         |
| BBCMS MORTGAGE TRUST 2025-5C37 D      20580917 FLT | 2058-09-17      | 4.5000%  | 0.0000% | $2000000.00        | $1769582.00        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2022-C17  E      20550917 2.5 | 2055-09-17      | 2.5000%  | 0.0000% | $1500000.00        | $1043680.50        | Private Label Collateralized Mortgage Obligations |
| CISCO SYS INC                  SR GLBL NT 34       | 2034-02-26      | 5.0500%  | 0.0000% | $570000.00         | $599734.37         | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT 32       | 2032-07-23      | 5.7180%  | 0.0000% | $36000.00          | $38507.91          | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $955000.00         | $815442.40         | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -B BD 34    | 2034-08-15      | 4.9500%  | 0.0000% | $2000.00           | $2062.84           | Corporate Debt Securities                         |
| COMMONWEALTH BK AUSTRALIA N Y  FR 4.15%100130      | 2030-10-01      | 4.1500%  | 0.0000% | $4000.00           | $4055.92           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION VR 060525-010527    | 2027-01-05      | 4.4901%  | 0.0000% | $3000.00           | $3025.64           | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 32     | 2032-10-15      | 6.0000%  | 0.0000% | $2651000.00        | $2540577.01        | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL DEB 28      | 2028-10-01      | 6.5500%  | 0.0000% | $3000.00           | $3237.33           | Corporate Debt Securities                         |
| CINTAS CORP NO 2               SR GLBL NT 4%32     | 2032-05-01      | 4.0000%  | 0.0000% | $4000.00           | $3957.24           | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $69000.00          | $70192.06          | Corporate Debt Securities                         |
| CONSUMERS SEC FDG LLC 2023-A   A-2    20310901 5.2 | 2031-09-01      | 5.2100%  | 0.0000% | $500000.00         | $523523.42         | Asset-Backed Securities                           |
| DT MIDSTREAM INC               SR GLBL 144A 31     | 2031-06-15      | 4.3750%  | 0.0000% | $224000.00         | $223717.54         | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M BD-LLL6.35%38    | 2038-08-15      | 6.3500%  | 0.0000% | $53000.00          | $60336.16          | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2019-C7  E      20721216 2.7 | 2072-12-16      | 2.7500%  | 0.0000% | $1500000.00        | $1089257.25        | Private Label Collateralized Mortgage Obligations |
| CARDINAL HEALTH INC            SR NT 4.6%43        | 2043-03-15      | 4.6000%  | 0.0000% | $1630000.00        | $1464241.68        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29     | 2029-10-01      | 5.3000%  | 0.0000% | $4000.00           | $4167.01           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 3.9%060732       | 2032-06-07      | 3.9000%  | 0.0000% | $22000.00          | $22088.11          | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           GLBL NT 5.75%33     | 2033-09-15      | 5.7500%  | 0.0000% | $8000.00           | $8633.28           | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 3%29     | 2029-07-01      | 3.0000%  | 0.0000% | $4000.00           | $3909.00           | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-11-15      | 3.3750%  | 0.0000% | $5000.00           | $4987.24           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28    | 2028-04-23      | 5.3376%  | 0.0000% | $1000.00           | $1013.58           | Corporate Debt Securities                         |
| GENPACT UK FINCO PLCGENPACT    SR NT 4.95%30       | 2030-11-18      | 4.9500%  | 0.0000% | $257000.00         | $259404.23         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%30     | 2030-01-15      | 4.0000%  | 0.0000% | $90000.00          | $88572.40          | Corporate Debt Securities                         |
| GMACM HEQ LN TR 2007-HE2       A-5    20371225 FLT | 2037-12-25      | 7.0510%  | 0.0000% | $50000.00          | $942.68            | Asset-Backed Securities                           |
| HILT 2025-NVIL                 D      20420715 FLT | 2042-07-15      | 7.6490%  | 0.0000% | $4165000.00        | $4190823.52        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO LTD 2021-4R  E-R    20380715 FLT | 2038-07-15      | 9.6545%  | 0.0000% | $2000000.00        | $2020819.99        | Asset-Backed Securities                           |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4914.91           | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34    | 2034-09-15      | 5.7000%  | 0.0000% | $20000.00          | $20997.57          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 52       | 2052-11-01      | 6.2500%  | 0.0000% | $13000.00          | $14325.97          | Corporate Debt Securities                         |
| GPD COS INCORPORATED           SR SEC PIK 29       | 2029-12-31      | 12.5000% | 0.0000% | $97000.00          | $58150.53          | Corporate Debt Securities                         |
| LAMAR MEDIA CORP               SR GLBL NT 28       | 2028-02-15      | 3.7500%  | 0.0000% | $246000.00         | $244561.93         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $163000.00         | $149632.60         | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 29     | 2029-06-15      | 3.6250%  | 0.0000% | $335000.00         | $327329.57         | Corporate Debt Securities                         |
| PECF USS INTER HLDG III CORP   SR 144A NT 8%29     | 2029-11-15      | 8.0000%  | 0.0000% | $75000.00          | $2466.67           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.6%30    | 2030-06-21      | 3.6000%  | 0.0000% | $14000.00          | $13702.50          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $47000.00          | $49496.16          | Corporate Debt Securities                         |
| INDIANAPOLIS PWR & LT CO       1M 144A BD6.6%37    | 2037-06-01      | 6.6000%  | 0.0000% | $80000.00          | $92425.60          | Corporate Debt Securities                         |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.2488%  | 0.0000% | $300000.00         | $899.49            | Asset-Backed Securities                           |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $2000.00           | $2000.21           | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT4.3%28    | 2028-08-09      | 4.3000%  | 0.0000% | $2000.00           | $2038.10           | Corporate Debt Securities                         |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $67.73             | Asset-Backed Securities                           |
| ROYALTY PHARMA PLC             SR GLBL NT2.2%30    | 2030-09-02      | 2.2000%  | 0.0000% | $38000.00          | $34612.13          | Corporate Debt Securities                         |
| SACO I TRUST 2006-5            I-A    20360425 FLT | 2036-04-25      | 4.3688%  | 0.0000% | $4508000.00        | $2702.06           | Asset-Backed Securities                           |
| RYAN SPECIALTY GROUP LLC       SR SEC GLBL 30      | 2030-02-01      | 4.3750%  | 0.0000% | $985000.00         | $979453.22         | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 8.5553%  | 0.0000% | $310000.00         | $331204.00         | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28    | 2028-04-15      | 6.0500%  | 0.0000% | $149000.00         | $155364.74         | Corporate Debt Securities                         |
| MATTERHORN RE LTD              -A VR 144A NT 25    | 2025-12-08      | 9.9037%  | 0.0000% | $500000.00         | $499250.00         | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 4.6838%  | 0.0000% | $5000000.00        | $1991.04           | Asset-Backed Securities                           |
| MARTIN MARIETTA MATLS INC      SR GLBL NT2.5%30    | 2030-03-15      | 2.5000%  | 0.0000% | $5000.00           | $4693.95           | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT6.8%32    | 2032-03-15      | 6.8000%  | 0.0000% | $4000.00           | $4436.24           | Corporate Debt Securities                         |
| NEWMONT CORP                   GTD NT 6.25%39      | 2039-10-01      | 6.2500%  | 0.0000% | $2000.00           | $2232.83           | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   A-4    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $3947000.00        | $2297771.96        | Private Label Collateralized Mortgage Obligations |
| NORTHROP GRUMMAN CORP          SR GLBL NT 31       | 2031-02-15      | 7.7500%  | 0.0000% | $3000.00           | $3555.22           | Corporate Debt Securities                         |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.3000% | 0.0000% | $1000.00           | $1030.20           | Corporate Debt Securities                         |
| NATIONAL HEALTH INVS INC       SR GLBL NT 3%31     | 2031-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1838.86           | Corporate Debt Securities                         |
| MCCORMICK & CO INC             SR GLBL NT2.5%30    | 2030-04-15      | 2.5000%  | 0.0000% | $2000.00           | $1869.69           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5%031927         | 2027-03-19      | 5.0000%  | 0.0000% | $11000.00          | $11267.12          | Corporate Debt Securities                         |
| TYCO ELECTRONICS GROUP S A     CR SEN SR GLBL37    | 2037-10-01      | 7.1250%  | 0.0000% | $663000.00         | $794208.53         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31    | 2031-03-15      | 3.5000%  | 0.0000% | $15081000.00       | $11139689.57       | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR REGS NT 34       | 2034-12-16      | 7.8750%  | 0.0000% | $1690000.00        | $1756649.38        | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL REGS 47     | 2047-06-19      | 5.6250%  | 0.0000% | $540000.00         | $395465.62         | Corporate Debt Securities                         |
| CARGILL INC                    SR REGS NT 32       | 2032-10-11      | 5.1250%  | 0.0000% | $450000.00         | $472194.44         | Corporate Debt Securities                         |
| MOBILIARE LATAM SA/ MOBILIARE  SR GLBL REGS 32     | 2032-11-10      | 6.7500%  | 0.0000% | $300000.00         | $295516.50         | Corporate Debt Securities                         |
| TRANSDIGM INC                  2LIEN GLBL 32       | 2032-03-01      | 6.6250%  | 0.0000% | $65000.00          | $68471.68          | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $1343.00           | $1379.05           | Corporate Debt Securities                         |
| TRICON RES TR 2024-SFR1        B      20410418 4.7 | 2041-04-18      | 4.7500%  | 0.0000% | $1818000.00        | $1820984.25        | Asset-Backed Securities                           |
| WASTE MGMT INC DEL             SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $2000.00           | $2072.19           | Corporate Debt Securities                         |
| VERISIGN INC                   SR GLBL NT2.7%31    | 2031-06-15      | 2.7000%  | 0.0000% | $35000.00          | $32220.12          | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 4.1%50      | 2050-04-15      | 4.1000%  | 0.0000% | $309000.00         | $206998.24         | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM3            B-1    20610725 FLT | 2061-07-25      | 3.1890%  | 0.0000% | $6951000.00        | $3615880.66        | Private Label Collateralized Mortgage Obligations |
| ING GROEP N.V.                 SR GLBL NT 29       | 2029-04-09      | 4.0500%  | 0.0000% | $400000.00         | $401533.00         | Corporate Debt Securities                         |
| INDEPENDENT BK CORP MASS       SUB GLBL NT 35      | 2035-04-01      | 7.2500%  | 0.0000% | $4000.00           | $4221.96           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT2.1%28    | 2028-09-15      | 2.1000%  | 0.0000% | $2000.00           | $1896.00           | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 32       | 2032-04-14      | 5.9500%  | 0.0000% | $5000.00           | $5079.66           | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT 30       | 2030-10-01      | 2.2500%  | 0.0000% | $2000.00           | $1846.20           | Corporate Debt Securities                         |
| HYUNDAI AUTO REC TR 2023-A     A-4    20280717 4.4 | 2028-07-17      | 4.4800%  | 0.0000% | $11000.00          | $11041.94          | Asset-Backed Securities                           |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31    | 2031-05-01      | 7.5000%  | 0.0000% | $4000.00           | $4537.34           | Corporate Debt Securities                         |
| HELMERICH & PAYNE INC          SR GLBL NT 29       | 2029-12-01      | 4.8500%  | 0.0000% | $80000.00          | $82287.67          | Corporate Debt Securities                         |
| NOVASTAR HM EQ LN TR 2003-2    M-2    20330925 FLT | 2033-09-25      | 6.8438%  | 0.0000% | $10000000.00       | $717708.50         | Asset-Backed Securities                           |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $3000.00           | $3168.76           | Corporate Debt Securities                         |
| ONEOK INC NEW                  5.375%29            | 2029-06-01      | 5.3750%  | 0.0000% | $7000.00           | $7401.22           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        LW TIER II 33       | 2033-06-06      | 4.6260%  | 0.0000% | $2000.00           | $2037.02           | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 28     | 2028-02-01      | 8.3750%  | 0.0000% | $4000.00           | $4192.11           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4290.10           | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $279000.00         | $282522.53         | Corporate Debt Securities                         |
| RESIDENTIAL MTG LN TR 2019-2   M-1    20590525 FLT | 2059-05-25      | 3.8620%  | 0.0000% | $1250000.00        | $627570.66         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT5.9%63    | 2063-02-10      | 5.9000%  | 0.0000% | $1318000.00        | $1297043.80        | Corporate Debt Securities                         |
| PACIFICORP                     3.5%29              | 2029-06-15      | 3.5000%  | 0.0000% | $4000.00           | $3949.35           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.1%42        | 2042-02-15      | 6.1000%  | 0.0000% | $2100000.00        | $2167709.83        | Corporate Debt Securities                         |
| STARWOOD MTG RES TR 2020-3     B-2    20650425 FLT | 2065-04-25      | 4.7500%  | 0.0000% | $1855220.00        | $1668370.59        | Private Label Collateralized Mortgage Obligations |
| SOLSTICE ADVANCED MATLS INC    SR 144A NT 33       | 2033-09-30      | 5.6250%  | 0.0000% | $49000.00          | $49568.52          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2021-NQM2R   B-2    20581025 FLT | 2058-10-25      | 3.9629%  | 0.0000% | $1533000.00        | $1438455.55        | Private Label Collateralized Mortgage Obligations |
| LIBERTY MUT GROUP INC          SR GLBL 144A 60     | 2060-05-15      | 3.9500%  | 0.0000% | $5000.00           | $3546.83           | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTR 2024-NQM1  A-1    20640325 FLT | 2064-03-25      | 6.1290%  | 0.0000% | $10085000.00       | $6309707.15        | Private Label Collateralized Mortgage Obligations |
| FIELDSTONE MTG INV 2006-1      M3     20360525 FLT | 2036-05-25      | 4.6538%  | 0.0000% | $7527000.00        | $2978.49           | Asset-Backed Securities                           |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4911.81           | Corporate Debt Securities                         |
| PINNACLE WEST CAP CORP         SR GLBL NT4.9%28    | 2028-05-15      | 4.9000%  | 0.0000% | $22000.00          | $22401.05          | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 30     | 2030-03-01      | 6.2500%  | 0.0000% | $32000.00          | $32746.69          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.0938%  | 0.0000% | $3000000.00        | $1547.12           | Asset-Backed Securities                           |
| TMS INTL CORP                  SR 144A NT 29       | 2029-04-15      | 6.2500%  | 0.0000% | $68000.00          | $65957.64          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $1097000.00        | $1266462.73        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.7%46    | 2046-02-19      | 4.7000%  | 0.0000% | $135000.00         | $123517.57         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1060.21           | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR GLBL 144A 32     | 2032-06-30      | 4.9500%  | 0.0000% | $3975000.00        | $4204516.50        | Corporate Debt Securities                         |
| J P MORGAN MTG  TR 2024-CCM1   A-8-A  20550425 FLT | 2055-04-25      | 5.5000%  | 0.0000% | $1000012.00        | $1018341.22        | Private Label Collateralized Mortgage Obligations |
| LABL INC                       SR 144A NT 29       | 2029-11-01      | 8.2500%  | 0.0000% | $14000.00          | $5406.62           | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B22      E      20540116 2.0 | 2054-01-16      | 2.0000%  | 0.0000% | $4000000.00        | $2658464.00        | Private Label Collateralized Mortgage Obligations |
| CARVANA CO                     SR GLBL 144A 30     | 2030-05-01      | 10.2500% | 0.0000% | $1390000.00        | $1515360.62        | Corporate Debt Securities                         |
| FARMERS EXCHANGE CAPITAL III   SUB GLBL 144A 54    | 2054-10-15      | 5.4540%  | 0.0000% | $4690000.00        | $4470210.19        | Corporate Debt Securities                         |
| CARVAL CLO LTD 2024-9-C        E      20370420 FLT | 2037-04-20      | 10.6344% | 0.0000% | $3500000.00        | $3551312.25        | Asset-Backed Securities                           |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT3.8%48    | 2048-07-15      | 3.8000%  | 0.0000% | $5000.00           | $3938.44           | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B25      E      20540417 FLT | 2054-04-17      | 2.0000%  | 0.0000% | $1000000.00        | $529084.00         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT 6%44     | 2044-06-01      | 6.0000%  | 0.0000% | $345000.00         | $363095.25         | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2021-6        E      20341016 FLT | 2034-10-16      | 10.4162% | 0.0000% | $3000000.00        | $3018212.55        | Asset-Backed Securities                           |
| CNH INDL N V                   FR 3.85%111527      | 2027-11-15      | 3.8500%  | 0.0000% | $89000.00          | $88774.85          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR DEB 7%27         | 2027-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.87           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 8.25%29       | 2029-11-15      | 8.2500%  | 0.0000% | $1000.00           | $1133.75           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.1%28    | 2028-12-01      | 6.1000%  | 0.0000% | $15000.00          | $16225.83          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $3000.00           | $3201.19           | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.2%27    | 2027-02-21      | 2.2000%  | 0.0000% | $11000.00          | $10826.07          | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-1     A      20290715 4.1 | 2029-07-15      | 4.1000%  | 0.0000% | $3000.00           | $1719.82           | Asset-Backed Securities                           |
| AHEAD DB HOLDINGS LLC          SR 144A NT 28       | 2028-05-01      | 6.6250%  | 0.0000% | $770000.00         | $776844.34         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 4.3%42        | 2042-12-01      | 4.3000%  | 0.0000% | $5000.00           | $4521.46           | Corporate Debt Securities                         |
| AMERIPRISE FINL INC            SR GLBL NT4.5%32    | 2032-05-13      | 4.5000%  | 0.0000% | $10000.00          | $10135.45          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR NT 4.1%30        | 2030-11-20      | 4.1000%  | 0.0000% | $8007000.00        | $8064499.16        | Corporate Debt Securities                         |
| A P MOELLER MAERSK A S         SR 144A NT 33       | 2033-09-14      | 5.8750%  | 0.0000% | $26000.00          | $28161.81          | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR NT 4.2%47        | 2047-12-06      | 4.2000%  | 0.0000% | $420000.00         | $369124.00         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT1.1%30    | 2030-08-15      | 1.1000%  | 0.0000% | $2000.00           | $1775.13           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 34       | 2034-03-01      | 5.1500%  | 0.0000% | $1000.00           | $1050.07           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR NT 5.55%65       | 2065-11-20      | 5.5500%  | 0.0000% | $1270000.00        | $1274423.83        | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR NT-T   5.7%33    | 2033-02-15      | 5.7000%  | 0.0000% | $1000.00           | $1086.60           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 47       | 2047-09-01      | 3.7500%  | 0.0000% | $1990000.00        | $1578612.27        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.6%43    | 2043-03-02      | 5.6000%  | 0.0000% | $2000.00           | $2073.90           | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2022-6        A-1    20670725 FLT | 2067-07-25      | 4.3000%  | 0.0000% | $5395000.00        | $3842046.31        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT5.3%33    | 2033-06-01      | 5.3000%  | 0.0000% | $43000.00          | $45642.71          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 4.338%091531     | 2031-09-15      | 4.3380%  | 0.0000% | $2000.00           | $2016.11           | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-03-15      | 6.5000%  | 0.0000% | $405.00            | $398.01            | Corporate Debt Securities                         |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 50     | 2050-01-29      | 5.1500%  | 0.0000% | $1710000.00        | $1480626.77        | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR GLBL REGS 33     | 2033-06-23      | 6.1250%  | 0.0000% | $5810000.00        | $6138331.98        | Corporate Debt Securities                         |
| MARS INC                       SR GLBL REGS 39     | 2039-04-01      | 3.8750%  | 0.0000% | $4000000.00        | $3581221.67        | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.6%51    | 2051-06-01      | 2.6000%  | 0.0000% | $8261000.00        | $5293180.68        | Corporate Debt Securities                         |
| UNITED AIRLINES PT CERT 2018-1 AA     20310901 3.5 | 2031-09-01      | 3.5000%  | 0.0000% | $5000.00           | $3173.71           | Asset-Backed Securities                           |
| NYO COML MTG TR 2021-1290      A      20381215 FLT | 2038-12-15      | 5.1685%  | 0.0000% | $6665000.00        | $6650432.95        | Private Label Collateralized Mortgage Obligations |
| OBX  TR 2025-NQM13             A-3    20650525 FLT | 2065-05-25      | 5.8160%  | 0.0000% | $3264000.00        | $2939352.71        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-4         A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $325000.00         | $207996.05         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MOTOR CORP              3.669%28            | 2028-07-20      | 3.6690%  | 0.0000% | $4000.00           | $4044.10           | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT2.3%30    | 2030-05-15      | 2.3000%  | 0.0000% | $2000.00           | $1850.54           | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 46       | 2046-12-08      | 5.2910%  | 0.0000% | $88000.00          | $76427.58          | Corporate Debt Securities                         |
| MFA 2021-AEINV2 TRUST          A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $2499990.00        | $1641659.90        | Private Label Collateralized Mortgage Obligations |
| GS MBS TRUST 2022-INV1         B-4    20520725 FLT | 2052-07-25      | 3.2259%  | 0.0000% | $2722000.00        | $2233938.77        | Private Label Collateralized Mortgage Obligations |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%29     | 2029-02-02      | 3.0000%  | 0.0000% | $67000.00          | $65173.36          | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $1002000.00        | $1077082.36        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2015-1        B4     20441225 FLT | 2044-12-25      | 5.6621%  | 0.0000% | $5420500.00        | $1208860.31        | Private Label Collateralized Mortgage Obligations |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1087.66           | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $3000.00           | $3206.60           | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33       | 2033-03-03      | 5.2500%  | 0.0000% | $405000.00         | $429241.61         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.55%112030      | 2030-11-20      | 5.5500%  | 0.0000% | $119000.00         | $126746.11         | Corporate Debt Securities                         |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.3888%  | 0.0000% | $338000.00         | $1807.40           | Asset-Backed Securities                           |
| PFIZER INC                     SR NT 5.7%65        | 2065-11-15      | 5.7000%  | 0.0000% | $4800000.00        | $4847464.00        | Corporate Debt Securities                         |
| JP MORGAN CHASE COML MTG SECUR B      20381115 FLT | 2038-11-15      | 5.7385%  | 0.0000% | $3560000.00        | $3509258.56        | Private Label Collateralized Mortgage Obligations |
| PIEDMONT OPER PARTNERSHIP LP   CR SEN SR GLBL28    | 2028-07-20      | 9.2500%  | 0.0000% | $95000.00          | $108448.09         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $338000.00         | $342977.05         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     M-1    20550825 FLT | 2055-08-25      | 6.4120%  | 0.0000% | $1044000.00        | $1062743.98        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.8479%  | 0.0000% | $3750000.00        | $2319697.29        | Private Label Collateralized Mortgage Obligations |
| RIO TINTO FIN USA PLC          SR GLBL NT4.5%28    | 2028-03-14      | 4.5000%  | 0.0000% | $2000.00           | $2043.48           | Corporate Debt Securities                         |
| SWF HLDGS I CORP               144A NT 6.5%29      | 2029-10-06      | 6.5000%  | 0.0000% | $3132000.00        | $1582573.50        | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3306.44           | Private Label Collateralized Mortgage Obligations |
| RGA GLOBAL FUNDING             144A NT 4.35%28     | 2028-08-25      | 4.3500%  | 0.0000% | $97000.00          | $98496.47          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL DDD BD26    | 2026-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2075.54           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.446%011029     | 2029-01-10      | 6.4460%  | 0.0000% | $200000.00         | $213371.93         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 28       | 2028-01-06      | 2.4900%  | 0.0000% | $4000.00           | $3957.25           | Corporate Debt Securities                         |
| PALMER SQUARE CLO LTD 2022-1R  E-R    20381020 FLT | 2038-10-20      | 9.1629%  | 0.0000% | $2000000.00        | $2008662.63        | Asset-Backed Securities                           |
| JP MORGAN CH COM TR 2019-BROOK B      20290917 FLT | 2029-09-17      | 5.9235%  | 0.0000% | $9339000.00        | $8332360.60        | Private Label Collateralized Mortgage Obligations |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT3.8%30    | 2030-09-15      | 3.8000%  | 0.0000% | $3251000.00        | $3176277.57        | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 31       | 2031-04-15      | 4.2500%  | 0.0000% | $238000.00         | $232708.40         | Corporate Debt Securities                         |
| GSMS TR 2024-FAIR              C      20410715 FLT | 2041-07-15      | 7.1204%  | 0.0000% | $5000000.00        | $5133386.42        | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SECU TR 2025-PJ6 A-14   20550925 FLT | 2055-09-25      | 5.5000%  | 0.0000% | $600000.00         | $605463.00         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2023-10      A-9    20540525 FLT | 2054-05-25      | 6.0000%  | 0.0000% | $2999990.00        | $1803402.01        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A5       1-A-2  20371025 FLT | 2037-10-25      | 0.0000%  | 0.0000% | $1194000.00        | $0.00              | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  A-4    20490617 3.1 | 2049-06-17      | 3.1439%  | 0.0000% | $1840000.00        | $1829935.06        | Private Label Collateralized Mortgage Obligations |
| GSK CONSU HEAL CAP US LLC      GLBL NT 4%52        | 2052-03-24      | 4.0000%  | 0.0000% | $1237000.00        | $1005113.35        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 5.7188%  | 0.0000% | $5000000.00        | $2422.28           | Asset-Backed Securities                           |
| TOWD POINT MORT TR 2024-4      A1A    20641025 FLT | 2064-10-25      | 4.5793%  | 0.0000% | $809840.00         | $668594.21         | Asset-Backed Securities                           |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2033-11-17      | 6.8200%  | 0.0000% | $4561000.00        | $5144141.59        | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2021-FCMT  A      20310515 FLT | 2031-05-15      | 5.2735%  | 0.0000% | $7561000.00        | $7560406.46        | Private Label Collateralized Mortgage Obligations |
| WP CAREY INC                   SR GLBL NT 32       | 2032-02-01      | 2.4500%  | 0.0000% | $3000.00           | $2677.66           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 37       | 2037-06-15      | 6.3750%  | 0.0000% | $43000.00          | $48580.31          | Corporate Debt Securities                         |
| WAMU MTG CERT 2005-AR1         A-1A   20450125 FLT | 2045-01-25      | 4.7088%  | 0.0000% | $12000000.00       | $162814.57         | Private Label Collateralized Mortgage Obligations |
| WOLFSPEED INC                  2LIEN GLBL PIK31    | 2031-06-15      | 7.0000%  | 0.0000% | $3466.00           | $2847.22           | Corporate Debt Securities                         |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32    | 2032-06-30      | 8.4990%  | 0.0000% | $525000.00         | $547439.99         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR GLBL REGS 30     | 2030-02-01      | 7.0000%  | 0.0000% | $150000.00         | $156459.00         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27    | 2027-04-01      | 6.0000%  | 0.0000% | $3431000.00        | $3523190.97        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT6%37    | 2037-05-15      | 6.0000%  | 0.0000% | $95000.00          | $103416.68         | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP          FR 4.25%062327      | 2027-06-23      | 4.2500%  | 0.0000% | $7000.00           | $7182.97           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2020-LTV1     A-15   20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $370000.00         | $3089.09           | Private Label Collateralized Mortgage Obligations |
| PACIFIC LIFE GLOBAL FDG II MED SR SEC FL 144A26    | 2026-06-04      | 4.7968%  | 0.0000% | $4000.00           | $4052.87           | Corporate Debt Securities                         |
| OWENS & MINOR INC              SR GLBL 144A 30     | 2030-04-01      | 6.6250%  | 0.0000% | $1026000.00        | $668848.97         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 26       | 2026-05-24      | 5.7500%  | 0.0000% | $2000.00           | $2013.54           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-HE1      A-1    20550720 FLT | 2055-07-20      | 5.2489%  | 0.0000% | $12262000.00       | $8757631.33        | Asset-Backed Securities                           |
| PETROLEOS MEXICANOS            PERP FR 6.625%      | 2500-12-31      | 6.6250%  | 0.0000% | $411000.00         | $311431.83         | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT3.5%26    | 2026-03-21      | 3.5000%  | 0.0000% | $3000.00           | $3011.86           | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-HE1      M-2    20550720 FLT | 2055-07-20      | 5.8489%  | 0.0000% | $1296000.00        | $1297679.29        | Asset-Backed Securities                           |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-06-15      | 2.1250%  | 0.0000% | $26000.00          | $23918.48          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 27       | 2027-08-11      | 2.8500%  | 0.0000% | $4000.00           | $3983.48           | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.1%26    | 2026-11-15      | 3.1000%  | 0.0000% | $16000.00          | $15883.83          | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL NT 27       | 2027-10-15      | 4.7500%  | 0.0000% | $4000.00           | $4016.05           | Corporate Debt Securities                         |
| WB COML MTG TR 2024-HQ         B      20400316 FLT | 2040-03-16      | 6.6344%  | 0.0000% | $6645000.00        | $6683566.06        | Private Label Collateralized Mortgage Obligations |
| BX TR 2019-IMC                 B      20340417 FLT | 2034-04-17      | 5.3053%  | 0.0000% | $4575000.00        | $4538448.94        | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 5.316%060636     | 2036-06-06      | 5.3160%  | 0.0000% | $385000.00         | $411533.43         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 42       | 2042-03-15      | 3.5500%  | 0.0000% | $4614000.00        | $3816786.67        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 26       | 2026-06-15      | 2.2500%  | 0.0000% | $3000.00           | $2994.14           | Corporate Debt Securities                         |
| BANK5 2024-5YR10               A-2    20571017 4.8 | 2057-10-17      | 4.8300%  | 0.0000% | $265000.00         | $270634.03         | Private Label Collateralized Mortgage Obligations |
| BUNKER HILL LOAN DP TR 2019-3  A-1    20591125 FLT | 2059-11-25      | 2.7240%  | 0.0000% | $3484000.00        | $107795.35         | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD FIN INC             SR NT 5.968%54      | 2054-03-04      | 5.9680%  | 0.0000% | $534000.00         | $549622.35         | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $250000.00         | $256155.00         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.1%28      | 2028-01-07      | 4.1000%  | 0.0000% | $2228000.00        | $2269971.81        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 31       | 2031-02-15      | 2.4500%  | 0.0000% | $35000.00          | $32412.44          | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 4.8%46      | 2046-07-15      | 4.8000%  | 0.0000% | $52000.00          | $47865.13          | Corporate Debt Securities                         |
| BX COMMERC MORTG TR 2024-GPA3  C      20391215 FLT | 2039-12-15      | 5.8509%  | 0.0000% | $5000000.00        | $4026790.50        | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD FIN INC             SR NT 3.9%28        | 2028-01-25      | 3.9000%  | 0.0000% | $3000.00           | $3029.89           | Corporate Debt Securities                         |
| BAYOU RE LTD                   -A-20241 144A 27    | 2027-04-30      | 12.1320% | 0.0000% | $5000000.00        | $5315500.00        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 29       | 2029-08-01      | 3.1500%  | 0.0000% | $27000.00          | $26313.32          | Corporate Debt Securities                         |
| DEXKO GLOBAL INC               SR SEC GLBL 29      | 2029-10-15      | 6.6250%  | 0.0000% | $185000.00         | $159045.09         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46    | 2046-07-15      | 8.3500%  | 0.0000% | $36000.00          | $47566.75          | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.862%010936     | 2036-01-09      | 5.8620%  | 0.0000% | $950000.00         | $1030554.14        | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $4597000.00        | $4390488.33        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR GLBL NT 35       | 2035-06-03      | 5.1250%  | 0.0000% | $3000.00           | $3191.50           | Corporate Debt Securities                         |
| DUQUESNE LT HLDGS INC          SR 144A NT 32       | 2032-01-07      | 2.7750%  | 0.0000% | $5000.00           | $4521.39           | Corporate Debt Securities                         |
| PREFER TERM SEC XXIV 2006-24   C-2    20370322 FLT | 2037-03-22      | 5.3494%  | 0.0000% | $4720000.00        | $3025353.73        | Asset-Backed Securities                           |
| DILLARDS INC                   SR GLBL DEB 26      | 2026-07-15      | 7.7500%  | 0.0000% | $1000000.00        | $1049711.94        | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 1.625%31    | 2031-05-13      | 1.6250%  | 0.0000% | $1000.00           | $899.86            | Corporate Debt Securities                         |
| ENTERGY CORP NEW               SR GLBL NT2.4%31    | 2031-06-15      | 2.4000%  | 0.0000% | $24847000.00       | $22676283.26       | Corporate Debt Securities                         |
| DOVER CORP                     SR GLBL NT 29       | 2029-11-04      | 2.9500%  | 0.0000% | $35000.00          | $33576.43          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT5.2%49    | 2049-02-15      | 5.2000%  | 0.0000% | $1351000.00        | $1260750.20        | Corporate Debt Securities                         |
| DBWF MTG TR 2016-85T           A      20361211 3.7 | 2036-12-11      | 3.7910%  | 0.0000% | $6000000.00        | $5933395.50        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HONDA FIN CORP MTN    FR 4.4%100526       | 2026-10-05      | 4.4000%  | 0.0000% | $4000.00           | $4039.31           | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 55       | 2055-05-15      | 6.4500%  | 0.0000% | $3840000.00        | $4144547.20        | Corporate Debt Securities                         |
| BOEING CO                      3.1%26              | 2026-05-01      | 3.1000%  | 0.0000% | $3000.00           | $2992.88           | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 4%29     | 2029-01-15      | 4.0000%  | 0.0000% | $242000.00         | $239102.72         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 2.772%50    | 2050-11-10      | 2.7720%  | 0.0000% | $4000.00           | $2546.38           | Corporate Debt Securities                         |
| BANK AMERICA CORP              VR 091523-091527    | 2027-09-15      | 5.4693%  | 0.0000% | $3000.00           | $3054.40           | Corporate Debt Securities                         |
| BMW VEHICLE LEASE TR 2025-1    A-3    20280626 4.4 | 2028-06-26      | 4.4300%  | 0.0000% | $2000.00           | $2015.41           | Asset-Backed Securities                           |
| AMERICAN CR ACCE REC TR 2024-4 C      20310812 4.9 | 2031-08-12      | 4.9100%  | 0.0000% | $1000000.00        | $1006230.22        | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M4     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $7200000.00        | $2831.09           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M3     20360725 FLT | 2036-07-25      | 4.5788%  | 0.0000% | $7600000.00        | $2959.87           | Asset-Backed Securities                           |
| DUKE ENERGY FLA LLC            1M GLBL BD 40       | 2040-04-01      | 5.6500%  | 0.0000% | $106000.00         | $112806.88         | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS LLC        SR SEC GLBL 31      | 2031-09-15      | 6.7500%  | 0.0000% | $201000.00         | $210362.08         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.2%61    | 2061-08-12      | 3.2000%  | 0.0000% | $1463000.00        | $883362.65         | Corporate Debt Securities                         |
| HILT 2025-NVIL                 A      20420715 FLT | 2042-07-15      | 5.7020%  | 0.0000% | $3000000.00        | $3013677.12        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI CAP AMER               FR 2%061528         | 2028-06-15      | 2.0000%  | 0.0000% | $2000.00           | $1911.49           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 29       | 2029-05-01      | 4.2500%  | 0.0000% | $3000.00           | $2875.70           | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL NT 26    | 2026-05-01      | 6.3750%  | 0.0000% | $1362.00           | $1362.98           | Corporate Debt Securities                         |
| ARROYO MTG TR 2021-1R          A-1    20481025 FLT | 2048-10-25      | 1.1750%  | 0.0000% | $5220000.00        | $1354128.00        | Private Label Collateralized Mortgage Obligations |
| ASHTON WOODS USA LLC / ASHTON  SR GLBL 144A 28     | 2028-01-15      | 6.6250%  | 0.0000% | $89000.00          | $90974.53          | Corporate Debt Securities                         |
| AMERICAN EXPRESS CREDIT 2024-3 A      20290716 4.6 | 2029-07-16      | 4.6500%  | 0.0000% | $500000.00         | $507580.58         | Asset-Backed Securities                           |
| ASHTEAD CAP INC                SR 144A NT 33       | 2033-10-15      | 5.9500%  | 0.0000% | $400000.00         | $428074.78         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 3%27     | 2027-11-13      | 3.0000%  | 0.0000% | $3000.00           | $2972.67           | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             -Y 4.5%49           | 2049-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4266.57           | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL NT4.5%28    | 2028-03-01      | 4.5000%  | 0.0000% | $738000.00         | $741036.87         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%070927      | 2027-07-09      | 4.5500%  | 0.0000% | $33000.00          | $33881.49          | Corporate Debt Securities                         |
| GS MTG BKD SECS TR 2025-PJ4    A-16   20550925 FLT | 2055-09-25      | 6.0000%  | 0.0000% | $8500000.00        | $8736980.00        | Private Label Collateralized Mortgage Obligations |
| FLORIDA PWR & LT CO            1M BD 3.125% 25     | 2025-12-01      | 3.1250%  | 0.0000% | $3000.00           | $3046.09           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38    | 2038-01-25      | 6.4000%  | 0.0000% | $3699000.00        | $4073326.47        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-1      M4     20360525 FLT | 2036-05-25      | 4.8188%  | 0.0000% | $8861000.00        | $3628.20           | Asset-Backed Securities                           |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $4000.00           | $4026.43           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.2688%  | 0.0000% | $3981000.00        | $1779.34           | Asset-Backed Securities                           |
| FLOODSMART RE LTD              EXTND-A 144A 31     | 2031-03-11      | 18.1400% | 0.0000% | $6250000.00        | $6690625.00        | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 4.7288%  | 0.0000% | $4000000.00        | $1607.83           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 4.8638%  | 0.0000% | $4000000.00        | $1652.83           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M6     20360525 FLT | 2036-05-25      | 4.9388%  | 0.0000% | $9500000.00        | $3984.84           | Asset-Backed Securities                           |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.9%29    | 2029-12-01      | 2.9000%  | 0.0000% | $30000.00          | $28928.05          | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL 144A 31     | 2031-02-09      | 3.3480%  | 0.0000% | $2895000.00        | $2639652.32        | Corporate Debt Securities                         |
| CSMC 2021-B33 TRUST            C      20431013 FLT | 2043-10-13      | 3.7664%  | 0.0000% | $2500000.00        | $2178834.46        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON CO         -126 4%49           | 2049-03-01      | 4.0000%  | 0.0000% | $1551000.00        | $1257204.41        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28    | 2028-02-15      | 3.7500%  | 0.0000% | $76000.00          | $75697.46          | Corporate Debt Securities                         |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT 26       | 2026-03-15      | 2.2500%  | 0.0000% | $5000.00           | $4990.21           | Corporate Debt Securities                         |
| CSMC TR 2021-INV2              B-2    20561125 FLT | 2056-11-25      | 3.2811%  | 0.0000% | $7032512.00        | $5325408.33        | Private Label Collateralized Mortgage Obligations |
| OHIO PWR CO                    SR -D NT 6.6%33     | 2033-03-01      | 6.6000%  | 0.0000% | $4000.00           | $4508.44           | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT 33       | 2033-04-15      | 4.7500%  | 0.0000% | $16000.00          | $16410.14          | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR 144A NT 29       | 2029-01-15      | 6.1250%  | 0.0000% | $1464000.00        | $765128.08         | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.95%47     | 2047-08-15      | 4.9500%  | 0.0000% | $3000.00           | $2893.03           | Corporate Debt Securities                         |
| CIM 2021-J2 TR                 A-4    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $400000.00         | $207480.19         | Private Label Collateralized Mortgage Obligations |
| AMGEN INC                      SR GLBL NT4.2%33    | 2033-03-01      | 4.2000%  | 0.0000% | $40000.00          | $39761.60          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 011223-011226    | 2026-01-12      | 4.9908%  | 0.0000% | $2000.00           | $2014.88           | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR NT 4.15%43       | 2043-01-15      | 4.1500%  | 0.0000% | $5000.00           | $4408.81           | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.3%060129       | 2029-06-01      | 3.3000%  | 0.0000% | $4000.00           | $3968.02           | Corporate Debt Securities                         |
| BX COML MTG TR 2021-MC         B      20340417 FLT | 2034-04-17      | 5.0735%  | 0.0000% | $2212000.00        | $2161130.45        | Private Label Collateralized Mortgage Obligations |
| ARCHER DANIELS MIDLAND CO      SR DEB 6.75%27      | 2027-12-15      | 6.7500%  | 0.0000% | $2000.00           | $2167.70           | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.15%33     | 2033-08-11      | 5.1500%  | 0.0000% | $2000.00           | $2096.09           | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL NT 27       | 2027-05-20      | 5.7500%  | 0.0000% | $153000.00         | $153975.80         | 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                           |
| ANDREW W MELLON FNDTN          SR -2020 BD 27      | 2027-08-01      | 0.9470%  | 0.0000% | $5000.00           | $4791.44           | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 45       | 2045-11-16      | 4.3750%  | 0.0000% | $83000.00          | $74867.52          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 39     | 2039-03-01      | 8.3750%  | 0.0000% | $310000.00         | $370356.87         | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34        | 2034-02-01      | 5.4000%  | 0.0000% | $41000.00          | $43051.23          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 31       | 2031-06-15      | 2.5500%  | 0.0000% | $3000.00           | $2757.86           | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT5.5%52    | 2052-06-15      | 5.5000%  | 0.0000% | $760000.00         | $746968.11         | Corporate Debt Securities                         |
| TRIVIUM PACKAGING FIN B V      2LIEN 144A NT 31    | 2031-01-15      | 12.2500% | 0.0000% | $2849000.00        | $3177461.21        | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       SR PIK REGS NT29    | 2029-09-30      | 11.1750% | 0.0000% | $1003.00           | $800.40            | Corporate Debt Securities                         |
| BMW US CAP LLC                 REGS NT 1.25%26     | 2026-08-12      | 1.2500%  | 0.0000% | $6000.00           | $5908.02           | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 3.375%35      | 2035-02-01      | 3.3750%  | 0.0000% | $4000.00           | $3685.84           | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR NT 4%42          | 2042-09-18      | 4.0000%  | 0.0000% | $196000.00         | $173494.84         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL DB6.9%38    | 2038-05-15      | 6.9000%  | 0.0000% | $4000.00           | $4626.81           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-02-06      | 5.6250%  | 0.0000% | $42000.00          | $44581.74          | Corporate Debt Securities                         |
| ANGEL OAK MTG LN 2020-6 TR     A-2    20650525 FLT | 2065-05-25      | 1.5180%  | 0.0000% | $3080000.00        | $528008.09         | Private Label Collateralized Mortgage Obligations |
| CIPHER COMPUTE LLC             SR SEC 144A 30      | 2030-11-15      | 7.1250%  | 0.0000% | $11000.00          | $11142.55          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR DEB 6.25%34      | 2034-08-01      | 6.2500%  | 0.0000% | $1000.00           | $1137.56           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT4.4%26    | 2026-02-15      | 4.4000%  | 0.0000% | $2000.00           | $2025.10           | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $1016.00           | $1810.46           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT3.3%27    | 2027-04-13      | 3.3000%  | 0.0000% | $2000.00           | $1996.37           | Corporate Debt Securities                         |
| AMERICAN HOME MTG 2005-1       VI-A   20450625 FLT | 2045-06-25      | 6.2741%  | 0.0000% | $187489847.00      | $108392.07         | Private Label Collateralized Mortgage Obligations |
| ASHTON WOODS USA LLC / ASHTON  SR 144A NT 33       | 2033-08-01      | 6.8750%  | 0.0000% | $483000.00         | $495372.85         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.5%26      | 2026-10-30      | 4.5000%  | 0.0000% | $14000.00          | $14107.24          | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         SR GLBL NT 33       | 2033-11-15      | 6.3750%  | 0.0000% | $10000.00          | $11084.52          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT2.9%51    | 2051-08-23      | 2.9000%  | 0.0000% | $485000.00         | $309969.70         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL Z NT5.45%28    | 2028-03-01      | 5.4500%  | 0.0000% | $4034000.00        | $4186448.22        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 4.9%35        | 2035-03-15      | 4.9000%  | 0.0000% | $80000.00          | $79438.09          | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL DD NT 27    | 2027-01-01      | 5.0000%  | 0.0000% | $4000.00           | $4117.47           | Corporate Debt Securities                         |
| `CITIGROUP MTG LN TR 2021-INV2 A-3A   20510525 FLT | 2051-05-25      | 2.5000%  | 0.0000% | $4155000.00        | $2506135.86        | Private Label Collateralized Mortgage Obligations |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 43       | 2043-08-15      | 6.4970%  | 0.0000% | $491000.00         | $535920.92         | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT4.8%26    | 2026-03-01      | 4.8000%  | 0.0000% | $1010000.00        | $1022039.20        | Corporate Debt Securities                         |
| CLYDESDALE ACQUISITION HLDGS   SR SEC GLBL 30      | 2030-01-15      | 6.8750%  | 0.0000% | $8000.00           | $8283.11           | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2018-RP3   A-1    20610325 FLT | 2061-03-25      | 3.2500%  | 0.0000% | $2000000.00        | $247404.29         | Private Label Collateralized Mortgage Obligations |
| CNA FINL CORP                  SR GLBL NT4.5%26    | 2026-03-01      | 4.5000%  | 0.0000% | $17000.00          | $17185.38          | Corporate Debt Securities                         |
| CARRIAGE PURCHASER INC         SR 144A NT 29       | 2029-10-15      | 7.8750%  | 0.0000% | $5000.00           | $4665.28           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $2000.00           | $2082.06           | Corporate Debt Securities                         |
| CHEVRON CORPORATION            SR GLBL NT 27       | 2027-05-11      | 1.9950%  | 0.0000% | $2000.00           | $1952.76           | Corporate Debt Securities                         |
| CHASE HOME LENDING 2024-1      A-6    20550125 FLT | 2055-01-25      | 6.5000%  | 0.0000% | $2000000.00        | $959184.38         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  SR GLBL FL NT 28    | 2028-02-24      | 5.3059%  | 0.0000% | $2000.00           | $2016.12           | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61    | 2061-12-01      | 4.4000%  | 0.0000% | $345000.00         | $238064.95         | Corporate Debt Securities                         |
| CHASE HOME LENDING MTG 2025-11 A-2    20560825 FLT | 2056-08-25      | 5.5000%  | 0.0000% | $500000.00         | $497354.98         | Private Label Collateralized Mortgage Obligations |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 39       | 2039-03-01      | 4.5500%  | 0.0000% | $3000.00           | $2934.41           | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $5392000.00        | $5678737.57        | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2018-4     A-1B   20660425 FLT | 2066-04-25      | 3.5000%  | 0.0000% | $12491000.00       | $2674692.71        | Private Label Collateralized Mortgage Obligations |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $410000.00         | $379392.13         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     FR 6.75%123031      | 2031-12-30      | 6.7500%  | 0.0000% | $3000.00           | $3484.65           | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2016A 26    | 2026-04-01      | 3.2500%  | 0.0000% | $2000.00           | $2003.99           | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT 26       | 2026-04-01      | 3.2500%  | 0.0000% | $83000.00          | $83170.63          | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT5.8%35    | 2035-04-01      | 5.8000%  | 0.0000% | $4260000.00        | $4519874.20        | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 101824-101827    | 2027-10-18      | 4.7782%  | 0.0000% | $3000.00           | $3024.39           | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  A-3    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $10235800.00       | $6859940.56        | Private Label Collateralized Mortgage Obligations |
| MOODYS CORP                    SR GLBL NT 29       | 2029-02-01      | 4.2500%  | 0.0000% | $2000.00           | $2040.22           | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36       | 2036-09-12      | 5.1880%  | 0.0000% | $220000.00         | $228446.34         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $5548000.00        | $4219200.83        | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2023A 28    | 2028-05-16      | 4.6500%  | 0.0000% | $11000.00          | $11200.53          | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT 26       | 2026-11-02      | 3.1250%  | 0.0000% | $96000.00          | $94475.23          | Corporate Debt Securities                         |
| KRONOS ACQUISITION HLDGS INC   SR 144A NT 32       | 2032-06-30      | 10.7500% | 0.0000% | $157000.00         | $75414.08          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SUB GLBL COCO 45    | 2045-12-01      | 5.3000%  | 0.0000% | $5481000.00        | $5397131.56        | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $220000.00         | $226394.58         | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 29     | 2029-07-01      | 4.1250%  | 0.0000% | $2396000.00        | $2247121.54        | Corporate Debt Securities                         |
| OWENS CORNING NEW              SR NT 7%36          | 2036-12-01      | 7.0000%  | 0.0000% | $421000.00         | $499468.79         | Corporate Debt Securities                         |
| NEW ENGLAND POWER CO           SR GLBL 144A 50     | 2050-10-06      | 2.8070%  | 0.0000% | $1860000.00        | $1175305.27        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 29       | 2029-03-15      | 4.3500%  | 0.0000% | $2000.00           | $2023.00           | Corporate Debt Securities                         |
| SKYWORKS SOLUTIONS INC         SR GLBL NT1.8%26    | 2026-06-01      | 1.8000%  | 0.0000% | $57000.00          | $56695.05          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $13000.00          | $14040.04          | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $94000.00          | $94625.61          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27    | 2027-10-21      | 4.9749%  | 0.0000% | $4000.00           | $4032.22           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 52       | 2052-04-01      | 4.2500%  | 0.0000% | $5000.00           | $4060.60           | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT4.5%36    | 2036-05-15      | 4.5000%  | 0.0000% | $2000.00           | $1980.67           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         1LIEN GLBL 29       | 2029-04-15      | 4.1250%  | 0.0000% | $6.00              | $6.01              | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.7748%  | 0.0000% | $3000.00           | $3007.93           | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL 144A 31     | 2031-05-15      | 4.3750%  | 0.0000% | $3597000.00        | $3511714.63        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT6.5%40    | 2040-02-09      | 6.5000%  | 0.0000% | $208000.00         | $230487.00         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33       | 2033-06-30      | 6.8750%  | 0.0000% | $919.00            | $960.64            | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT 52       | 2052-01-15      | 2.9500%  | 0.0000% | $2084000.00        | $1383252.11        | Corporate Debt Securities                         |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 32       | 2032-03-24      | 3.6250%  | 0.0000% | $82000.00          | $78692.48          | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $45453000.00       | $3718623.56        | Corporate Debt Securities                         |
| MARATHON OIL CORP              SR GLBL NT4.4%27    | 2027-07-15      | 4.4000%  | 0.0000% | $105000.00         | $105971.83         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 9.5553%  | 0.0000% | $3825000.00        | $3951225.00        | Corporate Debt Securities                         |
| MSSG TR 2017-237P              B      20390913 FLT | 2039-09-13      | 3.6900%  | 0.0000% | $2475000.00        | $2333366.89        | Private Label Collateralized Mortgage Obligations |
| S & S HLDGS LLC                SR SEC 144A NT31    | 2031-10-01      | 8.3750%  | 0.0000% | $50000.00          | $47433.52          | Corporate Debt Securities                         |
| MEG ENERGY CORP                SR GLBL 144A 29     | 2029-02-01      | 5.8750%  | 0.0000% | $20000.00          | $20657.67          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.7%54    | 2054-11-15      | 5.7000%  | 0.0000% | $305000.00         | $316095.39         | Corporate Debt Securities                         |
| MANHATTAN WEST 2020-1MW MTG TR A      20390912 FLT | 2039-09-12      | 2.1300%  | 0.0000% | $600000.00         | $576090.90         | Private Label Collateralized Mortgage Obligations |
| SGUS LLC                       SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $2046000.00        | $1777828.51        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 5.5953%  | 0.0000% | $9705000.00        | $4379.00           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG 2021-6 TR        A-8    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $3000000.00        | $2495079.00        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RESI 2024-1     B-3    20531225 FLT | 2053-12-25      | 6.7385%  | 0.0000% | $3325520.00        | $3376859.14        | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP           SR GLBL NT 32       | 2032-01-01      | 5.3750%  | 0.0000% | $7038000.00        | $7348783.42        | Corporate Debt Securities                         |
| ENLINK MIDSTREAM PARTNERS LP   SR NT 5.6%44        | 2044-04-01      | 5.6000%  | 0.0000% | $4583000.00        | $4425375.35        | Corporate Debt Securities                         |
| HCA INC.                       SR NT 7.5%33        | 2033-11-06      | 7.5000%  | 0.0000% | $1000.00           | $1171.55           | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 26     | 2026-10-15      | 3.8750%  | 0.0000% | $388000.00         | $387762.73         | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              EXTND-A 144A 30     | 2030-01-07      | 10.6100% | 0.0000% | $2123000.00        | $2131492.00        | Corporate Debt Securities                         |
| JP MORGAN MTG 2021-6 TR        A-3    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $420000.00         | $246907.67         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2024-12       A-4-A  20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $4450000.00        | $3054498.93        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   A-15   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1302000.00        | $797747.90         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCPT 2021-INV3  A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $3948000.00        | $2415929.95        | Private Label Collateralized Mortgage Obligations |
| MATTHEWS INTL CORP             SR SEC GLBL 27      | 2027-10-01      | 8.6250%  | 0.0000% | $7582000.00        | $7935292.77        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34    | 2034-05-15      | 5.3500%  | 0.0000% | $2000.00           | $2080.14           | Corporate Debt Securities                         |
| PROVIDENT FUNDG MTG TR 2024-1  B-3    20541225 FLT | 2054-12-25      | 5.8330%  | 0.0000% | $3187500.00        | $2708266.61        | Private Label Collateralized Mortgage Obligations |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 11.0553% | 0.0000% | $13750000.00       | $14569500.00       | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   A-9    20510825 FLT | 2051-08-25      | 5.0000%  | 0.0000% | $3348000.00        | $2352925.61        | Private Label Collateralized Mortgage Obligations |
| SCG TRUST 2025-SNIP            D      20420915 FLT | 2042-09-15      | 6.5590%  | 0.0000% | $2000000.00        | $2010987.03        | Private Label Collateralized Mortgage Obligations |
| TUCSON ELEC PWR CO             4.85%48             | 2048-12-01      | 4.8500%  | 0.0000% | $3000.00           | $2771.84           | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR GLBL NT 48       | 2048-03-07      | 4.0500%  | 0.0000% | $1512000.00        | $1262281.86        | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL28    | 2028-06-28      | 5.3500%  | 0.0000% | $3000.00           | $3162.61           | Corporate Debt Securities                         |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 7.1478%  | 0.0000% | $3861000.00        | $3883027.63        | Private Label Collateralized Mortgage Obligations |
| HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 27     | 2027-06-15      | 8.0000%  | 0.0000% | $158000.00         | $169695.51         | Corporate Debt Securities                         |
| HIH TR 2024-61P                D      20411015 FLT | 2041-10-15      | 7.5990%  | 0.0000% | $6943960.00        | $6890268.50        | Private Label Collateralized Mortgage Obligations |
| MASCO CORP                     SR NT 6.5%32        | 2032-08-15      | 6.5000%  | 0.0000% | $1000.00           | $1130.67           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1072.19           | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.1%041333       | 2033-04-13      | 6.1000%  | 0.0000% | $500000.00         | $534762.50         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31       | 2031-09-12      | 4.5270%  | 0.0000% | $1000.00           | $1019.38           | Corporate Debt Securities                         |
| NATIONAL GRID PLC              SR GLBL NT 34       | 2034-01-11      | 5.4180%  | 0.0000% | $9000.00           | $9579.77           | Corporate Debt Securities                         |
| HAVN TR 2025-MOB               A      20351015 FLT | 2035-10-15      | 5.6590%  | 0.0000% | $3000000.00        | $3007069.58        | Private Label Collateralized Mortgage Obligations |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 26       | 2026-06-18      | 3.8750%  | 0.0000% | $2000.00           | $2031.02           | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 2.875%31    | 2031-02-15      | 2.8750%  | 0.0000% | $1068000.00        | $1004193.08        | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 47       | 2047-03-08      | 5.2130%  | 0.0000% | $5647000.00        | $5117675.32        | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL -E DB 44    | 2044-12-15      | 4.7210%  | 0.0000% | $447000.00         | $414424.04         | Corporate Debt Securities                         |
| TEREX CORP NEW                 SR SEC GLBL 32      | 2032-10-15      | 6.2500%  | 0.0000% | $2310000.00        | $2374715.29        | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 1.15%26     | 2026-06-03      | 1.1500%  | 0.0000% | $5000.00           | $4956.70           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        VR 013125-013128    | 2028-01-31      | 4.8465%  | 0.0000% | $3000.00           | $3021.94           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 5.6%34        | 2034-03-31      | 5.6000%  | 0.0000% | $5095000.00        | $5368205.22        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 34       | 2034-03-15      | 5.1500%  | 0.0000% | $79000.00          | $81566.95          | Corporate Debt Securities                         |
| VDCM COML MTG TR 2025-AZ       A      20440715 FLT | 2044-07-15      | 5.2295%  | 0.0000% | $4000000.00        | $4079188.39        | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.2%63    | 2063-04-15      | 5.2000%  | 0.0000% | $3657000.00        | $3390920.74        | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 25       | 2025-12-14      | 3.1500%  | 0.0000% | $4000.00           | $4055.08           | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $240000.00         | $243726.70         | Corporate Debt Securities                         |
| WELLS FARGO MBS TR 2021-INV2   A-2    20510925 2.5 | 2051-09-25      | 2.5000%  | 0.0000% | $400000.00         | $235278.16         | Private Label Collateralized Mortgage Obligations |
| UNION PACIFIC RR CO 2014-1     2014-1 20260514 3.2 | 2026-05-14      | 3.2270%  | 0.0000% | $7000.00           | $4339.65           | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2014-15       SUB    20261019 FLT | 2026-10-19      | 0.0000%  | 0.0000% | $317568.00         | $0.32              | Asset-Backed Securities                           |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL 144A 33     | 2033-06-10      | 8.5000%  | 0.0000% | $2278000.00        | $2433579.81        | Corporate Debt Securities                         |
| UWM MTG TR 2021-1              A-3    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $725000.00         | $428834.01         | Private Label Collateralized Mortgage Obligations |
| UDR INC                        FR 3.1%110134       | 2034-11-01      | 3.1000%  | 0.0000% | $3000.00           | $2631.43           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 40       | 2040-05-15      | 2.7500%  | 0.0000% | $14000.00          | $10663.14          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 2%30     | 2030-05-15      | 2.0000%  | 0.0000% | $4000.00           | $3668.17           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 45       | 2045-07-15      | 4.7500%  | 0.0000% | $2562000.00        | $2393186.26        | Corporate Debt Securities                         |
| VNDO TRUST 2016-350P           A      20350112 3.8 | 2035-01-12      | 3.8050%  | 0.0000% | $3600000.00        | $3577635.90        | Private Label Collateralized Mortgage Obligations |
| UNION PAC CORP                 SR GLBL NT 72       | 2072-02-14      | 3.8500%  | 0.0000% | $4000.00           | $2900.77           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 53       | 2053-04-15      | 5.0500%  | 0.0000% | $3201000.00        | $2980585.36        | Corporate Debt Securities                         |
| VERALTO CORP                   SR GLBL NT5.5%26    | 2026-09-18      | 5.5000%  | 0.0000% | $79000.00          | $80610.37          | Corporate Debt Securities                         |
| VERUS SECRITIZATION TR 2021-R2 A-3    20640225 FLT | 2064-02-25      | 1.2270%  | 0.0000% | $9772000.00        | $1679618.88        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        FR 4.928%101535     | 2035-10-15      | 4.9280%  | 0.0000% | $386000.00         | $392524.60         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT5.2%34    | 2034-01-31      | 5.2000%  | 0.0000% | $3000.00           | $3197.05           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5%081426         | 2026-08-14      | 5.0000%  | 0.0000% | $2000.00           | $2043.51           | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.123%060628     | 2028-06-06      | 4.1230%  | 0.0000% | $34000.00          | $34733.34          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28    | 2028-02-24      | 5.1459%  | 0.0000% | $11000.00          | $11068.99          | Corporate Debt Securities                         |
| GRAHAM HLDGS CO                SR 144A NT 33       | 2033-12-01      | 5.6250%  | 0.0000% | $4811000.00        | $4803326.46        | Corporate Debt Securities                         |
| SILGAN HLDGS INC               SR GLBL NT 28       | 2028-02-01      | 4.1250%  | 0.0000% | $145000.00         | $144336.08         | Corporate Debt Securities                         |
| MFA TRUST 2023-NQM3            A-2    20680725 FLT | 2068-07-25      | 7.0220%  | 0.0000% | $270398.00         | $163284.44         | Private Label Collateralized Mortgage Obligations |
| LIBERTY MUT GROUP INC          SR 144A NT5.5%52    | 2052-06-15      | 5.5000%  | 0.0000% | $15000.00          | $14652.34          | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR NT     8.5%29    | 2029-07-15      | 8.5000%  | 0.0000% | $3000000.00        | $253718.33         | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $23036000.00       | $19264814.83       | Corporate Debt Securities                         |
| SNAP ON INC                    SR GLBL NT3.1%50    | 2050-05-01      | 3.1000%  | 0.0000% | $5000.00           | $3510.78           | Corporate Debt Securities                         |
| MADI PK FDG LTD  2016-24R2     E-R2   20291022 FLT | 2029-10-22      | 10.9344% | 0.0000% | $2240000.00        | $2224713.44        | Asset-Backed Securities                           |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-01-15      | 4.0000%  | 0.0000% | $119000.00         | $120420.60         | Corporate Debt Securities                         |
| LIFE 2021-BMR MORTGAGE TRUST   C      20380315 FLT | 2038-03-15      | 5.1735%  | 0.0000% | $12840000.00       | $1367076.85        | Private Label Collateralized Mortgage Obligations |
| WEYERHAEUSER CO                SR DEB 7.7%26       | 2026-02-15      | 7.7000%  | 0.0000% | $104000.00         | $106996.30         | Corporate Debt Securities                         |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26    | 2026-03-01      | 9.7500%  | 0.0000% | $70000.00          | $47849.38          | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT3.7%28    | 2028-04-01      | 3.7000%  | 0.0000% | $3000.00           | $2991.80           | Corporate Debt Securities                         |
| STARWOOD MTD RES TR 2021-1     A-1    20650525 FLT | 2065-05-25      | 1.2190%  | 0.0000% | $350000.00         | $55841.37          | Private Label Collateralized Mortgage Obligations |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -P NT 33    | 2033-04-01      | 5.3000%  | 0.0000% | $23000.00          | $23888.99          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 34       | 2034-05-09      | 4.8750%  | 0.0000% | $50000.00          | $51662.15          | Corporate Debt Securities                         |
| MCF CLO LLC 2017-7RR           E-R2   20370720 FLT | 2037-07-20      | 10.8844% | 0.0000% | $1600000.00        | $1576210.36        | Asset-Backed Securities                           |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 27       | 2027-07-12      | 3.3640%  | 0.0000% | $22000.00          | $22095.67          | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28       | 2028-02-15      | 4.7500%  | 0.0000% | $30991000.00       | $30076464.20       | Corporate Debt Securities                         |
| STAR LEASING CO LLC            144A NT 7.625%30    | 2030-02-15      | 7.6250%  | 0.0000% | $50000.00          | $48837.30          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2021-INV2   B-4    20510825 FLT | 2051-08-25      | 3.3092%  | 0.0000% | $219000.00         | $164957.06         | Private Label Collateralized Mortgage Obligations |
| TELECOM ARGENTINA SA           SR GLBL 144A 33     | 2033-05-28      | 9.2500%  | 0.0000% | $2534800.00        | $2600831.54        | Corporate Debt Securities                         |
| MERCER INTL INC                SR GLBL NT 29       | 2029-02-01      | 5.1250%  | 0.0000% | $31000.00          | $18880.43          | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 36     | 2036-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.05           | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.35%091130      | 2030-09-11      | 4.3500%  | 0.0000% | $1000.00           | $1018.06           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-15      | 2.9500%  | 0.0000% | $55000.00          | $54029.08          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4510.04           | Private Label Collateralized Mortgage Obligations |
| MERCEDES-BENZ AUTO TR 2021-1   A-4    20271215 0.7 | 2027-12-15      | 0.7300%  | 0.0000% | $1000.00           | $346.90            | Asset-Backed Securities                           |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 27       | 2027-01-15      | 4.8500%  | 0.0000% | $13000.00          | $13309.63          | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC          SR 144A NT5.5%29    | 2029-07-15      | 5.5000%  | 0.0000% | $658000.00         | $672449.31         | Corporate Debt Securities                         |
| PHINIA INC                     SR SEC GLBL 29      | 2029-04-15      | 6.7500%  | 0.0000% | $598000.00         | $622651.05         | Corporate Debt Securities                         |
| RESEARCHODRI PAG MT TR  2025-1 D      20330627 10. | 2033-06-27      | 10.1800% | 0.0000% | $14443000.00       | $13826418.70       | Asset-Backed Securities                           |
| MPLX LP                        SR GLBL NT 27       | 2027-12-01      | 4.2500%  | 0.0000% | $2000.00           | $2046.55           | Corporate Debt Securities                         |
| JETBLUE AIRWAYS CORP 2020-1    1B     20300515 7.7 | 2030-05-15      | 7.7500%  | 0.0000% | $9000.00           | $4402.19           | Asset-Backed Securities                           |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-15      | 5.7500%  | 0.0000% | $5000.00           | $4834.08           | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT4.6%46    | 2046-05-13      | 4.6000%  | 0.0000% | $3000.00           | $2732.84           | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     1LIEN 144A NT 26    | 2026-08-15      | 7.8750%  | 0.0000% | $1000.00           | $1022.62           | Corporate Debt Securities                         |
| MARKEL GROUP INC               SR NT 5%43          | 2043-03-30      | 5.0000%  | 0.0000% | $13000.00          | $12147.14          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $58000.00          | $58931.59          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.4%35         | 2035-09-01      | 5.4000%  | 0.0000% | $2000.00           | $2133.56           | Corporate Debt Securities                         |
| FLAGSTAR MTG TR 2021-3INV      A-2    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $240000.00         | $144126.18         | Private Label Collateralized Mortgage Obligations |
| GMACM HEQ LN TR 2007-HE2       A-4    20371225 FLT | 2037-12-25      | 7.4240%  | 0.0000% | $70000.00          | $1319.78           | Asset-Backed Securities                           |
| GCAT TRUST 2024-NQM2           A-1    20590625 FLT | 2059-06-25      | 6.0850%  | 0.0000% | $2000000.00        | $1163060.12        | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3589.24           | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.4825%  | 0.0000% | $35433000.00       | $0.64              | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   VR 011924-011927    | 2027-01-19      | 5.0081%  | 0.0000% | $3000.00           | $3035.88           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 30       | 2030-07-01      | 2.2500%  | 0.0000% | $235000.00         | $218993.56         | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 28       | 2028-03-01      | 5.7500%  | 0.0000% | $83000.00          | $86962.07          | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 27    | 2027-02-15      | 4.7500%  | 0.0000% | $2000.00           | $855.00            | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SR GLBL NT 28       | 2028-08-04      | 4.4430%  | 0.0000% | $394000.00         | $401517.32         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 26       | 2026-04-01      | 1.7500%  | 0.0000% | $2000.00           | $1989.08           | Corporate Debt Securities                         |
| GOAL CAP FDG TR 2007-1         A-4    20360325 FLT | 2036-03-25      | 4.8155%  | 0.0000% | $60000000.00       | $214270.06         | Asset-Backed Securities                           |
| MACQUARIE BK LTD               FR 4.331%061228     | 2028-06-12      | 4.3310%  | 0.0000% | $2000.00           | $2063.72           | Corporate Debt Securities                         |
| MARTIN MARIETTA MATLS INC      4.25%47             | 2047-12-15      | 4.2500%  | 0.0000% | $2000.00           | $1728.05           | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.4%35    | 2035-03-23      | 5.4000%  | 0.0000% | $4000.00           | $4209.56           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               6.625%28            | 2028-01-15      | 6.6250%  | 0.0000% | $92000.00          | $96585.80          | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT2.2%31    | 2031-02-01      | 2.2000%  | 0.0000% | $3000.00           | $2737.14           | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI 1LIEN AMZ 144A28    | 2028-10-20      | 4.7500%  | 0.0000% | $8536224.00        | $8632972.61        | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $189.00            | $198.06            | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            SR GLBL NT 54       | 2054-01-15      | 6.6500%  | 0.0000% | $330000.00         | $382947.86         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1LIEN GLBL 26       | 2026-02-01      | 1.2000%  | 0.0000% | $5000.00           | $4989.10           | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 34       | 2034-09-15      | 6.1500%  | 0.0000% | $2000.00           | $2173.38           | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 26     | 2026-06-17      | 3.7500%  | 0.0000% | $2487000.00        | $2510404.74        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.2%48    | 2048-07-15      | 5.2000%  | 0.0000% | $83000.00          | $77551.14          | Corporate Debt Securities                         |
| ORL TRUST MT TR 2024-GLKS      A      20391215 FLT | 2039-12-15      | 5.4515%  | 0.0000% | $2079000.00        | $2084805.78        | Private Label Collateralized Mortgage Obligations |
| FORD MTR CO                    SR GLBL NT 26       | 2026-12-08      | 4.3460%  | 0.0000% | $63000.00          | $64135.44          | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 5.1188%  | 0.0000% | $4078000.00        | $1771.72           | Asset-Backed Securities                           |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34       | 2034-02-15      | 7.2500%  | 0.0000% | $6330000.00        | $6665338.78        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2794.04           | Corporate Debt Securities                         |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $1347.58           | Asset-Backed Securities                           |
| RYDER SYS INC                  FR 5.5%060129       | 2029-06-01      | 5.5000%  | 0.0000% | $4000.00           | $4287.77           | Corporate Debt Securities                         |
| PUGET ENERGY INC               SR SEC GLBL NT35    | 2035-03-15      | 5.7250%  | 0.0000% | $1020000.00        | $1065460.41        | Corporate Debt Securities                         |
| SATURN OIL & GAS INC           2LIEN SNK 144A29    | 2029-06-15      | 9.6250%  | 0.0000% | $43000.00          | $45559.78          | Corporate Debt Securities                         |
| KEYCORP                        FR 5.121%040431     | 2031-04-04      | 5.1210%  | 0.0000% | $3000.00           | $3109.11           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.7%28    | 2028-09-15      | 1.7000%  | 0.0000% | $3000.00           | $2829.56           | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28     | 2028-04-01      | 6.1250%  | 0.0000% | $2000.00           | $1867.44           | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35    | 2035-08-15      | 5.7000%  | 0.0000% | $12000.00          | $12854.50          | Corporate Debt Securities                         |
| RADIAN MORTGAGE CAP TR 2024-J1 A-24   20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $5000000.00        | $3469609.24        | Private Label Collateralized Mortgage Obligations |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $7019352.00        | $7091729.32        | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $750000.00         | $119511.02         | Corporate Debt Securities                         |
| KINGPIN INTER HLDGS LLC        SR SEC GLBL 32      | 2032-10-15      | 7.2500%  | 0.0000% | $2924000.00        | $2733184.63        | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 41       | 2041-02-01      | 5.4500%  | 0.0000% | $1000.00           | $1037.97           | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 4.9%120129       | 2029-12-01      | 4.9000%  | 0.0000% | $32000.00          | $33534.45          | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 28       | 2028-03-15      | 5.8750%  | 0.0000% | $140000.00         | $142351.05         | Corporate Debt Securities                         |
| GATES CORP                     SR GLBL 144A 29     | 2029-07-01      | 6.8750%  | 0.0000% | $136000.00         | $145472.80         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT4.2%27    | 2027-10-01      | 4.2000%  | 0.0000% | $14000.00          | $14104.30          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-HYB1     A-5A   20491025 FLT | 2049-10-25      | 4.9867%  | 0.0000% | $2091000.00        | $174805.12         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-INV3     B-2    20500525 FLT | 2050-05-25      | 4.3543%  | 0.0000% | $505000.00         | $415461.07         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-1       B-2    20550625 FLT | 2055-06-25      | 6.4099%  | 0.0000% | $425615.00         | $438147.69         | Private Label Collateralized Mortgage Obligations |
| GENUINE PARTS CO               SR GLBL NT 32       | 2032-02-01      | 2.7500%  | 0.0000% | $3000.00           | $2692.34           | Corporate Debt Securities                         |
| LSEGA FINANCING PLC            FR 3.2%040641       | 2041-04-06      | 3.2000%  | 0.0000% | $372000.00         | $292169.63         | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT 26       | 2026-02-15      | 4.7500%  | 0.0000% | $26000.00          | $26327.09          | Corporate Debt Securities                         |
| BANCO MACRO S A                FR 8%062329         | 2029-06-23      | 8.0000%  | 0.0000% | $71000.00          | $73580.46          | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 28       | 2028-07-13      | 5.1180%  | 0.0000% | $2000.00           | $2101.64           | Corporate Debt Securities                         |
| ATLAS WHSE LENDING CO LP       SR 144A NT 28       | 2028-11-15      | 4.6250%  | 0.0000% | $2000.00           | $2010.31           | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 28     | 2028-01-15      | 4.9500%  | 0.0000% | $76000.00          | $78310.97          | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2033-08-08      | 6.9210%  | 0.0000% | $200000.00         | $227375.50         | Corporate Debt Securities                         |
| ARES CLO LTD 2022-65R          E-R    20340725 FLT | 2034-07-25      | 10.2580% | 0.0000% | $2000000.00        | $1995876.41        | Asset-Backed Securities                           |
| BX 2021-21M MTG TR             A      20361015 FLT | 2036-10-15      | 4.8035%  | 0.0000% | $500000.00         | $148738.64         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-XL4        B      20390215 FLT | 2039-02-15      | 5.7505%  | 0.0000% | $3645000.00        | $3393937.62        | Private Label Collateralized Mortgage Obligations |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $75000.00          | $76099.19          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $248000.00         | $253822.76         | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         M1     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $1737000.00        | $1467200.48        | Private Label Collateralized Mortgage Obligations |
| ATHENE GLOBAL FDG              SR SEC REGS NT26    | 2026-06-29      | 1.6080%  | 0.0000% | $3000.00           | $2973.59           | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 27     | 2027-11-01      | 3.5000%  | 0.0000% | $385000.00         | $379688.92         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    VR 031125-121126    | 2026-12-11      | 4.7712%  | 0.0000% | $4000.00           | $4049.82           | Corporate Debt Securities                         |
| ANTERO RESOURCES CORP          SR GLBL 144A 30     | 2030-03-01      | 5.3750%  | 0.0000% | $762000.00         | $778687.48         | Corporate Debt Securities                         |
| BX TRUST 2024-BRVE             C      20410415 FLT | 2041-04-15      | 7.0480%  | 0.0000% | $31480.00          | $30184.25          | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 5.933%091527     | 2027-09-15      | 5.9330%  | 0.0000% | $904000.00         | $927613.21         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26     | 2026-02-21      | 2.1250%  | 0.0000% | $2000.00           | $1998.57           | Corporate Debt Securities                         |
| BINOM SEC TR 2021-INV1         A-1    20560625 FLT | 2056-06-25      | 2.0340%  | 0.0000% | $8025999.00        | $3425149.52        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-2    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $1906568.00        | $1561469.66        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR 2022-3   A-2    20670225 FLT | 2067-02-25      | 4.1560%  | 0.0000% | $2299280.00        | $1488826.82        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-277P  A      20440811 FLT | 2044-08-11      | 6.3380%  | 0.0000% | $250000.00         | $265184.88         | Private Label Collateralized Mortgage Obligations |
| COCA COLA CONS INC             SR GLBL NT 34       | 2034-06-01      | 5.4500%  | 0.0000% | $12000.00          | $12971.83          | Corporate Debt Securities                         |
| CHILDRENS HOSP CORP            SR GLBL 2020A 50    | 2050-02-01      | 2.5850%  | 0.0000% | $190000.00         | $120916.24         | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $6828000.00        | $7049729.82        | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI 1LIEN AMZ REGS28    | 2028-10-20      | 4.7500%  | 0.0000% | $2000.00           | $2022.67           | Corporate Debt Securities                         |
| VMC FIN LL 2021-FL4            C      20360618 FLT | 2036-06-18      | 6.3233%  | 0.0000% | $17071000.00       | $16520303.62       | Asset-Backed Securities                           |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $592.43            | Corporate Debt Securities                         |
| VALERO ENERGY CORP             4%29                | 2029-04-01      | 4.0000%  | 0.0000% | $1768000.00        | $1771312.05        | Corporate Debt Securities                         |
| VIASAT INC                     1LIEN GLBL 27       | 2027-04-15      | 5.6250%  | 0.0000% | $15000.00          | $15130.78          | Corporate Debt Securities                         |
| UNIVERSAL HLTH SVCS INC        1LIEN GLBL NT 26    | 2026-09-01      | 1.6500%  | 0.0000% | $50000.00          | $49193.38          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 41       | 2041-05-15      | 3.0500%  | 0.0000% | $5000.00           | $3858.61           | Corporate Debt Securities                         |
| WEST TECHNOLOGY GROUP LLC      SR 144A NT8.5%27    | 2027-04-10      | 8.5000%  | 0.0000% | $25000.00          | $3302.08           | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 3.05%27       | 2027-11-15      | 3.0500%  | 0.0000% | $5000.00           | $4939.46           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL B NT6%36    | 2036-01-15      | 6.0000%  | 0.0000% | $2000.00           | $2211.15           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 3%60     | 2060-11-20      | 3.0000%  | 0.0000% | $9000.00           | $5384.04           | Corporate Debt Securities                         |
| VENTURE 33 CLO 2018            SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $4250000.00        | $425.00            | Asset-Backed Securities                           |
| XILINX INC                     SR GLBL NT 30       | 2030-06-01      | 2.3750%  | 0.0000% | $52000.00          | $49030.65          | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $10765000.00       | $10724087.02       | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1890.49           | Corporate Debt Securities                         |
| UWM HLDGS LLC                  SR GLBL 144A 30     | 2030-02-01      | 6.6250%  | 0.0000% | $10957000.00       | $11367353.35       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $238000.00         | $197319.85         | Corporate Debt Securities                         |
| WEYERHAEUSER CO                SR GLBL DEB 27      | 2027-10-01      | 6.9500%  | 0.0000% | $1000.00           | $1062.81           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR REGS NT 35       | 2035-10-13      | 4.7500%  | 0.0000% | $2000.00           | $1999.91           | Corporate Debt Securities                         |
| YALE UNIV                      SR GLBL 2020A 30    | 2030-04-15      | 1.4820%  | 0.0000% | $5000.00           | $4526.20           | Corporate Debt Securities                         |
| WINTRUST FINL CORP             SUB GLBL NT 29      | 2029-06-06      | 4.8500%  | 0.0000% | $2000.00           | $2035.26           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 26       | 2026-01-15      | 1.2500%  | 0.0000% | $10000.00          | $10007.18          | Corporate Debt Securities                         |
| WCORE COML MTG TR  2024-CORE   B      20411115 FLT | 2041-11-15      | 5.8007%  | 0.0000% | $1000000.00        | $1002094.70        | Private Label Collateralized Mortgage Obligations |
| WILLIAMS COS INC               SR GLBL NT2.6%31    | 2031-03-15      | 2.6000%  | 0.0000% | $172000.00         | $158283.38         | Corporate Debt Securities                         |
| VISA INC                       SR GLBL NT 27       | 2027-09-15      | 2.7500%  | 0.0000% | $2000.00           | $1979.31           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL FL NT 26    | 2026-03-20      | 4.8954%  | 0.0000% | $3000.00           | $3032.07           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 43       | 2043-01-15      | 4.6500%  | 0.0000% | $55000.00          | $50797.40          | Corporate Debt Securities                         |
| VERUS SECURIT TR 2024-INV1     A-1    20690325 FLT | 2069-03-25      | 6.1160%  | 0.0000% | $1700000.00        | $1275524.75        | Private Label Collateralized Mortgage Obligations |
| WELLTOWER INC                  SR GLBL NT 29       | 2029-03-15      | 4.1250%  | 0.0000% | $3000.00           | $3034.30           | Corporate Debt Securities                         |
| DCP MIDSTREAM OPERATING LP     SR GLBL NT 32       | 2032-02-15      | 3.2500%  | 0.0000% | $4000.00           | $3722.39           | Corporate Debt Securities                         |
| CANYON CLO  LTD 202-1RR        E-R2   20340717 FLT | 2034-07-17      | 10.1545% | 0.0000% | $2375000.00        | $2348758.87        | Asset-Backed Securities                           |
| ENTERGY TEXAS INC              1M GLBL BD 4%29     | 2029-03-30      | 4.0000%  | 0.0000% | $4000.00           | $4028.74           | Corporate Debt Securities                         |
| CWHEQ REV HEQ RES 2006-RES     05C1A  20350716 FLT | 2035-07-16      | 4.2534%  | 0.0000% | $41756000.00       | $54695.09          | Asset-Backed Securities                           |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $9000.00           | $9583.73           | Corporate Debt Securities                         |
| DBJPM MTG TR 2016-C1           A-4    20490512 3.2 | 2049-05-12      | 3.2760%  | 0.0000% | $4013500.00        | $4001820.71        | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE FLEET FIN 2024-3    A-3    20280820 4.9 | 2028-08-20      | 4.9800%  | 0.0000% | $1325000.00        | $1344579.08        | Asset-Backed Securities                           |
| DISH NETWORK CORPORATION       1LIEN GLBL 27       | 2027-11-15      | 11.7500% | 0.0000% | $68000.00          | $71304.33          | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL NT2.6%29    | 2029-09-19      | 2.6000%  | 0.0000% | $2000.00           | $1919.47           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 35    | 2035-06-15      | 5.9500%  | 0.0000% | $4000.00           | $4406.76           | Corporate Debt Securities                         |
| FARMERS EXCHANGE CAPITAL II    SUB GLBL 144A 53    | 2053-11-01      | 6.1510%  | 0.0000% | $1680000.00        | $1671773.46        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.8%38    | 2038-06-15      | 5.8000%  | 0.0000% | $3000.00           | $3165.00           | Corporate Debt Securities                         |
| CARVANA AUTO RCV TR 2021-N4    A-2    20280910 1.8 | 2028-09-10      | 1.8000%  | 0.0000% | $2000.00           | $862.27            | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL FL NT 27    | 2027-06-09      | 4.9339%  | 0.0000% | $2000.00           | $2024.60           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 35       | 2035-03-15      | 5.2500%  | 0.0000% | $4000.00           | $4214.26           | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 5%35     | 2035-03-15      | 5.0000%  | 0.0000% | $2709000.00        | $2837024.33        | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  VR 022724-022726    | 2026-02-27      | 4.4902%  | 0.0000% | $3000.00           | $3002.35           | Corporate Debt Securities                         |
| EXPRESS SCRIPTS HLDG CO        SR GLBL NT4.5%26    | 2026-02-25      | 4.5000%  | 0.0000% | $10000.00          | $10116.75          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 29       | 2029-11-15      | 6.9500%  | 0.0000% | $4000.00           | $4274.20           | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $48000.00          | $45428.56          | Corporate Debt Securities                         |
| DUKE UNIVERSITY                SR GLBL SINK 50     | 2050-10-01      | 2.7570%  | 0.0000% | $4000.00           | $2646.06           | Corporate Debt Securities                         |
| BOEING CO                      3.6%34              | 2034-05-01      | 3.6000%  | 0.0000% | $230000.00         | $210459.20         | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 29       | 2029-01-15      | 6.0000%  | 0.0000% | $2998000.00        | $3077287.11        | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 4.98%35     | 2035-04-15      | 4.9800%  | 0.0000% | $2000.00           | $2076.02           | Corporate Debt Securities                         |
| CARLYLE FIN LLC                SR GLBL 144A 48     | 2048-09-15      | 5.6500%  | 0.0000% | $30000.00          | $29965.71          | Corporate Debt Securities                         |
| CAPITAL ONE PRIME AT TR 2022-2 A-4    20271215 3.6 | 2027-12-15      | 3.6900%  | 0.0000% | $1000.00           | $998.74            | Asset-Backed Securities                           |
| CANADIAN IMPERIAL BK COMM      SR GLBL COCO 26     | 2026-10-02      | 5.3074%  | 0.0000% | $2000.00           | $2031.63           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR NT 1.25%26       | 2026-06-22      | 1.2500%  | 0.0000% | $4000.00           | $3960.51           | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 3.45%27     | 2027-04-07      | 3.4500%  | 0.0000% | $2000.00           | $1997.88           | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT1.4%26    | 2026-08-05      | 1.4000%  | 0.0000% | $5000.00           | $4904.97           | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2006-H     2-A-1A 20361115 FLT | 2036-11-15      | 2.2915%  | 0.0000% | $626395520.00      | $19282412.17       | Asset-Backed Securities                           |
| CALI COMMERCIAL MG TR 2024-SUN C      20410715 FLT | 2041-07-15      | 6.7618%  | 0.0000% | $6000000.00        | $6029644.46        | Private Label Collateralized Mortgage Obligations |
| CNO FINL GROUP INC             SR GLBL NT 29       | 2029-05-30      | 5.2500%  | 0.0000% | $3000.00           | $3133.82           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42     | 2042-09-01      | 4.3750%  | 0.0000% | $18000.00          | $16484.81          | Corporate Debt Securities                         |
| CANADIAN NAT RES LTD MED TERM  SR GLBL NT 35       | 2035-02-01      | 5.8500%  | 0.0000% | $560000.00         | $598820.60         | Corporate Debt Securities                         |
| BAYCARE HEALTH SYS INC         SR -2020A BD 50     | 2050-11-15      | 3.8310%  | 0.0000% | $5000.00           | $3969.27           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 48       | 2048-11-15      | 4.7500%  | 0.0000% | $2000.00           | $1830.05           | Corporate Debt Securities                         |
| CNX MIDSTREAM PARTNERS LP      SR GLBL 144A 30     | 2030-04-15      | 4.7500%  | 0.0000% | $1609000.00        | $1551242.71        | Corporate Debt Securities                         |

### Security 610: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.350000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BEJG4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BEJG4
- **C.18 - Value (incl. sponsor support):** $250002795.00
- **C.18.a - Value (excl. sponsor support):** $250002795.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| UNILEVER CAP CORP              SR GLBL NT 51       | 2051-08-12      | 2.6250%  | 0.0000% | $168000.00         | $107561.86         | Corporate Debt Securities                         |
| AGATE BAY MTG TR 2015-4        A-5    20450625 FLT | 2045-06-25      | 3.0000%  | 0.0000% | $4999990.00        | $247368.25         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BK AG N Y             SNR PREF GLBL 26    | 2026-03-19      | 1.6860%  | 0.0000% | $189000.00         | $188193.25         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2022-INV1  A-3B   20511125 FLT | 2051-11-25      | 3.0000%  | 0.0000% | $899995.00         | $591790.25         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2025-5    A-17   20551126 FLT | 2055-11-26      | 5.0000%  | 0.0000% | $58000000.00       | $57328482.70       | Private Label Collateralized Mortgage Obligations |
| COMISION FEDERAL DE ELECTRICID SR GLBL 144A 51     | 2051-02-09      | 4.6770%  | 0.0000% | $270000.00         | $208267.45         | Corporate Debt Securities                         |
| CITIGRP COML MTG 2019-GC41     A-2    20560811 2.6 | 2056-08-11      | 2.6896%  | 0.0000% | $49985300.00       | $17140068.55       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM3               A-1    20641225 FLT | 2064-12-25      | 5.6480%  | 0.0000% | $1490564.00        | $1280106.82        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-B1  A-4    20500817 3.4 | 2050-08-17      | 3.4580%  | 0.0000% | $120000.00         | $118643.46         | Private Label Collateralized Mortgage Obligations |
| GREYWOLF CLO LTD 2014-4R2      A-1-R2 20340417 FLT | 2034-04-17      | 5.1216%  | 0.0000% | $25000000.00       | $25141880.88       | Asset-Backed Securities                           |
| GCAT TR 2025-INV1              A-17   20550225 FLT | 2055-02-25      | 6.5000%  | 0.0000% | $17989000.00       | $16759827.13       | Private Label Collateralized Mortgage Obligations |
| ELMCL COML MTG 2024-GTWY       A      20410916 FLT | 2041-09-16      | 6.7090%  | 0.0000% | $32500000.00       | $27520608.99       | Private Label Collateralized Mortgage Obligations |
| CRH AMERICA FINANCE INC        GLBL 144A NT 47     | 2047-05-09      | 4.4000%  | 0.0000% | $200000.00         | $172924.44         | Corporate Debt Securities                         |
| GCAT 2021-NQM4 TRUST           A-1    20660825 FLT | 2066-08-25      | 1.0930%  | 0.0000% | $1549970.00        | $674773.56         | Private Label Collateralized Mortgage Obligations |
| OCTAGON LTD 2025-75            A-1    20380122 FLT | 2038-01-22      | 5.0574%  | 0.0000% | $139021000.00      | $139668536.46      | Asset-Backed Securities                           |
| HYUNDAI CAP SVCS INC           SR 64 REGS NT 27    | 2027-02-05      | 5.1250%  | 0.0000% | $255000.00         | $261583.29         | Corporate Debt Securities                         |

### Security 611: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.480000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BHEC1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BHEC1
- **C.18 - Value (incl. sponsor support):** $575164639.75
- **C.18.a - Value (excl. sponsor support):** $575164639.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $1515576.72        | Asset-Backed Securities                           |
| SMB PVT ED LN TR 2022-B        D      20550216 5.9 | 2055-02-16      | 5.9500%  | 0.0000% | $2034000.00        | $1034116.14        | Asset-Backed Securities                           |
| SAXON ASSET SEC CO 2004-1      M-4    20350325 FLT | 2035-03-25      | 1.6410%  | 0.0000% | $4000000.00        | $89573.91          | Asset-Backed Securities                           |
| KODIAK CDO II LTD 2007-2       C-1    20421107 FLT | 2042-11-07      | 5.5312%  | 0.0000% | $2218000.00        | $1349054.75        | Asset-Backed Securities                           |
| LNR CDO 2007-5                 E      20490426 FLT | 2049-04-26      | 5.0855%  | 0.0000% | $13517000.00       | $2184652.87        | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES11    XS     20551125 FLT | 2055-11-25      | 0.0000%  | 0.0000% | $170002400.00      | $15235785.09       | Asset-Backed Securities                           |
| JOHN DEERE OWNER TR 2024-B     A-3    20290315 5.2 | 2029-03-15      | 5.2000%  | 0.0000% | $2000.00           | $2033.15           | Asset-Backed Securities                           |
| KODIAK CDO I LTD 2006-1        C      20370807 FLT | 2037-08-07      | 6.2940%  | 0.0000% | $6000000.00        | $5831932.94        | Asset-Backed Securities                           |
| SPIRIT AIRLINES 2017-1         AA     20310815 3.3 | 2031-08-15      | 3.3750%  | 0.0000% | $2581000.00        | $1474211.28        | Asset-Backed Securities                           |
| MORTGAGEIT TR 2005-1           1-B-1  20350225 FLT | 2035-02-25      | 5.5688%  | 0.0000% | $873000.00         | $5995.89           | Private Label Collateralized Mortgage Obligations |
| NELNET STUDENT LOAN TR 2025-B  B      20550517 4.9 | 2055-05-17      | 4.9800%  | 0.0000% | $1000000.00        | $1006048.33        | Asset-Backed Securities                           |
| RR 7 LTD 2019-7                SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $1000000.00        | $230000.00         | Asset-Backed Securities                           |
| MAGNETITE 2021-30 LTD          SUB    20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $13846000.00       | $7338380.00        | Asset-Backed Securities                           |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 4.9688%  | 0.0000% | $2500000.00        | $2369522.39        | Asset-Backed Securities                           |
| HOME RE 2023-1 LTD             M-1B   20331025 FLT | 2033-10-25      | 8.6718%  | 0.0000% | $150000.00         | $132953.22         | Private Label Collateralized Mortgage Obligations |
| CARRINGTON MTG LN 2006-NC3     M-1    20360825 FLT | 2036-08-25      | 4.5188%  | 0.0000% | $19011680.00       | $2319174.77        | Asset-Backed Securities                           |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9900000.00        | $10823244.85       | Asset-Backed Securities                           |
| CENTEX HM EQ LN TR 2005-A      M-5    20350125 FLT | 2035-01-25      | 5.3138%  | 0.0000% | $10000000.00       | $1875377.91        | Asset-Backed Securities                           |
| CENTEX HM EQ LN TR 2001-B      A-6    20320725 6.3 | 2032-07-25      | 6.3600%  | 0.0000% | $27116000.00       | $172284.33         | Asset-Backed Securities                           |
| CENT CLO 17 LTD 2013-17        SUB NT 20310430 FLT | 2031-04-30      | 0.0000%  | 0.0000% | $15000000.00       | $1204395.00        | 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                           |
| EQUIFIRST MTG LN TR 2004-3     M-8    20341225 FLT | 2034-12-25      | 6.6938%  | 0.0000% | $281000.00         | $85688.54          | Asset-Backed Securities                           |
| DUNHILL ABS CDO 2004           A-2    20410104 FLT | 2041-01-04      | 5.4037%  | 0.0000% | $2750000.00        | $63011.67          | Asset-Backed Securities                           |
| ELEVATION CLO 2013-1R LTD      E-R3   20380726 FLT | 2038-07-26      | 11.9696% | 0.0000% | $4000000.00        | $4039275.80        | Asset-Backed Securities                           |
| FBR SEC TRUST 2005-2           M-10   20350925 FLT | 2035-09-25      | 7.4438%  | 0.0000% | $31416320.00       | $19735.95          | Asset-Backed Securities                           |
| CRESTLINE DENALI XV 2017-15    E-2    20300422 FLT | 2030-04-22      | 11.4961% | 0.0000% | $2125000.00        | $1904518.61        | Asset-Backed Securities                           |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49    | 2049-10-01      | 4.1870%  | 0.0000% | $5000.00           | $4052.10           | Corporate Debt Securities                         |
| VAULT DI ISSUER LLC 2021-1     A-2    20460715 2.8 | 2046-07-15      | 2.8040%  | 0.0000% | $49950000.00       | $49107171.47       | Asset-Backed Securities                           |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4500000.00        | $1424776.50        | Asset-Backed Securities                           |
| WELLS FARGO HEQ 2004-2         M-7    20341025 FLT | 2034-10-25      | 8.5688%  | 0.0000% | $5000000.00        | $443263.74         | Asset-Backed Securities                           |
| WELLFLEET CLO  LTD 2020-1RR    D-RR   20330415 FLT | 2033-04-15      | 10.9045% | 0.0000% | $3650000.00        | $3670618.01        | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $3000000.00        | $3193832.00        | Asset-Backed Securities                           |
| WIND RIVER CLO LTD 2024-1      F      20370420 FLT | 2037-04-20      | 10.3844% | 0.0000% | $1733000.00        | $1417714.98        | Asset-Backed Securities                           |
| WELLS FARGO & CO               FR 6.303%102329     | 2029-10-23      | 6.3030%  | 0.0000% | $6000.00           | $6393.77           | Corporate Debt Securities                         |
| FREMONT HM LN TR 2004-4        M-4    20350325 FLT | 2035-03-25      | 5.4938%  | 0.0000% | $15000000.00       | $2134208.58        | Asset-Backed Securities                           |
| NEW CENTURY HEQ TR 2006-1      M-1    20360525 FLT | 2036-05-25      | 4.5788%  | 0.0000% | $14992944.00       | $4632428.18        | Asset-Backed Securities                           |
| NYMT LOAN TR 2024-BPL3         A2     20390925 FLT | 2039-09-25      | 5.6370%  | 0.0000% | $115000.00         | $114514.56         | Private Label Collateralized Mortgage Obligations |
| ROCKFORD TOWER CLO 2018-1      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $1100000.00        | $66000.00          | Asset-Backed Securities                           |
| GREENSKY HOME IMPROV 2025-3    A-2    20601227 4.5 | 2060-12-27      | 4.5900%  | 0.0000% | $1490000.00        | $1497124.44        | Asset-Backed Securities                           |
| SBA IO 2018-5 TR                                   | 2044-07-27      | 2.4494%  | 0.0000% | $33931480.00       | $177386.04         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2022-2       C      20300115 7.5 | 2030-01-15      | 7.5000%  | 0.0000% | $8900000.00        | $5261992.51        | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES7          B-1    20441025 FLT | 2044-10-25      | 7.3120%  | 0.0000% | $714000.00         | $730069.28         | Asset-Backed Securities                           |
| SIERRA MADRE FDG 2004          A1 LTA 20390907 FLT | 2039-09-07      | 4.4866%  | 0.0000% | $749999.00         | $33450.47          | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST 2024-11   E      20320715 10. | 2032-07-15      | 10.3330% | 0.0000% | $6750000.00        | $6986003.41        | Asset-Backed Securities                           |
| PREFER TERM SEC XXVII 2007-27  C-1    20371222 FLT | 2037-12-22      | 5.1994%  | 0.0000% | $4817000.00        | $2961408.77        | Asset-Backed Securities                           |
| VISTA POINT SECZ TR 2025-CES1  A-3    20550425 FLT | 2055-04-25      | 6.2790%  | 0.0000% | $1000000.00        | $1018269.25        | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 0.0 | 2038-03-25      | 0.0100%  | 0.0000% | $8000000.00        | $1678608.00        | Asset-Backed Securities                           |
| MONTAUK POT CDO II LTD 2006-02 A-2    20460406 FLT | 2046-04-06      | 7.7800%  | 0.0000% | $28500000.00       | $4972391.84        | Asset-Backed Securities                           |
| TABERNA PREF FDG IX 2007-9     B-1L   20380505 FLT | 2038-05-05      | 7.7721%  | 0.0000% | $44000000.00       | $487467.75         | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2005-2     B 144A 20351105 FLT | 2035-11-05      | 5.0622%  | 0.0000% | $26500000.00       | $3417014.67        | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE III 2007 3CL A 3 L COMMUTATION | 2043-06-01      | 3.1890%  | 0.0000% | $3772948.00        | $203971.58         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-1  A-4    20331025 FLT | 2033-10-25      | 4.3738%  | 0.0000% | $123498000.00      | $20269282.21       | Asset-Backed Securities                           |
| GNRM 2025-137 AC                                   | 2052-04-20      | 5.0000%  | 0.0000% | $1000.00           | $1005.79           | Agency Collateralized Mortgage Obligation         |
| NOVASTAR HM EQ LN TR 2004-3    B-1    20341225 FLT | 2034-12-25      | 6.8438%  | 0.0000% | $3000000.00        | $122780.19         | Asset-Backed Securities                           |
| PORT JACKSON CDO 2007-1        A-3    20521119 FLT | 2052-11-19      | 2.5026%  | 0.0000% | $15500000.00       | $1015076.88        | Asset-Backed Securities                           |
| PALISADES CDO LTD 2004-1       C-1    20390722 FLT | 2039-07-22      | 10.5000% | 0.0000% | $10250000.00       | $1096398.81        | Asset-Backed Securities                           |
| GS MORTGAGE-BKD SEC TR 25-HE1  A-1    20551025 FLT | 2055-10-25      | 5.6218%  | 0.0000% | $5500000.00        | $5027811.41        | Asset-Backed Securities                           |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32     | 2032-06-15      | 7.0000%  | 0.0000% | $5000.00           | $5402.02           | Corporate Debt Securities                         |
| FOUNDATION FINANCE TR 2025-1   B      20500415 5.2 | 2050-04-15      | 5.2600%  | 0.0000% | $7544000.00        | $7630284.09        | Asset-Backed Securities                           |
| SOUND PNT CLO IV-R LTD 2018-4R E      20310418 FLT | 2031-04-18      | 10.3961% | 0.0000% | $3000000.00        | $1645505.48        | Asset-Backed Securities                           |
| SMB PRIVATE EDU LN TR  2024-D  ER     20530715 FLT | 2053-07-15      | 0.0000%  | 0.0000% | $35869720.00       | $25955293.52       | Asset-Backed Securities                           |
| STARWOOD RTL PPTY TR 2014-STAR E      20271115 FLT | 2027-11-15      | 7.0000%  | 0.0000% | $100000.00         | $262.58            | Private Label Collateralized Mortgage Obligations |
| METAL 2017-1 LTD               A      20421015 4.5 | 2042-10-15      | 4.5810%  | 0.0000% | $4150000.00        | $1155618.10        | Asset-Backed Securities                           |
| NASSAU COS NEW YORK            SR 144A NT 30       | 2030-07-15      | 7.8750%  | 0.0000% | $5000.00           | $5027.44           | Corporate Debt Securities                         |
| MARLETTE FUNDING TRUST 2023-4  B      20331215 8.1 | 2033-12-15      | 8.1500%  | 0.0000% | $5500000.00        | $5704952.30        | Asset-Backed Securities                           |
| STACK LTD 2004-1               D      20390510 FLT | 2039-05-10      | 8.5644%  | 0.0000% | $5000000.00        | $1421582.14        | Asset-Backed Securities                           |
| WASH MUTUAL WMABS  CI SERIES 2006                  | 2036-09-25      | 8.5000%  | 0.0000% | $2383872.00        | $1690.96           | Asset-Backed Securities                           |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.4561% | 0.0000% | $1207500.00        | $778320.64         | Asset-Backed Securities                           |
| CASTLE AIR STR TR 2017-1R      C      20410815 6.5 | 2041-08-15      | 6.5000%  | 0.0000% | $250000.00         | $188112.31         | Asset-Backed Securities                           |
| CENTRE SQUARE CDO LT           A-2A   20511119 FLT | 2051-11-19      | 1.6734%  | 0.0000% | $51875000.00       | $73964.67          | Asset-Backed Securities                           |
| CHENANGO PARK CLO LTD 2018     SUB NT 20300415 FLT | 2030-04-15      | 0.0000%  | 0.0000% | $14720000.00       | $294400.00         | Asset-Backed Securities                           |
| ANCHORAGE CAP CLO LTD 2015-7R3 F-R3   20370428 FLT | 2037-04-28      | 11.7394% | 0.0000% | $535000.00         | $500847.70         | Asset-Backed Securities                           |
| CHEVRON USA INC                SR GLBL NT 30       | 2030-04-15      | 4.6870%  | 0.0000% | $2000.00           | $2064.42           | Corporate Debt Securities                         |
| CITIGRP COML MTG 2019-GC41     A-2    20560811 2.6 | 2056-08-11      | 2.6896%  | 0.0000% | $14698.00          | $5039.98           | Private Label Collateralized Mortgage Obligations |
| ALTICE FRANCE S A              SR SEC GLBL 32      | 2032-06-15      | 6.8750%  | 0.0000% | $3.00              | $2.95              | Corporate Debt Securities                         |
| OWNIT MTG LN TR 2006-6         A-1    20370925 FLT | 2037-09-25      | 4.3488%  | 0.0000% | $25493000.00       | $1973327.69        | Asset-Backed Securities                           |
| SPIRIT AIRLINES 2017-1         A      20310815 3.6 | 2031-08-15      | 3.6500%  | 0.0000% | $4026000.00        | $2247411.92        | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2005-OPT1      M-2    20350625 FLT | 2035-06-25      | 4.7438%  | 0.0000% | $385000.00         | $3254.52           | Asset-Backed Securities                           |
| TABERNA PREF FDG IV 2005-4     A-1    20360505 FLT | 2036-05-05      | 4.5322%  | 0.0000% | $43350000.00       | $7321885.60        | Asset-Backed Securities                           |
| TABERNA PREF FDG IV 2005-4     C-1    20360505 FLT | 2036-05-05      | 5.6122%  | 0.0000% | $2000000.00        | $15222.16          | Asset-Backed Securities                           |
| MP CLO VII LTD 2015-7RR        F-RR   20281018 FLT | 2028-10-18      | 12.0561% | 0.0000% | $5000000.00        | $74057.09          | Asset-Backed Securities                           |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.5337%  | 0.0000% | $72737664.00       | $665341.60         | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE 2007-3     UNT 144A03/31/38    | 2038-03-31      | 0.0000%  | 0.0000% | $2216000.00        | $291459.09         | Asset-Backed Securities                           |
| MASTR ASSET BKD SECS 2004-WMC3 M-6    20341025 FLT | 2034-10-25      | 5.8688%  | 0.0000% | $2000000.00        | $410429.29         | Asset-Backed Securities                           |
| GNRA 2023-053 KF                                   | 2053-04-20      | 4.9989%  | 0.0000% | $1000.00           | $476.36            | Agency Collateralized Mortgage Obligation         |
| LUMEN TECHNOLOGIES INC         1LIEN GLBL 29       | 2029-04-15      | 4.1250%  | 0.0000% | $1.00              | $1.00              | Corporate Debt Securities                         |
| GLACIER FDG CDO I 2004-1       B      20390310 FLT | 2039-03-10      | 2.0960%  | 0.0000% | $37500000.00       | $2368168.13        | Asset-Backed Securities                           |
| MADISON PARK FDNG 2018-31      SUB    20310123 FLT | 2031-01-23      | 0.0000%  | 0.0000% | $3000000.00        | $1200000.00        | Asset-Backed Securities                           |
| SAXON ASSET SEC CO 2003-3      M-3    20330325 FLT | 2033-03-25      | 4.0092%  | 0.0000% | $3000000.00        | $72781.43          | Asset-Backed Securities                           |
| TERWIN MTG TRUST 2006-5        I-A-2C 20370725 FLT | 2037-07-25      | 4.6688%  | 0.0000% | $1000000.00        | $875923.41         | Asset-Backed Securities                           |
| LEXN 2007-5A C                                     | 2051-04-10      | 4.8378%  | 0.0000% | $30000000.00       | $299097.06         | Asset-Backed Securities                           |
| LONGPORT FDG LTD 2003          A-1B   20350130 FLT | 2035-01-30      | 2.7071%  | 0.0000% | $35600000.00       | $798099.28         | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-B    C      20330315 FLT | 2033-03-15      | 5.8991%  | 0.0000% | $11313900.00       | $3169710.73        | Asset-Backed Securities                           |
| RCKT MTG TR 2024-CES7          B-3    20441025 FLT | 2044-10-25      | 9.5403%  | 0.0000% | $3142664.00        | $2839511.62        | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-FRE1    A-3    20360425 FLT | 2036-04-25      | 4.2188%  | 0.0000% | $649999.00         | $78657.30          | Asset-Backed Securities                           |
| ALLY BANK AUTO CREDIT LKD 24-A G      20320517 12. | 2032-05-17      | 12.7480% | 0.0000% | $1510000.00        | $777992.64         | Asset-Backed Securities                           |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $112.00            | $108.23            | Corporate Debt Securities                         |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $4000.00           | $3856.49           | Corporate Debt Securities                         |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $19298000.00       | $20675780.71       | Asset-Backed Securities                           |
| ANSONIA CDO 2006-1             C 144A 20460728 5.9 | 2046-07-28      | 5.9610%  | 0.0000% | $9999990.00        | $44717.46          | Asset-Backed Securities                           |
| ARES LOAN FUNDING LTD 2023-4   SUB    20361015 FLT | 2036-10-15      | 0.0000%  | 0.0000% | $24272000.00       | $15446458.08       | Asset-Backed Securities                           |
| ARROWPOINT CLO LTD 2014-2      SUB NT 20260312 FLT | 2026-03-12      | 0.0000%  | 0.0000% | $8775000.00        | $175447.35         | Asset-Backed Securities                           |
| ASSURANT CLO 2018-2            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2000000.00        | $630404.00         | Asset-Backed Securities                           |
| GSAMP TRUST 2004-AR2           M-4    20340825 FLT | 2034-08-25      | 5.7188%  | 0.0000% | $14637000.00       | $2218947.31        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-PF2           A      20551025 FLT | 2055-10-25      | 5.0170%  | 0.0000% | $1400000.00        | $1356952.13        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 2024-2       B      20500315 4.9 | 2050-03-15      | 4.9300%  | 0.0000% | $2154000.00        | $1871667.57        | Asset-Backed Securities                           |
| FIGRE TRUST 2025-HE2           A      20550325 FLT | 2055-03-25      | 5.7750%  | 0.0000% | $297000.00         | $254477.03         | Asset-Backed Securities                           |
| BELLE HAVEN ABS CDO            A-2    20460705 FLT | 2046-07-05      | 7.7000%  | 0.0000% | $61760000.00       | $700179.98         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    AIOS   20630525 FLT | 2063-05-25      | 0.1000%  | 0.0000% | $460918272.00      | $1219247.94        | Asset-Backed Securities                           |
| BEAR STEARNS ASSET BK 2005-HE4 M-4    20350425 FLT | 2035-04-25      | 5.1335%  | 0.0000% | $1840000.00        | $1518004.26        | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    B-2    20630525 FLT | 2063-05-25      | 0.0000%  | 0.0000% | $11467000.00       | $8681367.84        | Asset-Backed Securities                           |
| GALLERIA CDO CDO 2002-3        C-1    20370919 FLT | 2037-09-19      | 11.0812% | 0.0000% | $9000000.00        | $811620.00         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD  2021-31  SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $600000.00         | $204000.00         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL 2023-RPL1    B-1    20630525 FLT | 2063-05-25      | 3.8089%  | 0.0000% | $13961000.00       | $10754619.36       | Asset-Backed Securities                           |
| CBASS CBO XII LTD 2004-12      C      20400315 FLT | 2040-03-15      | 8.7500%  | 0.0000% | $7000000.00        | $824145.78         | Asset-Backed Securities                           |
| DUTCH HILL FUNDING 2007-2      B      20470326 FLT | 2047-03-26      | 6.0037%  | 0.0000% | $64400000.00       | $5093381.02        | Asset-Backed Securities                           |
| CRYSTAL RIVER CDO 2005-1       A      20460302 FLT | 2046-03-02      | 4.7928%  | 0.0000% | $38762000.00       | $503853.78         | Asset-Backed Securities                           |
| DRYDEN LOAN FUND 2016-45R      F-R    20301015 FLT | 2030-10-15      | 12.2861% | 0.0000% | $1650000.00        | $870930.07         | Asset-Backed Securities                           |
| ALESCO PREF FDG XIV 2006-14    B 144A 20370923 FLT | 2037-09-23      | 4.9241%  | 0.0000% | $8205000.00        | $6268845.63        | Asset-Backed Securities                           |
| ALESCO PREF FDG XI 2006-11     C1 144 20361223 FLT | 2036-12-23      | 5.4741%  | 0.0000% | $1250000.00        | $368310.54         | Asset-Backed Securities                           |
| ACA ABS 2007-3                 B-2L   20470507 FLT | 2047-05-07      | 4.8935%  | 0.0000% | $5000000.00        | $52176.67          | Asset-Backed Securities                           |
| AMSR TR 2025-SFR1              E-2    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2800000.00        | $2591515.50        | Asset-Backed Securities                           |
| AAMES MTG TR 2004-1            M8     20350125 FLT | 2035-01-25      | 7.0688%  | 0.0000% | $1000000.00        | $126256.91         | Asset-Backed Securities                           |
| PREFER TERM SEC  XXI 2006-21   C-1    20380322 FLT | 2038-03-22      | 5.4494%  | 0.0000% | $1105000.00        | $717243.78         | Asset-Backed Securities                           |
| NAVIENT EDUCATION LN TR 2025-A D      20550715 6.0 | 2055-07-15      | 6.0300%  | 0.0000% | $1360000.00        | $1375807.96        | Asset-Backed Securities                           |
| PARK PLACE SECS 2005-WCW1      M-5    20350525 FLT | 2035-05-25      | 5.0588%  | 0.0000% | $11425920.00       | $5256873.93        | Asset-Backed Securities                           |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $825000.00         | $824979.38         | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2025-3       E      20321215 12. | 2032-12-15      | 12.6260% | 0.0000% | $6000000.00        | $6221746.87        | Asset-Backed Securities                           |
| JP MORGAN MTG ACQ 2007-CH1     MV10 1 20361125 FLT | 2036-11-25      | 4.4820%  | 0.0000% | $5412000.00        | $5867755.11        | Asset-Backed Securities                           |
| C-BASS ABS 2005-RP2            B-2    20350901 FLT | 2035-09-01      | 6.5000%  | 0.0000% | $3505000.00        | $3825469.16        | Asset-Backed Securities                           |
| CENTEX HM EQ LN TR 2005-A      M-6    20350125 FLT | 2035-01-25      | 5.4638%  | 0.0000% | $3000000.00        | $774287.98         | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $22330000.00       | $3417137.57        | Asset-Backed Securities                           |
| C-BASS CBO XVIII 2007-18       C      20470313 FLT | 2047-03-13      | 6.4207%  | 0.0000% | $250000.00         | $28394.00          | Asset-Backed Securities                           |
| C-BASS CBO X 2004-10           D 144  20390607 FLT | 2039-06-07      | 7.6537%  | 0.0000% | $7500000.00        | $808972.41         | Asset-Backed Securities                           |
| KDAC AVIA FIN CAY LTD 2017-1   C      20421215 7.3 | 2042-12-15      | 7.3850%  | 0.0000% | $2000000.00        | $1813237.34        | Asset-Backed Securities                           |
| LEHMAN BRTH HLD RICI                               | 2038-05-11      | 7.5000%  | 0.0000% | $10000.00          | $35.43             | Corporate Debt Securities                         |
| MERRILL MTG INVESTORS NIM 2005 N1     20360525 4.5 | 2036-05-25      | 4.5000%  | 0.0000% | $19374080.00       | $8382.15           | Asset-Backed Securities                           |
| TRINITAS CLO IV 2016-4R        F-R    20311020 FLT | 2031-10-20      | 12.3961% | 0.0000% | $2250000.00        | $2033343.12        | Asset-Backed Securities                           |
| GREENWOOD PARK CLO 2018-1      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $26720320.00       | $1790261.44        | Asset-Backed Securities                           |
| MKP CDO IV LTD                                     | 2040-07-12      | 7.9500%  | 0.0000% | $34000000.00       | $2417961.00        | Asset-Backed Securities                           |
| ML MTG INV NIM 2005-OWN3       N1     20360625 4.5 | 2036-06-25      | 4.5000%  | 0.0000% | $4194304.00        | $2221.96           | Asset-Backed Securities                           |
| BRAVO RESI FDG TR 2024-RPL1    B-2    20631025 FLT | 2063-10-25      | 3.5807%  | 0.0000% | $10123000.00       | $6285112.74        | Asset-Backed Securities                           |
| ABS CORP HEQ 2005-HE2          M4     20350225 FLT | 2035-02-25      | 5.2988%  | 0.0000% | $2500000.00        | $481327.26         | Asset-Backed Securities                           |
| MORTGAGE EQU CONV TR 2010-1    B      20600725 0.0 | 2060-07-25      | 0.0000%  | 0.0000% | $24468000.00       | $2080834.56        | Asset-Backed Securities                           |
| LEHMAN ABS MFD HSG 1998-1      II-IO  20280715 FLT | 2028-07-15      | 1.2984%  | 0.0000% | $21000.00          | $0.05              | Asset-Backed Securities                           |
| LONG POINT PARK CLO 2017 LTD   SUB    20300117 FLT | 2030-01-17      | 0.0000%  | 0.0000% | $6000000.00        | $420000.00         | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2003-2         M-1    20330825 FLT | 2033-08-25      | 3.6273%  | 0.0000% | $7615000.00        | $306837.69         | Asset-Backed Securities                           |
| SYMPHONY CLO LTD 2015-16R      F-R    20311015 FLT | 2031-10-15      | 12.1462% | 0.0000% | $1050000.00        | $337007.74         | Asset-Backed Securities                           |
| SOUNDVIEW HM LN 2004-WMC1      M-5    20350125 FLT | 2035-01-25      | 5.4188%  | 0.0000% | $6800000.00        | $1283914.16        | Asset-Backed Securities                           |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $44.00             | $46.11             | Corporate Debt Securities                         |
| ANCHORAGE CAPITAL CLO 2015-7   SUB    20271015 FLT | 2027-10-15      | 0.0000%  | 0.0000% | $16440384.00       | $3945692.16        | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-B    B      20330315 FLT | 2033-03-15      | 4.9991%  | 0.0000% | $5737000.00        | $252850.82         | Asset-Backed Securities                           |
| TOWD POINT MORTGAGE TR 2020-3  B4     20630225 FLT | 2063-02-25      | 4.9876%  | 0.0000% | $1109270.00        | $896497.29         | Asset-Backed Securities                           |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.4738%  | 0.0000% | $6903136.00        | $5694394.86        | Asset-Backed Securities                           |
| ATTENUS CDO I 2006-1           D      20360510 FLT | 2036-05-10      | 6.8766%  | 0.0000% | $5000000.00        | $38464.48          | Asset-Backed Securities                           |
| VOYA CLO 2020-2 LTD            E-RR   20380120 FLT | 2038-01-20      | 9.2344%  | 0.0000% | $1450000.00        | $1470523.27        | Asset-Backed Securities                           |
| GREENSKY HOME IMPROV TR 2024-2 E      20591027 8.7 | 2059-10-27      | 8.7500%  | 0.0000% | $510000.00         | $531247.70         | Asset-Backed Securities                           |
| SBA IO 2018- 2.80842 24MAY44 144A F                | 2044-05-24      | 3.0334%  | 0.0000% | $43684672.00       | $411392.93         | Asset-Backed Securities                           |
| PROGRESS RES TR 2024-SFR2      E-2    20410418 3.6 | 2041-04-18      | 3.6500%  | 0.0000% | $122000.00         | $115471.35         | Asset-Backed Securities                           |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $525475.09         | Asset-Backed Securities                           |
| ROCKLAND PK CL 0.0 20APR34 144A FRN                | 2034-04-20      | 0.0000%  | 0.0000% | $3636660.00        | $5454.99           | Asset-Backed Securities                           |
| GSAMP TRUST 2006-SD1           M-2    20450725 FLT | 2045-07-25      | 5.4188%  | 0.0000% | $7211000.00        | $4361559.69        | Asset-Backed Securities                           |
| PEOPLES FIN MTG SEC TR 2006-1  2A2    20360925 FLT | 2036-09-25      | 4.2088%  | 0.0000% | $4000000.00        | $292990.40         | Asset-Backed Securities                           |
| GS MTG BCKD SEC TR 2018-RPL1   A2     20571025 FLT | 2057-10-25      | 3.1826%  | 0.0000% | $2724000.00        | $2462405.99        | Asset-Backed Securities                           |
| LCM 34 INCOME 0.0 20OCT34 144A FRN                 | 2034-10-20      | 0.0000%  | 0.0000% | $250000.00         | $122995.50         | Asset-Backed Securities                           |
| FREMONT HM LN TR 2004-2        M-7    20340725 FLT | 2034-07-25      | 6.7688%  | 0.0000% | $2000000.00        | $146584.62         | Asset-Backed Securities                           |
| MASTR ASSET BKD SECS 2004-OPT2 M-8    20340925 FLT | 2034-09-25      | 6.9188%  | 0.0000% | $4000000.00        | $379289.81         | Asset-Backed Securities                           |
| TRIANGLE RE  2023-1 LTD        M-1B   20331125 FLT | 2033-11-25      | 9.3218%  | 0.0000% | $1850000.00        | $1932716.86        | Asset-Backed Securities                           |
| ISCHUS CDO LTD 2004-1          C-1    20400105 FLT | 2040-01-05      | 10.3500% | 0.0000% | $12000000.00       | $144217.43         | Asset-Backed Securities                           |
| GSAMP NIM 2006-HE4-N           N1 144 20360625 5.7 | 2036-06-25      | 5.7500%  | 0.0000% | $6500000.00        | $1312.74           | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES11    B-3    20551125 FLT | 2055-11-25      | 9.0278%  | 0.0000% | $3808800.00        | $3581101.66        | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2004-NC5    B-1    20340525 FLT | 2034-05-25      | 7.0688%  | 0.0000% | $5000000.00        | $801884.52         | Asset-Backed Securities                           |
| DSLA MTG LN TR 2007-AR1        2A-1B  20370319 FLT | 2037-03-19      | 4.2533%  | 0.0000% | $40470976.00       | $2886724.20        | Asset-Backed Securities                           |
| BUCKINGHAM CDO III LTD 2007-3  D 144A 20510905 FLT | 2051-09-05      | 8.4500%  | 0.0000% | $5000000.00        | $46823.88          | Asset-Backed Securities                           |
| CWABS INC NIM 2006-17N         N 144A 20370525 7.0 | 2037-05-25      | 7.0000%  | 0.0000% | $2473984.00        | $517.99            | Asset-Backed Securities                           |
| BEAR STEARNS MTG FDG 2007-AR1  I-A-2  20370125 FLT | 2037-01-25      | 4.2788%  | 0.0000% | $71296.00          | $6386.93           | Private Label Collateralized Mortgage Obligations |
| CARBONE CLO LTD 2017           SUB NT 20310121 FLT | 2031-01-21      | 0.0000%  | 0.0000% | $7850000.00        | $1965930.45        | Asset-Backed Securities                           |
| DUKE FDG HIGH GR III 2005-3    C-1    20490802 FLT | 2049-08-02      | 6.1037%  | 0.0000% | $12500000.00       | $75072.13          | Asset-Backed Securities                           |
| DUKE FDG VI 2004-6             A1J    20390408 FLT | 2039-04-08      | 8.1000%  | 0.0000% | $38000000.00       | $2882052.19        | Asset-Backed Securities                           |
| ELEVATION CLO 2021-13 LTD      SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $3120000.00        | $686400.00         | Asset-Backed Securities                           |
| E TRADE ABS CDO III 2004       B      20400110 FLT | 2040-01-10      | 3.0814%  | 0.0000% | $37900000.00       | $463554.90         | Asset-Backed Securities                           |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $2000.00           | $1214.84           | Agency Collateralized Mortgage Obligation         |
| THL CREDIT WND RVR LTD 2015-1  SUB    20270720 FLT | 2027-07-20      | 0.0000%  | 0.0000% | $4349990.00        | $351078.99         | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-1    M-8    20360425 FLT | 2036-04-25      | 1.5941%  | 0.0000% | $3500000.00        | $1549.77           | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-WF1          M-7    20350525 FLT | 2035-05-25      | 5.6988%  | 0.0000% | $1600000.00        | $435297.52         | Asset-Backed Securities                           |
| CROWN CITY CLO 2021-3          SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $6249208.00        | $1937254.48        | Asset-Backed Securities                           |
| CROWN CITY CLO I               SUB    20300722 FLT | 2030-07-22      | 0.0000%  | 0.0000% | $7493736.00        | $2023308.72        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2022-109        SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $14000000.00       | $5740000.00        | Asset-Backed Securities                           |
| AMMC CLO XIII 2013-13R         B3L-R  20290724 FLT | 2029-07-24      | 12.4270% | 0.0000% | $5261000.00        | $51533.48          | Asset-Backed Securities                           |
| AMSR TRUST 2021-SFR1           G      20400619 4.6 | 2040-06-19      | 4.6120%  | 0.0000% | $1152122.00        | $1105628.12        | Asset-Backed Securities                           |
| ACREC LLC 2023-FL2             B      20380219 FLT | 2038-02-19      | 7.4400%  | 0.0000% | $3500000.00        | $3525444.96        | Asset-Backed Securities                           |
| ACE SECS HEQ 2004-HE1          M-3    20340325 FLT | 2034-03-25      | 6.0938%  | 0.0000% | $5335000.00        | $5143397.25        | Asset-Backed Securities                           |
| ACHM TRUST 2025-HE2            E      20550825 FLT | 2055-08-25      | 7.6730%  | 0.0000% | $2500000.00        | $2545946.88        | Asset-Backed Securities                           |
| ALESCO PREFERRED FDG X 2006-10 D-1    20360923 FLT | 2036-09-23      | 7.1241%  | 0.0000% | $1000000.00        | $101191.79         | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2025-CES1     B-2    20550225 FLT | 2055-02-25      | 8.1080%  | 0.0000% | $4673000.00        | $4759707.52        | Asset-Backed Securities                           |
| LELAND STANFORD JR UNIV CALIF  -2015 BD 3.46%47    | 2047-05-01      | 3.4600%  | 0.0000% | $4000.00           | $3139.86           | Corporate Debt Securities                         |
| CWABS ASSET BACKED CERTFICATES TRUST 2005 10       | 2037-01-25      | 6.0000%  | 0.0000% | $60913000.00       | $897505.96         | Asset-Backed Securities                           |
| BALLYROCK CLO 2019-2           SUB    20301120 FLT | 2030-11-20      | 0.0000%  | 0.0000% | $16345504.00       | $8177590.27        | Asset-Backed Securities                           |
| BALLYROCK CLO LTD 2022-19      SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $1000000.00        | $400000.00         | Asset-Backed Securities                           |
| ATHILON CAP CORP               SUB C VR 144A 47    | 2047-06-20      | 0.0000%  | 0.0000% | $24900000.00       | $9007283.12        | Asset-Backed Securities                           |
| FHLMC REMIC SERIES Q-031       A      20531125 FLT | 2053-11-25      | 2.8464%  | 0.0000% | $9200.00           | $8327.15           | Agency Collateralized Mortgage Obligation         |
| LEXINGTON CAPITAL FUNDING V LTD                    | 2051-04-10      | 2.4378%  | 0.0000% | $245999000.00      | $2163732.67        | Asset-Backed Securities                           |
| SOUND POINT CLO 2018-21        SUB NT 20311027 FLT | 2031-10-27      | 0.0000%  | 0.0000% | $5000000.00        | $327305.00         | Asset-Backed Securities                           |
| MORGAN STANLEY CAP 2005-NC1    B-2    20350125 FLT | 2035-01-25      | 6.0188%  | 0.0000% | $2277000.00        | $296060.30         | Asset-Backed Securities                           |
| OPORTUN ISSUANCE TRUST 2021-B  C      20310508 3.6 | 2031-05-08      | 3.6500%  | 0.0000% | $390000.00         | $84759.86          | Asset-Backed Securities                           |
| RCKT MTG TR 2025-CES1          B-1    20441125 FLT | 2044-11-25      | 7.6530%  | 0.0000% | $5688000.00        | $5875725.33        | Asset-Backed Securities                           |
| RASC NIM 2003 NT2 TRUST                            | 2034-12-25      | 4.5000%  | 0.0000% | $15240000.00       | $85665.85          | Asset-Backed Securities                           |
| NOVASTAR HM EQ LN TR 2004-3    M-6    20341225 FLT | 2034-12-25      | 6.1688%  | 0.0000% | $1700000.00        | $16021.51          | Asset-Backed Securities                           |
| NAVIENT EDUCATION LN TR 2025-A C      20550715 5.5 | 2055-07-15      | 5.5300%  | 0.0000% | $1435000.00        | $1457619.83        | Asset-Backed Securities                           |
| VENTURE XXIII CLO 2016-23      SUB    20280719 FLT | 2028-07-19      | 0.0000%  | 0.0000% | $2125000.00        | $63750.00          | Asset-Backed Securities                           |
| ACREC LLC 2023-FL2             A-S    20380219 FLT | 2038-02-19      | 6.7910%  | 0.0000% | $15000000.00       | $14971886.10       | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2003-AR AR14   20430601 0.0 | 2043-06-01      | 0.0100%  | 0.0000% | $5000000.00        | $164000.00         | Asset-Backed Securities                           |
| HOUT BAY LTD 2006-1            A-2    20410705 FLT | 2041-07-05      | 4.9158%  | 0.0000% | $9400000.00        | $63445.89          | Asset-Backed Securities                           |
| COMMODORE CDO III 2005         A2 144 20400306 FLT | 2040-03-06      | 9.0000%  | 0.0000% | $28500000.00       | $1814766.00        | Asset-Backed Securities                           |
| DICKS SPORTING GOODS INC       GLBL 144A NT4%29    | 2029-10-01      | 4.0000%  | 0.0000% | $1000.00           | $987.68            | Corporate Debt Securities                         |
| BCAP LLC TRUST 2012-RR4        9A7    20361126 FLT | 2036-11-26      | 1.8564%  | 0.0000% | $500000.00         | $126842.03         | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO LTD 2021-21      E      20340717 FLT | 2034-07-17      | 10.6262% | 0.0000% | $3500000.00        | $2697931.31        | Asset-Backed Securities                           |
| BARINGS CLO LTD 2015-2         SUB    20270720 FLT | 2027-07-20      | 0.0000%  | 0.0000% | $1375468.00        | $137.55            | Asset-Backed Securities                           |
| ATTENTUS CDO 2007-3 LTD        E-1    20421011 FLT | 2042-10-11      | 7.1231%  | 0.0000% | $9750000.00        | $152160.08         | Asset-Backed Securities                           |
| WIND RIVER CLO LTD 2016-1K     F-R2   20341016 FLT | 2034-10-16      | 12.0662% | 0.0000% | $3000000.00        | $1942042.55        | Asset-Backed Securities                           |
| BATTALION CLO 0.0 09MAR34 144A FRN                 | 2034-03-09      | 0.0000%  | 0.0000% | $2765000.00        | $443450.70         | Asset-Backed Securities                           |
| ATTENTUS CDO 2007-3 LTD        E-2    20421011 7.9 | 2042-10-11      | 7.9820%  | 0.0000% | $4550000.00        | $123052.17         | Asset-Backed Securities                           |
| VOYA CLO LTD 2017-2            SUB NT 20300607 FLT | 2030-06-07      | 0.0000%  | 0.0000% | $8500000.00        | $85000.00          | Asset-Backed Securities                           |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 31     | 2031-09-11      | 8.7500%  | 0.0000% | $200.00            | $207.55            | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2022-14        SUB    20381020 FLT | 2038-10-20      | 0.0000%  | 0.0000% | $1855328.00        | $974603.80         | Asset-Backed Securities                           |
| LUPATECH FIN LTD               PERP SR GLBL AMZ    | 2500-12-31      | 0.4000%  | 0.0000% | $1.00              | $0.12              | Corporate Debt Securities                         |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $546415.50         | Asset-Backed Securities                           |
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $2017699.79        | Asset-Backed Securities                           |
| XEROX HOLDINGS CORP            SR GLBL 144A 30     | 2030-07-01      | 13.0000% | 0.0000% | $2000.00           | $1216.17           | Corporate Debt Securities                         |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $10545000.00       | $1905260.05        | Asset-Backed Securities                           |
| PK ALIFT LN FDG LP 2024-2      A-1    20391015 5.0 | 2039-10-15      | 5.0520%  | 0.0000% | $250000.00         | $182763.46         | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-4 B-1    20700525 FLT | 2070-05-25      | 7.4351%  | 0.0000% | $3600000.00        | $3700860.50        | Asset-Backed Securities                           |
| WELLFLEET CLO LTD 2020-1       SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $15975000.00       | $3834000.00        | Asset-Backed Securities                           |
| VERTICAL CDO LTD 2003-1        A      20400303 FLT | 2040-03-03      | 5.7897%  | 0.0000% | $24000000.00       | $237551.69         | Asset-Backed Securities                           |
| TRAPEZA CDO X 2006-10          C-1    20410708 FLT | 2041-07-08      | 5.5458%  | 0.0000% | $2750000.00        | $2036568.60        | Asset-Backed Securities                           |
| HALCYON LN ADV FDG 2017-1 LTD  D      20290625 FLT | 2029-06-25      | 10.5196% | 0.0000% | $3672000.00        | $3661390.66        | Asset-Backed Securities                           |
| NORTHWOODS CAP XVII LTD        SUB    20310422 FLT | 2031-04-22      | 0.0000%  | 0.0000% | $12800000.00       | $864000.00         | Asset-Backed Securities                           |
| TRAPEZA CDO XIII 2007-13       F      20421109 FLT | 2042-11-09      | 6.6266%  | 0.0000% | $3000000.00        | $20733.64          | Asset-Backed Securities                           |
| SASCO ARC 2004-4               B      20340427 7.5 | 2034-04-27      | 7.5000%  | 0.0000% | $2981888.00        | $399.86            | Asset-Backed Securities                           |
| RESIDENTIAL ASSET 2005-AHL3    M-2    20351126 FLT | 2035-11-26      | 4.7288%  | 0.0000% | $9737984.00        | $5917534.39        | Asset-Backed Securities                           |
| MASTR ABS TRUST 2007-HE1       A-4    20370525 FLT | 2037-05-25      | 4.6288%  | 0.0000% | $1500000.00        | $1304242.82        | Asset-Backed Securities                           |
| SOUND PNT CLO VI LTD 2014-6    SUB    20261020 FLT | 2026-10-20      | 0.0000%  | 0.0000% | $10521200.00       | $412378.43         | Asset-Backed Securities                           |
| NAVIENT PVT ED RI LN TR 2021-B B      20690715 2.5 | 2069-07-15      | 2.5200%  | 0.0000% | $3455000.00        | $2777243.02        | Asset-Backed Securities                           |
| STIFEL SBA IO TR 2024-1        A-1    20360915 FLT | 2036-09-15      | 2.1172%  | 0.0000% | $636476160.00      | $24390655.56       | Asset-Backed Securities                           |
| LCM XIV LIMITED 2013-14R       F-R    20310721 FLT | 2031-07-21      | 11.7561% | 0.0000% | $1000000.00        | $22756.35          | Asset-Backed Securities                           |
| SOUTH COAST FDG VII 2005-7     B      20410107 FLT | 2041-01-07      | 0.7943%  | 0.0000% | $18050000.00       | $108968.26         | Asset-Backed Securities                           |
| NATIONAL COLL 2007 3 CL A 3AR3                     | 2038-03-29      | 0.0000%  | 0.0000% | $4491000.00        | $430767.31         | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2007-WF1      M-2    20370525 FLT | 2037-05-25      | 4.4738%  | 0.0000% | $6000000.00        | $4622971.42        | Asset-Backed Securities                           |
| PEOPLES CHOICE HM LN 2005-4    M3     20351225 FLT | 2035-12-25      | 4.7738%  | 0.0000% | $21127168.00       | $8571.44           | Asset-Backed Securities                           |
| GOODLEAP HOME IMPT 5.0 20OCT49 144A                | 2049-10-20      | 5.0000%  | 0.0000% | $8000000.00        | $8023078.22        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TRUST 2025-6    E      20330415 8.4 | 2033-04-15      | 8.4760%  | 0.0000% | $2780000.00        | $2823912.88        | Asset-Backed Securities                           |
| LEXN 2007-5A E                                     | 2051-04-10      | 8.3378%  | 0.0000% | $9225000.00        | $241262.94         | Asset-Backed Securities                           |
| LEXN 2007                                          | 2051-04-10      | 7.3378%  | 0.0000% | $13000000.00       | $265443.30         | Asset-Backed Securities                           |
| POPULAR ABS 2007-A             M-1    20470625 FLT | 2047-06-25      | 4.3788%  | 0.0000% | $25000000.00       | $6093965.71        | Asset-Backed Securities                           |
| TRAPEZA CDO X 2006-10          C-2    20410708 FLT | 2041-07-08      | 5.5458%  | 0.0000% | $2500000.00        | $2105704.63        | Asset-Backed Securities                           |
| TRINITAS CLO LTD 2018-8        SUB    21170720 FLT | 2117-07-20      | 0.0000%  | 0.0000% | $4500000.00        | $1500606.00        | Asset-Backed Securities                           |
| PREFER TERM SEC XXIII 2006-23  D-1    20361222 FLT | 2036-12-22      | 6.3994%  | 0.0000% | $5962000.00        | $3752817.92        | Asset-Backed Securities                           |
| PREFER TERM SEC XXIII 2006-23  D-FP   20361222 FLT | 2036-12-22      | 5.8994%  | 0.0000% | $3375000.00        | $506600.48         | Asset-Backed Securities                           |
| KODIAK CDO I LTD 2006-1        D-3    20370807 FLT | 2037-08-07      | 6.5940%  | 0.0000% | $8500000.00        | $1894893.91        | Asset-Backed Securities                           |
| POPULAR ABS 2006-B             M-2    20360525 FLT | 2036-05-25      | 4.8188%  | 0.0000% | $18000000.00       | $6546417.33        | Asset-Backed Securities                           |
| NATIONAL COLLEGIATE V 2007-4  CL A-3-AR-4 COMMUTAT | 2038-03-31      | 0.0100%  | 0.0000% | $841250.00         | $178351.73         | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT | 2037-02-25      | 4.4138%  | 0.0000% | $4587096.00        | $2528045.56        | Asset-Backed Securities                           |
| ROCKFORD TOWER CLO LTD 2020-1  SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $7000000.00        | $3780000.00        | Asset-Backed Securities                           |
| OZLM LTD 2014-9                SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $6000000.00        | $640974.00         | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.3458%  | 0.0000% | $4000000.00        | $78590.08          | Asset-Backed Securities                           |
| RFC CDO II LTD 2005-2          C      20400315 FLT | 2040-03-15      | 1.4028%  | 0.0000% | $4500000.00        | $3748681.22        | 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                           |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $19249600.00       | $18134915.12       | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2007-3  A-3-L  20380325 FLT | 2038-03-25      | 5.8002%  | 0.0000% | $69538000.00       | $3722292.04        | Asset-Backed Securities                           |
| TRAINER WORTHAM CBO V 2004-V   A2 144 20400104 FLT | 2040-01-04      | 4.7958%  | 0.0000% | $24000000.00       | $4059066.62        | Asset-Backed Securities                           |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 7.6400%  | 0.0000% | $139300000.00      | $3510656.93        | Asset-Backed Securities                           |
| ACE SECS HEQ 2005-HE7          M-1    20351125 FLT | 2035-11-25      | 4.7288%  | 0.0000% | $1499990.00        | $73661.68          | Asset-Backed Securities                           |
| ACCREDITED MTG LN TR 2006-2    M-1    20360925 FLT | 2036-09-25      | 4.3388%  | 0.0000% | $6089000.00        | $5880125.73        | Asset-Backed Securities                           |
| ALESCO PREF FDG XIV 2006-14    D1 144 20370923 FLT | 2037-09-23      | 6.9741%  | 0.0000% | $2437000.00        | $65395.55          | Asset-Backed Securities                           |
| C-BASS CBO XVIII 2007-18       D      20470313 FLT | 2047-03-13      | 9.1707%  | 0.0000% | $5800000.00        | $563000.90         | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2006-4  A-4    20320525 FLT | 2032-05-25      | 4.3788%  | 0.0000% | $66484000.00       | $4387907.26        | Asset-Backed Securities                           |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $14320000.00       | $5264347.04        | Asset-Backed Securities                           |
| RASC SERIES TRUST 2006-KS5     M-2    20360725 FLT | 2036-07-25      | 4.3688%  | 0.0000% | $10609776.00       | $6617795.89        | Asset-Backed Securities                           |

### Security 612: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BHSH5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BHSH5
- **C.18 - Value (incl. sponsor support):** $650011128.00
- **C.18.a - Value (excl. sponsor support):** $650011128.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| DIMENSIONAL ETF TRUST          EMERGING MRKTETS | 2500-12-31      | N/A      | 0.0000% | $7871.00           | $461634.15         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $258669.00         | $6539152.32        | Equities   |
| ADVISORS INNER CIRCLE FD II    CULLEN ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $8572.00           | $214900.04         | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD DBL LNG  | 2500-12-31      | N/A      | 0.0000% | $13135.00          | $1986930.14        | Equities   |
| DIMENSIONAL ETF TRUST          US MKTWIDE VALUE | 2500-12-31      | N/A      | 0.0000% | $30443.00          | $1387896.37        | Equities   |
| ARTIVA BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $248731.00         | $890456.98         | Equities   |
| BIOATLA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $162615.00         | $138336.58         | Equities   |
| STONERIDGE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $226013.00         | $1295054.49        | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $337033.00         | $579696.76         | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $42300.00          | $3168270.00        | Equities   |
| WISEKEY INTERNATIONAL HLDS LTD SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $19082.00          | $176890.14         | Equities   |
| WISDOMTREE TR                  VOYA YLD ENHNCD  | 2500-12-31      | N/A      | 0.0000% | $10186.00          | $503651.86         | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS INTL MO | 2500-12-31      | N/A      | 0.0000% | $5641.00           | $353041.98         | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $95165.00          | $9829592.85        | Equities   |
| ALPS ETF TR                    ELECTRIFICATION  | 2500-12-31      | N/A      | 0.0000% | $714.00            | $25811.10          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8779.00           | $312230.40         | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $73837.59          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $874.00            | $16116.56          | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $792744.00         | $702609.01         | Equities   |
| ROCKET COS INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1657104.00        | $32711232.96       | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1878.00           | $13521.60          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $213435.00         | $3521677.50        | Equities   |
| GULFPORT ENERGY CORP           COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $2886.00           | $630821.88         | Equities   |
| ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   | 2500-12-31      | N/A      | 0.0000% | $2095.00           | $90399.25          | Equities   |
| ARM HOLDINGS PLC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $34648.00          | $4594671.28        | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS US VAL  | 2500-12-31      | N/A      | 0.0000% | $1245.00           | $114301.96         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $13806.00          | $775150.30         | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $251763.00         | $372609.24         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $117.00            | $14286.87          | Equities   |
| WEREWOLF THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $463393.00         | $452734.96         | Equities   |
| DIANA SHIPPING INC             COM              | 2500-12-31      | N/A      | 0.0000% | $79895.00          | $143811.00         | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6576.00           | $68521.92          | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $3306.00           | $1467864.00        | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $287627.00         | $1305826.58        | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $62295.00          | $307114.35         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE BRAZIL      | 2500-12-31      | N/A      | 0.0000% | $7363.00           | $150299.45         | Equities   |
| ISHARES TR                     IBONDS DEC 2030  | 2500-12-31      | N/A      | 0.0000% | $29693.00          | $659778.46         | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $298.00            | $12654.78          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2946.00           | $112574.32         | Equities   |
| KASPI KZ JSC                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $268144.00         | $19842656.00       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $12797.00          | $308215.74         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $5749.00           | $207883.84         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $3768.00           | $189033.78         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II INDXX NEXTG ETF  | 2500-12-31      | N/A      | 0.0000% | $6002.00           | $635584.19         | Equities   |
| ISHARES INC                    MSCI BIC ETF     | 2500-12-31      | N/A      | 0.0000% | $6869.00           | $306604.00         | Equities   |
| ISHARES TR                     S&P MC 400GR ETF | 2500-12-31      | N/A      | 0.0000% | $12097.00          | $1170626.69        | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $173176.00         | $796609.60         | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $36392.00          | $7178685.92        | Equities   |
| REVIVA PHARMACEUTCLS HLDGS INC COM              | 2500-12-31      | N/A      | 0.0000% | $351548.00         | $183683.83         | Equities   |
| THEMES ETF TR                  GLOBAL SYSTEMICA | 2500-12-31      | N/A      | 0.0000% | $4742.00           | $236525.74         | Equities   |
| TURNING PT BRANDS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $31477.00          | $3133850.12        | Equities   |
| FIDELITY COVINGTON TRUST       QLTY FCTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $2197.00           | $166225.02         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $25787.00          | $559773.88         | Equities   |
| EMBRAER S.A.                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $349839.00         | $21665529.27       | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $44174.00          | $108226.30         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $132840.00         | $1428030.00        | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9559.00           | $86795.72          | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $235082.00         | $665282.06         | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $397341.00         | $291648.29         | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $7259.00           | $275706.26         | Equities   |
| PRECIDIAN ETFS TR              SHELL PLC ADRHED | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $130706.16         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $9184.00           | $199476.48         | Equities   |
| INTERFACE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $129157.00         | $3595730.88        | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS ASIA   | 2500-12-31      | N/A      | 0.0000% | $11486.00          | $213638.45         | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $68493.00          | $1087641.44        | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $112693.00         | $10715977.37       | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $38645.00          | $1004770.00        | Equities   |
| BONDBLOXX ETF TRUST            BONDBLOXX PRIVAT | 2500-12-31      | N/A      | 0.0000% | $26878.00          | $1352240.24        | Equities   |
| TCW ETF TRUST                  SENIOR LOAN ETF  | 2500-12-31      | N/A      | 0.0000% | $18793.00          | $879512.40         | Equities   |
| DBX ETF TR                     XTRACK USD HIGH  | 2500-12-31      | N/A      | 0.0000% | $1673.00           | $61901.00          | Equities   |
| EMPLOYERS HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $74345.00          | $2944062.00        | Equities   |
| DOUBLELINE ETF TRUST           MORTGAGE ETF     | 2500-12-31      | N/A      | 0.0000% | $137.00            | $6860.27           | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $9691.00           | $33821.59          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $2632.00           | $100739.80         | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $43883.00          | $121555.91         | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1825508.00        | $4892361.44        | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $47031.00          | $6092866.05        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $40.00             | $2336.80           | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $821.00            | $20862.10          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $5358.00           | $337178.40         | Equities   |
| SEMILUX INTL LTD.              ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $414109.00         | $227759.95         | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89123.00          | $901479.15         | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE SHOR | 2500-12-31      | N/A      | 0.0000% | $113109.00         | $5843210.94        | Equities   |
| USCF ETF TR                    GOLD STRATEGY    | 2500-12-31      | N/A      | 0.0000% | $7615.00           | $321533.48         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $47894.00          | $32714475.64       | Equities   |
| IBIO INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $597765.00         | $717318.00         | Equities   |
| ISHARES TR                     3YRTB ETF        | 2500-12-31      | N/A      | 0.0000% | $375.00            | $28200.86          | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $2166.00           | $127109.76         | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $1129.00           | $31245.08          | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $5563.00           | $324648.89         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1561.00           | $227475.01         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $1213470.00        | $27788463.00       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $4270816.00        | $32714450.56       | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22303.00          | $236523.32         | Equities   |
| WISDOMTREE TR                  JAPAN OPPORTUNIT | 2500-12-31      | N/A      | 0.0000% | $12312.00          | $552827.27         | Equities   |
| NEXA RES S A                   COM              | 2500-12-31      | N/A      | 0.0000% | $92845.00          | $626703.75         | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $24969.00          | $282399.39         | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $4409.00           | $457918.74         | Equities   |
| ISHARES TR                     DOW JONES US ETF | 2500-12-31      | N/A      | 0.0000% | $911.00            | $150670.29         | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $706214.00         | $2012709.90        | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $23970.00          | $1259383.80        | Equities   |
| ISHARES TR                     0-5YR INVT GR CP | 2500-12-31      | N/A      | 0.0000% | $20592.00          | $1047823.92        | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $35138.00          | $3264060.18        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULETSHS 2031 CP | 2500-12-31      | N/A      | 0.0000% | $8146.00           | $136445.50         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $53257.00          | $32714177.39       | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $101816.00         | $421518.24         | Equities   |
| PACER FDS TR                   NASDAQ INTL PATE | 2500-12-31      | N/A      | 0.0000% | $4158.00           | $110765.38         | Equities   |
| ENTRADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $119046.00         | $1199983.68        | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $4441.00           | $162227.95         | Equities   |
| DINGDONG CAYMAN LTD            ADS              | 2500-12-31      | N/A      | 0.0000% | $619282.00         | $1065165.04        | Equities   |
| COMMUNITY HEALTHCARE TR INC    COM              | 2500-12-31      | N/A      | 0.0000% | $258276.00         | $4070429.76        | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $506362.00         | $13899636.90       | Equities   |
| COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $153130.00         | $246539.30         | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $84131.81          | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $15079.00          | $445118.51         | Equities   |
| UBS GROUP AG                   SHS              | 2500-12-31      | N/A      | 0.0000% | $192539.00         | $7326108.95        | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $307960.00         | $600522.00         | Equities   |
| AMERICAN CENTY ETF TR          US EQT ETF       | 2500-12-31      | N/A      | 0.0000% | $845.00            | $93668.25          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $2903.00           | $103530.27         | Equities   |
| FLEXSHARES TR                  GLB QLT R/E IDX  | 2500-12-31      | N/A      | 0.0000% | $13084.00          | $795467.95         | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $30967.00          | $176202.23         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII MLT MNGD LRG GRW | 2500-12-31      | N/A      | 0.0000% | $12711.00          | $448825.41         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $63896.00          | $3838871.68        | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $3680896.00        | $7030511.36        | Equities   |
| ANGEL OAK FUNDS TRUST          HIGH YIELD OPPOR | 2500-12-31      | N/A      | 0.0000% | $39068.00          | $435834.79         | Equities   |
| DIREXION SHS ETF TR            DAILY JR GLD MIN | 2500-12-31      | N/A      | 0.0000% | $5833.00           | $1010450.59        | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $1756.00           | $168172.12         | Equities   |
| EPLUS INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $43446.00          | $3909705.54        | Equities   |
| REPARE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $178033.00         | $393452.93         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $32193.00          | $1817938.71        | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $366090.00         | $22964825.70       | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $360024.00         | $14174144.88       | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $35821.00          | $1021256.71        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $9086.00           | $831823.30         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1010.00           | $27547.75          | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $175203.00         | $11983885.20       | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $29447.00          | $2131668.33        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $131224.00         | $255886.80         | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $21704.00          | $703411.45         | Equities   |
| T ROWE PRICE ETF INC           INTL EQT RESEARC | 2500-12-31      | N/A      | 0.0000% | $1342.00           | $37145.89          | Equities   |
| GOLDMAN SACHS ETF TR           JUST US LRG CP   | 2500-12-31      | N/A      | 0.0000% | $56.00             | $5390.73           | Equities   |
| ISHARES INC                    MSCI JPN ETF NEW | 2500-12-31      | N/A      | 0.0000% | $149500.00         | $12447370.00       | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $2448.00           | $62485.20          | Equities   |
| GRAYSCALE FUNDS TRUST          BITCOIN MINERS   | 2500-12-31      | N/A      | 0.0000% | $13200.00          | $477114.00         | Equities   |
| GREAT SOUTHN BANCORP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $27225.00          | $1639761.75        | Equities   |
| QFIN HOLDINGS INC              AMERICAN DEP     | 2500-12-31      | N/A      | 0.0000% | $872887.00         | $17222060.51       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY OPPORT  | 2500-12-31      | N/A      | 0.0000% | $26679.00          | $624432.67         | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $1291784.00        | $32714429.80       | Equities   |
| STMICROELECTRONICS N V         NY REGISTRY      | 2500-12-31      | N/A      | 0.0000% | $337196.00         | $7637489.40        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $112824.00         | $32714447.04       | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6254.00           | $110130.44         | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $153742.00         | $15015981.14       | Equities   |
| SAVARA INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $402138.00         | $2155459.68        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $15828.00          | $1336991.16        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $2898.00           | $72855.72          | Equities   |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $14728.00          | $2028634.72        | Equities   |
| OUTFRONT MEDIA INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $263159.00         | $6084236.08        | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $128446.00         | $289003.50         | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $68.00             | $7841.76           | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $6675.00           | $425163.46         | Equities   |
| FRANKLIN TEMPLETON ETF TR      ULTRA SHORT BOND | 2500-12-31      | N/A      | 0.0000% | $20235.00          | $507089.10         | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDQ CLN EDGE   | 2500-12-31      | N/A      | 0.0000% | $47284.00          | $7165606.50        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $7368.00           | $238060.08         | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $20465.00          | $1048831.25        | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $123177.00         | $257439.93         | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $150893.00         | $3980557.34        | Equities   |
| TIDAL TRUST III                INTECH S&P SMALL | 2500-12-31      | N/A      | 0.0000% | $11482.00          | $263741.54         | Equities   |
| SP FUNDS TRUST                 S&P GLOBAL TECHN | 2500-12-31      | N/A      | 0.0000% | $14938.00          | $520752.12         | Equities   |
| OCEANEERING INTL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $22113.00          | $540883.98         | Equities   |
| FLUSHING FINL CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $15716.00          | $256013.64         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EX US SML CP     | 2500-12-31      | N/A      | 0.0000% | $464.00            | $26328.61          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1604.00           | $121628.43         | Equities   |
| GUINNESS ATKINSON FDS          SMARTETFS DIVID  | 2500-12-31      | N/A      | 0.0000% | $2106.00           | $65696.67          | Equities   |
| ISHARES TR                     CORE LT USDB ETF | 2500-12-31      | N/A      | 0.0000% | $4988.00           | $254587.52         | Equities   |
| ISHARES TR                     IBONDS DEC 2034  | 2500-12-31      | N/A      | 0.0000% | $111014.00         | $2965183.94        | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $59919.00          | $6001487.04        | Equities   |
| THE REAL BROKERAGE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1875090.00        | $7462858.20        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2811.00           | $86635.02          | Equities   |
| INVESCO EXCH TRADED FD TR II   INVESCO PHLX SM  | 2500-12-31      | N/A      | 0.0000% | $34147.00          | $1857265.57        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO BLSH 28   | 2500-12-31      | N/A      | 0.0000% | $50043.00          | $1030385.37        | Equities   |
| SO YOUNG INTERNATIONAL INC     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $162899.00         | $468334.62         | Equities   |
| SANFILIPPO JOHN B & SON INC    COM              | 2500-12-31      | N/A      | 0.0000% | $55873.00          | $4053027.42        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $52347.00          | $32714257.65       | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $21810.00          | $1180139.10        | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $1374.00           | $150961.38         | Equities   |
| VANGUARD MALVERN FDS           GOVERNMENT SECUR | 2500-12-31      | N/A      | 0.0000% | $2870.00           | $221433.13         | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $4292.00           | $219284.29         | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $102542.00         | $26237421.54       | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $57409.00          | $28037407.42       | Equities   |
| VANECK ETF TRUST               MORTGAGE REIT    | 2500-12-31      | N/A      | 0.0000% | $60311.00          | $653168.13         | Equities   |
| BLACKROCK ETF TRUST            ISHARES ENHANCED | 2500-12-31      | N/A      | 0.0000% | $5728.00           | $571167.52         | Equities   |
| BRANDYWINE RLTY TR             SH BEN INT NEW   | 2500-12-31      | N/A      | 0.0000% | $651746.00         | $2228971.32        | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $49648.00          | $109722.08         | Equities   |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $255063.00         | $22652145.03       | Equities   |
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $630136.00         | $1310682.88        | Equities   |

### Security 613: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLH39, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BLH39
- **C.18 - Value (incl. sponsor support):** $2250054495.00
- **C.18.a - Value (excl. sponsor support):** $2250054495.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CPS AUTO RECEIVABLES 2025-A    E      20320816 7.6 | 2032-08-16      | 7.6500%  | 0.0000% | $6000000.00        | $6176403.00        | Asset-Backed Securities                           |
| CIM TR 2018-INV1               B-3    20480825 FLT | 2048-08-25      | 4.6934%  | 0.0000% | $10606800.00       | $8242564.11        | Private Label Collateralized Mortgage Obligations |
| CANYON CLO LTD 2022-1          E      20350416 FLT | 2035-04-16      | 10.2936% | 0.0000% | $2300000.00        | $2298032.21        | Asset-Backed Securities                           |
| CALIFORNIA RES CORP            SR GLBL 144A 29     | 2029-06-15      | 8.2500%  | 0.0000% | $1805000.00        | $1949569.97        | Corporate Debt Securities                         |
| BARCLAYS MTG LN TR 2021-NQM1   B-1    20510925 FLT | 2051-09-25      | 4.3780%  | 0.0000% | $2662000.00        | $2390394.81        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2019-C16     D      20520617 FLT | 2052-06-17      | 3.0000%  | 0.0000% | $4642000.00        | $4148606.46        | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2022-INV1         M-1    20570825 FLT | 2057-08-25      | 4.4846%  | 0.0000% | $1425200.00        | $1312275.42        | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 27      | 2027-01-15      | 3.7500%  | 0.0000% | $4345000.00        | $4344540.15        | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT9.5%28    | 2028-02-15      | 9.5000%  | 0.0000% | $350000.00         | $162638.19         | Corporate Debt Securities                         |
| CERDIA FINANZ GMBH             SR SEC 144A NT31    | 2031-10-03      | 9.3750%  | 0.0000% | $5897000.00        | $6096837.04        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-12-01      | 4.6250%  | 0.0000% | $14780000.00       | $5602648.44        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 49    | 2049-07-01      | 5.1250%  | 0.0000% | $517000.00         | $425877.24         | Corporate Debt Securities                         |
| CABLE ONDA S.A.                SR GLBL 144A 30     | 2030-01-30      | 4.5000%  | 0.0000% | $1228000.00        | $1183141.16        | Corporate Debt Securities                         |
| COLT MTG LN TR 2025-4          A-1    20700425 FLT | 2070-04-25      | 5.7940%  | 0.0000% | $2044952.00        | $1801584.89        | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2003-BC4             M-1    20330725 FLT | 2033-07-25      | 5.1188%  | 0.0000% | $14450000.00       | $401861.46         | Asset-Backed Securities                           |
| CHARLES RIV RE LTD             EXTND SR 144A 31    | 2031-05-10      | 11.4320% | 0.0000% | $950000.00         | $1003770.00        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL28    | 2028-11-15      | 6.8500%  | 0.0000% | $2659000.00        | $2758403.02        | Corporate Debt Securities                         |
| CHASE HOME LND MTG 2019-ATR2   B-4    20490825 FLT | 2049-08-25      | 3.9869%  | 0.0000% | $1922800.00        | $1217137.74        | Private Label Collateralized Mortgage Obligations |
| CELANESE US HLDGS LLC          CR SEN SR GLBL29    | 2029-07-15      | 6.8300%  | 0.0000% | $249000.00         | $263417.86         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 31     | 2031-11-15      | 5.0000%  | 0.0000% | $4919000.00        | $1722464.37        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT55    | 2055-12-01      | 6.7000%  | 0.0000% | $2541000.00        | $2518373.81        | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 10.9820% | 0.0000% | $2928000.00        | $3012326.40        | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL 56       | 2056-06-15      | 6.1000%  | 0.0000% | $3987000.00        | $4021361.29        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.3124% | 0.0000% | $10560000.00       | $11262240.00       | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 38       | 2038-09-21      | 4.8750%  | 0.0000% | $7086000.00        | $6783661.05        | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2024-32        E      20371019 FLT | 2037-10-19      | 9.2844%  | 0.0000% | $4500000.00        | $4563801.64        | Asset-Backed Securities                           |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $20000.00          | $17278.03          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-05-15      | 8.0000%  | 0.0000% | $1850000.00        | $1975316.94        | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT4.2%49    | 2049-06-15      | 4.2000%  | 0.0000% | $12800000.00       | $10565461.33       | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 28       | 2028-11-30      | 7.6250%  | 0.0000% | $6000.00           | $6851.23           | Corporate Debt Securities                         |
| CARLYLE US CLO 2024-6 LTD      E      20371025 FLT | 2037-10-25      | 9.6080%  | 0.0000% | $2000000.00        | $1960750.85        | Asset-Backed Securities                           |
| EXTRA SPACE STORAGE LP         SR GLBL NT2.4%31    | 2031-10-15      | 2.4000%  | 0.0000% | $10378000.00       | $9264613.57        | Corporate Debt Securities                         |
| DRYDEN 119 C 12.32239 15APR36 144A                 | 2036-04-15      | 10.9045% | 0.0000% | $4500000.00        | $4324107.47        | Asset-Backed Securities                           |
| CSX CORP                       SR GLBL NT2.4%30    | 2030-02-15      | 2.4000%  | 0.0000% | $2909000.00        | $2752660.64        | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31       | 2031-04-01      | 4.3750%  | 0.0000% | $965000.00         | $938150.89         | Corporate Debt Securities                         |
| CIENA CORP                     SR GLBL 144A 30     | 2030-01-31      | 4.0000%  | 0.0000% | $476000.00         | $464014.85         | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $3808868.00        | $4399329.30        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 54       | 2054-05-15      | 5.9500%  | 0.0000% | $2594000.00        | $2511844.42        | Corporate Debt Securities                         |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $678000.00         | $429184.83         | Asset-Backed Securities                           |
| FMC CORP                       GLBL NT 5.65%33     | 2033-05-18      | 5.6500%  | 0.0000% | $4769000.00        | $4352377.51        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 63    | 2063-04-01      | 5.5000%  | 0.0000% | $163000.00         | $132773.01         | Corporate Debt Securities                         |
| COMMSCOPE LLC                  1LIEN GLBL 29       | 2029-09-01      | 4.7500%  | 0.0000% | $13106000.00       | $13236655.90       | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL 144A 32     | 2032-04-08      | 5.8750%  | 0.0000% | $250000.00         | $191592.43         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $17889000.00       | $7921179.63        | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         B3     20610225 FLT | 2061-02-25      | 3.0000%  | 0.0000% | $18759296.00       | $4587406.33        | Asset-Backed Securities                           |
| BAT CAPITAL CORP               SR GLBL NT 35       | 2035-08-15      | 5.6250%  | 0.0000% | $8616000.00        | $9181672.71        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.726%032531     | 2031-03-25      | 2.7260%  | 0.0000% | $98000.00          | $90803.91          | Corporate Debt Securities                         |
| BX TRUST 2024-CNYN             C      20410415 FLT | 2041-04-15      | 5.9001%  | 0.0000% | $1401800.00        | $1013779.41        | Private Label Collateralized Mortgage Obligations |
| ANCHORAGE CAPITAL CLO 2021-20R C-R    20350122 FLT | 2035-01-22      | 5.8344%  | 0.0000% | $1640000.00        | $1649037.45        | Asset-Backed Securities                           |
| BX MTG TRUST 2023-DELC         A      20380615 FLT | 2038-06-15      | 6.6490%  | 0.0000% | $3341000.00        | $3349011.76        | Private Label Collateralized Mortgage Obligations |
| ALUMINA PTY LTD                SR GLBL 144A 30     | 2030-03-15      | 6.1250%  | 0.0000% | $426000.00         | $443163.60         | Corporate Debt Securities                         |
| ARES COMMER MTG TR 2024-IND    D      20410715 FLT | 2041-07-15      | 6.8489%  | 0.0000% | $10000000.00       | $10043472.07       | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           B      20360616 FLT | 2036-06-16      | 5.6735%  | 0.0000% | $4000000.00        | $3872143.03        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           A      20360616 FLT | 2036-06-16      | 5.3235%  | 0.0000% | $5095000.00        | $5010863.04        | Private Label Collateralized Mortgage Obligations |
| ARCHES BUYER INC               SR GLBL 144A 28     | 2028-12-01      | 6.1250%  | 0.0000% | $341000.00         | $343593.16         | Corporate Debt Securities                         |
| VISTRA CORP                    PERP SUB -B 144A    | 2500-12-31      | 7.0000%  | 0.0000% | $36000.00          | $37575.88          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.5%48    | 2048-08-15      | 5.5000%  | 0.0000% | $9121000.00        | $8247355.15        | Corporate Debt Securities                         |
| VIASAT INC                     SR GLBL 144A 28     | 2028-07-15      | 6.5000%  | 0.0000% | $4848000.00        | $4845255.49        | Corporate Debt Securities                         |
| VIRGIN MEDIA SECD FIN PLC      SR SEC GLBL 30      | 2030-08-15      | 4.5000%  | 0.0000% | $2938000.00        | $2768962.17        | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR 144A NT 35       | 2035-05-01      | 7.7500%  | 0.0000% | $7735000.00        | $8651462.14        | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT 36       | 2036-11-21      | 6.8750%  | 0.0000% | $35000.00          | $39646.84          | Corporate Debt Securities                         |
| VITALITY RE XV LTD             -2024 VR 144A 28    | 2028-01-07      | 7.2800%  | 0.0000% | $1000000.00        | $1023300.00        | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 32     | 2032-04-08      | 5.8750%  | 0.0000% | $5925000.00        | $4540740.60        | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         1LIEN GLBL 26       | 2026-07-31      | 6.6250%  | 0.0000% | $80000.00          | $82266.02          | Corporate Debt Securities                         |
| X AI LLC / X AI CO ISSUER CORP SR SEC NT12.5%30    | 2030-06-30      | 12.5000% | 0.0000% | $16816000.00       | $18513388.36       | Corporate Debt Securities                         |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR REGS NT5.7%35    | 2035-01-15      | 5.7000%  | 0.0000% | $200000.00         | $210479.67         | Corporate Debt Securities                         |
| WELLS FARG COM MTG TR 2025-C65 A-5    20581018 5.2 | 2058-10-18      | 5.2920%  | 0.0000% | $6500000.00        | $6786923.00        | Private Label Collateralized Mortgage Obligations |
| MILLICOM INTL CELLULAR S A     SR REGS NT 32       | 2032-04-02      | 7.3750%  | 0.0000% | $461000.00         | $485973.39         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2024-MGP  D-11   20410815 FLT | 2041-08-15      | 7.6472%  | 0.0000% | $5000000.00        | $4365086.35        | Private Label Collateralized Mortgage Obligations |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 32     | 2032-07-08      | 6.2500%  | 0.0000% | $3098000.00        | $2796891.61        | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      1LIEN GLBL 30       | 2030-07-15      | 6.6250%  | 0.0000% | $6983000.00        | $7343921.20        | Corporate Debt Securities                         |
| DBGS MORTGAGE TRUST 2024-SBL   C      20340815 FLT | 2034-08-15      | 6.9486%  | 0.0000% | $7000000.00        | $7006630.52        | Private Label Collateralized Mortgage Obligations |
| EXETER AUTO REC TR 2024-1      E      20310815 7.8 | 2031-08-15      | 7.8900%  | 0.0000% | $3756000.00        | $3917099.22        | Asset-Backed Securities                           |
| CWABS INC 2007-10              2-M-1  20361125 FLT | 2036-11-25      | 4.3288%  | 0.0000% | $1842080.00        | $1525945.84        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2024-C E      20320315 8.0 | 2032-03-15      | 8.0400%  | 0.0000% | $5000000.00        | $5194481.67        | Asset-Backed Securities                           |
| CREDIT AGRICOLE S A            FR 2.811%011141     | 2041-01-11      | 2.8110%  | 0.0000% | $1150000.00        | $832712.03         | Corporate Debt Securities                         |
| CHASE HOME LDG MTG TR 2025-2   A-5    20551225 FLT | 2055-12-25      | 6.0000%  | 0.0000% | $7000000.00        | $7177604.00        | Private Label Collateralized Mortgage Obligations |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28       | 2028-03-21      | 4.7500%  | 0.0000% | $11404000.00       | $11660707.21       | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT 53       | 2053-03-22      | 5.0500%  | 0.0000% | $10907000.00       | $10246453.90       | Corporate Debt Securities                         |
| PUBLIC SVC ENTERPRISE GROUP    GLBL NT 8.625%31    | 2031-04-15      | 8.6250%  | 0.0000% | $4151000.00        | $4856512.61        | Corporate Debt Securities                         |
| HSBC USA INC NEW               SUB DEB 7.2%2097    | 2097-07-15      | 7.2000%  | 0.0000% | $99000.00          | $125439.93         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.5653% | 0.0000% | $2165000.00        | $2256172.66        | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $11224000.00       | $10757376.23       | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.4000% | 0.0000% | $3525000.00        | $3764876.25        | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 11.0500% | 0.0000% | $3300000.00        | $3549658.75        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 33       | 2033-01-15      | 5.2500%  | 0.0000% | $56000.00          | $60325.77          | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 29     | 2029-01-15      | 5.7500%  | 0.0000% | $6262000.00        | $6146046.89        | Corporate Debt Securities                         |
| M & T BK CORP                  FR 7.413%103029     | 2029-10-30      | 7.4130%  | 0.0000% | $96000.00          | $104742.30         | Corporate Debt Securities                         |
| SALUDA GRADE ALT TR 2023-FIG3  A      20530825 FLT | 2053-08-25      | 7.0670%  | 0.0000% | $2430000.00        | $1618378.04        | Asset-Backed Securities                           |
| SLM PRIVATE ST LN TR 2003-C    A-3    20320915 FLT | 2032-09-15      | 0.0100%  | 0.0000% | $6550000.00        | $6557946.78        | Asset-Backed Securities                           |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30    | 2030-04-30      | 4.5000%  | 0.0000% | $49000.00          | $47770.59          | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TRUST 2025-HY A-1A   20551025 FLT | 2055-10-25      | 5.0659%  | 0.0000% | $2100000.00        | $2003628.85        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE ALT MTG 2022-SEQ2 A-1    20520225 FLT | 2052-02-25      | 3.5000%  | 0.0000% | $20000000.00       | $2736480.38        | Asset-Backed Securities                           |
| SEQUOIA MORTGAGE TR 2025-1     A-7    20550225 FLT | 2055-02-25      | 6.0000%  | 0.0000% | $10000000.00       | $10262290.00       | Private Label Collateralized Mortgage Obligations |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $2088000.00        | $1619597.80        | Corporate Debt Securities                         |
| SREIT COMM MTG TR 2021-MFP     D      20381115 FLT | 2038-11-15      | 5.6516%  | 0.0000% | $17000000.00       | $14276044.83       | Private Label Collateralized Mortgage Obligations |
| VITAL ENERGY INC               SR GLBL 144A 29     | 2029-07-31      | 7.7500%  | 0.0000% | $3550000.00        | $3585403.36        | Corporate Debt Securities                         |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $300000.00         | $294543.75         | Corporate Debt Securities                         |
| KOHLS CORP                     SR SEC GLBL 30      | 2030-06-01      | 10.0000% | 0.0000% | $4592000.00        | $5251844.89        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-HE1      M-1    20550720 FLT | 2055-07-20      | 5.4989%  | 0.0000% | $1600000.00        | $1601950.36        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2025-VIS1     A-1    20550825 FLT | 2055-08-25      | 5.4930%  | 0.0000% | $11850000.00       | $11251816.60       | Private Label Collateralized Mortgage Obligations |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $395000.00         | $424585.17         | Corporate Debt Securities                         |
| GCAT TRUST 2025-INV4           A-1    20550825 FLT | 2055-08-25      | 5.5000%  | 0.0000% | $5536000.00        | $5348844.52        | Private Label Collateralized Mortgage Obligations |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $442000.00         | $467206.52         | Corporate Debt Securities                         |
| GRAND CANYON UNIVERSITY        GLBL 2021B SNK28    | 2028-10-01      | 5.1250%  | 0.0000% | $29000.00          | $28916.32          | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL 144A 28     | 2028-02-01      | 4.6250%  | 0.0000% | $345000.00         | $350372.08         | Corporate Debt Securities                         |
| FIRST FRANKLIN MTG 2004-FFH4   M-8    20350125 FLT | 2035-01-25      | 6.7688%  | 0.0000% | $237255.00         | $166166.29         | Asset-Backed Securities                           |
| NYC COMMERCIAL MTG TR 2025-11X D      20401015 FLT | 2040-10-15      | 7.1500%  | 0.0000% | $14000000.00       | $14053647.02       | Private Label Collateralized Mortgage Obligations |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 10.0553% | 0.0000% | $8750000.00        | $9106125.00        | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-6         A-1    20570825 FLT | 2057-08-25      | 4.0000%  | 0.0000% | $22377240.00       | $3963532.78        | Private Label Collateralized Mortgage Obligations |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 48    | 2048-11-15      | 4.1000%  | 0.0000% | $3726000.00        | $3056328.09        | Corporate Debt Securities                         |
| OBX TRUST 2021-NQM4            M-1    20611025 3.2 | 2061-10-25      | 3.2480%  | 0.0000% | $12153000.00       | $8895996.00        | Private Label Collateralized Mortgage Obligations |
| NCL CORP LTD                   SR GLBL 144A 31     | 2031-01-15      | 5.8750%  | 0.0000% | $5074000.00        | $5053383.35        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $2857000.00        | $2850277.32        | Corporate Debt Securities                         |
| NEW RESI MTG TR 2017-3         B-2    20570425 FLT | 2057-04-25      | 4.7500%  | 0.0000% | $1044000.00        | $440293.78         | Private Label Collateralized Mortgage Obligations |
| SHRN TRUST 2025-MF18           A      20401015 5.3 | 2040-10-15      | 5.1590%  | 0.0000% | $10000000.00       | $10015499.57       | Private Label Collateralized Mortgage Obligations |
| SUZANO AUSTRIA GMBH            SR GLBL NT 31       | 2031-01-15      | 3.7500%  | 0.0000% | $770000.00         | $735568.81         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT5.7%55    | 2055-02-10      | 5.7000%  | 0.0000% | $1361000.00        | $1403599.30        | Corporate Debt Securities                         |
| RAIN CARBON INC                SR SEC 144A NT29    | 2029-09-01      | 12.2500% | 0.0000% | $108000.00         | $114766.65         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $4060000.00        | $4101760.48        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 9%30     | 2030-06-15      | 9.0000%  | 0.0000% | $134000.00         | $134738.34         | Corporate Debt Securities                         |
| RATE MTG TR 2021-J4            A-7    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $2300000.00        | $1539660.07        | Private Label Collateralized Mortgage Obligations |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 30      | 2030-08-15      | 7.7500%  | 0.0000% | $4856280.00        | $4245328.95        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28    | 2028-12-06      | 10.7453% | 0.0000% | $4950000.00        | $5151465.00        | Corporate Debt Securities                         |
| KKR GROUP FINANCE CO II LLC    SR GLBL 144A 43     | 2043-02-01      | 5.5000%  | 0.0000% | $61000.00          | $61480.38          | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 14.3541% | 0.0000% | $714000.00         | $752468.22         | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 29     | 2029-08-01      | 6.7500%  | 0.0000% | $4688000.00        | $4780295.00        | Corporate Debt Securities                         |
| HUGHES SATELLITE S             1LIEN GLBL NT 26    | 2026-08-01      | 5.2500%  | 0.0000% | $3929000.00        | $3767960.11        | Corporate Debt Securities                         |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 5.0 | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6488437.59        | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 28       | 2028-05-01      | 5.0000%  | 0.0000% | $46936000.00       | $47233104.88       | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2024-DNA1 M-2    20440225 FLT | 2044-02-25      | 6.0218%  | 0.0000% | $1275000.00        | $1283608.57        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA3 M-2    20420425 FLT | 2042-04-25      | 8.4218%  | 0.0000% | $4350000.00        | $4535848.60        | Private Label Collateralized Mortgage Obligations |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 31       | 2031-03-15      | 8.6250%  | 0.0000% | $59000.00          | $63265.09          | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $5558994.00        | $5129286.54        | Private Label Collateralized Mortgage Obligations |
| GFL ENVIRONMENTAL INC          SR SEC GLBL 31      | 2031-01-15      | 6.7500%  | 0.0000% | $6577000.00        | $7069666.63        | Corporate Debt Securities                         |
| GALLATIN CLO XI LTD 2024-1     E      20371020 FLT | 2037-10-20      | 11.8844% | 0.0000% | $3000000.00        | $3090044.43        | Asset-Backed Securities                           |
| GLP CAP LP/GLP FING II INC     5.3%29              | 2029-01-15      | 5.3000%  | 0.0000% | $450000.00         | $467289.25         | Corporate Debt Securities                         |
| 1345 AVE OF AMERICAS 2025-AOA  A      20420615 FLT | 2042-06-15      | 5.5590%  | 0.0000% | $9559872.00        | $9596987.27        | Private Label Collateralized Mortgage Obligations |
| PPM CLO 6-R 13.28549 20JAN37 144A F                | 2037-01-20      | 12.8444% | 0.0000% | $2000000.00        | $2022069.62        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2021-INV7     A-4-A  20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $3500036.00        | $2463563.34        | Private Label Collateralized Mortgage Obligations |
| MATTERHORN RE LTD              SR SEC GLBL 27      | 2027-01-08      | 5.3000%  | 0.0000% | $800000.00         | $417819.94         | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR 144A NT 30       | 2030-03-15      | 5.8750%  | 0.0000% | $5714000.00        | $5781843.43        | Corporate Debt Securities                         |
| MILE TRUST 2025-STNE           C      20420715 FLT | 2042-07-15      | 6.0590%  | 0.0000% | $1900000.00        | $1904157.12        | Private Label Collateralized Mortgage Obligations |
| MAGNETITE 2021-31 LTD          E      20340717 FLT | 2034-07-17      | 10.1662% | 0.0000% | $3500000.00        | $3520388.53        | Asset-Backed Securities                           |
| MS MTG LN TR 2006-10SL         A-1    20360825 FLT | 2036-08-25      | 4.3288%  | 0.0000% | $28623000.00       | $240189.00         | Asset-Backed Securities                           |
| MYLAN N V                      SR GLBL NT 46       | 2046-06-15      | 5.2500%  | 0.0000% | $1964000.00        | $1671267.44        | Corporate Debt Securities                         |
| SAGICOR FINL CORP LTD          SR GLBL 144A 28     | 2028-05-13      | 5.3000%  | 0.0000% | $1679000.00        | $1665414.09        | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   A-14   20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $2164500.00        | $1490701.62        | Private Label Collateralized Mortgage Obligations |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $8077000.00        | $1778734.89        | Corporate Debt Securities                         |
| MELLO MTG CAP ACPTNC 2021-INV1 A-11   20510625 FLT | 2051-06-25      | 5.0000%  | 0.0000% | $1928500.00        | $1319093.93        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2023-10      A-6    20540525 FLT | 2054-05-25      | 6.0000%  | 0.0000% | $11999984.00       | $3866400.03        | Private Label Collateralized Mortgage Obligations |
| GENERAL DYNAMICS CORP          SR GLBL NT3.5%27    | 2027-04-01      | 3.5000%  | 0.0000% | $48000.00          | $48130.16          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29      | 2029-05-01      | 9.1250%  | 0.0000% | $4920184.00        | $4676222.83        | Corporate Debt Securities                         |
| MS BOFA ML TRUST 2016-C29      A-S    20490517 3.6 | 2049-05-17      | 3.6040%  | 0.0000% | $11000000.00       | $10776062.00       | Private Label Collateralized Mortgage Obligations |
| MELLO MORT CAP ACC 2022-INV1   A-4    20520325 FLT | 2052-03-25      | 2.5000%  | 0.0000% | $2368440.00        | $1534843.10        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES MTG 2025-1  B-3    20550325 FLT | 2055-03-25      | 6.6625%  | 0.0000% | $3790500.00        | $3969695.16        | Private Label Collateralized Mortgage Obligations |
| SHRN TRUST 2025-MF18           B      20401015 5.6 | 2040-10-15      | 5.4090%  | 0.0000% | $3800000.00        | $3807422.29        | Private Label Collateralized Mortgage Obligations |
| MILLICOM INTL CELLULAR S A     SR GLBL 144A 29     | 2029-03-25      | 6.2500%  | 0.0000% | $275000.00         | $250353.06         | Corporate Debt Securities                         |
| MASTR ABS TRUST 2007-HE1       M-1    20370525 FLT | 2037-05-25      | 4.5188%  | 0.0000% | $1274800.00        | $434913.52         | Asset-Backed Securities                           |
| STONEPEAK NILE PARENT LLC      SR SEC 144A NT32    | 2032-03-15      | 7.2500%  | 0.0000% | $3590000.00        | $3842346.09        | Corporate Debt Securities                         |
| MADISON PARK FUNDING 2024-58   E      20370427 FLT | 2037-04-27      | 10.5080% | 0.0000% | $5000000.00        | $4929902.13        | Asset-Backed Securities                           |
| AMER STATES WTR CO             7.23%31             | 2031-12-15      | 7.2300%  | 0.0000% | $5000000.00        | $5939429.17        | Corporate Debt Securities                         |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.2800%  | 0.0000% | $3500000.00        | $3599400.00        | Corporate Debt Securities                         |
| SIGNAL PARENT INCORPORATED     SR 144A NT 29       | 2029-04-01      | 6.1250%  | 0.0000% | $44000.00          | $15386.71          | Corporate Debt Securities                         |
| MARLON LTD                     EXTND SR GLBL 31    | 2031-06-09      | 11.1160% | 0.0000% | $750000.00         | $806253.75         | Corporate Debt Securities                         |
| MERCADOLIBRE  INC              SR GLBL NT 31       | 2031-01-14      | 3.1250%  | 0.0000% | $563000.00         | $525133.71         | Corporate Debt Securities                         |
| M D C HLDGS INC                SR GLBL NT 30       | 2030-01-15      | 3.8500%  | 0.0000% | $200000.00         | $196468.72         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCEP 2021-INV4  A-4    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $5447408.00        | $3560892.38        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2022-6        A-12-A 20520525 FLT | 2052-05-25      | 3.5000%  | 0.0000% | $10014128.00       | $5240826.41        | Private Label Collateralized Mortgage Obligations |
| SELECT MEDICAL CORP            SR GLBL 144A 32     | 2032-12-01      | 6.2500%  | 0.0000% | $240000.00         | $245788.60         | Corporate Debt Securities                         |
| MAGNETITE XLVIII 2025-48 LTD   E      20381015 FLT | 2038-10-15      | 9.1415%  | 0.0000% | $3750000.00        | $3781344.93        | Asset-Backed Securities                           |
| LUCA RE LTD                    -A VR 144A NT 28    | 2028-07-22      | 11.0501% | 0.0000% | $605000.00         | $608932.50         | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     EXTND SR GLBL 30    | 2029-04-15      | 6.0000%  | 0.0000% | $5100000.00        | $4776504.17        | Corporate Debt Securities                         |
| TRINITY INDS INC               SR GLBL 144A 28     | 2028-07-15      | 7.7500%  | 0.0000% | $15000.00          | $16033.38          | Corporate Debt Securities                         |
| PRIMO WTR HLDGS INC / TRIT     SR SEC GLBL 29      | 2029-04-30      | 4.3750%  | 0.0000% | $3093000.00        | $3006126.22        | Corporate Debt Securities                         |
| PENN ENTERTAINMENT INC         SR GLBL 144A 27     | 2027-01-15      | 5.6250%  | 0.0000% | $2923000.00        | $2990291.11        | Corporate Debt Securities                         |
| TUTOR PERINI CORP              SR GLBL 144A 29     | 2029-04-30      | 11.8750% | 0.0000% | $804000.00         | $901401.47         | Corporate Debt Securities                         |
| TOPBUILD COR                   SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $579000.00         | $562742.08         | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 4.5%42       | 2042-09-15      | 4.5000%  | 0.0000% | $5500000.00        | $4348767.50        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 28       | 2028-03-01      | 6.7500%  | 0.0000% | $17614000.00       | $18575416.16       | Corporate Debt Securities                         |
| KITE RLTY GROUP L P            SR GLBL NT 30       | 2030-09-15      | 4.7500%  | 0.0000% | $11000.00          | $11225.08          | Corporate Debt Securities                         |
| V F CORP                       GLBL NT 6%33        | 2033-10-15      | 6.0000%  | 0.0000% | $2100000.00        | $2064230.00        | Corporate Debt Securities                         |
| TERWIN MTG TR 2006-1-SL        II-A1B 20370125 FLT | 2037-01-25      | 4.5313%  | 0.0000% | $4192448.00        | $101339.00         | Asset-Backed Securities                           |
| TOWD POINT MTG TR 2024-CES6    B2     20641125 FLT | 2064-11-25      | 8.2259%  | 0.0000% | $1583382.00        | $1594892.26        | Asset-Backed Securities                           |
| VALLEY STREAM PARK CLO 2022-1R E-1-RR 20370121 FLT | 2037-01-21      | 9.1344%  | 0.0000% | $3500000.00        | $3488539.75        | Asset-Backed Securities                           |
| UNITED PARCEL SVCS INC         SR GLBL NT 65       | 2065-05-14      | 6.0500%  | 0.0000% | $356000.00         | $376047.35         | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 30       | 2030-02-15      | 5.1500%  | 0.0000% | $9000.00           | $9426.46           | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 3.839%60    | 2060-03-20      | 3.8390%  | 0.0000% | $2252000.00        | $1690084.21        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 3.2%031032       | 2032-03-10      | 3.2000%  | 0.0000% | $75000.00          | $70750.00          | Corporate Debt Securities                         |
| TESLA AUTO LEASE TRUST 2024-A  A-3    20270621 5.3 | 2027-06-21      | 5.3000%  | 0.0000% | $810000.00         | $487158.18         | Asset-Backed Securities                           |
| UNITEDHEALTH GROUP INC         SR GLBL NT 37       | 2037-11-15      | 6.6250%  | 0.0000% | $14000.00          | $16070.35          | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54    | 2054-06-28      | 6.4000%  | 0.0000% | $3276000.00        | $3448634.28        | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $6869000.00        | $6887953.67        | Corporate Debt Securities                         |
| VEGAS TR 2024-TI               A      20391114 FLT | 2039-11-14      | 5.5183%  | 0.0000% | $4610000.00        | $4693873.07        | Private Label Collateralized Mortgage Obligations |
| VIATRIS INC                    SR GLBL NT 4%50     | 2050-06-22      | 4.0000%  | 0.0000% | $17315000.00       | $11934767.77       | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2021-FCMT  D      20310515 FLT | 2031-05-15      | 7.5735%  | 0.0000% | $1681000.00        | $1682218.82        | Private Label Collateralized Mortgage Obligations |
| VALE OVERSEAS LTD              SR GLBL NT 30       | 2030-07-08      | 3.7500%  | 0.0000% | $5208000.00        | $5096566.16        | Corporate Debt Securities                         |
| VERUS SECUR TR 2021-R1         M-1    20631025 FLT | 2063-10-25      | 2.3380%  | 0.0000% | $11083000.00       | $10475956.38       | Private Label Collateralized Mortgage Obligations |
| VENTURE 33 CLO 2018            F      20310715 FLT | 2031-07-15      | 12.1662% | 0.0000% | $5000000.00        | $585223.44         | Asset-Backed Securities                           |
| VZ SECD FING BV                SR SEC 144A NT32    | 2032-01-15      | 5.0000%  | 0.0000% | $11252000.00       | $10420164.64       | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.3124%  | 0.0000% | $9500000.00        | $9605450.00        | Corporate Debt Securities                         |
| TURNING PT BRANDS INC          SR SEC 144A NT32    | 2032-03-15      | 7.6250%  | 0.0000% | $200000.00         | $216142.36         | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             SR GLBL NT4.8%46    | 2046-06-15      | 4.8000%  | 0.0000% | $2810000.00        | $2599034.57        | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL NT 26       | 2026-06-01      | 2.7500%  | 0.0000% | $1215000.00        | $1220347.01        | Corporate Debt Securities                         |
| SOLOMON RE LTD                 EXTND-A 144A 30     | 2030-06-07      | 9.3324%  | 0.0000% | $2825000.00        | $2887150.00        | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 48       | 2048-12-17      | 4.8750%  | 0.0000% | $2699000.00        | $2513881.21        | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER LLC       SR SEC GLBL 32      | 2032-07-15      | 6.8750%  | 0.0000% | $324000.00         | $343898.82         | Corporate Debt Securities                         |
| HARVEST MIDSTREAM I L P        SR GLBL 144A 28     | 2028-09-01      | 7.5000%  | 0.0000% | $65000.00          | $67041.32          | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR NT 5.15%43       | 2043-11-15      | 5.1500%  | 0.0000% | $2340000.00        | $2287676.95        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL 144A 29     | 2029-03-15      | 4.0540%  | 0.0000% | $1000000.00        | $977950.61         | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 30       | 2030-04-15      | 3.4500%  | 0.0000% | $3808000.00        | $3700274.85        | Corporate Debt Securities                         |
| NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 FLT | 2038-03-25      | 0.0100%  | 0.0000% | $2000000.00        | $1852118.51        | Asset-Backed Securities                           |
| NCL CORP LTD                   SR 144A NT 33       | 2033-09-15      | 6.2500%  | 0.0000% | $6331000.00        | $6312617.24        | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -1-20211 144A 26    | 2026-10-13      | 5.8400%  | 0.0000% | $3972000.00        | $3977163.60        | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 29     | 2029-04-15      | 4.0000%  | 0.0000% | $678000.00         | $662451.95         | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-B 144A 30     | 2030-06-07      | 10.5300% | 0.0000% | $7250000.00        | $7390650.00        | Corporate Debt Securities                         |
| MATTAMY GROUP CORP             SR 144A NT 27       | 2027-12-15      | 5.2500%  | 0.0000% | $36000.00          | $36860.79          | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29      | 2029-06-30      | 4.8750%  | 0.0000% | $2662000.00        | $2489400.36        | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      GLBL 144A NT 27     | 2027-10-15      | 6.5000%  | 0.0000% | $15317000.00       | $6949076.13        | Corporate Debt Securities                         |
| NAKAMA RE PTE LIMITED          -2-20211 144A 26    | 2026-10-13      | 6.5400%  | 0.0000% | $1000000.00        | $1003500.00        | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 8.8124%  | 0.0000% | $18694000.00       | $19254820.00       | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $57000.00          | $59945.71          | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR REGS NT 33       | 2033-07-15      | 6.6250%  | 0.0000% | $100000.00         | $104729.28         | Corporate Debt Securities                         |
| VALSPAR CORP                   SR GLBL NT 26       | 2026-01-15      | 3.9500%  | 0.0000% | $10000.00          | $10125.03          | Corporate Debt Securities                         |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-1    20620425 FLT | 2062-04-25      | 3.9000%  | 0.0000% | $13844000.00       | $9859096.47        | Private Label Collateralized Mortgage Obligations |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $2103000.00        | $2105377.85        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR SEC GLBL DB34    | 2034-07-15      | 6.7000%  | 0.0000% | $60000.00          | $57948.77          | Corporate Debt Securities                         |
| NEUBERGER BERMAN LOAN 2024-56  E      20370727 FLT | 2037-07-27      | 9.6154%  | 0.0000% | $3000000.00        | $3047274.95        | Asset-Backed Securities                           |
| TRANSDIGM INC                  2LIEN GLBL 31       | 2031-12-01      | 7.1250%  | 0.0000% | $2718000.00        | $2944032.28        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT6.2%28    | 2028-11-16      | 6.2000%  | 0.0000% | $630000.00         | $661894.80         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-NYCH A      20420616 FLT | 2042-06-16      | 5.7013%  | 0.0000% | $12810000.00       | $12804348.09       | Private Label Collateralized Mortgage Obligations |
| VISTA PT SECZ TR  2025-CES2    B-1    20550825 FLT | 2055-08-25      | 7.0620%  | 0.0000% | $6500000.00        | $6579296.75        | Asset-Backed Securities                           |
| WAND NEWCO 3 INC               SR SEC 144A NT32    | 2032-01-30      | 7.6250%  | 0.0000% | $1119000.00        | $1206016.86        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31      | 2031-07-15      | 4.7500%  | 0.0000% | $5786000.00        | $5440162.74        | Corporate Debt Securities                         |
| WEX INC                        SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $50000.00          | $51578.03          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $1990000.00        | $2101872.27        | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT2.3%27    | 2027-06-22      | 2.3000%  | 0.0000% | $97000.00          | $94617.36          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD5.5%44    | 2044-06-27      | 5.5000%  | 0.0000% | $436000.00         | $337494.28         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $1317000.00        | $1558989.97        | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28       | 2028-10-01      | 5.8750%  | 0.0000% | $5916000.00        | $5974639.88        | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 11.5501% | 0.0000% | $11510000.00       | $12018742.00       | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 6%36     | 2036-01-15      | 6.0000%  | 0.0000% | $25000.00          | $27986.92          | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26    | 2026-09-23      | 3.2000%  | 0.0000% | $25737000.00       | $25722787.46       | Corporate Debt Securities                         |
| J.P. MORGAN MTG TR 2022-2      A-26   20520825 FLT | 2052-08-25      | 3.0000%  | 0.0000% | $10412180.00       | $6627687.18        | Private Label Collateralized Mortgage Obligations |
| SMITHFIELD FOODS INC           SR GLBL 144A 29     | 2029-04-01      | 5.2000%  | 0.0000% | $380000.00         | $388870.47         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     A-1B   20550825 FLT | 2055-08-25      | 5.4930%  | 0.0000% | $4776032.00        | $4529306.98        | Private Label Collateralized Mortgage Obligations |
| SHUTTERFLY FIN LLC             2LIEN GLBL PIK27    | 2027-10-01      | 8.5000%  | 0.0000% | $158895.00         | $157987.97         | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32       | 2032-03-15      | 4.2790%  | 0.0000% | $7031000.00        | $6484880.16        | Corporate Debt Securities                         |
| JPMDB COML MTG SEC TR 2016-C2  A-SB   20490617 2.9 | 2049-06-17      | 2.9542%  | 0.0000% | $9104993.00        | $188026.89         | Private Label Collateralized Mortgage Obligations |
| UNDER ARMOUR INC               SR GLBL NT 26       | 2026-06-15      | 3.2500%  | 0.0000% | $2000000.00        | $2013910.56        | Corporate Debt Securities                         |
| UNISYS CORP                    SR SEC GLBL 31      | 2031-01-15      | 10.6250% | 0.0000% | $7442000.00        | $7808116.43        | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.5%33    | 2033-06-01      | 5.5000%  | 0.0000% | $10000.00          | $10763.82          | Corporate Debt Securities                         |
| OCTAGON INVSTMNT LTD 2014-21R2 E-RR   20310214 FLT | 2031-02-14      | 13.6147% | 0.0000% | $1750000.00        | $1471268.06        | Asset-Backed Securities                           |
| NYC COMMERCIAL MTG TR 2025-11X C      20401015 FLT | 2040-10-15      | 6.4010%  | 0.0000% | $10000000.00       | $10035614.57       | Private Label Collateralized Mortgage Obligations |
| NORDSTROM INC                  SR GLBL NT 30       | 2030-04-01      | 4.3750%  | 0.0000% | $1826000.00        | $1731225.27        | Corporate Debt Securities                         |
| JPMCC COML MTG SEC TR 2018-AON A      20310708 4.1 | 2031-07-08      | 4.1283%  | 0.0000% | $5308000.00        | $4660934.76        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     A-13   20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $3200000.00        | $1989547.77        | Private Label Collateralized Mortgage Obligations |
| NEWS CORP NEW                  SR GLBL 144A 32     | 2032-02-15      | 5.1250%  | 0.0000% | $21000.00          | $21138.25          | Corporate Debt Securities                         |
| OBX TR 2025-NQM19              A-3    20651025 FLT | 2065-10-25      | 5.2750%  | 0.0000% | $2935000.00        | $2905651.42        | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP           SR GLBL NT 39       | 2039-06-15      | 7.9500%  | 0.0000% | $13081000.00       | $16031888.29       | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 29       | 2029-05-01      | 6.7500%  | 0.0000% | $15029000.00       | $15228923.27       | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR NT 5.75%28       | 2028-06-01      | 5.7500%  | 0.0000% | $7253000.00        | $7656127.78        | Corporate Debt Securities                         |
| LEVEL 3 FING INC               2LIEN GLBL 30       | 2030-10-15      | 3.8750%  | 0.0000% | $25474.00          | $23065.05          | Corporate Debt Securities                         |
| GERDAU TRADE INC               SR GLBL NT 35       | 2035-06-09      | 5.7500%  | 0.0000% | $1255000.00        | $1333805.28        | Corporate Debt Securities                         |
| GOLDENTREE LOAN MANAGEMENT 202 E-R    20370420 FLT | 2037-04-20      | 10.1844% | 0.0000% | $3500000.00        | $3556396.00        | Asset-Backed Securities                           |
| LIFEPOINT HEALTH INC           SR SEC 144A NT32    | 2032-02-15      | 8.3750%  | 0.0000% | $1120000.00        | $1229011.62        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         1LIEN GLBL 29       | 2029-04-15      | 4.1250%  | 0.0000% | $1.00              | $1.00              | Corporate Debt Securities                         |
| TRK TR 2022-INV1               B-1    20570225 FLT | 2057-02-25      | 3.9859%  | 0.0000% | $2187000.00        | $1751199.61        | Private Label Collateralized Mortgage Obligations |
| SOVEREIGN BK HEQ LN TR 2000-1  A-5    20301225 7.7 | 2030-12-25      | 7.7100%  | 0.0000% | $16000000.00       | $1389625.58        | Asset-Backed Securities                           |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.3000% | 0.0000% | $4270000.00        | $4400235.00        | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -A VR 144A BD 28    | 2028-06-07      | 7.5500%  | 0.0000% | $250000.00         | $260875.00         | Corporate Debt Securities                         |
| SALUDA GRADE MTG TR 23-FIG4    A      20531125 FLT | 2053-11-25      | 6.7180%  | 0.0000% | $2800000.00        | $1929864.54        | Asset-Backed Securities                           |
| LAMB WESTON HLDGS INC          SR GLBL 144A 28     | 2028-05-15      | 4.8750%  | 0.0000% | $468000.00         | $469455.68         | Corporate Debt Securities                         |
| RYDER SYS INC                  FR 5.65%030128      | 2028-03-01      | 5.6500%  | 0.0000% | $98000.00          | $102653.45         | Corporate Debt Securities                         |
| TALLMAN PARK CLO LTD 2021      SUB    20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $4000000.00        | $2080000.00        | Asset-Backed Securities                           |
| TENET HEALTHCARE CORP          1LIEN 144A NT 32    | 2032-11-15      | 5.5000%  | 0.0000% | $3913000.00        | $3982329.66        | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 4.3%43        | 2043-02-15      | 4.3000%  | 0.0000% | $2115000.00        | $1549179.93        | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $88000.00          | $20997.78          | Corporate Debt Securities                         |
| STWD LTD 2021-FL2              A-S    20380416 FLT | 2038-04-16      | 5.5270%  | 0.0000% | $11350000.00       | $11367993.03       | Asset-Backed Securities                           |
| SCG COMMERCL MTG TR 2025-FLWR  C      20420815 FLT | 2042-08-15      | 5.7090%  | 0.0000% | $3000000.00        | $3008059.71        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL REINS 2024 LTD     EXTND-14 144A 31    | 2031-06-06      | 9.7853%  | 0.0000% | $7250000.00        | $7243475.00        | Corporate Debt Securities                         |
| KILIMANJARO III RE LTD         EXT GLBL 144A 29    | 2029-04-08      | 8.3600%  | 0.0000% | $6350000.00        | $6414770.00        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT6.2%34    | 2034-08-15      | 6.2000%  | 0.0000% | $1432000.00        | $1534558.25        | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          EXT GLBL 144A 33    | 2033-04-06      | 8.9300%  | 0.0000% | $19810000.00       | $20622210.00       | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR NT 4.625%26      | 2026-09-01      | 4.6250%  | 0.0000% | $284000.00         | $286836.33         | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%30     | 2030-06-14      | 6.0000%  | 0.0000% | $45000.00          | $48710.10          | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27       | 2027-01-15      | 6.6250%  | 0.0000% | $4874000.00        | $5000508.05        | Corporate Debt Securities                         |
| GOLDENTREE LN MGMT US 2024-20  E      20370720 FLT | 2037-07-20      | 9.7844%  | 0.0000% | $5000000.00        | $5061799.05        | Asset-Backed Securities                           |
| GOEASY LTD                     SR 144A NT 29       | 2029-07-01      | 7.6250%  | 0.0000% | $268000.00         | $273822.41         | Corporate Debt Securities                         |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $230000.00         | $176589.40         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-2    20520425 FLT | 2052-04-25      | 3.5000%  | 0.0000% | $9473680.00        | $6898085.88        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL REINS 2024 LTD     -4-2024II 144A28    | 2028-12-06      | 9.1853%  | 0.0000% | $2050000.00        | $2128515.00        | Corporate Debt Securities                         |
| TAMPA ELEC CO                  GLBL NT 2.4%31      | 2031-03-15      | 2.4000%  | 0.0000% | $7485000.00        | $6884678.05        | Corporate Debt Securities                         |
| SUMIT MTG TR  2022-BVUE        D      20410212 FLT | 2041-02-12      | 2.9889%  | 0.0000% | $12450000.00       | $10061724.97       | Private Label Collateralized Mortgage Obligations |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $5647000.00        | $4116486.53        | Corporate Debt Securities                         |
| NORTHERN OIL & GAS INC         SR GLBL 144A 31     | 2031-06-15      | 8.7500%  | 0.0000% | $101000.00         | $107168.88         | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM1            A-3    20640625 FLT | 2064-06-25      | 6.2300%  | 0.0000% | $2744000.00        | $1893610.07        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-J3         A-8    20561125 FLT | 2056-11-25      | 5.5000%  | 0.0000% | $5000000.00        | $4810477.68        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM5               A-1    20640125 FLT | 2064-01-25      | 5.9880%  | 0.0000% | $8600000.00        | $5074759.53        | Private Label Collateralized Mortgage Obligations |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27     | 2027-07-15      | 5.6250%  | 0.0000% | $3545000.00        | $3623809.78        | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL -29TH 55    | 2055-08-15      | 5.5500%  | 0.0000% | $109000.00         | $112393.81         | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $98000.00          | $103844.99         | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $133038.83         | Corporate Debt Securities                         |
| SUTTER RE LIMITED              EXTND-E 144A 30     | 2030-06-07      | 13.5300% | 0.0000% | $3007000.00        | $3077965.20        | Corporate Debt Securities                         |
| SYNAPTICS INC                  SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $465000.00         | $455435.47         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 40    | 2040-09-30      | 5.2500%  | 0.0000% | $1630000.00        | $1662499.48        | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 11.5500% | 0.0000% | $4000000.00        | $4110000.00        | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD5.8%55    | 2055-01-15      | 5.8000%  | 0.0000% | $2705000.00        | $2667637.94        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $210000.00         | $187721.13         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.05%29    | 2029-03-30      | 5.0500%  | 0.0000% | $539000.00         | $548672.95         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         JR SB GLBL -C 55    | 2055-05-15      | 6.7000%  | 0.0000% | $365000.00         | $375351.20         | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34    | 2034-04-01      | 5.5000%  | 0.0000% | $4400000.00        | $4633984.67        | Corporate Debt Securities                         |
| BOCA COML MTG TR 2024-BOCA     A      20410815 FLT | 2041-08-15      | 5.8796%  | 0.0000% | $3005000.00        | $3015136.48        | Private Label Collateralized Mortgage Obligations |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51       | 2051-12-22      | 3.8500%  | 0.0000% | $2505000.00        | $1600603.15        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 23-SMRT  A      20400612 FLT | 2040-06-12      | 6.0147%  | 0.0000% | $2343000.00        | $2424639.53        | Private Label Collateralized Mortgage Obligations |
| CSX CORP                       SR GLBL NT 6%36     | 2036-10-01      | 6.0000%  | 0.0000% | $78000.00          | $86286.72          | Corporate Debt Securities                         |
| C&W SR FIN LTD                 SR GLBL 144A 33     | 2033-01-15      | 9.0000%  | 0.0000% | $1482000.00        | $1590927.00        | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL DB6.2%36    | 2036-06-01      | 6.2000%  | 0.0000% | $214000.00         | $246999.51         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2007-FS1   I-A1   20371025 FLT | 2037-10-25      | 7.2500%  | 0.0000% | $3600000.00        | $376131.35         | Asset-Backed Securities                           |
| CHARTER COMMUNICATIONS OPER    1LIEN NT5.375%38    | 2038-04-01      | 5.3750%  | 0.0000% | $100000.00         | $93658.04          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $7453000.00        | $7405926.02        | Corporate Debt Securities                         |
| CHASE HOME LENDING MTG 2025-9  A-11   20560625 FLT | 2056-06-25      | 5.3718%  | 0.0000% | $9000000.00        | $8306166.31        | Private Label Collateralized Mortgage Obligations |
| ARBOR RY CM RL ET NT 2025-BTR1 A-S    20410123 FLT | 2041-01-23      | 6.5968%  | 0.0000% | $5000000.00        | $5004968.88        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2025-HB1      M-1    20550225 FLT | 2055-02-25      | 6.4718%  | 0.0000% | $1790400.00        | $1803662.06        | Asset-Backed Securities                           |
| ARES LXIX CLO LTD              E      20360415 FLT | 2036-04-15      | 10.4045% | 0.0000% | $1500000.00        | $1501359.99        | Asset-Backed Securities                           |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30     | 2030-09-01      | 9.7500%  | 0.0000% | $150000.00         | $149112.25         | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR 144A NT9.5%30    | 2030-06-01      | 9.5000%  | 0.0000% | $644000.00         | $711453.99         | Corporate Debt Securities                         |
| APIDOS CLO 2019-11R3           F-R3   20340417 FLT | 2034-04-17      | 12.3432% | 0.0000% | $5950000.00        | $5907025.81        | Asset-Backed Securities                           |
| ALA TRUST 2025-OANA            A      20400615 FLT | 2040-06-15      | 5.7016%  | 0.0000% | $203760.00         | $204943.63         | Private Label Collateralized Mortgage Obligations |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $2466000.00        | $2480583.65        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.834%55    | 2055-10-23      | 6.8340%  | 0.0000% | $1502000.00        | $1482810.70        | Corporate Debt Securities                         |
| CIFC FUNDING 2021-II LTD       E      20340417 FLT | 2034-04-17      | 10.3661% | 0.0000% | $5500000.00        | $5549058.56        | Asset-Backed Securities                           |
| AMERICAN AXLE & MFG INC        1LIEN GLBL 32       | 2032-10-15      | 6.3750%  | 0.0000% | $6304000.00        | $6396981.37        | Corporate Debt Securities                         |
| ARDAGH GROUP S A / ARDAG       2LIEN PIK 144A30    | 2030-12-01      | 12.0000% | 0.0000% | $2173000.00        | $1933728.56        | Corporate Debt Securities                         |
| AMYNTA AGY BORROWER INC / AMYN SR GLBL 144A 33     | 2033-07-15      | 7.5000%  | 0.0000% | $153000.00         | $160485.02         | Corporate Debt Securities                         |
| ARES CLO LTD 2018-49R          E-R    20371022 FLT | 2037-10-22      | 10.3574% | 0.0000% | $1500000.00        | $1528987.58        | Asset-Backed Securities                           |
| AMERICAN EXPRESS CO            SUB GLBL NT 35      | 2035-04-25      | 5.9150%  | 0.0000% | $2752000.00        | $2966606.69        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $2584000.00        | $2597870.70        | Corporate Debt Securities                         |
| MAGNERA CORP                   SR SEC GLBL 31      | 2031-11-15      | 7.2500%  | 0.0000% | $197000.00         | $188410.75         | Corporate Debt Securities                         |
| OHI GROUP SA                   SR SEC REGS 29      | 2029-07-22      | 13.0000% | 0.0000% | $320000.00         | $325432.00         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL REGS 33     | 2033-09-15      | 5.7500%  | 0.0000% | $192000.00         | $200480.80         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-05-28      | 4.9500%  | 0.0000% | $717000.00         | $718613.25         | Corporate Debt Securities                         |
| FRONERI LUX FINCO S A R L      SR SEC 144A NT32    | 2032-08-01      | 6.0000%  | 0.0000% | $200000.00         | $206574.00         | Corporate Debt Securities                         |
| FOUR LAKES RE LTD              -A-20241 144A 28    | 2028-01-07      | 9.3000%  | 0.0000% | $6050000.00        | $6231500.00        | Corporate Debt Securities                         |
| GS MORTGAGE-BKD SEC TR 25-HE1  A-1    20551025 FLT | 2055-10-25      | 5.6218%  | 0.0000% | $4300000.00        | $3930834.38        | Asset-Backed Securities                           |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $4200000.00        | $4310134.03        | Asset-Backed Securities                           |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $21000.00          | $21880.76          | Corporate Debt Securities                         |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.3000% | 0.0000% | $4150000.00        | $4437180.00        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 30       | 2030-03-01      | 2.9200%  | 0.0000% | $6087000.00        | $5824264.79        | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 26       | 2026-05-15      | 6.2500%  | 0.0000% | $426000.00         | $426343.76         | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30       | 2030-01-15      | 3.2500%  | 0.0000% | $1500000.00        | $1284385.42        | Corporate Debt Securities                         |
| FIGRE TR 2025-HE6              F      20550925 FLT | 2055-09-25      | 7.6540%  | 0.0000% | $2300000.00        | $2305169.25        | Asset-Backed Securities                           |
| EQUIPMENTSHARE COM INC         2LIEN 144A NT 28    | 2028-05-15      | 9.0000%  | 0.0000% | $7677000.00        | $7846738.47        | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR GLBL 144A 29     | 2029-05-01      | 3.6250%  | 0.0000% | $1991000.00        | $1902716.57        | Corporate Debt Securities                         |
| CLERMONT PK CLO LTD 2025-1     E      20380426 FLT | 2038-04-26      | 9.3654%  | 0.0000% | $7698000.00        | $7671928.88        | Asset-Backed Securities                           |
| CITIGROUP INC                  PERP SR GLBL -DD    | 2500-12-31      | 7.0000%  | 0.0000% | $85000.00          | $90275.76          | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 32       | 2032-01-15      | 4.8500%  | 0.0000% | $90000.00          | $94480.93          | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2025-NQ37     A-2    20650725 FLT | 2065-07-25      | 5.6620%  | 0.0000% | $3300000.00        | $3164835.54        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 2023-RPL3   A-1    20630925 FLT | 2063-09-25      | 3.2500%  | 0.0000% | $2300000.00        | $1782578.41        | Private Label Collateralized Mortgage Obligations |
| BUCKEYE PARTNERS L P           SR GLBL NT 27       | 2027-12-01      | 4.1250%  | 0.0000% | $47000.00          | $47419.30          | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26       | 2026-12-01      | 3.9500%  | 0.0000% | $5828000.00        | $5905167.58        | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 27     | 2027-10-15      | 4.6250%  | 0.0000% | $279000.00         | $279495.03         | Corporate Debt Securities                         |
| CSMC TR 2018-J1                A-1    20480225 FLT | 2048-02-25      | 3.5000%  | 0.0000% | $84000000.00       | $12961696.20       | Private Label Collateralized Mortgage Obligations |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 31     | 2031-03-01      | 4.8750%  | 0.0000% | $2164000.00        | $2080039.50        | Corporate Debt Securities                         |
| AZORRA FIN LTD                 SR GLBL 144A 31     | 2031-01-15      | 7.2500%  | 0.0000% | $2412000.00        | $2583499.90        | Corporate Debt Securities                         |
| APIDOS CLO XLVII LTD           E      20370427 FLT | 2037-04-26      | 10.0580% | 0.0000% | $4000000.00        | $4039601.71        | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51R2         E-R2   20371015 FLT | 2037-10-15      | 10.1545% | 0.0000% | $3000000.00        | $3010692.31        | Asset-Backed Securities                           |
| ARMOR RE LTD                   EXTND-A 144A 31     | 2031-05-07      | 14.0000% | 0.0000% | $8500000.00        | $9202100.00        | Corporate Debt Securities                         |
| APH SOM/ APH2/APH3             SR 144A NT 29       | 2029-11-01      | 7.8750%  | 0.0000% | $5542000.00        | $5616297.44        | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 10.3200% | 0.0000% | $9000000.00        | $9490500.00        | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL     | 2500-12-31      | 4.7000%  | 0.0000% | $3450000.00        | $3379920.92        | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33     | 2033-02-15      | 7.5000%  | 0.0000% | $14002000.00       | $14765925.78       | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR GLBL NT 29       | 2029-02-15      | 4.2500%  | 0.0000% | $6039000.00        | $5360758.23        | Corporate Debt Securities                         |
| AMEREN CORP                    SR GLBL R NT5%29    | 2029-01-15      | 5.0000%  | 0.0000% | $6318000.00        | $6590572.56        | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 7.45%29      | 2029-08-01      | 7.4500%  | 0.0000% | $361000.00         | $394108.21         | Corporate Debt Securities                         |
| AECOM                          SR GLBL 144A 33     | 2033-08-01      | 6.0000%  | 0.0000% | $2318000.00        | $2430423.00        | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR SEC 144A NT28    | 2028-04-15      | 7.0000%  | 0.0000% | $2610000.00        | $2697672.80        | Corporate Debt Securities                         |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $591000.00         | $608016.70         | Corporate Debt Securities                         |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2287000.00        | $2133863.05        | Asset-Backed Securities                           |
| ALBION FING 1 S A R L & AGGRE  SR SEC GLBL 30      | 2030-05-21      | 7.0000%  | 0.0000% | $2435000.00        | $2563189.22        | Corporate Debt Securities                         |
| BRIDGE STR RE LTD              -A-20251 144A 28    | 2028-01-07      | 7.8100%  | 0.0000% | $7500000.00        | $7649250.00        | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 9.0300%  | 0.0000% | $5000000.00        | $5157000.00        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 5.0000%  | 0.0000% | $3040000.00        | $2460288.89        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL40    | 2040-05-01      | 5.7050%  | 0.0000% | $21000.00          | $21694.44          | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR 144A NT7.5%29    | 2029-02-01      | 7.5000%  | 0.0000% | $254000.00         | $271318.99         | Corporate Debt Securities                         |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $15000.00          | $14175.77          | Corporate Debt Securities                         |
| BARINGS CLO 2023-4 LTD         E      20370121 FLT | 2037-01-21      | 11.4744% | 0.0000% | $2500000.00        | $2532551.61        | Asset-Backed Securities                           |
| BRINKS CO                      SR GLBL 144A 29     | 2029-06-15      | 6.5000%  | 0.0000% | $53000.00          | $56292.39          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 50       | 2050-05-20      | 3.7940%  | 0.0000% | $4895000.00        | $3747333.53        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 5.75%40      | 2040-05-01      | 5.7500%  | 0.0000% | $28000.00          | $30124.99          | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GLBL NT28    | 2028-03-15      | 8.3000%  | 0.0000% | $1504000.00        | $1611627.08        | Corporate Debt Securities                         |
| COMMSCOPE TECHNOLOGIES LLC     SR GLBL 144A 27     | 2027-03-15      | 5.0000%  | 0.0000% | $70000000.00       | $70656522.22       | Corporate Debt Securities                         |
| CFCRE COML MTG TR 2017-C8      C      20500617 FLT | 2050-06-17      | 5.0512%  | 0.0000% | $3103000.00        | $3001089.33        | Private Label Collateralized Mortgage Obligations |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $20000.00          | $21995.83          | Corporate Debt Securities                         |
| EXTENDED STAY AMER TR 2025-ESH D      20421015 FLT | 2042-10-15      | 6.5590%  | 0.0000% | $2405000.00        | $2422723.68        | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            PERP SUB GLBL -C    | 2079-12-31      | 4.3500%  | 0.0000% | $82000.00          | $81424.84          | Corporate Debt Securities                         |
| DTE ENERGY CO                  SR GLBL -C NT 29    | 2029-06-15      | 3.4000%  | 0.0000% | $1541000.00        | $1522160.42        | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR GLBL 144A 27     | 2027-12-15      | 8.8750%  | 0.0000% | $12561000.00       | $11809651.57       | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL 29      | 2029-04-15      | 6.8750%  | 0.0000% | $6630000.00        | $2742378.87        | Corporate Debt Securities                         |
| ELME COMMUNITIES               FR 7.25%022528      | 2028-02-25      | 7.2500%  | 0.0000% | $50000.00          | $54629.46          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30       | 2030-06-30      | 7.3750%  | 0.0000% | $1057000.00        | $1095939.29        | Corporate Debt Securities                         |
| WELLFLEET CLO LTD 2024-2       E      20380225 FLT | 2038-02-25      | 10.3186% | 0.0000% | $1850000.00        | $1823780.72        | Asset-Backed Securities                           |
| WBI OPER LLC                   SR 144A NT6.5%33    | 2033-10-15      | 6.5000%  | 0.0000% | $2098000.00        | $2101962.89        | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $10267000.00       | $10180742.94       | Corporate Debt Securities                         |
| VERAISON RE LTD                -A VR 144A NT 27    | 2027-03-08      | 8.5504%  | 0.0000% | $2750000.00        | $2838000.00        | Corporate Debt Securities                         |
| PRKCM TR 2023-AFC1             M-1    20580225 FLT | 2058-02-25      | 7.4005%  | 0.0000% | $1480000.00        | $1491056.34        | Private Label Collateralized Mortgage Obligations |
| RANGE RES CORP                 SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $3000000.00        | $3153327.50        | Corporate Debt Securities                         |
| OCEANVIEW MRTG TR 2021-5       A-4    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $2500000.00        | $1448960.03        | Private Label Collateralized Mortgage Obligations |
| IRON MTN INC DEL               SR GLBL 144A 31     | 2031-02-15      | 4.5000%  | 0.0000% | $747000.00         | $722778.53         | Corporate Debt Securities                         |
| INTERCORP PERU LIMITED         SR 144A NT 29       | 2029-08-15      | 3.8750%  | 0.0000% | $1000000.00        | $981326.81         | Corporate Debt Securities                         |
| 1886 RE LTD                    -A-20251 144A 29    | 2029-07-06      | 8.3000%  | 0.0000% | $550000.00         | $575025.00         | Corporate Debt Securities                         |
| PAGAYA AI DEBT TR 2022-1       C      20291015 4.8 | 2029-10-15      | 4.8880%  | 0.0000% | $14322000.00       | $7028966.48        | Asset-Backed Securities                           |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-02-15      | 3.5000%  | 0.0000% | $82000.00          | $80041.34          | Corporate Debt Securities                         |
| PFP LTD 2025-12                C      20421218 FLT | 2042-12-18      | 6.5003%  | 0.0000% | $5000000.00        | $4998591.83        | Private Label Collateralized Mortgage Obligations |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $298000.00         | $315231.15         | Corporate Debt Securities                         |
| PALMER SQUARE CLO 2024-4 LTD   E      20380115 FLT | 2038-01-15      | 8.9045%  | 0.0000% | $3000000.00        | $2996475.98        | Asset-Backed Securities                           |
| PETROLEOS MEXICANOS            FR 10%020733        | 2033-02-07      | 10.0000% | 0.0000% | $110000.00         | $130211.77         | Corporate Debt Securities                         |
| NEXA RES S A                   SR GLBL REGS 37     | 2037-04-08      | 6.6000%  | 0.0000% | $13098000.00       | $13712907.44       | Corporate Debt Securities                         |
| WHITEBOX CLO II LTD            E-1R2  20371026 FLT | 2037-10-26      | 9.6154%  | 0.0000% | $2000000.00        | $1889662.63        | Asset-Backed Securities                           |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $1951000.00        | $1645847.34        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.478%040431     | 2031-04-04      | 4.4780%  | 0.0000% | $75000.00          | $76379.02          | Corporate Debt Securities                         |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $7000000.00        | $7219159.11        | Asset-Backed Securities                           |
| YPF SOCIEDAD ANONIMA           FR 6.95%072127      | 2027-07-21      | 6.9500%  | 0.0000% | $32000.00          | $32974.66          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $1480000.00        | $1212362.14        | Corporate Debt Securities                         |
| LD CELULOSE INTERNATIONAL GMBH SR SEC GLBL 32      | 2032-01-26      | 7.9500%  | 0.0000% | $511000.00         | $548620.67         | Corporate Debt Securities                         |
| EMPRESA NACIONAL DEL PETROLEO  GLBL REGS NT 47     | 2047-09-14      | 4.5000%  | 0.0000% | $946000.00         | $798187.50         | Corporate Debt Securities                         |
| YALE UNIV                      SR GLBL 2020A 50    | 2050-04-15      | 2.4020%  | 0.0000% | $1373000.00        | $846508.12         | Corporate Debt Securities                         |
| EMPRESA DE TRANSMISION ELEC    SR GLBL REGS 49     | 2049-05-02      | 5.1250%  | 0.0000% | $560000.00         | $434135.18         | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL REGS 32     | 2032-09-01      | 6.8750%  | 0.0000% | $70000.00          | $73820.22          | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD           FR 4.8%042160       | 2060-04-21      | 4.8000%  | 0.0000% | $900000.00         | $829785.00         | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 31     | 2031-11-15      | 5.3750%  | 0.0000% | $3994000.00        | $2953167.48        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2021-3        A-15   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $4499999.00        | $2362807.27        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2017-5        A-2    20481025 FLT | 2048-10-25      | 4.9629%  | 0.0000% | $5416000.00        | $3832071.78        | Private Label Collateralized Mortgage Obligations |
| JW TR 2024-BERY                A      20391115 FLT | 2039-11-15      | 5.5520%  | 0.0000% | $14074000.00       | $14106607.68       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TRUST 2024-NQM1  A-1    20640225 FLT | 2064-02-25      | 5.5920%  | 0.0000% | $2622000.00        | $2024588.66        | Private Label Collateralized Mortgage Obligations |
| JELD-WEN HLDG INC              SR GLBL 144A 32     | 2032-09-01      | 7.0000%  | 0.0000% | $465000.00         | $323480.35         | Corporate Debt Securities                         |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $100000.00         | $98101.25          | Corporate Debt Securities                         |
| SPX FLOW INCORPORATION         SR 144A NT 30       | 2030-04-01      | 8.7500%  | 0.0000% | $4829000.00        | $5027492.02        | Corporate Debt Securities                         |
| SA RE II LT AC N RE SE AC 24-3 EXT GLBL 144A 32    | 2032-04-07      | 9.1700%  | 0.0000% | $5777000.00        | $6039853.50        | Corporate Debt Securities                         |
| REGATTA FUNDING LTD 2021-18R   E-R    20380415 FLT | 2038-04-15      | 8.6045%  | 0.0000% | $2000000.00        | $1983753.32        | Asset-Backed Securities                           |
| TELUS CORPORATION              SR NT 2.8%27        | 2027-02-16      | 2.8000%  | 0.0000% | $6180000.00        | $6126131.00        | Corporate Debt Securities                         |
| SLM STUDENT LOAN TR 2012-7     B      20430925 FLT | 2043-09-25      | 5.9863%  | 0.0000% | $1585000.00        | $1524303.78        | Asset-Backed Securities                           |
| POLESTAR RE LTD                -A-20243 144A 28    | 2028-01-07      | 14.3053% | 0.0000% | $17250000.00       | $17896875.00       | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33       | 2033-10-01      | 7.1500%  | 0.0000% | $20000.00          | $21605.42          | Corporate Debt Securities                         |
| PROVIDENT HM EQ LN TR 1999-3   A-1    20310125 FLT | 2031-01-25      | 4.4238%  | 0.0000% | $200000000.00      | $1927362.94        | Asset-Backed Securities                           |
| PITNEY BOWES INC               SR GLBL 144A 29     | 2029-03-15      | 7.2500%  | 0.0000% | $13274000.00       | $13537905.56       | Corporate Debt Securities                         |
| PALMER SQUARE CLO 2024-1       E      20370415 FLT | 2037-04-15      | 10.1545% | 0.0000% | $5000000.00        | $5053455.52        | Asset-Backed Securities                           |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $11687000.00       | $11795617.68       | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM10           A-1    20650525 FLT | 2065-05-25      | 5.4530%  | 0.0000% | $13000000.00       | $11892019.81       | Private Label Collateralized Mortgage Obligations |
| MARATHON OIL CORP              GLBL NT 5.3%29      | 2029-04-01      | 5.3000%  | 0.0000% | $70000.00          | $71994.42          | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 28     | 2028-09-15      | 6.8750%  | 0.0000% | $2015000.00        | $2109948.76        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV2   A-9    20510925 FLT | 2051-09-25      | 5.0000%  | 0.0000% | $3967800.00        | $2753853.07        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 6.407%110129     | 2029-11-01      | 6.4070%  | 0.0000% | $1419000.00        | $1513924.36        | Corporate Debt Securities                         |
| NYC COMMERCIAL MTG TR 2025-28L C      20381105 FLT | 2038-11-05      | 5.4416%  | 0.0000% | $5000000.00        | $5045561.12        | Private Label Collateralized Mortgage Obligations |
| HOLOGIC INC                    SR GLBL 144A 29     | 2029-02-15      | 3.2500%  | 0.0000% | $14858000.00       | $14800181.74       | Corporate Debt Securities                         |
| MAIN STR CAP CORP              SR GLBL NT5.4%28    | 2028-08-15      | 5.4000%  | 0.0000% | $4547000.00        | $4630937.62        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.65% 37       | 2037-02-01      | 5.6500%  | 0.0000% | $82000.00          | $89850.07          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 31      | 2031-03-31      | 6.7500%  | 0.0000% | $70019.00          | $62465.70          | Corporate Debt Securities                         |
| MAD COML MTG TR 2025-11MD      A      20421011 FLT | 2042-10-11      | 4.9122%  | 0.0000% | $7179000.00        | $7248429.18        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2025-FL17              E      20400221 FLT | 2040-02-21      | 7.4526%  | 0.0000% | $3000000.00        | $3008757.47        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-NQM1       M-1    20600925 FLT | 2060-09-25      | 3.2930%  | 0.0000% | $1500000.00        | $1449044.62        | Private Label Collateralized Mortgage Obligations |
| GLS AT REC ISS TR 2022-2       E      20290615 5.5 | 2029-06-15      | 5.5000%  | 0.0000% | $15020000.00       | $15039017.00       | Asset-Backed Securities                           |
| HERCULES INC                   JR SB GLBL DB 29    | 2029-06-30      | 6.5000%  | 0.0000% | $3270000.00        | $3320594.17        | Corporate Debt Securities                         |
| PRIME SEC SVCS BORROWER LLC /  1LIEN GLBL 26       | 2026-04-15      | 5.7500%  | 0.0000% | $379000.00         | $384366.53         | Corporate Debt Securities                         |
| MORGAN STANLEY CAP 2005-HE5    M-3    20350925 FLT | 2035-09-25      | 4.7438%  | 0.0000% | $1900000.00        | $1260455.17        | Asset-Backed Securities                           |
| NAVIENT REFINANCE LN TR 2025-C C      20551015 5.7 | 2055-10-15      | 5.7800%  | 0.0000% | $1100000.00        | $1117126.76        | Asset-Backed Securities                           |
| TRANSMONTAIGNE PARTNERS L P    SR GLBL 144A 30     | 2030-06-15      | 8.5000%  | 0.0000% | $1943000.00        | $2110453.14        | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 32     | 2032-04-07      | 7.0600%  | 0.0000% | $545000.00         | $559319.57         | Corporate Debt Securities                         |
| MASTER ASSET TR 2004-HE1       M-5    20340925 FLT | 2034-09-25      | 6.0938%  | 0.0000% | $1664000.00        | $1570762.26        | Asset-Backed Securities                           |
| MONDELEZ INTL INC              SR GLBL NT1.5%31    | 2031-02-04      | 1.5000%  | 0.0000% | $2218000.00        | $1944498.42        | Corporate Debt Securities                         |
| FHLMC SCRTT SERIES 2017-2      M-1    20560825 FLT | 2056-08-25      | 4.0000%  | 0.0000% | $290000.00         | $6735.81           | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-NQM1            B-1    20660225 FLT | 2066-02-25      | 3.2270%  | 0.0000% | $6000000.00        | $4730557.50        | Private Label Collateralized Mortgage Obligations |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $11000.00          | $10988.63          | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 33     | 2033-09-15      | 6.1250%  | 0.0000% | $100000.00         | $102970.36         | Corporate Debt Securities                         |
| MORGAN STANLEY ABS 2007-NC4    A-2B   20370525 FLT | 2037-05-25      | 4.1888%  | 0.0000% | $34124992.00       | $11888480.08       | Asset-Backed Securities                           |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 27       | 2027-06-01      | 5.2500%  | 0.0000% | $6000.00           | $6154.81           | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54       | 2054-09-15      | 6.2500%  | 0.0000% | $401000.00         | $405917.71         | Corporate Debt Securities                         |
| RATE MORTGAGE TRUST 2024-J1    B-3    20540725 FLT | 2054-07-25      | 6.4636%  | 0.0000% | $2974000.00        | $2284565.94        | Private Label Collateralized Mortgage Obligations |
| RAKUTEN GROUP INC              SR 144A NT 27       | 2027-02-15      | 11.2500% | 0.0000% | $1538000.00        | $1695610.40        | Corporate Debt Securities                         |
| RR LTD 2025-36R                D-R    20400117 FLT | 2040-01-17      | 9.1545%  | 0.0000% | $4500000.00        | $4569069.97        | Asset-Backed Securities                           |
| SEASPAN CORP                   SR GLBL REGS 29     | 2029-08-01      | 5.5000%  | 0.0000% | $12000.00          | $11717.34          | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 44     | 2044-09-17      | 5.8750%  | 0.0000% | $733000.00         | $571429.80         | Corporate Debt Securities                         |
| EMPRESA NACIONAL DEL PETROLEO  5.25%29             | 2029-11-06      | 5.2500%  | 0.0000% | $3269000.00        | $3327738.48        | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $5130000.00        | $5364121.80        | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 31     | 2031-05-11      | 2.8750%  | 0.0000% | $286000.00         | $233472.56         | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 27       | 2027-04-03      | 7.0510%  | 0.0000% | $10000.00          | $10232.59          | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29     | 2029-03-25      | 6.2500%  | 0.0000% | $2897000.00        | $2637355.65        | Corporate Debt Securities                         |
| ALGONQUIN POWER & UTILITIES CO JR SB GLBL          | 2082-01-18      | 4.7500%  | 0.0000% | $12000.00          | $12042.15          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 52     | 2052-03-16      | 4.7500%  | 0.0000% | $4630000.00        | $4048101.60        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT5.4%35    | 2035-01-31      | 5.4000%  | 0.0000% | $207000.00         | $218523.69         | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 31     | 2031-06-07      | 9.1900%  | 0.0000% | $5750000.00        | $5980000.00        | Corporate Debt Securities                         |
| ALTAGAS LTD                    JR SB GLBL 54       | 2054-10-15      | 7.2000%  | 0.0000% | $391000.00         | $406749.48         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 50       | 2050-05-01      | 3.4500%  | 0.0000% | $3800000.00        | $2779880.50        | Corporate Debt Securities                         |
| AHOLD FIN U S A INC            SR NT 6.875%29      | 2029-05-01      | 6.8750%  | 0.0000% | $21176000.00       | $23152700.19       | Corporate Debt Securities                         |
| ALPHA GENERATION LLC           SR 144A NT 34       | 2034-01-15      | 6.2500%  | 0.0000% | $31000.00          | $31291.11          | Corporate Debt Securities                         |
| API ESCROW CORPORATION         SR GLBL 144A 29     | 2029-10-15      | 4.7500%  | 0.0000% | $54000.00          | $53233.39          | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2020-B19      C      20530917 FLT | 2053-09-17      | 3.2110%  | 0.0000% | $12400000.00       | $9550284.70        | Private Label Collateralized Mortgage Obligations |
| BAUSCH HEALTH COS INC          SR GLBL 144A 30     | 2030-01-30      | 5.2500%  | 0.0000% | $79000.00          | $59416.56          | Corporate Debt Securities                         |
| CARE NEW ENG HEALTH SYS        -2016C NT 5.5%26    | 2026-09-01      | 5.5000%  | 0.0000% | $5000000.00        | $5055308.33        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 32     | 2032-03-10      | 2.6670%  | 0.0000% | $14406000.00       | $13238660.21       | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7             B      20440715 FLT | 2044-07-15      | 5.9590%  | 0.0000% | $999999.00         | $1002463.84        | Private Label Collateralized Mortgage Obligations |
| CNTYW DEL TR 2010-1 126685DT0  CTF    20360516 FLT | 2036-05-16      | 19.9506% | 0.0000% | $352740000.00      | $2581825.65        | Asset-Backed Securities                           |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $202000.00         | $211623.82         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 6%63     | 2063-06-01      | 6.0000%  | 0.0000% | $1057000.00        | $1078140.00        | Corporate Debt Securities                         |
| BRAVO RESI FDG TR 2020-RPL1    M-2    20590525 FLT | 2059-05-25      | 4.4551%  | 0.0000% | $2000000.00        | $1990561.26        | Private Label Collateralized Mortgage Obligations |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-03-01      | 7.3750%  | 0.0000% | $939000.00         | $974844.37         | Corporate Debt Securities                         |
| BAYARD PK CLO 0.01 24JUL38 144A FRN                | 2038-07-24      | 10.2154% | 0.0000% | $1300000.00        | $1333984.14        | Asset-Backed Securities                           |
| CSAIL COML MTG TR 2018-CX12    D      20510817 FLT | 2051-08-17      | 3.3796%  | 0.0000% | $5000000.00        | $4158903.54        | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            SR GLBL -E NT 33    | 2033-03-15      | 6.3000%  | 0.0000% | $33000.00          | $36544.36          | Corporate Debt Securities                         |
| CARVAL CLO LTD 2019-2R2        E-R2   20320420 FLT | 2032-04-20      | 10.3844% | 0.0000% | $10900000.00       | $10837867.93       | Asset-Backed Securities                           |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $11495000.00       | $10242808.14       | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 27       | 2027-03-15      | 5.6250%  | 0.0000% | $401000.00         | $404571.41         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL 144A 30     | 2030-12-05      | 8.8750%  | 0.0000% | $490000.00         | $438819.50         | Corporate Debt Securities                         |
| ENDURANCE INTL GROUP HLDGS INC SR GLBL 144A 29     | 2029-02-15      | 6.0000%  | 0.0000% | $214000.00         | $129131.17         | Corporate Debt Securities                         |
| ELM ROAD GENERATING STATION    SR SEC GLBL 40      | 2040-02-11      | 6.0900%  | 0.0000% | $3000000.00        | $3304622.50        | Corporate Debt Securities                         |
| CAPTREE PARK CLO LTD 2024-1    E      20370720 FLT | 2037-07-20      | 9.8844%  | 0.0000% | $5000000.00        | $5093440.71        | Asset-Backed Securities                           |
| DRYDEN 40 SR LN FD 2015-40R    E-R    20310815 FLT | 2031-08-15      | 9.8634%  | 0.0000% | $2000000.00        | $1740147.64        | Asset-Backed Securities                           |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $21748416.00       | $23277003.42       | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     A-3    20550825 FLT | 2055-08-25      | 5.9470%  | 0.0000% | $2218000.00        | $2107020.29        | Private Label Collateralized Mortgage Obligations |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 34     | 2034-03-01      | 5.8750%  | 0.0000% | $6567000.00        | $6584162.67        | Corporate Debt Securities                         |
| KAROON USA FIN INC             SR SEC GLBL 29      | 2029-05-14      | 10.5000% | 0.0000% | $3264000.00        | $3383669.12        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33     | 2033-05-15      | 8.0000%  | 0.0000% | $46000.00          | $47422.27          | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 10.0500% | 0.0000% | $607000.00         | $646477.76         | Corporate Debt Securities                         |
| KBR INC                        SR GLBL 144A 28     | 2028-09-30      | 4.7500%  | 0.0000% | $70000.00          | $69130.79          | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.3053% | 0.0000% | $4685000.00        | $4927683.00        | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 35       | 2035-10-15      | 5.8750%  | 0.0000% | $753000.00         | $778761.18         | Corporate Debt Securities                         |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27       | 2027-10-15      | 6.7500%  | 0.0000% | $36320000.00       | $24939582.00       | Corporate Debt Securities                         |
| LAND O LAKES CAP TR I          JR SB PFD TR 28     | 2028-03-15      | 7.4500%  | 0.0000% | $49000.00          | $51319.51          | Corporate Debt Securities                         |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $44000.00          | $46884.21          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29     | 2029-09-15      | 4.8750%  | 0.0000% | $2779000.00        | $2773651.58        | Corporate Debt Securities                         |
| PRMI SECURITIZATION TR 2021-1  A-5B   20510425 FLT | 2051-04-25      | 2.0000%  | 0.0000% | $3000000.00        | $1820709.64        | Private Label Collateralized Mortgage Obligations |
| HARVEST US CLO LTD 2024-2      E      20371015 FLT | 2037-10-15      | 10.8045% | 0.0000% | $2000000.00        | $2039211.10        | Asset-Backed Securities                           |
| PM GENERAL PURCHASER LLC       SR SEC GLBL 28      | 2028-10-01      | 9.5000%  | 0.0000% | $150000.00         | $133064.75         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 5%27     | 2027-03-15      | 5.0000%  | 0.0000% | $424000.00         | $427353.37         | Corporate Debt Securities                         |
| NEW MTN CLO 9.62881 20OCT38 144A FR                | 2038-10-20      | 9.2344%  | 0.0000% | $3500000.00        | $3498683.92        | Asset-Backed Securities                           |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $652000.00         | $176957.42         | Corporate Debt Securities                         |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.9190%  | 0.0000% | $4875000.00        | $4806186.87        | Asset-Backed Securities                           |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $18541000.00       | $18524166.32       | Corporate Debt Securities                         |
| SPECTRUM BRANDS INC            SR GLBL 144A 31     | 2031-03-15      | 3.8750%  | 0.0000% | $15000.00          | $12342.71          | Corporate Debt Securities                         |
| PRIME HEALTHCARE SVCS INC      SR SEC 144A NT29    | 2029-09-01      | 9.3750%  | 0.0000% | $7297000.00        | $7854682.35        | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 12.8053% | 0.0000% | $1440000.00        | $1546693.28        | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH    -2023 BD5.403%33    | 2033-10-01      | 5.4030%  | 0.0000% | $335000.00         | $351024.64         | Corporate Debt Securities                         |
| SLG OFFICE TRUST 2021-OVA      C      20410717 2.8 | 2041-07-17      | 2.8506%  | 0.0000% | $3900000.00        | $3487960.94        | Private Label Collateralized Mortgage Obligations |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL 144A 31     | 2031-09-01      | 5.8750%  | 0.0000% | $1597000.00        | $821174.07         | Corporate Debt Securities                         |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 9.3600%  | 0.0000% | $2100000.00        | $2227260.00        | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.3001%  | 0.0000% | $15750000.00       | $16140600.00       | Corporate Debt Securities                         |
| OCTAGON LTD 2023-67R           E-R    20380726 FLT | 2038-07-26      | 11.2680% | 0.0000% | $2000000.00        | $2058651.96        | Asset-Backed Securities                           |
| HORIZON MUT HLDGS INC          SR GLBL 144A 34     | 2034-11-15      | 6.2000%  | 0.0000% | $11408000.00       | $11342049.08       | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLBL 28       | 2028-11-15      | 8.5000%  | 0.0000% | $52000.00          | $54616.61          | Corporate Debt Securities                         |
| TRANSCANADA TRUST              JR SB COCO 76       | 2076-08-15      | 5.8750%  | 0.0000% | $366000.00         | $372137.46         | Corporate Debt Securities                         |
| TOWD POINT ASSET TR 2021-SL1   D      20611121 FLT | 2061-11-21      | 5.7743%  | 0.0000% | $984000.00         | $969684.00         | Asset-Backed Securities                           |
| NISSAN MOTOR CO LTD            SR 144A NT 32       | 2032-07-17      | 7.7500%  | 0.0000% | $9579000.00        | $10326175.30       | Corporate Debt Securities                         |
| 123 LTS RE LTD                 EXT GLBL 144A 31    | 2031-09-14      | 14.7800% | 0.0000% | $1750000.00        | $1790250.00        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 27     | 2027-09-15      | 4.8750%  | 0.0000% | $4826000.00        | $4863765.46        | Corporate Debt Securities                         |
| HYPATIA LIMITED                EXTND 144A 30       | 2030-04-08      | 14.3053% | 0.0000% | $1470000.00        | $1533735.52        | Corporate Debt Securities                         |
| DIGICEL INTL FIN LTD / DIFL US 1LIEN REGS NT 32    | 2032-08-01      | 8.6250%  | 0.0000% | $155000.00         | $162945.88         | Corporate Debt Securities                         |
| PFP LTD 2025-12                D      20421218 FLT | 2042-12-18      | 7.0495%  | 0.0000% | $3000000.00        | $3002447.00        | Private Label Collateralized Mortgage Obligations |
| OCTANE RECTRUST 2024-2         E      20320720 9.0 | 2032-07-20      | 9.0400%  | 0.0000% | $3500000.00        | $3734615.11        | Asset-Backed Securities                           |
| OCTAGON INV PTN XXII 2014-22R2 E-RR   20300122 FLT | 2030-01-22      | 9.5690%  | 0.0000% | $3500000.00        | $3395296.68        | Asset-Backed Securities                           |
| BANCO INTERNATIONAL DEL PERU   LW TIER II 35       | 2035-04-30      | 6.3970%  | 0.0000% | $4055000.00        | $4196622.68        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 34     | 2034-10-15      | 8.0000%  | 0.0000% | $1519000.00        | $557557.39         | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SB REGS NT6.7%57    | 2057-12-09      | 6.7000%  | 0.0000% | $464000.00         | $470543.69         | Corporate Debt Securities                         |
| BANCO DE GALICIA Y BUENOS AIRE GLBL REGS NT 28     | 2028-10-10      | 7.7500%  | 0.0000% | $90500.00          | $93652.42          | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE S A   SR REGS NT 31       | 2031-11-18      | 3.5370%  | 0.0000% | $11753000.00       | $6945817.32        | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.           SR GLBL REGS 28     | 2028-01-28      | 6.7500%  | 0.0000% | $11299000.00       | $10301524.28       | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 30     | 2030-12-05      | 8.8750%  | 0.0000% | $4604000.00        | $4123112.20        | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT31    | 2031-11-15      | 8.6250%  | 0.0000% | $3264000.00        | $3257846.00        | Corporate Debt Securities                         |
| YINSON BERGENIA PRODUCTION     SR SEC REGS NT45    | 2045-01-31      | 8.4980%  | 0.0000% | $1016000.00        | $1092509.43        | Corporate Debt Securities                         |
| PROVIDENT FDG ASSOCIATES LP    SR REGS NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $172000.00         | $184088.30         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL REGS 33     | 2033-01-15      | 8.0000%  | 0.0000% | $730000.00         | $731237.76         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 35     | 2035-02-08      | 5.6990%  | 0.0000% | $200000.00         | $215570.72         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 31     | 2031-09-11      | 8.7500%  | 0.0000% | $8532000.00        | $8853957.39        | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 27     | 2027-12-15      | 4.3750%  | 0.0000% | $90000.00          | $91138.41          | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR NT 6.25%37       | 2037-06-15      | 6.2500%  | 0.0000% | $58000.00          | $66795.62          | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            D      20341214 FLT | 2034-12-14      | 9.5607%  | 0.0000% | $12281680.00       | $12478512.65       | Private Label Collateralized Mortgage Obligations |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26       | 2026-10-01      | 3.1500%  | 0.0000% | $9537000.00        | $9447614.47        | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 6.55%37      | 2037-05-01      | 6.5500%  | 0.0000% | $4699000.00        | $4826213.68        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-4          A2     20570625 FLT | 2057-06-25      | 3.0000%  | 0.0000% | $1925582.00        | $1846627.36        | Private Label Collateralized Mortgage Obligations |
| TRI-STATE GENERATION &TRANSMIS 1M GLBL 144A 40     | 2040-06-15      | 6.0000%  | 0.0000% | $10102000.00       | $10813147.13       | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT3.8%27    | 2027-02-15      | 3.8000%  | 0.0000% | $15000.00          | $14752.68          | Corporate Debt Securities                         |
| MELLO MTG CAP ACPTNC 2021-INV1 A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $4739000.00        | $2815231.47        | Private Label Collateralized Mortgage Obligations |
| FISH POND RE LTD               -A-20241 144A 27    | 2027-01-08      | 7.8200%  | 0.0000% | $900000.00         | $922059.00         | Corporate Debt Securities                         |
| TRUENOORD CAPITAL DAC          SR GLBL 144A 30     | 2030-03-01      | 8.7500%  | 0.0000% | $1498000.00        | $1601984.92        | Corporate Debt Securities                         |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $122912.24         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          B4     20561025 FLT | 2056-10-25      | 3.7887%  | 0.0000% | $5837000.00        | $4742705.56        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-7MPR     A-1B   20560225 FLT | 2056-02-25      | 5.2390%  | 0.0000% | $1213500.00        | $1009929.80        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINL OPER PNRT LLC   SR GLBL 144A 30     | 2030-09-30      | 7.3750%  | 0.0000% | $2110000.00        | $2155666.26        | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT5.6%34    | 2034-06-12      | 5.6000%  | 0.0000% | $720000.00         | $774390.40         | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL NT 27       | 2027-11-15      | 4.6250%  | 0.0000% | $624000.00         | $621734.97         | Corporate Debt Securities                         |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $13260000.00       | $10938984.33       | Corporate Debt Securities                         |
| RCKT MRTG TR 2022-2            A-22   20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $4500000.00        | $2862103.08        | Private Label Collateralized Mortgage Obligations |
| QUEST DIAGNOSTICS INC          SR GLBL NT4.6%27    | 2027-12-15      | 4.6000%  | 0.0000% | $18000.00          | $18598.82          | Corporate Debt Securities                         |
| OCEANEERING INTL INC           SR GLBL NT 6%28     | 2028-02-01      | 6.0000%  | 0.0000% | $157000.00         | $162267.35         | Corporate Debt Securities                         |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $468114.13         | Corporate Debt Securities                         |
| LOGISTICS RE LIMITED           EXTND-A 144A 32     | 2032-12-21      | 9.7800%  | 0.0000% | $5000000.00        | $5109000.00        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $232554.00         | $236785.19         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.95%011527      | 2027-01-15      | 5.9500%  | 0.0000% | $89000.00          | $92878.79          | Corporate Debt Securities                         |
| GLOBAL INFRASTRUCTURE SOLUTION SR 144A NT 29       | 2029-06-01      | 5.6250%  | 0.0000% | $24000.00          | $24713.43          | Corporate Debt Securities                         |
| LBM ACQUISITION LLC            1LIEN GLBL 31       | 2031-06-15      | 9.5000%  | 0.0000% | $2181000.00        | $2308012.96        | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR 144A NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $4677000.00        | $4693883.97        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 39       | 2039-05-15      | 4.1500%  | 0.0000% | $1503000.00        | $1365022.51        | Corporate Debt Securities                         |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $4447000.00        | $4583773.04        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT30    | 2030-10-15      | 11.0000% | 0.0000% | $1641000.00        | $1826119.39        | Corporate Debt Securities                         |
| LONG WALK REINS LTD            EXTND-A 144A 31     | 2031-01-30      | 14.0400% | 0.0000% | $3000000.00        | $3034200.00        | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE 2024-HE3    M-3    20550222 FLT | 2055-02-22      | 6.4489%  | 0.0000% | $1350000.00        | $1360358.66        | Asset-Backed Securities                           |
| GCAT 2025-NQM3 TRUST           A-1    20700525 FLT | 2070-05-25      | 0.0000%  | 0.0000% | $12200000.00       | $11325137.41       | Private Label Collateralized Mortgage Obligations |
| DBWF MORTGAGE TRUST 2024-LCRS  C      20370415 FLT | 2037-04-15      | 6.5990%  | 0.0000% | $1625000.00        | $1626841.08        | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          B      20390311 4.1 | 2039-03-11      | 4.1580%  | 0.0000% | $4925000.00        | $4677146.91        | Private Label Collateralized Mortgage Obligations |
| DEVON ENERGY CORP NEW          GLBL NT 5.75%54     | 2054-09-15      | 5.7500%  | 0.0000% | $11406000.00       | $10780833.97       | Corporate Debt Securities                         |
| CIM TRUST 2020-R2              M3     20591025 FLT | 2059-10-25      | 3.0000%  | 0.0000% | $4100000.00        | $3240594.90        | Private Label Collateralized Mortgage Obligations |
| CAIXABANK S A                  FR 6.84%091334      | 2034-09-13      | 6.8400%  | 0.0000% | $600000.00         | $683166.00         | Corporate Debt Securities                         |
| CITIGROUP MTG LN TR 2021-J1    A-4A   20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $640000.00         | $383339.08         | Private Label Collateralized Mortgage Obligations |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $1182000.00        | $1028705.27        | Corporate Debt Securities                         |
| CUBESMART L P                  SR GLBL NT2.5%32    | 2032-02-15      | 2.5000%  | 0.0000% | $1555000.00        | $1390034.37        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28     | 2028-04-15      | 7.7500%  | 0.0000% | $6453000.00        | $6513767.54        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT4.2%69    | 2069-11-15      | 4.2000%  | 0.0000% | $1051000.00        | $807931.73         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL DEB 28      | 2028-01-15      | 6.6500%  | 0.0000% | $1420000.00        | $1504203.24        | Corporate Debt Securities                         |
| CHASE HOME LNDG MTG TR 2024-3  A-4    20550225 FLT | 2055-02-25      | 6.0000%  | 0.0000% | $2400000.00        | $1587393.00        | Private Label Collateralized Mortgage Obligations |
| CEDAR  FDG CLO LTD 2020-12RR   E-RR   20380125 FLT | 2038-01-25      | 10.2280% | 0.0000% | $2500000.00        | $2473253.85        | Asset-Backed Securities                           |
| CITIGROUP MTG LN TR 2004-OPT1  M-6    20341025 FLT | 2034-10-25      | 5.6888%  | 0.0000% | $3747884.00        | $574711.35         | Asset-Backed Securities                           |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $483000.00         | $474367.31         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 30     | 2030-08-15      | 4.5000%  | 0.0000% | $205000.00         | $193629.27         | Corporate Debt Securities                         |
| CAMPOSOL S A                   SR GLBL REGS 27     | 2027-02-03      | 6.0000%  | 0.0000% | $438000.00         | $439303.78         | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 6%36     | 2036-02-15      | 6.0000%  | 0.0000% | $2004000.00        | $2234794.00        | Corporate Debt Securities                         |
| BRASKEM IDESA S A P I          SR SEC GLBL 32      | 2032-02-20      | 6.9900%  | 0.0000% | $247000.00         | $154330.13         | Corporate Debt Securities                         |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29      | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $54896.70          | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR REGS NT 38       | 2038-06-25      | 4.6250%  | 0.0000% | $1426000.00        | $1327928.63        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $239000.00         | $254619.71         | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 27      | 2027-01-06      | 9.7500%  | 0.0000% | $2400000.00        | $382435.25         | Corporate Debt Securities                         |
| BANCO INDUSTRIAL S A           LW TIER II 31       | 2031-01-29      | 4.8750%  | 0.0000% | $404000.00         | $407843.89         | Corporate Debt Securities                         |
| MARB BONDCO PLC                SR GLBL REGS 31     | 2031-01-29      | 3.9500%  | 0.0000% | $4047000.00        | $3704935.19        | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 29      | 2029-06-15      | 6.6250%  | 0.0000% | $280000.00         | $295609.03         | Corporate Debt Securities                         |
| KOSMOS ENERGY LTD              SR GLBL REGS 26     | 2026-04-04      | 7.1250%  | 0.0000% | $230000.00         | $228796.52         | Corporate Debt Securities                         |
| WYETH                          CR SEN SR GLBL34    | 2034-02-01      | 6.5000%  | 0.0000% | $40000.00          | $46247.40          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               LW TIER II GLBL     | 2035-11-20      | 5.6180%  | 0.0000% | $29000.00          | $30202.87          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 28       | 2028-02-15      | 3.3750%  | 0.0000% | $92000.00          | $90831.26          | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-AA 144A 30    | 2030-12-07      | 9.3000%  | 0.0000% | $1250000.00        | $1285125.00        | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $12366000.00       | $13545388.98       | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $16137000.00       | $6066382.41        | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $1146000.00        | $1224267.98        | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30    | 2030-03-09      | 9.2500%  | 0.0000% | $3678580.00        | $3434226.24        | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR NT 6.125%39      | 2039-11-30      | 6.1250%  | 0.0000% | $4029000.00        | $4634577.73        | Corporate Debt Securities                         |
| BENCHMART MTG TR 2019-B12      A-AB   20520816 FLT | 2052-08-16      | 3.0416%  | 0.0000% | $59690.00          | $45472.57          | Private Label Collateralized Mortgage Obligations |
| BAIN CAPITAL CR CLO LTD 2024-2 E      20370715 FLT | 2037-07-15      | 10.5445% | 0.0000% | $5000000.00        | $5064388.86        | Asset-Backed Securities                           |
| BANCO BRADESCO SA GRAND CAYMAN FR 6.5%012230       | 2030-01-22      | 6.5000%  | 0.0000% | $1170000.00        | $1253795.40        | Corporate Debt Securities                         |
| BPR COML MTG TR 2025-STAR      B      20421107 FLT | 2042-11-07      | 5.5618%  | 0.0000% | $6500000.00        | $6621279.44        | Private Label Collateralized Mortgage Obligations |
| AUSTRALIA & NEW ZEALAND BKG GR FR 5.816%061836     | 2036-06-18      | 5.8160%  | 0.0000% | $8329000.00        | $8942838.05        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $1455000.00        | $1482160.00        | Corporate Debt Securities                         |
| ANGEL OAK MORTGAGE TR 2024-13  A-1    20691225 FLT | 2069-12-25      | 5.4640%  | 0.0000% | $600000.00         | $510972.74         | Private Label Collateralized Mortgage Obligations |
| BX CM MTG 2021-VOLT            B      20360915 FLT | 2036-09-15      | 5.0235%  | 0.0000% | $2558000.00        | $2481213.61        | Private Label Collateralized Mortgage Obligations |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $995990.40         | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 29      | 2029-12-23      | 9.8750%  | 0.0000% | $83000.00          | $76071.77          | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 40       | 2040-01-15      | 6.6250%  | 0.0000% | $6334000.00        | $5997573.99        | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT26    | 2026-06-15      | 5.2500%  | 0.0000% | $2293000.00        | $2349019.90        | Corporate Debt Securities                         |
| GREAT WOLF TRUST 2024-WOLF     D      20390315 FLT | 2039-03-15      | 6.8490%  | 0.0000% | $10015000.00       | $10071056.32       | Private Label Collateralized Mortgage Obligations |
| HILTON WORLDWIDE FINANCE LLC   SR GLBL NT 27       | 2027-04-01      | 4.8750%  | 0.0000% | $3875000.00        | $3906615.16        | Corporate Debt Securities                         |
| HSI ASSET SEC TR 2006-NC1      II-A   20351125 FLT | 2035-11-25      | 4.5088%  | 0.0000% | $16900000.00       | $1197100.49        | Asset-Backed Securities                           |
| GRAY MEDIA INC                 1LIEN GLBL 29       | 2029-07-15      | 10.5000% | 0.0000% | $1002000.00        | $1117913.03        | Corporate Debt Securities                         |
| GRUPO NUTRESA SA               SR 144A NT 8%30     | 2030-05-12      | 8.0000%  | 0.0000% | $994000.00         | $1066895.54        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39      | 2039-11-18      | 6.1410%  | 0.0000% | $15000.00          | $15686.79          | Corporate Debt Securities                         |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $990000.00         | $1045984.11        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%29     | 2029-08-15      | 6.0000%  | 0.0000% | $35000.00          | $37181.08          | Corporate Debt Securities                         |
| MILL CTY SOLAR LN 2019-1       B      20430320 4.9 | 2043-03-20      | 4.9400%  | 0.0000% | $426608.00         | $128473.52         | Asset-Backed Securities                           |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 9.5000%  | 0.0000% | $10000.00          | $7046.05           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 26       | 2026-03-15      | 7.1250%  | 0.0000% | $1433000.00        | $1461914.95        | Corporate Debt Securities                         |
| SNAM S.P.A.                    GLBL A 144A NT30    | 2030-05-28      | 5.0000%  | 0.0000% | $1275000.00        | $1307652.75        | Corporate Debt Securities                         |
| UNITED AUTO CR SEC TR 2025-1   E      20311010 7.7 | 2031-10-10      | 7.7100%  | 0.0000% | $8815000.00        | $8811703.19        | Asset-Backed Securities                           |
| RTX CORPORATION                SR GLBL NT 5%26     | 2026-02-27      | 5.0000%  | 0.0000% | $85000.00          | $86168.66          | Corporate Debt Securities                         |
| PIKES PEAK CLO LTD 2025-18     E      20380420 FLT | 2038-04-20      | 9.6344%  | 0.0000% | $4000000.00        | $4077109.24        | Asset-Backed Securities                           |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $6090000.00        | $6193475.02        | Corporate Debt Securities                         |
| OBX TRUST 2024-NQM18           A-2    20641025 FLT | 2064-10-25      | 5.6620%  | 0.0000% | $1411000.00        | $1072420.70        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2025-NQM4    A-3    20650725 FLT | 2065-07-25      | 5.8050%  | 0.0000% | $2546000.00        | $2416735.42        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-NQM6               A-1    20620625 FLT | 2062-06-25      | 4.7000%  | 0.0000% | $3000000.00        | $2139249.39        | Private Label Collateralized Mortgage Obligations |
| ONEOK PARTNERS LP              GTD SR NT6.85%37    | 2037-10-15      | 6.8500%  | 0.0000% | $319000.00         | $358815.01         | Corporate Debt Securities                         |
| VASA TRUST 2021-VASA           A      20390715 FLT | 2039-07-15      | 4.9735%  | 0.0000% | $14080000.00       | $13890088.66       | Private Label Collateralized Mortgage Obligations |
| TOLEDO HOSPITAL                2018B BD6.015%48    | 2048-11-15      | 6.0150%  | 0.0000% | $105000.00         | $101521.57         | Corporate Debt Securities                         |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 26      | 2026-12-06      | 5.6250%  | 0.0000% | $7000.00           | $5268.59           | Corporate Debt Securities                         |
| TEXAS DEBT CAPITAL 2024-1      E      20370422 FLT | 2037-04-22      | 9.8574%  | 0.0000% | $2000000.00        | $2016382.33        | Asset-Backed Securities                           |
| NISSAN MTR ACCEP CO LLC        FR 6.95%091526      | 2026-09-15      | 6.9500%  | 0.0000% | $8429000.00        | $8648095.47        | Corporate Debt Securities                         |
| OBX TR 2022-J1                 A-14   20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $4485000.00        | $3067338.95        | Private Label Collateralized Mortgage Obligations |
| NORTHERN TR CORP               SUB GLBL NT 40      | 2040-11-19      | 5.1170%  | 0.0000% | $5406000.00        | $5451676.65        | Corporate Debt Securities                         |
| NATIXIS CMRCL MTG SEC 2022-RRI D      20350315 FLT | 2035-03-15      | 7.9036%  | 0.0000% | $4749000.00        | $3558124.37        | Private Label Collateralized Mortgage Obligations |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29      | 2029-05-03      | 7.6250%  | 0.0000% | $35000.00          | $6713.56           | Corporate Debt Securities                         |
| NAVIENT STUDENT LN TR 2014-1   A-3    20310625 FLT | 2031-06-25      | 4.6963%  | 0.0000% | $1680000.00        | $389979.84         | Asset-Backed Securities                           |
| NEUBERGER BRMN LN ADV 2024-58  E      20381018 FLT | 2038-10-18      | 9.1344%  | 0.0000% | $2500000.00        | $2455626.61        | Asset-Backed Securities                           |
| WAYFAIR LLC                    SR SEC GLBL 29      | 2029-10-31      | 7.2500%  | 0.0000% | $338000.00         | $354419.95         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $5078000.00        | $4988688.56        | Corporate Debt Securities                         |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $33825000.00       | $37641470.05       | Corporate Debt Securities                         |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $3411000.00        | $3065916.71        | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN 144A NT 28    | 2028-08-15      | 8.0000%  | 0.0000% | $1858000.00        | $1957159.40        | Corporate Debt Securities                         |
| USA COMPRESSION PARTNERS LP    SR GLBL 144A 33     | 2033-10-01      | 6.2500%  | 0.0000% | $3440000.00        | $3501339.02        | Corporate Debt Securities                         |
| VERUS SEC TRUST 2021-3         A-1    20660625 FLT | 2066-06-25      | 1.0460%  | 0.0000% | $25686000.00       | $9039051.21        | Private Label Collateralized Mortgage Obligations |
| HILLENBRAND INC                SR GLBL NT 31       | 2031-03-01      | 3.7500%  | 0.0000% | $20000.00          | $20159.05          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $2733000.00        | $2608465.54        | Corporate Debt Securities                         |
| HERBIE RE LTD                  -B-20242 144A 29    | 2029-01-08      | 14.5881% | 0.0000% | $5000000.00        | $5341000.00        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30     | 2030-04-15      | 6.0000%  | 0.0000% | $1730000.00        | $1792464.53        | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34       | 2034-03-15      | 5.3500%  | 0.0000% | $1029000.00        | $1092189.46        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 36     | 2036-05-13      | 5.7900%  | 0.0000% | $230000.00         | $245056.38         | Corporate Debt Securities                         |
| HANESBRANDS INC                SR GLBL 144A 31     | 2031-02-15      | 9.0000%  | 0.0000% | $214000.00         | $231182.06         | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR 144A NT 35       | 2035-07-17      | 8.1250%  | 0.0000% | $1521000.00        | $1653777.17        | Corporate Debt Securities                         |
| 3264 RE LTD                    EXTND-B 144A 32     | 2032-02-07      | 6.7800%  | 0.0000% | $9000000.00        | $9027000.00        | Corporate Debt Securities                         |
| BMP COMMER MTG TR 2024-MF23    D      20410617 FLT | 2041-06-17      | 6.3495%  | 0.0000% | $2000000.00        | $2005835.71        | Private Label Collateralized Mortgage Obligations |
| BLOCK FINL LLC                 CR SEN SR GLBL30    | 2030-08-15      | 3.8750%  | 0.0000% | $4142000.00        | $4061010.67        | Corporate Debt Securities                         |
| BELL CDA                       SR US-10 NT 54      | 2054-02-15      | 5.5500%  | 0.0000% | $1279000.00        | $1260977.82        | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 28     | 2028-04-01      | 4.7500%  | 0.0000% | $140000.00         | $137320.52         | Corporate Debt Securities                         |
| BNK 2021-BNK37                 E      20641118 FLT | 2064-11-18      | 2.5000%  | 0.0000% | $3000000.00        | $1962678.00        | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PT CLO 2022-27R E-R    20371020 FLT | 2037-10-20      | 10.0344% | 0.0000% | $1220000.00        | $1200002.54        | Asset-Backed Securities                           |
| BX TR 2023-LIFE                A      20400215 5.0 | 2040-02-15      | 5.0453%  | 0.0000% | $3615000.00        | $3598197.39        | Private Label Collateralized Mortgage Obligations |
| BX TR 2024-BIO                 D      20410215 FLT | 2041-02-15      | 7.5980%  | 0.0000% | $13000000.00       | $12873168.20       | Private Label Collateralized Mortgage Obligations |
| BANK NEW YORK MELLON CORP      FR 4.942%021131     | 2031-02-11      | 4.9420%  | 0.0000% | $43000.00          | $44974.08          | Corporate Debt Securities                         |
| COREVEST AMERIC FIN TR 2021-2  E      20540717 3.7 | 2054-07-17      | 3.7230%  | 0.0000% | $2000000.00        | $1742662.50        | Asset-Backed Securities                           |
| COMISION FEDERAL DE ELECTRICID SR GLBL 144A 51     | 2051-02-09      | 4.6770%  | 0.0000% | $4893000.00        | $3774268.97        | Corporate Debt Securities                         |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 30     | 2030-07-15      | 7.8750%  | 0.0000% | $147000.00         | $151890.14         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33    | 2033-08-15      | 6.6250%  | 0.0000% | $2706000.00        | $2743366.85        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-02-15      | 6.2500%  | 0.0000% | $265000.00         | $221376.22         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.6250%  | 0.0000% | $648000.00         | $668829.24         | Corporate Debt Securities                         |
| BPR COML MTG TR 2025-STAR      A      20421107 FLT | 2042-11-07      | 5.1120%  | 0.0000% | $5464000.00        | $5553183.26        | Private Label Collateralized Mortgage Obligations |
| BLACKROCK TCP CAPITAL CORP     SR GLBL NT 26       | 2026-02-09      | 2.8500%  | 0.0000% | $115000.00         | $115026.35         | Corporate Debt Securities                         |
| BENCHMARK MTG  2021-B27 TR     A-5    20540717 2.3 | 2054-07-17      | 2.3900%  | 0.0000% | $1554000.00        | $1398070.86        | Private Label Collateralized Mortgage Obligations |
| BIRCH GROVE CLO LTD 2022-4R    E-R    20370715 FLT | 2037-07-15      | 10.4045% | 0.0000% | $3000000.00        | $3034399.98        | Asset-Backed Securities                           |
| ACUSHNET CO DEL                SR 144A NT 33       | 2033-12-01      | 5.6250%  | 0.0000% | $4466000.00        | $4506975.55        | Corporate Debt Securities                         |
| AGL CLO 2024-29 LTD            E      20370421 FLT | 2037-04-21      | 10.4200% | 0.0000% | $3500000.00        | $3538635.96        | Asset-Backed Securities                           |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32    | 2032-07-01      | 6.7500%  | 0.0000% | $16000.00          | $16838.16          | Corporate Debt Securities                         |
| ABFS MORTGAGE LOAN TR 2001-4   A      20320515 5.8 | 2032-05-15      | 5.8500%  | 0.0000% | $233728000.00      | $1903700.91        | Asset-Backed Securities                           |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $10559000.00       | $11104425.14       | Corporate Debt Securities                         |
| AFC MTG LOAN ABC 1999-4        1A     20291226 FLT | 2029-12-26      | 5.4655%  | 0.0000% | $166711000.00      | $2007537.21        | Asset-Backed Securities                           |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29    | 2029-06-15      | 8.5000%  | 0.0000% | $4630000.00        | $5025198.79        | Corporate Debt Securities                         |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.6998% | 0.0000% | $2000000.00        | $1963599.60        | Asset-Backed Securities                           |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $5046000.00        | $4993577.67        | Corporate Debt Securities                         |
| DGWD TR 2025-INFL              C      20350815 FLT | 2035-08-15      | 5.9590%  | 0.0000% | $7000000.00        | $7020943.03        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO 26 LTD             E      20370420 FLT | 2037-04-20      | 10.3344% | 0.0000% | $3500000.00        | $3510680.75        | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 31       | 2031-06-03      | 2.5720%  | 0.0000% | $1322000.00        | $1244296.51        | Corporate Debt Securities                         |
| CENTEX HEQ LN TR 2005-D        M-6    20351025 FLT | 2035-10-25      | 5.1188%  | 0.0000% | $5500000.00        | $4206864.54        | Asset-Backed Securities                           |

### Security 614: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZOF3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BZOF3
- **C.18 - Value (incl. sponsor support):** $400529184.00
- **C.18.a - Value (excl. sponsor support):** $400529184.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| CHIPMOS TECHNOLOGIES INC       SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $17640.00          | $477162.00         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $4108.00           | $686241.40         | Equities   |
| AB ACTIVE ETFS INC             CORE PLUS BD ETF | 2500-12-31      | N/A      | 0.0000% | $22522.00          | $811805.49         | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $159832.00         | $20087685.76       | Equities   |
| CONTROLADORA VUELA COMP DE AVI SPON ADR RP 10   | 2500-12-31      | N/A      | 0.0000% | $29418.00          | $212986.32         | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD DBL LNG  | 2500-12-31      | N/A      | 0.0000% | $305.00            | $46137.32          | Equities   |
| BANCO DE CHILE                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $210048.00         | $7845292.80        | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $84131.81          | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $73837.59          | Equities   |
| TEMPUS AI INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $57949.00          | $4474242.29        | Equities   |
| DNOW INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $41999.00          | $582526.13         | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $81100.00          | $5084970.00        | Equities   |
| NOVOCURE LTD                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $78736.00          | $1004671.36        | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $132840.00         | $1428030.00        | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1773.00           | $18421.47          | Equities   |
| ALPS GROUP INC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $149635.00         | $221459.80         | Equities   |
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $122189.00         | $1253048.20        | Equities   |
| INFLECTION PT ACQUISITION CORP CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $157382.00         | $1594279.66        | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $30654.00          | $317575.44         | Equities   |
| TAVIA ACQUISITION CORP         SHS              | 2500-12-31      | N/A      | 0.0000% | $19233.00          | $199830.87         | Equities   |
| VANGUARD MALVERN FDS           TOTAL INFLATION  | 2500-12-31      | N/A      | 0.0000% | $9719.00           | $748751.76         | Equities   |
| GLOBAL SHIP LEASE INC NEW      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $212485.00         | $7447599.25        | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $46302.00          | $493579.32         | Equities   |
| CHURCHILL CAPITAL CORP IX      CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $101491.00         | $1078849.33        | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6576.00           | $68521.92          | Equities   |
| INDIVIOR PLC                   ORD              | 2500-12-31      | N/A      | 0.0000% | $46788.00          | $1566462.24        | Equities   |
| IHS HOLDING LIMITED            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $179040.00         | $1230004.80        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $298.00            | $12654.78          | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $38645.00          | $1004770.00        | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $19418.00          | $825944.63         | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $3817.00           | $191492.02         | Equities   |
| QUETTA ACQUISITION CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $430.00            | $4751.50           | Equities   |
| INNOVIZ TECHNOLOGIES LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $6110090.00        | $7454309.80        | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $874.00            | $16116.56          | Equities   |
| X4 PHARMACEUTICALS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $995585.00         | $3623929.40        | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS INTL MO | 2500-12-31      | N/A      | 0.0000% | $5641.00           | $353041.98         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $159612.00         | $1709444.52        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $78523.00          | $222220.09         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 CB   | 2500-12-31      | N/A      | 0.0000% | $29682.00          | $613823.76         | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $29992.00          | $314916.00         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $32701.00          | $20087243.27       | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $326653.00         | $10129509.53       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $163514.00         | $20087694.90       | Equities   |
| RBB FD INC                     SGI ENHANCED COR | 2500-12-31      | N/A      | 0.0000% | $13896.00          | $359489.52         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $9184.00           | $199476.48         | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $10291.00          | $163416.96         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $384795.00         | Equities   |
| ISHARES TR                     ISHARES SEMICDTR | 2500-12-31      | N/A      | 0.0000% | $6876.00           | $2003597.64        | Equities   |
| KITE RLTY GROUP TR             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $50261.00          | $1159521.27        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE GLOBAL COA | 2500-12-31      | N/A      | 0.0000% | $25452.00          | $547821.21         | Equities   |
| ADVISORS INNER CIRCLE FD III   BROWN ADVISORY   | 2500-12-31      | N/A      | 0.0000% | $22468.00          | $581134.82         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMERGING | 2500-12-31      | N/A      | 0.0000% | $5358.00           | $337178.40         | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $9003.00           | $92100.69          | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1987.00           | $21161.55          | Equities   |
| USCF ETF TR                    GOLD STRATEGY    | 2500-12-31      | N/A      | 0.0000% | $2306.00           | $97367.85          | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $71408.00          | $6892300.16        | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $2166.00           | $127109.76         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $24806.00          | $764520.92         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $573.00            | $99266.52          | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4009.00           | $110949.07         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $134016.00         | $6838836.48        | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $877190.00         | $20087651.00       | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $252262.00         | $2671454.58        | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22303.00          | $236523.32         | Equities   |
| INFLECTION POINT ACQU CORP V   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $43425.00          | $447711.75         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $27904.00          | $293829.12         | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $296117.00         | $3349083.27        | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $607150.00         | $228288.40         | Equities   |
| WISDOMTREE TR                  EURO QTLY DIV GR | 2500-12-31      | N/A      | 0.0000% | $9758.00           | $352775.12         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $4873.00           | $49363.49          | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $763212.00         | $20087739.84       | Equities   |
| PROSHARES TR                   BITCOIN & ETHER  | 2500-12-31      | N/A      | 0.0000% | $2505.00           | $146188.29         | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9559.00           | $86795.72          | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $226737.00         | $2423818.53        | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $67023.00          | $676932.30         | Equities   |
| PROCAP ACQUISITION CORP        SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $84292.00          | $856828.18         | Equities   |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $1327.00           | $416598.38         | Equities   |
| BLACKROCK ETF TRUST            ISHARES DEFENSE  | 2500-12-31      | N/A      | 0.0000% | $15079.00          | $445118.51         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $4857.00           | $185901.67         | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $411128.00         | $20087714.08       | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $4382.00           | $166691.28         | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $307960.00         | $600522.00         | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $799500.00         | $1103310.00        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $821.00            | $20862.10          | Equities   |
| AVANOS MED INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $298545.00         | $3534772.80        | Equities   |
| BRAEMAR HOTELS & RESORTS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $395588.00         | $1064131.72        | Equities   |
| COLUMBIA ETF TR I              INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $11460.00          | $446880.41         | Equities   |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $150667.00         | $1298749.54        | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $26555.00          | $1730456.58        | Equities   |
| KEROS THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $232957.00         | $4076747.50        | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $232803.00         | $1152374.85        | Equities   |
| T ROWE PRICE ETF INC           INTL EQT RESEARC | 2500-12-31      | N/A      | 0.0000% | $1342.00           | $37145.89          | Equities   |
| ISHARES TR                     IBONDS 1-5 YR TI | 2500-12-31      | N/A      | 0.0000% | $2448.00           | $62485.20          | Equities   |
| MAXLINEAR INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $249426.00         | $3851137.44        | Equities   |
| VANECK ETF TRUST               INDIA GROWTH LDR | 2500-12-31      | N/A      | 0.0000% | $111.00            | $5165.05           | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $22430.00          | $1143963.65        | Equities   |
| TEMA ETF TRUST                 HEART & HEALTH E | 2500-12-31      | N/A      | 0.0000% | $6503.00           | $234978.10         | Equities   |
| TIDAL TRUST I                  TRUST INTELLIGEN | 2500-12-31      | N/A      | 0.0000% | $2023.00           | $38173.40          | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $2167.00           | $77070.66          | Equities   |
| WISDOMTREE TR                  INFLATION PLUS F | 2500-12-31      | N/A      | 0.0000% | $1274.00           | $41468.70          | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $41131.00          | $20087557.78       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $32143.00          | $20087767.85       | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $11885.00          | $4905177.20        | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $52164.00          | $18137944.44       | Equities   |
| VANGUARD INDEX FDS             EXTEND MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $12813.00          | $2681120.25        | Equities   |
| 2023 ETF SERIES TRUST          PACIFIC NOS GLOB | 2500-12-31      | N/A      | 0.0000% | $8252.00           | $267210.49         | Equities   |
| VANECK ETF TRUST               ROBOTICS ETF     | 2500-12-31      | N/A      | 0.0000% | $5070.00           | $259033.40         | Equities   |
| TRIUMPH FINANCIAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $15646.00          | $858808.94         | Equities   |
| TREX CO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $221257.00         | $7728507.01        | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $90802.00          | $182512.02         | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $4865.00           | $248893.40         | Equities   |
| GOLDMAN SACHS ETF TR           ULTRA SHORT MUNI | 2500-12-31      | N/A      | 0.0000% | $5627.00           | $282981.83         | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1411040.00        | $2441099.20        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $69276.00          | $20087268.96       | Equities   |
| NATIONAL GRID PLC              SPONSORED ADR NE | 2500-12-31      | N/A      | 0.0000% | $36919.00          | $2787753.69        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6254.00           | $110130.44         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $2898.00           | $72855.72          | Equities   |
| ISHARES TR                     HDG MSCI JAPAN   | 2500-12-31      | N/A      | 0.0000% | $9606.00           | $521701.86         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $8625.00           | $307595.10         | Equities   |
| FRANKLIN TEMPLETON ETF TR      US DIVID BOOSTER | 2500-12-31      | N/A      | 0.0000% | $8236.00           | $218564.50         | Equities   |
| FUTUREFUEL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $211655.00         | $689995.30         | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $20465.00          | $1048831.25        | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $13405.00          | $433115.55         | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $430135.00         | $19558238.45       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $36556.00          | $714669.80         | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD OIL FD           | 2500-12-31      | N/A      | 0.0000% | $24668.00          | $315257.04         | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $47234.00          | $2179849.10        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $219418.00         | $20087717.90       | Equities   |
| TIDAL TRUST III                VISTASHARES ARTI | 2500-12-31      | N/A      | 0.0000% | $61387.00          | $2216684.57        | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $3381.00           | $479784.19         | Equities   |
| SP FUNDS TRUST                 S&P GLOBAL TECHN | 2500-12-31      | N/A      | 0.0000% | $14938.00          | $520752.12         | Equities   |
| CHORD ENERGY CORPORATION       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $23069.00          | $2128576.63        | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $830.00            | $62937.41          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $165795.00         | $15201743.55       | Equities   |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $31569.00          | $900032.19         | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1010.00           | $27547.75          | Equities   |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $132779.00         | $647961.52         | Equities   |
| BETTERWARE DE MEXC S A P I DE  SHS              | 2500-12-31      | N/A      | 0.0000% | $38414.00          | $546631.22         | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89123.00          | $901479.15         | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $18622.00          | $193482.58         | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $71062.00          | $728385.50         | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS US VAL  | 2500-12-31      | N/A      | 0.0000% | $3357.00           | $308202.14         | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $30115.00          | $304763.80         | Equities   |
| VALE S A                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1605730.00        | $20087682.30       | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $13806.00          | $775150.30         | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BULL  | 2500-12-31      | N/A      | 0.0000% | $81.00             | $6339.06           | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $1756.00           | $168172.12         | Equities   |

### Security 615: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C5114, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C5114
- **C.18 - Value (incl. sponsor support):** $400711600.00
- **C.18.a - Value (excl. sponsor support):** $400711600.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| BIOXCEL THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $874778.00         | $1819538.24        | Equities   |
| DHI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $160917.00         | $299305.62         | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $78447.00          | $20072233.89       | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $30115.00          | $304763.80         | Equities   |
| FIFTH ERA ACQUISITION CORP I   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $18622.00          | $193482.58         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $13806.00          | $775150.30         | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $1903.00           | $489889.29         | Equities   |
| WILLOW LANE ACQUISITION CORP.  ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $186908.00         | $2205514.40        | Equities   |
| BURKE HERBERT FINL SVCS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $21545.00          | $1399778.65        | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $12173.00          | $127816.50         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $4249.00           | $44826.95          | Equities   |
| KOSMOS ENERGY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $1046192.00        | $1119425.44        | Equities   |
| RELX PLC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $320100.00         | $12861618.00       | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $418089.00         | $20072452.89       | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $8625.00           | $307595.10         | Equities   |
| SOCIEDAD QUIMICA Y MINERA DE   SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $160910.00         | $10169512.00       | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $441444.00         | $20072458.68       | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN FTSE    | 2500-12-31      | N/A      | 0.0000% | $13405.00          | $433115.55         | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $10314.00          | $266502.41         | Equities   |
| SCHWAB STRATEGIC TR            INT-TRM U.S TRES | 2500-12-31      | N/A      | 0.0000% | $792592.00         | $20072392.40       | Equities   |
| GOLDMAN SACHS ETF TR           ULTRA SHORT MUNI | 2500-12-31      | N/A      | 0.0000% | $5627.00           | $282981.83         | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $32118.00          | $20072144.10       | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $48634.00          | $20072224.48       | Equities   |
| VIRTU FINL INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $366816.00         | $12963277.44       | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $90802.00          | $182512.02         | Equities   |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $27314.00          | $2153162.62        | Equities   |
| SMITHFIELD FOODS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $233645.00         | $5000003.00        | Equities   |
| TIDAL TRUST I                  TRUST INTELLIGEN | 2500-12-31      | N/A      | 0.0000% | $2023.00           | $38173.40          | Equities   |
| MARKETAXESS HLDGS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $46099.00          | $7569455.80        | Equities   |
| LUFAX HOLDING LTD              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1132104.00        | $2852902.08        | Equities   |
| ISHARES TR                     CYBERSECURITY    | 2500-12-31      | N/A      | 0.0000% | $33193.00          | $1620814.19        | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $2898.00           | $72855.72          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6254.00           | $110130.44         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3832.00           | $372910.31         | Equities   |
| T ROWE PRICE ETF INC           INTL EQT RESEARC | 2500-12-31      | N/A      | 0.0000% | $1342.00           | $37145.89          | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $136941.00         | $291684.33         | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $21704.00          | $703411.45         | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $293457.00         | $20072458.80       | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $60922.00          | $576931.34         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $51638.00          | $1009522.90        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES     | 2500-12-31      | N/A      | 0.0000% | $38782.00          | $813258.54         | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $3381.00           | $479784.19         | Equities   |
| BNY MELLON ETF TRUST           INTERNATIONL EQT | 2500-12-31      | N/A      | 0.0000% | $2791.00           | $253009.17         | Equities   |
| INTERCORP FINL SVCS INC        SHS              | 2500-12-31      | N/A      | 0.0000% | $3160.00           | $126779.20         | Equities   |
| LAUNCH TWO ACQUISITION CORP.   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $16803.00          | $176011.42         | Equities   |
| FIRST TR EXCH TRADED FD III    ULTRA SHT DUR MU | 2500-12-31      | N/A      | 0.0000% | $28181.00          | $565310.86         | Equities   |
| FRANKLIN BSP RLTY TR INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $253920.00         | $2630611.20        | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $6675.00           | $425163.46         | Equities   |
| IBOTTA INC                     CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $57027.00          | $1338423.69        | Equities   |
| ALPHA COGNITION INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $21014.00          | $127975.26         | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9559.00           | $86795.72          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $874.00            | $16116.56          | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $226737.00         | $2423818.53        | Equities   |
| WISDOMTREE TR                  EURO QTLY DIV GR | 2500-12-31      | N/A      | 0.0000% | $9758.00           | $352775.12         | Equities   |
| ONESPAWORLD HOLDINGS LIMITED   COM              | 2500-12-31      | N/A      | 0.0000% | $58280.00          | $1188329.20        | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $252262.00         | $2671454.58        | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $1894016.00        | $14508162.56       | Equities   |
| KB FINL GROUP INC              SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $109005.00         | $9283955.85        | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4009.00           | $110949.07         | Equities   |
| RAPID7 INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $134321.00         | $2083318.71        | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $145.00            | $8509.19           | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $104642.00         | $17747283.20       | Equities   |
| MANHATTAN ASSOCIATES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $114004.00         | $20070404.20       | Equities   |
| TRIPLE FLAG PRECIOUS METAL     COM              | 2500-12-31      | N/A      | 0.0000% | $140269.00         | $4560145.19        | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89123.00          | $901479.15         | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $9003.00           | $92100.69          | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22303.00          | $236523.32         | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1987.00           | $21161.55          | Equities   |
| ZEPP HEALTH CORPORATION        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $290632.00         | $8515517.60        | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $821.00            | $20862.10          | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $12319.00          | $753306.85         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $4857.00           | $185901.67         | Equities   |
| NOVARTIS AG                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $103713.00         | $13528323.72       | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $173176.00         | $796609.60         | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $23509.00          | $238146.17         | Equities   |
| PLUM ACQUISITION CORP IV       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $9059.00           | $94575.96          | Equities   |
| DYNAMIX CORP                   SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $526690.00         | $5401205.95        | Equities   |
| TAVIA ACQUISITION CORP         SHS              | 2500-12-31      | N/A      | 0.0000% | $19233.00          | $199830.87         | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $15137.00          | $158938.50         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $19307.00          | $821223.24         | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $38645.00          | $1004770.00        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $298.00            | $12654.78          | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6576.00           | $68521.92          | Equities   |
| PROTHENA CORP PLC              SHS              | 2500-12-31      | N/A      | 0.0000% | $164373.00         | $1714410.39        | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $45663.00          | $2171275.65        | Equities   |
| WOODWARD INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $67323.00          | $20072352.45       | Equities   |
| WINTERGREEN ACQUISITION CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $12969.00          | $131246.28         | Equities   |
| CRITICAL METALS CORP           PUBCO ORD SHS    | 2500-12-31      | N/A      | 0.0000% | $36114.00          | $269771.58         | Equities   |
| FUTURE VISION II ACQUISITION   SHS              | 2500-12-31      | N/A      | 0.0000% | $2966.00           | $31202.32          | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1773.00           | $18421.47          | Equities   |
| LLOYDS BANKING GROUP PLC       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3299304.00        | $16430533.92       | Equities   |
| OWENS CORNING NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $53133.00          | $5927517.48        | Equities   |
| GUIDEWIRE SOFTWARE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $93981.00          | $20072461.98       | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $75898.00          | $3854859.42        | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $118652.00         | $12255565.08       | Equities   |
| WISDOMTREE TR                  INFLATION PLUS F | 2500-12-31      | N/A      | 0.0000% | $1274.00           | $41468.70          | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $73837.59          | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $69224.00          | $20072191.04       | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $5607.00           | $328906.62         | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $14270.00          | $4294841.90        | Equities   |
| DIMENSIONAL ETF TRUST          US SUSTAINABILTY | 2500-12-31      | N/A      | 0.0000% | $18356.00          | $793346.32         | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $84131.81          | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $15833.00          | $664986.00         | Equities   |

### Security 616: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.510000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6EY6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C6EY6
- **C.18 - Value (incl. sponsor support):** $99999715.00
- **C.18.a - Value (excl. sponsor support):** $99999715.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.8820%  | 0.0000% | $3134000.00        | $2781564.51        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-2    20650825 FLT | 2065-08-25      | 7.0856%  | 0.0000% | $329000.00         | $323775.88         | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2025-INV10      B-5    20561025 FLT | 2056-10-25      | 6.7832%  | 0.0000% | $1743000.00        | $1162664.68        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $408535.00         | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COM MTG TR 2025-C65 E      20581018 4.0 | 2058-10-18      | 4.0000%  | 0.0000% | $7035561.00        | $4811219.14        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       E      20420815 FLT | 2042-08-15      | 8.4590%  | 0.0000% | $5900000.00        | $5951905.98        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      F      20530717 FLT | 2053-07-17      | 2.5000%  | 0.0000% | $3000000.00        | $1225413.00        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 3.0336%  | 0.0000% | $3000000.00        | $1942947.56        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     D      20501216 2.8 | 2050-12-16      | 2.8000%  | 0.0000% | $1500000.00        | $1033497.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.9029%  | 0.0000% | $5864000.00        | $3249636.48        | Private Label Collateralized Mortgage Obligations |
| ARES TR 2025-IND3              E      20420415 FLT | 2042-04-15      | 7.5090%  | 0.0000% | $18000000.00       | $18048808.24       | Private Label Collateralized Mortgage Obligations |
| EXTENDED STAY AMER TR 2025-ESH F      20421015 FLT | 2042-10-15      | 8.0590%  | 0.0000% | $2500000.00        | $2529127.95        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 6.9157%  | 0.0000% | $3875000.00        | $3854186.29        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   F      20470712 FLT | 2047-07-12      | 3.2080%  | 0.0000% | $2908450.00        | $1619494.76        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.4903%  | 0.0000% | $14720000.00       | $9881556.58        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.3950%  | 0.0000% | $1500000.00        | $1508853.94        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  H      20350716 FLT | 2035-07-16      | 7.6560%  | 0.0000% | $1261000.00        | $3624.96           | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 E      20541019 FLT | 2054-10-19      | 4.4180%  | 0.0000% | $2574000.00        | $2337793.55        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             A      20341115 FLT | 2034-11-15      | 4.8560%  | 0.0000% | $7750000.00        | $5110865.71        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.4960%  | 0.0000% | $9900000.00        | $8300288.70        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.3160%  | 0.0000% | $1890000.00        | $14219.52          | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2690608.72        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2045%  | 0.0000% | $1688000.00        | $1140512.66        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-3    20650525 FLT | 2065-05-25      | 7.2014%  | 0.0000% | $975165.00         | $658297.82         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    G      20361215 FLT | 2036-12-15      | 8.8235%  | 0.0000% | $280000.00         | $869.60            | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 5.0260%  | 0.0000% | $113492000.00      | $1114054.98        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS5  D      20590117 FLT | 2059-01-17      | 5.1066%  | 0.0000% | $300000.00         | $229175.98         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.4323%  | 0.0000% | $10000000.00       | $6844242.21        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.2735%  | 0.0000% | $9950000.00        | $9227287.83        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 5.6660%  | 0.0000% | $102000.00         | $54254.28          | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.8388%  | 0.0000% | $4169000.00        | $3903005.68        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1000000.00        | $709886.15         | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3597845.00        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7316%  | 0.0000% | $11011750.00       | $8729980.30        | Private Label Collateralized Mortgage Obligations |

### Security 617: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.550000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6GF5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C6GF5
- **C.18 - Value (incl. sponsor support):** $722000000.00
- **C.18.a - Value (excl. sponsor support):** $722000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **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? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $3864.00           | $92620.08          | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $1988.00           | $204982.68         | Equities   |
| FIRST TR EXCH TRADED FD III    LNG/SHT EQUITY   | 2500-12-31      | N/A      | 0.0000% | $116959.00         | $8356720.55        | Equities   |
| LISTED FDS TR                  SPEAR ALPHA ETF  | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2340.57           | Equities   |
| FIRST GTY BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $4540.00           | $21792.00          | Equities   |
| MARCHEX INC                    CL B             | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $7632.00           | Equities   |
| MANHATTAN BRDG CAP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $9380.00           | Equities   |
| MANAGER DIRECTED PORTFOLIOS    SWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5742.18           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EUROPE ALPHADEX  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5132.50           | Equities   |
| TIDAL TRUST II                 DEF DLY TGT 2X L | 2500-12-31      | N/A      | 0.0000% | $52621.00          | $287836.87         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED SMALL   | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3320.24           | Equities   |
| RBB FD INC                     SGI ENHANCED NAS | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3192.66           | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $58451.00          | $22393747.12       | Equities   |
| ISHARES TR                     10+ YR INVST GRD | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $289912.00         | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET BLA | 2500-12-31      | N/A      | 0.0000% | $866494.00         | $35898846.42       | Equities   |
| NEOS ETF TRUST                 NEOS ENHCD INME  | 2500-12-31      | N/A      | 0.0000% | $63.00             | $3019.99           | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET GLO | 2500-12-31      | N/A      | 0.0000% | $42.00             | $2094.08           | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $39.00             | $14941.68          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $10400.00          | $264680.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $72.00             | $4368.96           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $20436.00          | $1854567.00        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $200.00            | $10956.00          | Equities   |
| SPDR INDEX SHS FDS             MSCI EAFE STRTGC | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8836.00           | Equities   |
| ISHARES TR                     ISHS 1-5YR INVS  | 2500-12-31      | N/A      | 0.0000% | $1125.00           | $59771.25          | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $34174.00          | $5934656.84        | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $20962.00          | $4134964.12        | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2320.50           | Equities   |
| ISHARES TR                     NEW ZEALAND ETF  | 2500-12-31      | N/A      | 0.0000% | $41.00             | $1864.27           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $3543.00           | $285264.65         | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $148725.00         | $25827583.50       | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $187334.00         | $26371007.18       | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $300.00            | $5040.00           | Equities   |
| ISHARES TR                     NASDAQ TOP 30    | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2447.83           | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $597937.00         | $10045341.60       | Equities   |
| SCHWAB STRATEGIC TR            HIGH YIELD BD ET | 2500-12-31      | N/A      | 0.0000% | $10100.00          | $268458.00         | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $15612.00          | $531900.84         | Equities   |
| ISHARES TR                     U.S. ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $375408.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  SEMICONDUCTORS   | 2500-12-31      | N/A      | 0.0000% | $54.00             | $4074.30           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $93.00             | $10420.65          | Equities   |
| ISHARES TR                     USD INV GRDE ETF | 2500-12-31      | N/A      | 0.0000% | $875.00            | $45867.50          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $14026.00          | $596595.91         | Equities   |
| GOLDMAN SACHS ETF TRUST II     MARKETBETA US EQ | 2500-12-31      | N/A      | 0.0000% | $91.00             | $5357.63           | Equities   |
| GLOBAL X FDS                   VDEO GAM ESPRT   | 2500-12-31      | N/A      | 0.0000% | $39270.00          | $1226794.80        | Equities   |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $102200.00         | $1780324.00        | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $163.00            | $6172.81           | Equities   |
| GLOBAL X FDS                   AGING POPULATION | 2500-12-31      | N/A      | 0.0000% | $2421.00           | $89262.27          | Equities   |
| GLOBAL X FDS                   MSCI VIETNAM ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2372.27           | Equities   |
| KRANESHARES TRUST              2X LONG MELI     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1592.23           | Equities   |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $294892.00         | Equities   |
| CLIMB BIO INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $5843.00           | $10751.12          | Equities   |
| GAIN THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $9734.00           | Equities   |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $24.00             | $2192.64           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $9778.00           | $448712.42         | Equities   |
| HARTE HANKS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $2997.00           | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $1032.00           | $16387.75          | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $11950.00          | $366903.24         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP VLU MNT | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $99844.80          | Equities   |
| FIRST TR EXCHANGE TRADED FD II MATERIALS ALPH   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $56511.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD V  MNGD FUTRS STRGY | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9730.00           | Equities   |
| HARBOR ETF TRUST               HUMAN CAP FACTOR | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1440.11           | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $620897.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DIVID ACHIEVEV   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $15552.54          | Equities   |
| INVESCO EXCH TRADED FD TR II   VAR RATE PFD     | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $80454.00          | Equities   |
| LASER PHOTONICS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $815.00            | $2689.50           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $2325.00           | $97115.25          | Equities   |
| NATURE WOOD GROUP LIMITED      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1672.00           | $1822.48           | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1599.75           | Equities   |
| FIRST GTY BANCSHARES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $5760.00           | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $21461.00          | $1129277.82        | Equities   |
| PROSHARES TR                   PSHS ULT SEMICDT | 2500-12-31      | N/A      | 0.0000% | $3359.00           | $176952.12         | Equities   |
| PROSHARES TR                   SHORT QQQ        | 2500-12-31      | N/A      | 0.0000% | $47609.00          | $1451122.32        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $13900.00          | $322341.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $83643.00          | $4948319.88        | Equities   |
| SPDR INDEX SHS FDS             MSCI EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $53.00             | $2201.88           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1705.00           | $160094.21         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $92.00             | $2365.33           | Equities   |
| PROSHARES TR                   ULTRAPRO SRT DOW | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1512.00           | Equities   |
| PROSHARES TR                   ULTRAPRO QQQ     | 2500-12-31      | N/A      | 0.0000% | $144323.00         | $7702518.51        | Equities   |
| PROSHARES TR                   NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $7829.00           | $350073.74         | Equities   |
| SPDR SERIES TRUST              BLOOMBERG EMERGI | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2132.00           | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $145976.00         | $36099864.80       | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $65314.00          | $6067187.28        | Equities   |
| ISHARES TR                     CORE UNIVRSL USD | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9404.00           | Equities   |
| ISHARES TR                     CORE UNIVRSL USD | 2500-12-31      | N/A      | 0.0000% | $105150.00         | $4944153.00        | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $94.00             | $6274.50           | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $75.00             | $4412.25           | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR OPTIMUM YIELD    | 2500-12-31      | N/A      | 0.0000% | $101665.00         | $1381627.35        | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $124333.00         | $3999792.61        | Equities   |
| INVESCO EXCH TRADED FD TR II   NATL AMT MUNI    | 2500-12-31      | N/A      | 0.0000% | $18900.00          | $440559.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HIGH DIV | 2500-12-31      | N/A      | 0.0000% | $1064.00           | $34605.54          | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW PREM YIELD   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $1391.96           | Equities   |
| INVESCO CURRENCYSHARES SWISS F SWISS FRANC      | 2500-12-31      | N/A      | 0.0000% | $966.00            | $106231.02         | Equities   |
| INVESCO EXCH TRADED FD TR II   EQUAL WEGT 0-30  | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2529.00           | Equities   |
| HARBOR ETF TRUST               HARBOR COMMODITY | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $137540.00         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  CANDRIAM US LRG  | 2500-12-31      | N/A      | 0.0000% | $27593.00          | $1494152.67        | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE 500 ETF  | 2500-12-31      | N/A      | 0.0000% | $10.00             | $2522.73           | Equities   |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17245.00          | $58977.90          | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $209607.00         | $153851.54         | Equities   |
| IMMIX BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $16340.00          | Equities   |
| INOVIO PHARMACEUTICALS INC     COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1030348.00        | $2019482.08        | Equities   |
| INNO HOLDINGS INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $28700.00          | $6471.85           | Equities   |
| ISHARES TR                     S&P 500 GRWT ETF | 2500-12-31      | N/A      | 0.0000% | $1237.00           | $152274.70         | Equities   |
| ISHARES TR                     GLOBAL ENERG ETF | 2500-12-31      | N/A      | 0.0000% | $828.00            | $35190.00          | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $25305.00          | $2102339.40        | Equities   |
| ISHARES TR                     EXPND TEC SC ETF | 2500-12-31      | N/A      | 0.0000% | $6500.00           | $839995.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3879.90           | Equities   |
| PALISADE BIO INC               COM              | 2500-12-31      | N/A      | 0.0000% | $31581.00          | $70425.63          | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $22308.00          | Equities   |
| PSQ HOLDINGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $27345.00          | $35001.60          | Equities   |
| WISDOMTREE TR                  US LARGECAP DIVD | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8799.00           | Equities   |
| METALPHA TECHN HOLDING LTD     SHS              | 2500-12-31      | N/A      | 0.0000% | $600.00            | $1740.00           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $11038.00          | $1547748.36        | Equities   |
| FREIGHTOS LTD                  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $22304.00          | Equities   |
| X4 PHARMACEUTICALS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4738.00           | $17246.32          | Equities   |
| TNL MEDIAGENE                  SHS              | 2500-12-31      | N/A      | 0.0000% | $4859.00           | $1618.53           | Equities   |
| RIBBON ACQUISITION CORP        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $1936.00           | $20018.24          | Equities   |
| INNOVATION BEVERAGE GROUP LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $12925.00          | Equities   |
| ZHENGYE BIOTECHNOLOGY HLDG LTD ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $791.00            | $1629.46           | Equities   |
| MAINZ BIOMED N V               SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2311.00           | $2588.32           | Equities   |
| HONGLI GROUP INC.              ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $616.00            | $1022.56           | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $254700.00         | $601092.00         | Equities   |
| WISDOMTREE TR                  BIANCO TOTL RETU | 2500-12-31      | N/A      | 0.0000% | $700.00            | $18081.00          | Equities   |
| WISDOMTREE TR                  EMGRING MKTS     | 2500-12-31      | N/A      | 0.0000% | $600.00            | $18822.00          | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $77.00             | $2951.41           | Equities   |
| WILLAMETTE VY VINEYARD INC     COM              | 2500-12-31      | N/A      | 0.0000% | $900.00            | $2430.00           | Equities   |
| ARTIVA BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $11014.00          | $39430.12          | Equities   |
| ASCENT SOLAR TECHNOLOGIES INC  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2335.00           | $3665.95           | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $26679.00          | $1238439.18        | Equities   |
| YUNHONG GREEN CTI LTD          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $381.00            | $1847.85           | Equities   |
| ROADZEN INC                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4508.00           | $7753.76           | Equities   |
| VANGUARD SCOTTSDALE FDS        SHORT TERM TREAS | 2500-12-31      | N/A      | 0.0000% | $8017.00           | $472441.81         | Equities   |
| ARTIVA BIOTHERAPEUTICS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $4077.62           | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $2401.00           | $3289.37           | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $33481.00          | $79684.78          | Equities   |
| SAGTEC GLOBAL LTD              COM CLASS A      | 2500-12-31      | N/A      | 0.0000% | $698.00            | $1647.28           | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $665358.00         | $1849695.24        | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTCH | 2500-12-31      | N/A      | 0.0000% | $50.00             | $8275.00           | Equities   |
| DIGI PWR X INC                 COM SUB VTG      | 2500-12-31      | N/A      | 0.0000% | $14700.00          | $61593.00          | Equities   |
| DIREXION SHS ETF TR            DLY MAG 7 BULL 2 | 2500-12-31      | N/A      | 0.0000% | $87.00             | $5281.77           | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $14999.00          | $155539.63         | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $12360.00          | $125330.40         | Equities   |
| GLOBAVEND HOLDINGS LIMITED     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $412.00            | $1602.68           | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $8366.00           | $11377.76          | Equities   |
| BASEL MED GROUP LTD            ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $2769.00           | $3267.42           | Equities   |
| SILEXION THERAPEUTICS CORP     ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $2181.00           | $6303.09           | Equities   |
| NEWGENIVF GROUP LIMITED        ORD SHS NEW CL A | 2500-12-31      | N/A      | 0.0000% | $6899.00           | $2258.73           | Equities   |
| WORKHORSE GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11406.00          | $9902.69           | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $4249.00           | $44826.95          | Equities   |
| WISDOMTREE TR                  TRUE DEVELOPED I | 2500-12-31      | N/A      | 0.0000% | $4928.00           | $313184.75         | Equities   |
| ZENATECH INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1205.00           | $4241.60           | Equities   |
| VANECK ETF TRUST               AGRIBUSINESS ETF | 2500-12-31      | N/A      | 0.0000% | $31.00             | $2257.11           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000GRW   | 2500-12-31      | N/A      | 0.0000% | $6100.00           | $744871.00         | Equities   |
| DIREXION SHS ETF TR            DLY AEROSPC 3X   | 2500-12-31      | N/A      | 0.0000% | $800.00            | $49040.00          | Equities   |
| DIMENSIONAL ETF TRUST          WORLD EQUITY ETF | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $329355.00         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $49.00             | $8185.45           | Equities   |
| CARECLOUD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $22000.00          | $68420.00          | Equities   |
| DIREXION SHS ETF TR            DAILY REAL EST B | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $43680.00          | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $2073.00           | $144322.26         | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $134609.50         | Equities   |
| DIREXION SHS ETF TR            DAILY F BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $2974.00           | $99807.44          | Equities   |
| ISHARES TR                     ESG EAFE ETF     | 2500-12-31      | N/A      | 0.0000% | $99.00             | $7534.96           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  INCOME ETF       | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $134734.00         | Equities   |
| JANUS DETROIT STR TR           HENDERSON MTG    | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9204.00           | Equities   |
| HEARTBEAM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $41400.00          | $24993.18          | Equities   |
| GRANITESHARES ETF TR           2X LONG NVDA DAI | 2500-12-31      | N/A      | 0.0000% | $49900.00          | $4172638.00        | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $7100.00           | $9443.00           | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $11708.00          | $26811.32          | Equities   |
| HWH INTL INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1082.00           | $1709.56           | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $3938.00           | $5198.16           | Equities   |
| NEUMORA THERAPEUTICS INC.      COM              | 2500-12-31      | N/A      | 0.0000% | $5877.00           | $13458.33          | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $20610.00          | $35449.20          | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $44305.80          | Equities   |
| NATIXIS ETF TRUST II           NATIXIS LOOMIS   | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $101085.00         | Equities   |
| ETFS GOLD TR                   PHYSCL GOLD SHS  | 2500-12-31      | N/A      | 0.0000% | $4028.00           | $159871.32         | Equities   |
| ABRDN SILVER ETF TRUST         PHYSCL SILVR SHS | 2500-12-31      | N/A      | 0.0000% | $2960.00           | $150338.40         | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $27.00             | $8140.23           | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $12999.00          | $22228.29          | Equities   |
| VANGUARD MALVERN FDS           TOTAL TREASURY   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7704.23           | Equities   |
| WISDOMTREE TR                  FLOATNG RAT TREA | 2500-12-31      | N/A      | 0.0000% | $88400.00          | $4443868.00        | Equities   |
| USIO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $7369.50           | Equities   |
| TIVIC HEALTH SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1645.00           | $2895.20           | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT T | 2500-12-31      | N/A      | 0.0000% | $12300.00          | $35055.00          | Equities   |
| NATURAL HEALTH TRENDS CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $1006.00           | $2806.74           | Equities   |
| TIDAL TRUST II                 YIELDMAX R2000   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $8282.00           | Equities   |
| TRINITY BIOTECH PLC            SPONS ADR NEW    | 2500-12-31      | N/A      | 0.0000% | $1062.00           | $1038.42           | Equities   |
| REKOR SYSTEMS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $20491.00          | $35039.61          | Equities   |
| NORTHERN LIGHTS FD TR          TOEWS AGLTY DNYM | 2500-12-31      | N/A      | 0.0000% | $300.00            | $6681.00           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $700.00            | $6310.57           | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $214318.00         | $160524.18         | Equities   |
| TEUCRIUM COMMODITY TR          SOYBEAN FD       | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7041.00           | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES WE | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1928.88           | Equities   |
| VANECK ETF TRUST               FABLESS SEMICOND | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $83754.00          | Equities   |
| PUTNAM ETF TRUST               ESG HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $78525.45          | Equities   |
| PACER FDS TR                   TRENDPILOT 100   | 2500-12-31      | N/A      | 0.0000% | $81.00             | $6424.59           | Equities   |
| ISHARES TR                     RUS 2000 GRW ETF | 2500-12-31      | N/A      | 0.0000% | $623.00            | $202923.56         | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $12300.00          | $29643.00          | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $60.00             | $3026.40           | Equities   |
| QUIPT HOME MEDICAL CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $23050.00          | $55550.50          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $70.00             | $10510.50          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $81000.00          | $89910.00          | Equities   |
| GMO ETF TRUST                  GMO US QUALITY E | 2500-12-31      | N/A      | 0.0000% | $12684.00          | $484275.12         | Equities   |
| NEOS ETF TRUST                 NASDAQ 100 HIGH  | 2500-12-31      | N/A      | 0.0000% | $926.00            | $50013.26          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $13.00             | $3542.76           | Equities   |
| SPDR SERIES TRUST              BLOOMBERG INTL T | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2253.00           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $51.00             | $4305.42           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $12813.00          | $1025296.26        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $207.00            | $27257.76          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $13043.00          | $1717502.24        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $16045.00          | $1442285.05        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $75.00             | $7150.50           | Equities   |
| GRANITESHARES ETF TR           2X LONG MSTR     | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1920.00           | Equities   |
| OVID THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $205649.00         | $335207.87         | Equities   |
| GREAT ELM GROUP INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $7482.00           | Equities   |
| GREENLANE HLDGS INC            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $14670.00          | Equities   |
| GRANITESHARES ETF TR           2X LONG MRVL     | 2500-12-31      | N/A      | 0.0000% | $400.00            | $9576.40           | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $85263.00          | $174789.15         | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1877.60           | Equities   |
| SPROTT FDS TR                  JUNIOR URANIUM   | 2500-12-31      | N/A      | 0.0000% | $333.00            | $8511.48           | Equities   |
| SOLARMAX TECHNOLOGY INC        COM SHS          | 2500-12-31      | N/A      | 0.0000% | $25100.00          | $23343.00          | Equities   |
| FIBROBIOLOGICS INC             COM SHS          | 2500-12-31      | N/A      | 0.0000% | $29017.00          | $7895.53           | Equities   |
| FIDELITY COVINGTON TRUST       QLTY FCTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $1577.00           | $119315.82         | Equities   |
| KRANESHARES TRUST              MSCI ALL CHINA   | 2500-12-31      | N/A      | 0.0000% | $11100.00          | $212653.80         | Equities   |
| BITWISE FUNDS TRUST            GME OPTION INCOM | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2930.33           | Equities   |
| BIOVIE INC                     COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $4680.00           | $6786.00           | Equities   |
| BANZAI INTERNATIONAL INC       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $12200.00          | $16348.00          | Equities   |
| BANK MONTREAL QUE              CAL LKD 45       | 2500-12-31      | N/A      | 0.0000% | $196071.00         | $5735076.75        | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $18328.00          | $879927.28         | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $52.00             | $3840.20           | Equities   |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $92.00             | $2210.76           | Equities   |
| DIREXION SHS ETF TR            DLY AAPL BULL 2X | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $135936.00         | Equities   |
| DIREXION SHS ETF TR            DAILY F BEAR 1X  | 2500-12-31      | N/A      | 0.0000% | $837.00            | $16982.98          | Equities   |
| ISHARES TR                     3 7 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $613887.00         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2028 MUNI | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $136097.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   RUSEL 1000 EQL   | 2500-12-31      | N/A      | 0.0000% | $90.00             | $4721.79           | Equities   |
| IMMUCELL CORP                  COM PAR          | 2500-12-31      | N/A      | 0.0000% | $1216.00           | $5836.80           | Equities   |
| ISHARES INC                    MSCI NETHERL ETF | 2500-12-31      | N/A      | 0.0000% | $199.00            | $11500.21          | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $14876.00          | $755552.04         | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $13858.00          | $1545305.58        | Equities   |
| RAFAEL HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $5002.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 TOP 50   | 2500-12-31      | N/A      | 0.0000% | $81.00             | $4803.30           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 TOP 50   | 2500-12-31      | N/A      | 0.0000% | $6952.00           | $412253.60         | Equities   |
| ELUTIA INC                     CL A COM         | 2500-12-31      | N/A      | 0.0000% | $3042.00           | $2047.27           | Equities   |
| ATLANTIC AMERN CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $692.00            | $1736.92           | Equities   |
| BOS BETTER ONLINE SOLUTIONS    SHS NEW NIS 80   | 2500-12-31      | N/A      | 0.0000% | $12596.00          | $59327.16          | Equities   |
| DIREXION SHS ETF TR            DLY CNMSR BULL   | 2500-12-31      | N/A      | 0.0000% | $78.00             | $3746.34           | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 BR 1X | 2500-12-31      | N/A      | 0.0000% | $20360.00          | $193420.00         | Equities   |
| TEUCRIUM COMMODITY TR          WHEAT FD         | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $54496.00          | Equities   |
| PIMCO ETF TR                   ENHAN SHRT MA AC | 2500-12-31      | N/A      | 0.0000% | $400.00            | $40256.00          | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $12267.00          | $51398.73          | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $16700.00          | $69973.00          | Equities   |
| DAWSON GEOPHYSICAL CO NEW      COM              | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $2970.00           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $138927.00         | $5444549.13        | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7700.00           | $18249.00          | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS VA | 2500-12-31      | N/A      | 0.0000% | $7026.00           | $231436.44         | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $1096.00           | $40661.60          | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $2309.00           | $4918.17           | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $900.00            | $125829.00         | Equities   |
| DRILLING TOOLS INTL CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $4100.00           | $10045.00          | Equities   |
| CAPITAL GROUP DIVIDEND GROWERS SHS ETF          | 2500-12-31      | N/A      | 0.0000% | $33.00             | $1176.12           | Equities   |
| DIMENSIONAL ETF TRUST          WORLD EX US CORE | 2500-12-31      | N/A      | 0.0000% | $1288.00           | $41138.72          | Equities   |
| DIREXION SHS ETF TR            DAILY QCOM BEAR  | 2500-12-31      | N/A      | 0.0000% | $2841.00           | $64620.53          | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $175.00            | $4027.62           | Equities   |
| DIREXION SHS ETF TR            DL FTSE BULL 3X  | 2500-12-31      | N/A      | 0.0000% | $25635.00          | $1168699.65        | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $74.00             | $6264.84           | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $26688.00          | $1119561.60        | Equities   |
| ETF OPPORTUNITIES TRUST        SMI 3FOURTEEN FU | 2500-12-31      | N/A      | 0.0000% | $75.00             | $1864.78           | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $28900.00          | $649094.00         | Equities   |
| TALPHERA INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2381.00           | $3119.11           | Equities   |
| ALPS ETF TR                    ALERIAN MLP      | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $108997.00         | Equities   |
| ABRDN ETFS                     BBRG ALL COMD K1 | 2500-12-31      | N/A      | 0.0000% | $19412.00          | $435993.52         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $389724.00         | $20224726.98       | Equities   |
| BLINK CHARGING CO              COM              | 2500-12-31      | N/A      | 0.0000% | $517088.00         | $661872.64         | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $69355.00          | Equities   |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $10.00             | $1295.50           | Equities   |
| ADICET BIO INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $144005.00         | $86547.00          | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $13264.00          | $30905.12          | Equities   |
| INVIVYD INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $18410.00          | $42895.30          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P 500 B  | 2500-12-31      | N/A      | 0.0000% | $14668.00          | $527461.28         | Equities   |
| ETF OPPORTUNITIES TRUST        WEALTHTRUST DBS  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10705.02          | Equities   |
| DULUTH HLDGS INC               COM CL B         | 2500-12-31      | N/A      | 0.0000% | $3642.00           | $11290.20          | Equities   |
| CLEARSIDE BIOMEDICAL INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $1234.86           | Equities   |
| DESTINATION XL GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $105300.00         | $95823.00          | Equities   |
| BANK MONTREAL QUE              MICROSCTR 3X LEV | 2500-12-31      | N/A      | 0.0000% | $75.00             | $15641.25          | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $1416944.00        | $3797409.92        | Equities   |
| AMERICAN CENTY ETF TR          FOCUSED LRG CAP  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $15110.00          | Equities   |
| EA SERIES TRUST                SEQUOIA GLOBAL V | 2500-12-31      | N/A      | 0.0000% | $600.00            | $18969.84          | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $74.00             | $4525.10           | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 NOV | 2500-12-31      | N/A      | 0.0000% | $68.00             | $2286.16           | Equities   |
| AMERICAN CENTY ETF TR          US SML CP VALU   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $8982.77           | Equities   |
| AIRGAIN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $12992.00          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL EQT  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $43169.16          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS ALL INT  | 2500-12-31      | N/A      | 0.0000% | $95.00             | $6838.10           | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM 6 MONT | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1959.12           | Equities   |
| APREA THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $5625.00           | Equities   |
| THE ALGER ETF TRUST            CONCENTRATED EQT | 2500-12-31      | N/A      | 0.0000% | $800.00            | $27640.00          | Equities   |
| OKYO PHARMA LTD                SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $723.00            | $1424.31           | Equities   |
| ASIASTRATEGY                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $5650.95           | Equities   |
| RUANYUN EDAI TECHNOLOGY INC    SHS              | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $2809.23           | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $52487.00          | $199450.60         | Equities   |
| TCW ETF TRUST                  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $11959.50          | Equities   |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1932.00           | $1970.64           | Equities   |
| DIREXION SHS ETF TR            DAILY NYSE FANG  | 2500-12-31      | N/A      | 0.0000% | $21.00             | $5212.91           | Equities   |
| ETFIS SER TR I                 VIRTUS REAVES UT | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8355.00           | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $96120.00          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  SHORT DURATION M | 2500-12-31      | N/A      | 0.0000% | $18928.00          | $499320.64         | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $700.00            | $28182.00          | Equities   |
| DBX ETF TR                     DALY HOM B&S BUL | 2500-12-31      | N/A      | 0.0000% | $82.00             | $5205.36           | Equities   |
| DIMENSIONAL ETF TRUST          CORE FIXED INCOM | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $43020.00          | Equities   |
| DIGITAL ALLY INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11200.00          | $14672.00          | Equities   |
| DIMENSIONAL ETF TRUST          US SMALL CAP VAL | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1886.16           | Equities   |
| FOSSIL GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1030.00           | $3141.50           | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $7041.00           | $249183.81         | Equities   |
| 5E ADVANCED MATERIALS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $900.00            | $3519.00           | Equities   |
| NUSHARES ETF TR                NUVEEN ESG US    | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $106220.00         | Equities   |
| SCHWAB STRATEGIC TR            US DIVIDEND EQ   | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1454.85           | Equities   |
| SCHWAB STRATEGIC TR            US DIVIDEND EQ   | 2500-12-31      | N/A      | 0.0000% | $29574.00          | $811806.30         | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $29800.00          | $875524.00         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US S | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1103.90           | Equities   |
| SCHWAB STRATEGIC TR            INTL EQTY ETF    | 2500-12-31      | N/A      | 0.0000% | $3705.00           | $88549.50          | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $29400.00          | $129360.00         | Equities   |
| ODYSIGHT AI INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $4592.00           | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $64.00             | $1799.68           | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $5450.00           | $153254.00         | Equities   |
| ISHARES U S ETF TR             BLOOMBERG ROLL   | 2500-12-31      | N/A      | 0.0000% | $943.00            | $51318.91          | Equities   |
| PROSHARES TR                   ULTRASHORT SEMIC | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3180.00           | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $8124.00           | $357943.44         | Equities   |
| ISHARES INC                    MSCI HONG KG ETF | 2500-12-31      | N/A      | 0.0000% | $24400.00          | $540704.00         | Equities   |
| PROSHARES TR                   ULTRASHORT QQQ   | 2500-12-31      | N/A      | 0.0000% | $3528.00           | $72324.00          | Equities   |
| ISHARES TR                     INTERNATIONAL SL | 2500-12-31      | N/A      | 0.0000% | $99.00             | $4034.67           | Equities   |
| PROSHARES TR                   SHRT 20+YR TRE   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1008.35           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER ACTIVEPASSIVE CR | 2500-12-31      | N/A      | 0.0000% | $37017.00          | $1111990.68        | Equities   |
| TIDAL TRUST II                 HILTON BDC CORP  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $10064.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $5626.00           | $289841.39         | Equities   |
| QUEST RESOURCE HLDG CORP       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $24018.00          | $45153.84          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2040.50           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV INTERMEDIATE GOV | 2500-12-31      | N/A      | 0.0000% | $35900.00          | $742412.00         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $400.00            | $9634.00           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT | 2500-12-31      | N/A      | 0.0000% | $194.00            | $9713.58           | Equities   |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1113.33           | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $28000.00          | $1203720.00        | Equities   |
| ISHARES TR                     US OIL EQ&SV ETF | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $24720.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  USD EMRNG MKT    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $12182.88          | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $92.00             | $6157.56           | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $745867.00         | $36099962.80       | Equities   |
| ISHARES TR                     S&P SML 600 GWT  | 2500-12-31      | N/A      | 0.0000% | $18900.00          | $2700243.00        | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $23584.00          | $1677765.76        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  US QUALTY FCTR   | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $294831.00         | Equities   |
| ISHARES TR                     US SML CAP EQT   | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $172339.00         | Equities   |
| KEY TRONIC CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $676.00            | $1838.72           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $125000.00         | $11461250.00       | Equities   |
| SCHWAB STRATEGIC TR            US SML CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1140.40           | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $87.00             | $8616.28           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $23.00             | $2452.49           | Equities   |
| PRECISION OPTICS CORP INC MASS COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1143.00           | $5303.52           | Equities   |
| SAB BIOTHERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $156739.00         | $633225.56         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $46741.00          | $1277898.94        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $300.00            | $51972.00          | Equities   |
| PROSHARES TR                   ULTRASHRT S&P500 | 2500-12-31      | N/A      | 0.0000% | $56.00             | $3917.76           | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $30500.00          | $50935.00          | Equities   |
| PHUNWARE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4062.00           | $8611.44           | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT S | 2500-12-31      | N/A      | 0.0000% | $20.00             | $1022.60           | Equities   |
| ISHARES TR                     MSCI ACWI EXUS   | 2500-12-31      | N/A      | 0.0000% | $8014.00           | $314552.71         | Equities   |
| PROSHARES TR                   ULTRA ETHER ETF  | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $158422.00         | Equities   |
| PROFESIONALLY MANAGED PORTFOLI CONGRESS SMID GR | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1425.16           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR LGCP   | 2500-12-31      | N/A      | 0.0000% | $6490.00           | $254992.10         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR LGCP   | 2500-12-31      | N/A      | 0.0000% | $7900.00           | $310391.00         | Equities   |
| GLOBAL X FDS                   MSCI GREECE ETF  | 2500-12-31      | N/A      | 0.0000% | $89.00             | $5887.35           | Equities   |
| GRABAGUN DIGITAL HLDGS INC     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $347956.00         | $1200448.20        | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $5241.00           | $176254.83         | Equities   |
| WISDOMTREE TR                  CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $11300.00          | $380019.00         | Equities   |
| XBP GLOBAL HOLDINGS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1549382.00        | $1047692.11        | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $74963.00          | $107946.72         | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $41503.00          | $84251.09          | Equities   |
| MAXEON SOLAR TECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $56348.00          | $167917.04         | Equities   |
| LIANHE SOWELL INTL GROUP LTD   CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $2287.50           | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $6203.00           | $22765.01          | Equities   |
| UNIFI INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1327.00           | $4564.88           | Equities   |
| ISHARES TR                     MSCI AC ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $80.00             | $7390.40           | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $127200.00         | $4754736.00        | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $835608.00         | $1320260.64        | Equities   |
| IN8BIO INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6153.00           | $12367.53          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  HEDGED EQUITY LA | 2500-12-31      | N/A      | 0.0000% | $218.00            | $14405.44          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $3.16              | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $384.00            | $19810.56          | Equities   |
| ISHARES TR                     RUS TOP 200 ETF  | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $459027.00         | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $11.00             | $1634.60           | Equities   |
| PACER FDS TR                   METAURUS CAP 400 | 2500-12-31      | N/A      | 0.0000% | $13061.00          | $554570.06         | Equities   |
| PROSHARES TR                   SHRT RUSSELL2000 | 2500-12-31      | N/A      | 0.0000% | $5349.00           | $88098.03          | Equities   |
| RAPID MICRO BIOSYSTEMS INC     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $28152.00          | Equities   |
| PIMCO ETF TR                   25YR+ ZERO U S   | 2500-12-31      | N/A      | 0.0000% | $375.00            | $25897.50          | Equities   |
| EA SERIES TRUST                STRIVE 1000 DIV  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3715.10           | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $21800.00          | $35098.00          | Equities   |
| ALPS ETF TR                    BARRONS 400 ETF  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $48962.10          | Equities   |
| ACRIVON THERAPEUTICS INC       COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $4022.00           | $9491.92           | Equities   |
| ALX ONCOLOGY HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $23820.00          | $32871.60          | Equities   |
| ADVERUM BIOTECHNOLOGIES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $35000.00          | $145600.00         | Equities   |
| BARFRESH FOOD GROUP INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $6048.00           | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $618.00            | $31746.66          | Equities   |
| ALPHA MODUS HLDGS INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $45229.00          | $33953.41          | Equities   |
| EA SERIES TRUST                INTELLIGENT ALPH | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6122.60           | Equities   |
| ALPS ETF TR                    EQUAL SEC ETF    | 2500-12-31      | N/A      | 0.0000% | $71.00             | $3292.98           | Equities   |
| AGENUS INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $348500.00         | $1585675.00        | Equities   |
| DIREXION SHS ETF TR            DAILY MSFT 2X SH | 2500-12-31      | N/A      | 0.0000% | $22900.00          | $1028897.00        | Equities   |
| COHEN & STEERS ETF TRUST       PREFERRED AND IN | 2500-12-31      | N/A      | 0.0000% | $335.00            | $8681.52           | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQT MKT  | 2500-12-31      | N/A      | 0.0000% | $2663.00           | $124175.69         | Equities   |
| DIREXION SHS ETF TR            DAILY JR GLD MIN | 2500-12-31      | N/A      | 0.0000% | $163.00            | $28236.49          | Equities   |
| DIMENSIONAL ETF TRUST          US TARGETED VLU  | 2500-12-31      | N/A      | 0.0000% | $11691.00          | $689067.54         | Equities   |
| DEFI TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $20200.00          | $28078.00          | Equities   |
| DIREXION SHS ETF TR            DAILY TSLA 2X SH | 2500-12-31      | N/A      | 0.0000% | $8000.00           | $145840.00         | Equities   |
| DIREXION SHS ETF TR            DAILY LLY BULL   | 2500-12-31      | N/A      | 0.0000% | $500.00            | $16980.00          | Equities   |
| BONDBLOXX ETF TRUST            CCC RT USD HI YL | 2500-12-31      | N/A      | 0.0000% | $15400.00          | $590821.00         | Equities   |
| BLACKROCK ETF TRUST            ISHARES LARGE CA | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1322.48           | Equities   |
| CULP INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1763.00           | $7210.67           | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $54910.00          | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $49400.00          | $1457823.64        | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $220.00            | $4012.80           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $76.00             | $4692.10           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP   | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $112030.00         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $8400.00           | $299880.00         | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $6669.00           | $388323.87         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $112235.00         | $25329194.80       | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NY ARCA BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $49.00             | $10521.72          | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $138229.00         | Equities   |
| FRACTYL HEALTH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $5700.00           | $8436.00           | Equities   |
| FRACTYL HEALTH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $14997.00          | $22195.56          | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $920.00            | $67123.20          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV CORE INVESTMENT  | 2500-12-31      | N/A      | 0.0000% | $9900.00           | $212553.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV NO AMER ENERGY   | 2500-12-31      | N/A      | 0.0000% | $800.00            | $31144.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV VEST INVESTMENT  | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $40720.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD VI SMID RISNG ETF   | 2500-12-31      | N/A      | 0.0000% | $8510.00           | $325252.20         | Equities   |
| FIDELITY COVINGTON TRUST       FIDELITY US MLTF | 2500-12-31      | N/A      | 0.0000% | $3291.00           | $125568.76         | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $7.00              | $234.29            | Equities   |
| INVESCO EXCH TRADED FD TR II   FNDMNTL IG CRP   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2435.00           | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $27682.00          | $991818.38         | Equities   |
| INNOVATOR ETFS TRUST           IBD 50 ETF       | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $57024.00          | Equities   |
| INVESCO INDIA EXCHANGE-TRADED  INDIA ETF        | 2500-12-31      | N/A      | 0.0000% | $26411.00          | $694081.08         | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $56360.00          | $258692.40         | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $363408.00         | $262780.32         | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $5546.00           | $25456.14          | Equities   |
| AMERICAN CENTY ETF TR          INTL EQT ETF     | 2500-12-31      | N/A      | 0.0000% | $400.00            | $32168.00          | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC COR   | 2500-12-31      | N/A      | 0.0000% | $10644.00          | $435552.48         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $130800.00         | $3510672.00        | Equities   |
| AWARE INC MASS                 COM              | 2500-12-31      | N/A      | 0.0000% | $1764.00           | $3863.16           | Equities   |
| AMERICAN CENTY ETF TR          US LARGE CAP VLU | 2500-12-31      | N/A      | 0.0000% | $100.00            | $7428.00           | Equities   |
| ARMLOGI HOLDING CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $4926.00           | $2884.17           | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $800.00            | $50253.60          | Equities   |
| COHEN & STEERS ETF TRUST       NATURAL RES ACTI | 2500-12-31      | N/A      | 0.0000% | $5278.00           | $157258.01         | Equities   |
| CENTURY CASINOS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1163.00           | $1674.72           | Equities   |
| CLEARMIND MEDICINE INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13100.00          | $2031.81           | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $58100.00          | $99932.00          | Equities   |
| PODCASTONE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $2717.00           | Equities   |
| SELECT SECTOR SPDR TR          ENERGY           | 2500-12-31      | N/A      | 0.0000% | $379741.00         | $33903276.48       | Equities   |
| SAFE & GREEN HOLDINGS CORP     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $3900.00           | Equities   |
| KALA BIO INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2676.00           | $2436.23           | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $6881.00           | $292231.94         | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8696.00           | $8338.59           | Equities   |
| PROSHARES TR                   PSHS ULTRA TECH  | 2500-12-31      | N/A      | 0.0000% | $89.00             | $8216.48           | Equities   |
| SPROTT FDS TR                  NICKEL MINERS ET | 2500-12-31      | N/A      | 0.0000% | $400.00            | $5612.00           | Equities   |
| SMARTRENT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $28000.00          | $48720.00          | Equities   |
| SYNTEC OPTICS HLDGS INC        CL A             | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $2408.00           | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $1648.00           | $163214.13         | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $22953.00          | $1738919.28        | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP INTL  | 2500-12-31      | N/A      | 0.0000% | $1295.00           | $16718.32          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS BOND BULL ETF    | 2500-12-31      | N/A      | 0.0000% | $200.00            | $8316.00           | Equities   |
| MADISON ETFS TRUST             AGGREGATE BOND   | 2500-12-31      | N/A      | 0.0000% | $900.00            | $18611.64          | Equities   |
| SELECT SECTOR SPDR TR          INDL             | 2500-12-31      | N/A      | 0.0000% | $8138.00           | $1243486.40        | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $53113.00          | $36099843.84       | Equities   |
| SEI EXCHANGE TRADED FUNDS      SELECT EMERGING  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $48805.76          | Equities   |
| LISTED FDS TR                  WAHED FTSE ETF   | 2049-12-31      | N/A      | 0.0000% | $44.00             | $2724.92           | Equities   |
| SPINNAKER ETF SERIES           OBRA OPPOR STRU  | 2500-12-31      | N/A      | 0.0000% | $104.00            | $1058.72           | Equities   |
| T ROWE PRICE ETF INC           PRICE EQT INCOME | 2500-12-31      | N/A      | 0.0000% | $354.00            | $15657.53          | Equities   |
| THRIVENT ETF TRUST             SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $800.00            | $32816.00          | Equities   |
| T ROWE PRICE ETF INC           TECHNOLOGY ETF   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3240.93           | Equities   |
| TIDAL TRUST II                 YIELDMAX S&P 500 | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4500.19           | Equities   |
| TIDAL TRUST II                 DEFIANCE OIL ENH | 2500-12-31      | N/A      | 0.0000% | $500.00            | $3412.40           | Equities   |
| GLOBAL X FDS                   US PFD ETF       | 2500-12-31      | N/A      | 0.0000% | $355.00            | $6720.15           | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $46654.00          | $1945705.07        | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1042.62           | Equities   |
| GOLDMAN SACHS ETF TR           S&P 500 PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $1156.00           | $60886.52          | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $4671.00           | $240725.12         | Equities   |
| CYPHERPUNK TECHNOLOGIES INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17125.00          | $28941.25          | Equities   |
| KOSS CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $492.00            | $2366.52           | Equities   |
| LA ROSA HLDGS CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2433.00           | $4525.38           | Equities   |
| LISTED FDS TR                  HORIZON KINETICS | 2500-12-31      | N/A      | 0.0000% | $99.00             | $4321.35           | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $1262.00           | $265991.74         | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $20290.00          | $1377285.20        | Equities   |
| GLOBAL X FDS                   ADAPTIVE US      | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9211.94           | Equities   |
| THE BRAND HOUSE COLLECTIVE INC COM              | 2500-12-31      | N/A      | 0.0000% | $2634.00           | $3187.14           | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $900.00            | $57294.00          | Equities   |
| KRANESHARES TRUST              HEDGEYE HEDGED E | 2500-12-31      | N/A      | 0.0000% | $9400.00           | $272438.32         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $25757.00          | $2175693.79        | Equities   |
| ISHARES TR                     INDIA 50 ETF     | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5382.00           | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $88.00             | $24415.60          | Equities   |
| ISHARES TR                     SHORT TREAS BD   | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $165630.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $6119.00           | $503165.37         | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $51500.00          | $254925.00         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $2400.00           | $219720.00         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $37.00             | $8484.10           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $93155.00          | Equities   |
| SPROTT FDS TR                  JR COPPER MINERS | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $54915.00          | Equities   |
| SIDUS SPACE INC                CL A COM NEW     | 2500-12-31      | N/A      | 0.0000% | $68550.00          | $47580.56          | Equities   |
| TIDAL TRUST II                 YIELDMAX HOOD OP | 2500-12-31      | N/A      | 0.0000% | $1065.00           | $59810.40          | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE MEXICO      | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $162864.24         | Equities   |
| EA SERIES TRUST                ALTRIUS GBL DIV  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $15165.36          | Equities   |
| APYX MEDICAL CORPORATION       COM              | 2500-12-31      | N/A      | 0.0000% | $6400.00           | $25664.00          | Equities   |
| AMERICAN BEACON SELECT FUNDS   GLG NATURAL RESO | 2500-12-31      | N/A      | 0.0000% | $758.00            | $32335.52          | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $14900.00          | $72116.00          | Equities   |
| ANIXA BIOSCIENCES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $4400.00           | $20416.00          | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $11206.00          | $325646.36         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $600.00            | $43425.42          | Equities   |
| BLACKROCK ETF TRUST            ISHARES INTL DIV | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1635.05           | Equities   |
| CELLECTAR BIOSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1027.00           | $3543.15           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  INTERNATIONAL BD | 2500-12-31      | N/A      | 0.0000% | $477.00            | $12177.91          | Equities   |
| CLEAR CHANNEL OUTDOOR HLDGS IN COM              | 2500-12-31      | N/A      | 0.0000% | $21600.00          | $42120.00          | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $14705.00          | $45438.45          | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN TECHN | 2500-12-31      | N/A      | 0.0000% | $572.00            | $34977.80          | Equities   |
| AMERICAN CENTY ETF TR          INTERNATIONAL LR | 2500-12-31      | N/A      | 0.0000% | $8656.00           | $601332.32         | Equities   |
| YSX TECH CO  LTD               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $4982.00           | $10512.02          | Equities   |
| BROADWIND INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4600.00           | $14122.00          | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $75400.00          | $40716.00          | Equities   |
| EXCHANGE LISTED FDS TR         PLUS KOREA DEFE  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $12174.00          | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000IDX   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $18484.20          | Equities   |
| VANGUARD MALVERN FDS           STRM INFPROIDX   | 2500-12-31      | N/A      | 0.0000% | $48.00             | $2408.64           | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $1249900.00        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1673.35           | Equities   |
| VANECK ETF TRUST               AFRICA INDEX ETF | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1552.95           | Equities   |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $3900.00           | $1153581.00        | Equities   |
| VANGUARD WORLD FD              MEGA CAP INDEX   | 2500-12-31      | N/A      | 0.0000% | $831.00            | $207966.06         | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $1175.00           | $484946.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX AMD OPT | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $12688.00          | Equities   |
| SMART SAND INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $9175.00           | $26882.75          | Equities   |
| 2023 ETF SERIES TRUST          ATLAS AMER FD    | 2500-12-31      | N/A      | 0.0000% | $102.00            | $2780.52           | Equities   |
| SELECT SECTOR SPDR TR          FINANCIAL        | 2500-12-31      | N/A      | 0.0000% | $77838.00          | $4121522.10        | Equities   |
| SCHWAB STRATEGIC TR            CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $1450.00           | $37845.00          | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $3600.00           | $3190.68           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US B | 2500-12-31      | N/A      | 0.0000% | $14816.00          | $391603.18         | Equities   |
| NEXTTRIP INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $596.00            | $2109.84           | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $142646.00         | $537775.42         | Equities   |
| SELECT SECTOR SPDR TR          SBI HEALTHCARE   | 2500-12-31      | N/A      | 0.0000% | $85100.00          | $13481542.00       | Equities   |
| 60 DEGREES PHARMACEUTICALS INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2969.00           | $3117.45           | Equities   |
| TIDAL TRUST II                 YIELDMAX AI & T  | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3388.00           | Equities   |
| SHIMMICK CORPORATION           COM              | 2500-12-31      | N/A      | 0.0000% | $562.00            | $1405.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX ULTRA O | 2500-12-31      | N/A      | 0.0000% | $9500.00           | $38000.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX SNOW OP | 2500-12-31      | N/A      | 0.0000% | $37500.00          | $540000.00         | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $1229.00           | $27019.56          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $21757.00          | $24150.27          | Equities   |
| RELIANCE GLOBAL GROUP INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26615.00          | $17451.46          | Equities   |
| TILLYS INC                     CL A             | 2500-12-31      | N/A      | 0.0000% | $6737.00           | $9431.80           | Equities   |
| TIDAL TRUST I                  SP FDS S&P 500   | 2500-12-31      | N/A      | 0.0000% | $107.00            | $5474.12           | Equities   |
| TRANSACT TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $9586.50           | Equities   |
| FIRST TR EXCH TRADED FD III    MERGER ARBITRA   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4138.00           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI BLOOMBERG R      | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3050.90           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $24806.00          | $886318.38         | Equities   |
| FORIAN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $6976.00           | Equities   |
| FRANKLIN WIRELESS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $9513.00           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5953.00           | Equities   |
| FLEXSHARES TR                  DISCP DUR MBS    | 2500-12-31      | N/A      | 0.0000% | $500.00            | $10500.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      ULTRA SHORT BOND | 2500-12-31      | N/A      | 0.0000% | $59.00             | $1478.54           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FRANKLIN INDIA   | 2500-12-31      | N/A      | 0.0000% | $95.00             | $3715.45           | Equities   |
| OUTLOOK THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $110600.00         | $185808.00         | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $66200.00          | $148950.00         | Equities   |
| SUNATION ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4268.00           | $5548.40           | Equities   |
| PROSHARES TR                   SHRT HGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $74064.00          | Equities   |
| PROSHARES TR                   ULTRAPRO SHORT   | 2500-12-31      | N/A      | 0.0000% | $21300.00          | $1490361.00        | Equities   |
| NOUVEAU MONDE GRAPHITE INC     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $47356.00          | $130702.56         | Equities   |
| ISHARES TR                     ESG MSCI KLD 400 | 2500-12-31      | N/A      | 0.0000% | $91.00             | $11628.89          | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $48594.00          | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $37735.00          | $50564.90          | Equities   |
| ONFOLIO HOLDINGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $43362.00          | $33302.02          | Equities   |
| GRANITESHARES ETF TR           2X LONG PLTR     | 2500-12-31      | N/A      | 0.0000% | $83.00             | $2073.34           | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $101643.00         | $8267641.62        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $92.00             | $13328.04          | Equities   |
| ISHARES INC                    MSCI MLY ETF NEW | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1278.72           | Equities   |
| ISHARES TR                     MRGSTR SM CP GR  | 2500-12-31      | N/A      | 0.0000% | $90.00             | $4986.00           | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $73.00             | $7840.20           | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $325698.00         | $34979965.20       | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $21.00             | $1010.52           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1297.08           | Equities   |
| ISHARES TR                     IBONDS DEC 2035  | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1758.08           | Equities   |
| ISHARES TR                     U.S. INSRNCE ETF | 2500-12-31      | N/A      | 0.0000% | $11898.00          | $1606230.00        | Equities   |
| JIAYIN GROUP INC               SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $884.00            | $6364.80           | Equities   |
| ISHARES TR                     CORE 40/60 MODER | 2500-12-31      | N/A      | 0.0000% | $200.00            | $9604.00           | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $2145.00           | $92537.45          | Equities   |
| ISHARES TR                     CORE 80/20 AGGRE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8940.00           | Equities   |
| MICROBOT MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16811.00          | $38497.19          | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $357540.00         | $36097238.40       | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 2032   | 2500-12-31      | N/A      | 0.0000% | $47000.00          | $986060.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $11087.00          | $241585.73         | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $27.00             | $2725.92           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $9514.00           | $279556.52         | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $1078570.00        | $36099737.90       | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $30300.00          | $33936.00          | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $400.00            | $32616.00          | Equities   |
| FIEE INC                       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $17360.00          | Equities   |
| MOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $1270.00           | Equities   |
| SUI GROUP HOLDINGS LIMITED     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $48100.00          | $100048.00         | Equities   |
| SONO TEK CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $602.00            | $2233.42           | Equities   |
| SCHWAB STRATEGIC TR            1000 INDEX ETF   | 2500-12-31      | N/A      | 0.0000% | $55.00             | $1799.05           | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $90612.00          | $134105.76         | Equities   |
| MANAGED PORTFOLIO SERIES       TREMBLANT GLOBAL | 2500-12-31      | N/A      | 0.0000% | $3264.00           | $108193.44         | Equities   |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1043.00           | $4959.36           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $349801.00         | $9500595.16        | Equities   |
| SPROTT ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $37.00             | $2473.45           | Equities   |
| GRANITE PT MTG TR INC          COM STK          | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $11466.00          | Equities   |
| NN INC                         COM              | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $5875.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX TARGET  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4794.00           | Equities   |
| TIDAL TRUST II                 YIELDMAX AI OPT  | 2500-12-31      | N/A      | 0.0000% | $817.00            | $1568.64           | Equities   |
| TIDAL TRUST II                 ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $900.00            | $53775.00          | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $26257.00          | $23271.58          | Equities   |
| TENAYA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $693513.00         | $943177.68         | Equities   |
| TIDAL TRUST II                 YIELDMAX SMCI    | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $45408.00          | Equities   |
| UNIFIED SER TR                 ONEASCENT ENHANC | 2500-12-31      | N/A      | 0.0000% | $3541.00           | $103887.63         | Equities   |
| VANGUARD SCOTTSDALE FDS        LG-TERM COR BD   | 2500-12-31      | N/A      | 0.0000% | $294955.00         | $22988792.70       | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $17.00             | $2999.99           | Equities   |
| VANGUARD WORLD FD              MATERIALS ETF    | 2500-12-31      | N/A      | 0.0000% | $45.00             | $9070.65           | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $24400.00          | $136884.00         | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $108801.00         | $6667325.28        | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $10032.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE DT 2X L | 2500-12-31      | N/A      | 0.0000% | $1355.00           | $21138.00          | Equities   |
| UNITED STS NAT GAS FD LP       UNIT PAR         | 2500-12-31      | N/A      | 0.0000% | $8900.00           | $126825.00         | Equities   |
| TIDAL TRUST II                 YIELDMAX META    | 2500-12-31      | N/A      | 0.0000% | $800.00            | $10288.00          | Equities   |
| TIDAL TRUST II                 YIELDMAX TRGT12  | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $197396.11         | Equities   |
| VANGUARD ADMIRAL FDS INC       SMLLCP 600 IDX   | 2500-12-31      | N/A      | 0.0000% | $117.00            | $13158.99          | Equities   |
| VANGUARD WHITEHALL FDS         EM MK GOV BD ETF | 2500-12-31      | N/A      | 0.0000% | $73.00             | $4958.16           | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $3975.00           | $314661.00         | Equities   |
| UNITED HOMES GROUP INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $2376.00           | Equities   |
| THRIVENT ETF TRUST             ULTRA SHRT BD    | 2500-12-31      | N/A      | 0.0000% | $75.00             | $3779.63           | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $13497.00          | $1234975.50        | Equities   |
| TORTOISE CAPITAL SERIES TRUST  NORTH AMERN PIPE | 2500-12-31      | N/A      | 0.0000% | $300.00            | $10699.50          | Equities   |
| USIO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $1112.00           | $1606.84           | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $51.00             | $3819.90           | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $499739.00         | $514731.17         | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $4837860.00        | $4982995.80        | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $250086.00         | $18731441.40       | Equities   |
| PROSHARES TR                   SHORT S&P 500 NE | 2500-12-31      | N/A      | 0.0000% | $23639.00          | $863296.28         | Equities   |
| Q32 BIO INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $10400.00          | $21424.00          | Equities   |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1386.48           | Equities   |
| MATTHEWS ASIA FDS              ASIA INNOV ACTIV | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3538.29           | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4228.00           | $5538.68           | Equities   |
| SKYE BIOSCIENCE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $15465.00          | $20259.15          | Equities   |
| KRANESHARES TRUST              MSCI CHINA CLEAN | 2500-12-31      | N/A      | 0.0000% | $55.00             | $1547.21           | Equities   |
| SANGAMO THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $598408.00         | $277721.15         | Equities   |
| SNOW LAKE RES LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $5151.00           | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4590.00           | $10694.70          | Equities   |
| ISHARES TR                     AGENCY BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $34.00             | $3768.38           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $1173.00           | $83095.32          | Equities   |
| GROWGENERATION CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $7261.00           | $11327.16          | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $700.00            | $18291.00          | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $134158.00         | $4661990.50        | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $13886.00          | $362841.18         | Equities   |
| ISHARES TR                     SELECT DIVID ETF | 2500-12-31      | N/A      | 0.0000% | $62.00             | $8866.00           | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $263.00            | $10664.65          | Equities   |
| ISHARES TR                     ISHS 5-10YR INVT | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $146988.00         | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $68.00             | $4612.44           | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $28412.00          | $997829.44         | Equities   |
| ISHARES TR                     INTL EQTY FACTOR | 2500-12-31      | N/A      | 0.0000% | $416.00            | $15367.04          | Equities   |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1816.20           | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $22.00             | $8194.12           | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $59775.00          | $7219624.50        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFED RTRN   | 2500-12-31      | N/A      | 0.0000% | $293.00            | $32118.16          | Equities   |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $61.00             | $2461.96           | Equities   |
| FRANKLIN TEMPLETON ETF TR      INCOME FOCUS ETF | 2500-12-31      | N/A      | 0.0000% | $11700.00          | $328419.00         | Equities   |
| FULL HSE RESORTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $14514.00          | $38026.68          | Equities   |
| VANECK ETF TRUST               GREEN BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $9804.00           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $77.00             | $34188.00          | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $15390.00          | $69870.60          | Equities   |
| VISTAGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $148420.00         | $673826.80         | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $500.00            | $25270.00          | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $22315.00          | $74085.80          | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3163.00           | $61425.46          | Equities   |
| VALKYRIE ETF TRUST II          COINSHARES BITCN | 2500-12-31      | N/A      | 0.0000% | $50300.00          | $2319836.00        | Equities   |
| VANGUARD WORLD FD              INDUSTRIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $34.00             | $10033.74          | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $37.00             | $12374.28          | Equities   |
| ANEBULO PHARMACEUTICALS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $3744.00           | Equities   |
| BNY MELLON ETF TRUST II        DYNAMIC VALUE    | 2500-12-31      | N/A      | 0.0000% | $12500.00          | $356375.00         | Equities   |
| AMERICAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $96980.00          | $254087.60         | Equities   |
| APPLIED THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $543901.00         | $143698.64         | Equities   |
| CENTURY CASINOS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $7056.00           | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $3978.00           | Equities   |
| CYNGN INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $3405.00           | $12326.10          | Equities   |
| DBX ETF TR                     XTRACKRS S&P 500 | 2500-12-31      | N/A      | 0.0000% | $7320.00           | $453254.40         | Equities   |
| DBX ETF TR                     XTRACK MSCI EURP | 2500-12-31      | N/A      | 0.0000% | $30462.00          | $1448772.72        | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $7800.00           | $26910.00          | Equities   |
| CARDLYTICS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $774946.00         | $953183.58         | Equities   |
| TCW ETF TRUST                  AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $343468.00         | Equities   |
| CROWN CRAFTS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1468.00           | $4022.32           | Equities   |
| CINEVERSE CORP                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1984.00           | $4979.84           | Equities   |
| CHEGG INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $83521.00          | $80664.58          | Equities   |
| DIREXION SHS ETF TR            DIREXION HCM     | 2500-12-31      | N/A      | 0.0000% | $5900.00           | $226914.00         | Equities   |
| ETF SER SOLUTIONS              BAHL & GAYNOR IN | 2500-12-31      | N/A      | 0.0000% | $900.00            | $29439.00          | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $12332.00          | $323838.32         | Equities   |
| DIMENSIONAL ETF TRUST          GLOBAL REAL EST  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5462.00           | Equities   |
| ETF OPPORTUNITIES TRUST        REX FANG & INNOV | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4532.00           | Equities   |
| CAPITAL GROUP GLOBAL EQUITY ET SHS              | 2500-12-31      | N/A      | 0.0000% | $62100.00          | $1951182.00        | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $57.00             | $2505.15           | Equities   |
| CAPITAL GROUP GBL GROWTH EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $12490.00          | $429531.10         | Equities   |
| CAPITAL GROUP INTERNATIONAL C  SHS              | 2500-12-31      | N/A      | 0.0000% | $3800.00           | $120080.00         | Equities   |
| CATO CORP NEW                  CL A             | 2500-12-31      | N/A      | 0.0000% | $11800.00          | $41182.00          | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5889.00           | $16312.53          | Equities   |
| CARPARTS COM INC               COM              | 2500-12-31      | N/A      | 0.0000% | $32481.00          | $16782.93          | Equities   |
| BITWISE FUNDS TRUST            BITCOIN STANDARD | 2500-12-31      | N/A      | 0.0000% | $400.00            | $10258.96          | Equities   |
| CASSAVA SCIENCES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $4295.00           | $14560.05          | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $49247.00          | $70423.21          | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $190437.00         | $272324.91         | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR BD | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $48185.50          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $134.00            | $7920.42           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV AAA CMBS ETF     | 2500-12-31      | N/A      | 0.0000% | $96.00             | $1977.60           | Equities   |
| FLUENT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1108.00           | $1972.24           | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA US LG | 2500-12-31      | N/A      | 0.0000% | $96.00             | $12636.48          | Equities   |
| GLOBAL X FDS                   LITHIUM BTRY ETF | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $332893.00         | Equities   |
| GCT SEMICONDUCTOR HLDG INC     COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $5083.00           | $6709.56           | Equities   |
| FLEXSHARES TR                  QUALT DIVD IDX   | 2500-12-31      | N/A      | 0.0000% | $46.00             | $3720.91           | Equities   |
| GLOBAL X FDS                   PURECAP MSCI COM | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $104580.00         | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $63554.00          | $121388.14         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $70.00             | $3101.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 QUALITY   | 2500-12-31      | N/A      | 0.0000% | $36592.00          | $2721712.96        | Equities   |
| INNOVATOR ETFS TRUST           US SMALL CAP MNG | 2500-12-31      | N/A      | 0.0000% | $600.00            | $16996.32          | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $101614.00         | $2122716.46        | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1840.70           | Equities   |
| INVESCO CURRENCYSHARES EURO TR EURO SHS         | 2500-12-31      | N/A      | 0.0000% | $500.00            | $53495.00          | Equities   |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $18743.00          | $2640888.70        | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $9420.00           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE GROWTH    | 2500-12-31      | N/A      | 0.0000% | $1500.00           | $140235.00         | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $4767.00           | $9963.03           | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $635.00            | $1327.15           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US L | 2500-12-31      | N/A      | 0.0000% | $42000.00          | $1136520.00        | Equities   |
| STABILIS SOLUTIONS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1848.00           | Equities   |
| SERIES PORTFOLIOS TR           ELDRIDGE AAA CLO | 2500-12-31      | N/A      | 0.0000% | $800.00            | $20472.00          | Equities   |
| SCHWAB STRATEGIC TR            INTERNL DIVID    | 2500-12-31      | N/A      | 0.0000% | $2499.00           | $73495.59          | Equities   |
| NORTHERN LTS FD TR IV          INSPIRE SML/ MID | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $65280.00          | Equities   |
| ISHARES TR                     MRGSTR MD CP GRW | 2500-12-31      | N/A      | 0.0000% | $76612.00          | $6174161.08        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $12.00             | $1449.48           | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $49.00             | $3073.77           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  LARGE CAP GROWTH | 2500-12-31      | N/A      | 0.0000% | $41.00             | $5161.08           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $27100.00          | $5162550.00        | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $941434.00         | $19666556.26       | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $92.00             | $6244.96           | Equities   |
| LEGG MASON ETF INVT            FRANKLIN US LOW  | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2282.13           | Equities   |
| FRANKLIN TEMPLETON ETF TR      US CORE DIV TILT | 2500-12-31      | N/A      | 0.0000% | $341.00            | $18061.20          | Equities   |
| NORTHERN LTS FD TR II          FUTURE FD LNG SH | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2463.23           | Equities   |
| KRANESHARES TRUST              ARTIFICIAL INTEL | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1780.12           | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $800.00            | $49528.00          | Equities   |
| JPMORGAN CHASE FINL CO LLC     INVERSE VIX ETN  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $5436.66           | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW BK ETF       | 2500-12-31      | N/A      | 0.0000% | $22453.00          | $1769296.40        | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $43178.00          | $94128.04          | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $77738.00          | Equities   |
| GIFTIFY INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $2628.00           | $2864.52           | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $400.00            | $17784.00          | Equities   |
| SCHWAB STRATEGIC TR            EMRG MKTEQ ETF   | 2500-12-31      | N/A      | 0.0000% | $4862.00           | $162342.18         | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $102344.00         | $217992.72         | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $148849.00         | $3821698.08        | Equities   |
| SHATTUCK LABS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1085524.00        | $2312166.12        | Equities   |
| SELECT SECTOR SPDR TR          RL EST SEL SEC   | 2500-12-31      | N/A      | 0.0000% | $56.00             | $2322.32           | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $247.00            | $7397.65           | Equities   |
| JX LUXVENTURE GROUP INC        ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $5314.00           | $19130.40          | Equities   |

### Security 618: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.980000%
- **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: ARP1CATK1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1CATK1
- **C.18 - Value (incl. sponsor support):** $1626000000.00
- **C.18.a - Value (excl. sponsor support):** $1626000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2033-02-15      | 3.5000%  | 0.0000% | $42000.00          | $41679.39          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $800.00            | $847.40            | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLSD8178   | 2051-11-01      | 2.5000%  | 0.0000% | $1024.00           | $651.99            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1263   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $769.55            | Agency Mortgage-Backed Securities         |
| GNII JM 004879 M       | 2040-12-20      | 4.0000%  | 0.0000% | $1000.00           | $16.28             | Agency Mortgage-Backed Securities         |
| GNMI SP 784500 X       | 2047-02-15      | 3.0000%  | 0.0000% | $123000.00         | $41539.62          | Agency Mortgage-Backed Securities         |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $41848.00          | $2391.91           | Agency Mortgage-Backed Securities         |
| GNMI SF 732428 X       | 2040-03-15      | 4.5000%  | 0.0000% | $2895000.00        | $62971.99          | Agency Mortgage-Backed Securities         |
| GNMI SF 716514 X       | 2039-07-15      | 5.0000%  | 0.0000% | $3746000.00        | $87897.35          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $1400.00           | $1153.94           | U.S. Treasuries (including strips)        |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $698.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $2022.00           | $458.36            | Agency Mortgage-Backed Securities         |
| GNII SF 003774 M       | 2035-10-20      | 5.5000%  | 0.0000% | $25000.00          | $434.69            | Agency Mortgage-Backed Securities         |
| GNII SF DO3623 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3381008.00        | $3484676.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $1024.00           | $581.19            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $3111.00           | $2261.72           | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M       | 2051-07-20      | 3.0000%  | 0.0000% | $2102.00           | $1125.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2836   | 2055-09-01      | 5.5000%  | 0.0000% | $497100.00         | $501800.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $588.37            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1750   | 2054-12-01      | 5.0000%  | 0.0000% | $1015.00           | $955.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040   | 2053-06-01      | 6.0000%  | 0.0000% | $137900800.00      | $95816922.48       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $121294102.00      | $106055861.75      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5890   | 2045-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0358   | 2054-11-01      | 5.0000%  | 0.0000% | $2523000.00        | $2501518.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3866   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $777.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6109   | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $879.97            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4054   | 2055-05-01      | 6.0000%  | 0.0000% | $898390.00         | $847331.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5892   | 2045-11-01      | 6.0000%  | 0.0000% | $7862456.00        | $8086119.25        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9911   | 2055-03-01      | 7.0000%  | 0.0000% | $1020.00           | $916.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5833   | 2045-09-01      | 5.0000%  | 0.0000% | $5234288.00        | $5086354.26        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0113   | 2040-07-01      | 4.0000%  | 0.0000% | $1033032.00        | $43378.26          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0217   | 2037-08-01      | 6.0000%  | 0.0000% | $4000.00           | $89.49             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2549   | 2054-12-01      | 5.5000%  | 0.0000% | $2309144.00        | $2330244.78        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7499   | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2084.55           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX5517   | 2055-01-01      | 6.5000%  | 0.0000% | $1222390.00        | $1266420.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3743   | 2055-05-01      | 6.5000%  | 0.0000% | $1152570.00        | $1117646.67        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY8878   | 2055-07-01      | 7.0000%  | 0.0000% | $498840.00         | $528343.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3995   | 2055-05-01      | 5.5000%  | 0.0000% | $2016.00           | $2043.89           | Agency Mortgage-Backed Securities         |
| GNII SP 785069 C       | 2050-04-20      | 3.0000%  | 0.0000% | $1000.00           | $297.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 655140 X       | 2036-04-15      | 6.5000%  | 0.0000% | $1000.00           | $14.95             | Agency Mortgage-Backed Securities         |
| GNMI SP 783686 X       | 2040-12-15      | 5.5000%  | 0.0000% | $1060000.00        | $53651.31          | Agency Mortgage-Backed Securities         |
| GNII SF DM7137 C       | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.05           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4854   | 2052-11-01      | 2.5000%  | 0.0000% | $12729673.00       | $9842532.95        | Agency Mortgage-Backed Securities         |
| GNMI SF 677194 X       | 2038-06-15      | 5.5000%  | 0.0000% | $1001.00           | $3.54              | Agency Mortgage-Backed Securities         |
| GNII SP 785349 C       | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $600.04            | Agency Mortgage-Backed Securities         |
| GNMI SF 620492 X       | 2033-06-15      | 5.5000%  | 0.0000% | $1500000.00        | $33191.26          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1418   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $940.05            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1172   | 2055-05-01      | 5.5000%  | 0.0000% | $1035.00           | $1022.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5495   | 2055-09-01      | 6.0000%  | 0.0000% | $1446697.00        | $1505504.25        | Agency Mortgage-Backed Securities         |
| GNMI SP 782294 X       | 2038-03-15      | 5.5000%  | 0.0000% | $1000.00           | $9.77              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW1373   | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $768.91            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE7205   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $723.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9967   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE8974   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI9787   | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $858.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $24523255.00       | $19617997.82       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1833   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $735.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2677   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $831.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2032.00           | $1118.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQX5448   | 2055-01-01      | 4.0000%  | 0.0000% | $3888308.00        | $3676805.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6045   | 2055-06-01      | 5.5000%  | 0.0000% | $2001.00           | $2043.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $3426.00           | $866.33            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5981   | 2055-06-01      | 6.0000%  | 0.0000% | $1002.00           | $1039.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2324   | 2055-05-01      | 5.5000%  | 0.0000% | $1051.00           | $1075.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6930   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $974.20            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX8521   | 2055-03-01      | 7.0000%  | 0.0000% | $3077096.00        | $3327322.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0632   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8715   | 2055-03-01      | 5.5000%  | 0.0000% | $2003.00           | $2033.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9102   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $922.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6055   | 2055-06-01      | 6.5000%  | 0.0000% | $1019.00           | $1077.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4044   | 2055-01-01      | 6.0000%  | 0.0000% | $4924540.00        | $4699607.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7150   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $875.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2561   | 2055-09-01      | 6.0000%  | 0.0000% | $517834.00         | $537052.79         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9574   | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $314.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8449   | 2050-11-01      | 5.5000%  | 0.0000% | $4116088.00        | $4189823.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8151   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4435   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9320   | 2055-07-01      | 6.5000%  | 0.0000% | $1154948.00        | $1213692.91        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8653   | 2055-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2082.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7110   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $999.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7278   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6666   | 2055-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2105.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2632   | 2055-09-01      | 5.5000%  | 0.0000% | $2017.00           | $2056.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3648   | 2055-05-01      | 6.0000%  | 0.0000% | $1001.00           | $792.65            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0419   | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $846.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0105   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.29           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0613   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $983.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $2209.00           | $1879.29           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4934   | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $986.27            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1142   | 2055-08-01      | 6.0000%  | 0.0000% | $3668004.00        | $3790629.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY7166   | 2055-07-01      | 5.0000%  | 0.0000% | $1065711.00        | $1063776.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3004   | 2055-05-01      | 6.5000%  | 0.0000% | $1001.00           | $881.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6188   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.97           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY1646   | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1923.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3989   | 2055-01-01      | 5.5000%  | 0.0000% | $2025.00           | $1981.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0220   | 2038-10-01      | 6.0000%  | 0.0000% | $4000.00           | $44.17             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6231   | 2055-10-01      | 5.5000%  | 0.0000% | $1003.00           | $1024.31           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8019   | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $1019.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ7190   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7182   | 2055-11-01      | 5.5000%  | 0.0000% | $1021.00           | $1038.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5466   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.14           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3223   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.87           | Agency Mortgage-Backed Securities         |
| GNII SF DO4530 C       | 2055-11-20      | 5.0000%  | 0.0000% | $13112.00          | $13109.18          | Agency Mortgage-Backed Securities         |
| GNII SF 004495 M       | 2039-07-20      | 4.5000%  | 0.0000% | $1000.00           | $33.51             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9745   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $955.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8572   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $835.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3828   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2011   | 2054-12-01      | 5.0000%  | 0.0000% | $2001.00           | $1982.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $946.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3510   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2542   | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $932.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9426   | 2055-04-01      | 6.0000%  | 0.0000% | $1018.00           | $936.43            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX1010   | 2054-11-01      | 7.0000%  | 0.0000% | $2004840.00        | $2151591.71        | Agency Mortgage-Backed Securities         |
| GNII SP 785591 C       | 2051-08-20      | 3.0000%  | 0.0000% | $1000.00           | $625.17            | Agency Mortgage-Backed Securities         |
| GNII AP 786552 M       | 2052-12-20      | 2.0000%  | 0.0000% | $1000.00           | $691.56            | Agency Mortgage-Backed Securities         |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $1758987.00        | $75554.94          | Agency Mortgage-Backed Securities         |
| GNII SP 785300 C       | 2051-02-20      | 3.0000%  | 0.0000% | $1024.00           | $566.02            | Agency Mortgage-Backed Securities         |
| GNII JP 786298 M       | 2037-12-20      | 2.5000%  | 0.0000% | $100000.00         | $58742.67          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $19551000.00       | $17324120.22       | U.S. Treasuries (including strips)        |
| GNII SP 783967 C       | 2044-12-20      | 4.2500%  | 0.0000% | $1000.00           | $310.16            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $403100.00         | $401052.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $7326400.00        | $8305482.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $200.00            | $198.27            | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLBU1452   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $669.02            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0684   | 2036-05-01      | 3.0000%  | 0.0000% | $1000.00           | $495.24            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8088   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $797.99            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8070   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $979.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2690   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $804.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8322   | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $827.42            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4561   | 2051-02-01      | 2.5000%  | 0.0000% | $110943041.00      | $71253023.22       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $263807.00         | $215588.03         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBK1193   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $68.18             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF6364   | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9336   | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $272.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $256.00            | Agency Mortgage-Backed Securities         |
| GNII SF DI7850 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $980.04            | Agency Mortgage-Backed Securities         |
| GNII SF DI0202 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $991.56            | Agency Mortgage-Backed Securities         |
| GNII SF DI3141 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1039.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9373   | 2054-10-01      | 5.0000%  | 0.0000% | $49165520.00       | $47716800.01       | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $1035.00           | $97.42             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT9868   | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $586.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV1861   | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $927.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3529   | 2055-11-01      | 5.0000%  | 0.0000% | $3025.00           | $3067.98           | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1119.00           | $171.68            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ7709   | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 717801 X       | 2039-06-15      | 4.5000%  | 0.0000% | $1000.00           | $69.66             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1328   | 2042-12-01      | 3.5000%  | 0.0000% | $57674500.00       | $8412033.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4890   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5705   | 2045-05-01      | 5.0000%  | 0.0000% | $1441562.00        | $1298671.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CNMA5688   | 2035-03-01      | 5.5000%  | 0.0000% | $474266.00         | $410064.33         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $3459948.00        | $3344313.27        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732   | 2055-06-01      | 4.0000%  | 0.0000% | $1024.00           | $952.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5553   | 2054-12-01      | 5.5000%  | 0.0000% | $4393832.00        | $4001918.95        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3211   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $646.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBJ9181   | 2048-05-01      | 5.0000%  | 0.0000% | $1000.00           | $136.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM4963   | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $319.69            | Agency Mortgage-Backed Securities         |
| GNMI SF 734151 X       | 2041-01-15      | 4.0000%  | 0.0000% | $1000.00           | $96.99             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1748600.00        | $1659869.86        | U.S. Treasuries (including strips)        |
| GNII SF 004169 M       | 2038-06-20      | 5.5000%  | 0.0000% | $1000.00           | $12.55             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $200.00            | $229.71            | U.S. Treasuries (including strips)        |
| GNII SF CT6001 C       | 2053-05-20      | 5.0000%  | 0.0000% | $28011.00          | $28077.20          | Agency Mortgage-Backed Securities         |
| GNII SF AV7468 C       | 2046-09-20      | 3.5000%  | 0.0000% | $1040.00           | $124.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1159.00           | $1084.63           | Agency Mortgage-Backed Securities         |
| GNII SF DJ7854 C       | 2055-05-20      | 5.5000%  | 0.0000% | $12633888.00       | $12743624.76       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7666   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $657000.00         | $578653.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB4131   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $867.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7641   | 2053-12-01      | 6.0000%  | 0.0000% | $58354432.00       | $47962582.16       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5336   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $827.27            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1725   | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2707   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities         |
| GNMI SF 636292 X       | 2035-04-15      | 5.0000%  | 0.0000% | $6245247.00        | $46235.62          | Agency Mortgage-Backed Securities         |
| GNII SP 787058 C       | 2053-08-20      | 5.0000%  | 0.0000% | $1789000.00        | $1391791.92        | Agency Mortgage-Backed Securities         |
| GNII SP 786579 C       | 2053-03-20      | 5.5000%  | 0.0000% | $999000.00         | $735821.49         | Agency Mortgage-Backed Securities         |
| GNII SP 782779 C       | 2035-12-20      | 6.0000%  | 0.0000% | $1000.00           | $52.98             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1200.00           | $1286.61           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $11140100.00       | $11944106.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $14526100.00       | $15035534.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $1300.00           | $1298.14           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1400.00           | $1101.52           | U.S. Treasuries (including strips)        |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $2000.00           | $1736.54           | Agency Mortgage-Backed Securities         |
| GNMI SF 642061 X       | 2036-07-15      | 6.5000%  | 0.0000% | $2354320.00        | $104835.53         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5517   | 2055-06-01      | 5.0000%  | 0.0000% | $1001.00           | $1000.90           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY8867   | 2055-07-01      | 7.0000%  | 0.0000% | $1525720.00        | $1583501.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1489   | 2055-04-01      | 6.0000%  | 0.0000% | $1311625.00        | $1348307.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8695   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $963.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1474   | 2055-04-01      | 6.5000%  | 0.0000% | $1617008.00        | $1535949.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8023   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $858.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0779   | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.73           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9116   | 2055-07-01      | 6.0000%  | 0.0000% | $5377550.00        | $5496820.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3161   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $710.02            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1672   | 2055-08-01      | 6.0000%  | 0.0000% | $1002.00           | $1044.89           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $2300.00           | $1711.23           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $9895800.00        | $6771842.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $300.00            | $222.39            | U.S. Treasuries (including strips)        |
| GNRA 2025-172 GF       | 2055-10-20      | 5.0989%  | 0.0000% | $5606700.00        | $5604473.08        | Agency Collateralized Mortgage Obligation |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $6574.00           | $122.87            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $476400.00         | $500625.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $35980100.00       | $37581199.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $21100.00          | $21475.25          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $85904000.00       | $89432841.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $79.59             | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLDD5248   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ6341   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $314.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6786   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $816.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6752   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $834.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8892   | 2053-04-01      | 6.0000%  | 0.0000% | $1040.00           | $787.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7242   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $780.16            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU1062   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $648.83            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDF3886   | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.91           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE8588   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $859.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2128   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0243   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9148   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $775.68            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ5789   | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ7959   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6687   | 2055-10-01      | 5.5000%  | 0.0000% | $1003.00           | $989.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ5658   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ5429   | 2055-10-01      | 5.0000%  | 0.0000% | $1001.00           | $1008.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9980   | 2055-12-01      | 5.5000%  | 0.0000% | $1024.00           | $1049.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5630   | 2055-06-01      | 6.5000%  | 0.0000% | $2001.00           | $2091.94           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9225   | 2055-11-01      | 5.5000%  | 0.0000% | $1019.00           | $1037.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8890   | 2055-11-01      | 6.0000%  | 0.0000% | $1011.00           | $1046.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1050   | 2055-08-01      | 6.0000%  | 0.0000% | $2938039.00        | $2951020.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1395   | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1047.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9091   | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $855.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $1024.00           | $761.37            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6884   | 2055-11-01      | 5.5000%  | 0.0000% | $10964200.00       | $11143915.29       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1037   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9311   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9111   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9383   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1509   | 2055-11-01      | 5.0000%  | 0.0000% | $2379706.00        | $2411908.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7149   | 2055-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1051.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9941   | 2054-11-01      | 5.0000%  | 0.0000% | $4021910.00        | $3684127.46        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4211   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6935   | 2055-11-01      | 5.0000%  | 0.0000% | $52582720.00       | $52680427.91       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0350   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0090   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $988.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7711   | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $809.99            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD6429   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $806.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBP8943   | 2035-07-01      | 2.0000%  | 0.0000% | $1000.00           | $292.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1128   | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $987.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1984   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0242   | 2054-12-01      | 5.5000%  | 0.0000% | $76932352.00       | $70843203.09       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL1425   | 2054-11-01      | 4.0000%  | 0.0000% | $1024.00           | $951.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1130   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1011.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2017   | 2055-08-01      | 5.5000%  | 0.0000% | $68361520.00       | $69019665.44       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ8562   | 2055-11-01      | 4.0000%  | 0.0000% | $1000.00           | $957.38            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1734   | 2052-04-01      | 2.5000%  | 0.0000% | $1042.00           | $870.57            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6001   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.81           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL3244   | 2052-06-01      | 3.0000%  | 0.0000% | $1967232.00        | $1793149.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0835   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $983.14            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1895   | 2052-05-01      | 3.0000%  | 0.0000% | $1024.00           | $895.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0199   | 2054-12-01      | 5.5000%  | 0.0000% | $48198320.00       | $46523494.55       | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $1024.00           | $921.76            | Agency Mortgage-Backed Securities         |
| GNMI SP 784107 X       | 2038-12-15      | 6.0000%  | 0.0000% | $1000.00           | $179.54            | Agency Mortgage-Backed Securities         |
| GNMI SF 736106 X       | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $39.20             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5113   | 2043-08-01      | 5.5000%  | 0.0000% | $1024.00           | $692.52            | Agency Mortgage-Backed Securities         |
| GNMI SP 782011 X       | 2035-12-15      | 5.0000%  | 0.0000% | $1000.00           | $21.20             | Agency Mortgage-Backed Securities         |
| GNII FS 004483 M       | 2039-07-20      | 4.0000%  | 0.0000% | $622000.00         | $25646.15          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $21961000.00       | $22486598.13       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $1700.00           | $1232.20           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $5546400.00        | $5732406.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1600.00           | $1587.77           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $44469400.00       | $40927037.62       | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLQJ9071   | 2054-11-01      | 4.5000%  | 0.0000% | $4709784.00        | $4109409.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIDE5256   | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.19           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373   | 2053-11-01      | 6.0000%  | 0.0000% | $25764096.00       | $18946737.06       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7482   | 2055-01-01      | 6.0000%  | 0.0000% | $44322816.00       | $42280766.56       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $72.01             | U.S. Treasuries (including strips)        |
| GNMI SF 646044 X       | 2037-10-15      | 6.5000%  | 0.0000% | $4357270.00        | $37984.42          | Agency Mortgage-Backed Securities         |
| GNII SF DN4266 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2991568.00        | $3149893.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2787   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6479   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2352   | 2055-09-01      | 5.0000%  | 0.0000% | $1551500.00        | $1555002.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9269   | 2055-10-01      | 5.5000%  | 0.0000% | $3934365.00        | $4011824.78        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $1600.00           | $1606.74           | U.S. Treasuries (including strips)        |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1021.40           | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $2056.00           | $1835.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9014   | 2054-08-01      | 6.0000%  | 0.0000% | $54069312.00       | $49088168.44       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7480   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $813.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0032   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.07           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6633   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $491.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3077   | 2054-03-01      | 4.0000%  | 0.0000% | $12567343.00       | $12055607.62       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKBM7053   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $694.15            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3213   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $786.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3970   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX0105   | 2029-09-01      | 3.5000%  | 0.0000% | $1006.00           | $28.67             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2252   | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $775.54            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5275   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $609.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8881   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $743.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG8329   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $808.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4546   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $995.85            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4454   | 2051-02-01      | 2.0000%  | 0.0000% | $390000.00         | $208611.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6186   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $889.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH9923   | 2054-01-01      | 6.5000%  | 0.0000% | $1087622.00        | $1118832.78        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8173   | 2037-08-01      | 4.0000%  | 0.0000% | $1000.00           | $580.83            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0879   | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $488.14            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC P50049 G   | 2029-08-01      | 6.5000%  | 0.0000% | $25837.00          | $17.67             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9934   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS9497   | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $910.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9641   | 2050-07-01      | 3.5000%  | 0.0000% | $439000.00         | $373468.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0120   | 2056-07-01      | 4.0000%  | 0.0000% | $1024.00           | $338.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6614   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $319.49            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528   | 2050-07-01      | 2.5000%  | 0.0000% | $1023.00           | $398.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9838   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $778.26            | Agency Mortgage-Backed Securities         |
| GNPL PN BC5743         | 2058-05-15      | 4.8700%  | 0.0000% | $7797604.00        | $7708419.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $887.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2614   | 2052-08-01      | 5.0000%  | 0.0000% | $73234432.00       | $52940999.14       | Agency Mortgage-Backed Securities         |
| GNMI SF 553461 X       | 2042-01-15      | 3.5000%  | 0.0000% | $1001600.00        | $64629.86          | Agency Mortgage-Backed Securities         |
| GNII SF 618393 C       | 2041-09-20      | 4.0000%  | 0.0000% | $747020.00         | $38847.33          | Agency Mortgage-Backed Securities         |
| GNMI SP 782939 X       | 2036-09-15      | 5.0000%  | 0.0000% | $1000.00           | $31.97             | Agency Mortgage-Backed Securities         |
| GNII SP 786384 C       | 2052-09-20      | 5.5000%  | 0.0000% | $1000.00           | $958.91            | Agency Mortgage-Backed Securities         |
| GNPL PN DM0353         | 2060-10-15      | 5.5100%  | 0.0000% | $1000.00           | $1046.51           | Agency Mortgage-Backed Securities         |
| GNII SF DL9431 C       | 2055-09-20      | 7.0000%  | 0.0000% | $200966.00         | $211514.38         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1000.00           | $1023.65           | U.S. Treasuries (including strips)        |
| GNII SP 785221 C       | 2050-12-20      | 2.0000%  | 0.0000% | $399000.00         | $202560.00         | Agency Mortgage-Backed Securities         |
| GNII SF DL1758 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.39           | Agency Mortgage-Backed Securities         |
| GNMI SF 657623 X       | 2036-07-15      | 6.0000%  | 0.0000% | $1000.00           | $91.04             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6315   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0933   | 2040-04-01      | 5.5000%  | 0.0000% | $4107.00           | $221.80            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8852   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $786.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9020   | 2054-03-01      | 5.5000%  | 0.0000% | $3540988.00        | $3184637.23        | Agency Mortgage-Backed Securities         |
| GNII SP 783530 M       | 2041-12-20      | 5.5000%  | 0.0000% | $1000.00           | $35.31             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1155   | 2055-10-01      | 5.0000%  | 0.0000% | $44723000.00       | $45000338.84       | Agency Mortgage-Backed Securities         |
| GNMI SF 709861 X       | 2039-11-15      | 5.5000%  | 0.0000% | $1000.00           | $11.18             | Agency Mortgage-Backed Securities         |
| GNMI SF 636173 X       | 2035-02-15      | 5.5000%  | 0.0000% | $25008.00          | $341.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5251   | 2055-06-01      | 5.5000%  | 0.0000% | $49035520.00       | $48265783.55       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4696   | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1692.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2426   | 2055-05-01      | 5.5000%  | 0.0000% | $4057484.00        | $4023952.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ1277   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $872.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $476.51            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $2040.00           | $1411.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0623   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $862.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $1000.00           | $901.74            | Agency Mortgage-Backed Securities         |
| GNII SF DL3930 C       | 2055-11-20      | 6.0000%  | 0.0000% | $784907.00         | $811745.33         | Agency Mortgage-Backed Securities         |
| GNII SF DO4003 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8189   | 2055-03-01      | 5.5000%  | 0.0000% | $2628287.00        | $2665172.93        | Agency Mortgage-Backed Securities         |
| GNII SF 004853 M       | 2040-11-20      | 4.0000%  | 0.0000% | $4887952.00        | $241602.91         | Agency Mortgage-Backed Securities         |
| GNII SF 004922 M       | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $50.77             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674   | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $900.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673   | 2055-04-01      | 5.5000%  | 0.0000% | $51879280.00       | $48410850.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9800   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $948.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9053   | 2054-06-01      | 6.0000%  | 0.0000% | $7939294.00        | $4880022.01        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3065   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $235.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9184   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $598.94            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR7795   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $564.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1911   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1104   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4860   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $337.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8772   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1044.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3166   | 2055-07-01      | 6.0000%  | 0.0000% | $1053560.00        | $1033465.40        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY8601   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $651.09            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP5613   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $394.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5117   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $951.40            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTQK0701   | 2041-04-01      | 2.5000%  | 0.0000% | $1000.00           | $531.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH8837   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $748.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO4569   | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $436.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBJ7917   | 2037-02-01      | 3.0000%  | 0.0000% | $1000.00           | $260.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1860   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $206.02            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $834.32            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC N31313 G   | 2036-09-01      | 5.5000%  | 0.0000% | $1944.00           | $20.64             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $200.00            | $206.22            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $54926000.00       | $55990681.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $62844600.00       | $64463845.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $111920900.00      | $112537928.53      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $338000.00         | $334009.64         | U.S. Treasuries (including strips)        |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $2030.00           | $1811.38           | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $348330.00         | $310816.67         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $600.00            | $474.77            | U.S. Treasuries (including strips)        |
| GNII SF DN9977 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1851566.00        | $1951680.17        | Agency Mortgage-Backed Securities         |
| GNRA 2025-004 FH       | 2055-01-20      | 5.3989%  | 0.0000% | $1885.00           | $1441.67           | Agency Collateralized Mortgage Obligation |
| GNII SF DN5083 C       | 2055-11-20      | 5.0000%  | 0.0000% | $687354.00         | $693367.66         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $400.00            | $418.75            | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLSL0922   | 2047-02-01      | 3.0000%  | 0.0000% | $1001.00           | $905.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8355   | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1023.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6368   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.37           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7280   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1338   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $936.70            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5824   | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2043.47           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8608   | 2055-07-01      | 6.0000%  | 0.0000% | $1090884.00        | $1013387.37        | Agency Mortgage-Backed Securities         |
| GNII SF DO3659 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1405261.00        | $1437967.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8834   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $936.55            | Agency Mortgage-Backed Securities         |
| GNII SP 785086 C       | 2050-06-20      | 3.5000%  | 0.0000% | $1000.00           | $137.61            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8634   | 2055-07-01      | 6.5000%  | 0.0000% | $1037770.00        | $1083440.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0163   | 2034-11-01      | 6.0000%  | 0.0000% | $1000.00           | $21.83             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7211   | 2055-07-01      | 6.0000%  | 0.0000% | $5074728.00        | $4472660.15        | Agency Mortgage-Backed Securities         |
| GNMI JP 783707 X       | 2028-01-15      | 2.5000%  | 0.0000% | $1000.00           | $20.22             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0076   | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1046.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1484   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1870.56           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY6690   | 2055-07-01      | 4.5000%  | 0.0000% | $1001.00           | $940.08            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY7177   | 2055-07-01      | 7.0000%  | 0.0000% | $1044777.00        | $1016874.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ0088   | 2055-08-01      | 5.0000%  | 0.0000% | $1001.00           | $1003.27           | Agency Mortgage-Backed Securities         |
| GNII SF 004015 M       | 2037-08-20      | 5.0000%  | 0.0000% | $1000.00           | $15.63             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5872   | 2055-06-01      | 5.0000%  | 0.0000% | $1013.00           | $1001.77           | Agency Mortgage-Backed Securities         |
| GNMI SF 699884 X       | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $109.84            | Agency Mortgage-Backed Securities         |
| GNII SP 783525 C       | 2031-12-20      | 4.5000%  | 0.0000% | $1000.00           | $28.48             | Agency Mortgage-Backed Securities         |
| GNMI SP 783179 X       | 2039-12-15      | 5.5000%  | 0.0000% | $5794888.00        | $94431.91          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4268   | 2041-02-01      | 2.0000%  | 0.0000% | $1000.00           | $545.91            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7131   | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $452.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDF0648   | 2040-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.06           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $148.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5483   | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $161.02            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $105.40            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $24626800.00       | $25393903.31       | U.S. Treasuries (including strips)        |
| GNMI SF AZ8596 X       | 2047-04-15      | 4.5000%  | 0.0000% | $1000.00           | $297.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 603370 X       | 2033-01-15      | 6.0000%  | 0.0000% | $18544128.00       | $67089.01          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips)        |
| GNII SF DO3575 C       | 2055-10-20      | 5.5000%  | 0.0000% | $575476.00         | $597055.20         | Agency Mortgage-Backed Securities         |
| GNII JM 004187 M       | 2038-07-20      | 5.5000%  | 0.0000% | $9172079.00        | $26464.57          | Agency Mortgage-Backed Securities         |
| GNII SF 004992 M       | 2038-10-20      | 6.5000%  | 0.0000% | $1000.00           | $41.39             | Agency Mortgage-Backed Securities         |
| GNII SF 005277 M       | 2027-01-20      | 3.5000%  | 0.0000% | $19763000.00       | $108825.47         | Agency Mortgage-Backed Securities         |
| GNII SF DO4577 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.87           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips)        |
| GNII SF DO2254 C       | 2055-11-20      | 6.0000%  | 0.0000% | $37408.00          | $39056.08          | Agency Mortgage-Backed Securities         |
| GNII SF MB0260 M       | 2055-02-20      | 6.0000%  | 0.0000% | $15429.00          | $14309.22          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3068   | 2055-11-01      | 5.0000%  | 0.0000% | $13737728.00       | $13813154.76       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9437   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY9669   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.08           | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $1000.00           | $10.34             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5226   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $563.32            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5742   | 2055-10-01      | 6.0000%  | 0.0000% | $2001.00           | $2074.34           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY4595   | 2055-06-01      | 4.0000%  | 0.0000% | $1063667.00        | $993559.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2390   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.64           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5165   | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $1023.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6273   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6277   | 2055-10-01      | 5.5000%  | 0.0000% | $1187.00           | $1207.96           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ5943   | 2055-10-01      | 7.0000%  | 0.0000% | $1001.00           | $1059.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3878   | 2055-09-01      | 6.5000%  | 0.0000% | $1395000.00        | $1450679.03        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ3160   | 2055-08-01      | 7.0000%  | 0.0000% | $1001.00           | $1075.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3792   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $203.67            | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $2038.00           | $1948.97           | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $2048.00           | $1948.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2092   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $194.18            | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $5627416.00        | $5760579.06        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCC0315   | 2055-03-01      | 7.5000%  | 0.0000% | $10878384.00       | $7432795.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4911   | 2052-12-01      | 3.0000%  | 0.0000% | $3024.00           | $2347.44           | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $3245.00           | $317.39            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4280   | 2051-03-01      | 1.5000%  | 0.0000% | $1024.00           | $594.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1906   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5648   | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $784.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1001.00           | $746.13            | Agency Mortgage-Backed Securities         |
| GNII JM MA0311 M       | 2042-08-20      | 3.0000%  | 0.0000% | $2235.00           | $140.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ7056   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $651.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD6249   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $300.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5576   | 2055-12-01      | 5.5000%  | 0.0000% | $1003.00           | $1028.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4646   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6119   | 2055-07-01      | 4.0000%  | 0.0000% | $1000.00           | $954.50            | Agency Mortgage-Backed Securities         |

### Security 619: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFDM3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CFDM3
- **C.18 - Value (incl. sponsor support):** $1449329404.00
- **C.18.a - Value (excl. sponsor support):** $1449329404.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| WRANGLER HOLDCO CORP           SR GLBL 144A 32     | 2032-04-01      | 6.6250%  | 0.0000% | $740000.00         | $783607.89         | Corporate Debt Securities                         |
| TECPETROL S A                  SR GLBL 144A 30     | 2030-11-03      | 7.6250%  | 0.0000% | $100000.00         | $100479.51         | Corporate Debt Securities                         |
| KOBE US MIDCO 2 INCORPORATED   SR SEC PIK 26       | 2026-11-01      | 9.2500%  | 0.0000% | $37000.00          | $32539.19          | Corporate Debt Securities                         |
| SANDERS RE II LTD ACTING       -A VR 144A BD 28    | 2028-06-07      | 10.8053% | 0.0000% | $2250000.00        | $2373975.00        | Corporate Debt Securities                         |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 6.5424%  | 0.0000% | $250000.00         | $255700.00         | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A VR 144A NT 26    | 2026-01-07      | 16.8381% | 0.0000% | $310000.00         | $324164.52         | Corporate Debt Securities                         |
| ALSEA SAB DE CV                GLBL REGS NT 26     | 2026-12-14      | 7.7500%  | 0.0000% | $647000.00         | $670929.65         | Corporate Debt Securities                         |
| STAPLES INC                    2LIEN GLBL 30       | 2030-01-15      | 12.7500% | 0.0000% | $4208784.00        | $3485101.13        | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $11796000.00       | $11983320.48       | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $911000.00         | $922896.39         | Corporate Debt Securities                         |
| OPTICS BIDCO S P A             SR SEC GLBL 34      | 2034-09-30      | 6.0000%  | 0.0000% | $495000.00         | $468530.70         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT5.2%29    | 2029-08-01      | 5.2000%  | 0.0000% | $7169000.00        | $7472248.70        | Corporate Debt Securities                         |
| 1261229 BC LTD                 1LIEN GLBL 32       | 2032-04-15      | 10.0000% | 0.0000% | $999000.00         | $1044438.96        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 26     | 2026-07-15      | 3.6250%  | 0.0000% | $7108000.00        | $7147608.34        | Corporate Debt Securities                         |
| OHIO NATL FINL SVCS INC        CR SEN SR GLBL30    | 2030-01-24      | 6.8000%  | 0.0000% | $232000.00         | $239906.30         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT8.5%30    | 2030-05-01      | 8.5000%  | 0.0000% | $2409000.00        | $2520042.85        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 31       | 2031-01-01      | 6.1250%  | 0.0000% | $1402000.00        | $1519025.52        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-08-17      | 4.1250%  | 0.0000% | $1006000.00        | $1007471.69        | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 30     | 2030-12-01      | 7.8750%  | 0.0000% | $899000.00         | $991838.61         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 30       | 2030-09-05      | 5.7300%  | 0.0000% | $5000.00           | $5156.50           | Corporate Debt Securities                         |
| IHO VERWALTUNGS GMBH           SR SEC GLBL 30      | 2030-11-15      | 7.7500%  | 0.0000% | $200410.00         | $209295.90         | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 28    | 2028-09-01      | 4.3750%  | 0.0000% | $5103000.00        | $2000543.97        | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -A-20251 144A 28    | 2028-05-19      | 12.5553% | 0.0000% | $900000.00         | $950490.00         | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL REGS 28     | 2028-06-15      | 4.0000%  | 0.0000% | $128000.00         | $128331.66         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $21842000.00       | $21959673.77       | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL 144A NT 29     | 2029-03-15      | 6.3750%  | 0.0000% | $583000.00         | $609000.10         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 6.75%37       | 2037-10-05      | 6.7500%  | 0.0000% | $2716000.00        | $2731583.05        | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 3.2%30      | 2030-04-15      | 3.2000%  | 0.0000% | $336000.00         | $286884.27         | Corporate Debt Securities                         |
| WESCO DISTR INC                SR GLBL 144A 33     | 2033-03-15      | 6.3750%  | 0.0000% | $4091000.00        | $4324952.36        | Corporate Debt Securities                         |
| AXALTA COATING SYS LLC         SR GLBL 144A 29     | 2029-02-15      | 3.3750%  | 0.0000% | $5121000.00        | $4983840.42        | Corporate Debt Securities                         |
| AXALTA COATING SYS DUTCH HLDG  SR GLBL 144A 31     | 2031-02-15      | 7.2500%  | 0.0000% | $3883000.00        | $4115040.53        | Corporate Debt Securities                         |
| ARMOR HOLDCO INC               SR 144A NT8.5%29    | 2029-11-15      | 8.5000%  | 0.0000% | $560000.00         | $561461.29         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $1472000.00        | $1457921.96        | Corporate Debt Securities                         |
| BANCO BRADESCO SA GRAND CAYMAN FR 4.375%031827     | 2027-03-18      | 4.3750%  | 0.0000% | $220000.00         | $221471.13         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 28     | 2028-04-01      | 7.5000%  | 0.0000% | $25000000.00       | $15202458.33       | Corporate Debt Securities                         |
| COMM MTG TR 2014-UBS4          A-M    20470812 3.9 | 2047-08-12      | 3.9680%  | 0.0000% | $27720000.00       | $25907018.41       | Private Label Collateralized Mortgage Obligations |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL NT6.5%28    | 2028-10-01      | 6.5000%  | 0.0000% | $5967000.00        | $5858410.55        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 29    | 2029-01-15      | 2.2500%  | 0.0000% | $144000.00         | $135158.76         | Corporate Debt Securities                         |
| CROSSCOUNTRY INTER HOLDCO LLC  SR 144A NT6.5%30    | 2030-10-01      | 6.5000%  | 0.0000% | $5542000.00        | $5670863.82        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $3157000.00        | $2598571.42        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 31    | 2031-04-01      | 2.8000%  | 0.0000% | $9160000.00        | $8271144.13        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            PERP -A NT6.875%    | 2500-12-31      | 6.8750%  | 0.0000% | $2000000.00        | $2041639.44        | Corporate Debt Securities                         |
| CORELOGIC INC                  SR SEC 144A NT28    | 2028-05-01      | 4.5000%  | 0.0000% | $2338000.00        | $2287557.65        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR 144A NT 31       | 2031-07-01      | 8.7500%  | 0.0000% | $22435000.00       | $24076101.55       | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 30       | 2030-04-01      | 6.1250%  | 0.0000% | $8794000.00        | $7436891.60        | Corporate Debt Securities                         |
| COTY INC                       1LIEN GLBL 29       | 2029-01-15      | 4.7500%  | 0.0000% | $2227000.00        | $2233165.70        | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $18149.56          | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $3220000.00        | $1597462.48        | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 5.1250%  | 0.0000% | $5148000.00        | $5186913.16        | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC REGS NT29    | 2029-09-01      | 10.7500% | 0.0000% | $225000.00         | $227675.06         | Corporate Debt Securities                         |
| VORTEX OPCO LLC                SR SEC 144A NT30    | 2030-04-30      | 8.0000%  | 0.0000% | $8002000.00        | $779972.72         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57    | 2057-02-28      | 6.2500%  | 0.0000% | $829000.00         | $817016.81         | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.3000% | 0.0000% | $5250000.00        | $5440575.00        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $35000.00          | $28273.03          | Corporate Debt Securities                         |
| WAYFAIR LLC                    SR SEC GLBL 32      | 2032-11-15      | 6.7500%  | 0.0000% | $7726000.00        | $7906691.82        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31    | 2031-06-01      | 8.3750%  | 0.0000% | $9284000.00        | $9629152.04        | Corporate Debt Securities                         |
| VIRGIN MEDIA VENDOR FING NTS   SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $5890000.00        | $5862742.39        | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 30      | 2030-07-15      | 3.8750%  | 0.0000% | $26000.00          | $25151.00          | Corporate Debt Securities                         |
| VITALITY RE XVI 2025           EXTND-C 144A 30     | 2030-01-08      | 7.5300%  | 0.0000% | $3750000.00        | $3759000.00        | Corporate Debt Securities                         |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT4.9%30    | 2030-08-01      | 4.9000%  | 0.0000% | $579000.00         | $596094.33         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34    | 2034-02-01      | 6.6500%  | 0.0000% | $9241000.00        | $9990653.02        | Corporate Debt Securities                         |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 28      | 2028-08-01      | 9.2000%  | 0.0000% | $790000.00         | $323821.00         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 32       | 2032-08-01      | 5.7500%  | 0.0000% | $6894000.00        | $7214387.16        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $578000.00         | $543419.06         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 29     | 2029-05-30      | 7.2500%  | 0.0000% | $14782000.00       | $12798953.64       | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT 33       | 2033-04-15      | 6.7500%  | 0.0000% | $1272000.00        | $1272079.50        | Corporate Debt Securities                         |
| CVS HEALTH CORP                JR SB GLBL -B 54    | 2054-12-10      | 6.7500%  | 0.0000% | $2269000.00        | $2420228.85        | Corporate Debt Securities                         |
| CABLEVISION LIGHTPATH LLC      SR SEC GLBL 27      | 2027-09-15      | 3.8750%  | 0.0000% | $13287000.00       | $13195288.33       | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.75%48    | 2048-04-01      | 5.7500%  | 0.0000% | $1439000.00        | $1277204.84        | Corporate Debt Securities                         |
| CALPINE CORPORATION            1LIEN GLBL 28       | 2028-02-15      | 4.5000%  | 0.0000% | $20966000.00       | $21154169.85       | Corporate Debt Securities                         |
| BOISE CASCADE CO DEL           SR GLBL 144A 30     | 2030-07-01      | 4.8750%  | 0.0000% | $372000.00         | $375264.77         | Corporate Debt Securities                         |
| AXIA ENERGIA                   SR GLBL 144A 35     | 2035-01-11      | 6.5000%  | 0.0000% | $450000.00         | $476543.75         | Corporate Debt Securities                         |
| CANPACK SAC / CANPACK US LLC   SR GLBL 144A 29     | 2029-11-15      | 3.8750%  | 0.0000% | $1815000.00        | $1730292.69        | Corporate Debt Securities                         |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $52008000.00       | $21858897.39       | Corporate Debt Securities                         |
| EFMT 2024--NQM1                A-2    20691125 FLT | 2069-11-25      | 6.0140%  | 0.0000% | $1017000.00        | $781316.57         | Private Label Collateralized Mortgage Obligations |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $604000.00         | $627336.97         | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $5811000.00        | $5894240.96        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 29       | 2029-05-15      | 4.2500%  | 0.0000% | $3910000.00        | $3797214.96        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-12-01      | 6.7500%  | 0.0000% | $2397000.00        | $2675765.11        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 30       | 2030-04-15      | 8.8750%  | 0.0000% | $100000.00         | $106681.07         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR 144A NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $87000.00          | $92142.76          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 30       | 2030-01-15      | 6.0000%  | 0.0000% | $5791000.00        | $6008085.29        | Corporate Debt Securities                         |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 11.5553% | 0.0000% | $4770000.00        | $4765230.00        | Corporate Debt Securities                         |
| PATTERN ENERGY OPERATIONS / P  SR SEC GLBL 28      | 2028-08-15      | 4.5000%  | 0.0000% | $3468000.00        | $3427372.38        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 50       | 2050-06-03      | 6.7500%  | 0.0000% | $448000.00         | $444869.60         | Corporate Debt Securities                         |
| RITCHIE BROS HLDGS INC         SR SEC GLBL 28      | 2028-03-15      | 6.7500%  | 0.0000% | $899000.00         | $932764.19         | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.3124% | 0.0000% | $12684000.00       | $12924996.00       | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $10282000.00       | $10543608.35       | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C BD 48    | 2048-02-12      | 6.3500%  | 0.0000% | $793000.00         | $632589.76         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $8559000.00        | $8745190.35        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 15       | 2115-06-05      | 6.8500%  | 0.0000% | $448000.00         | $445485.85         | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR 26 144A NT 37    | 2037-11-14      | 7.7500%  | 0.0000% | $900000.00         | $879312.50         | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $20000.00          | $15811.55          | Corporate Debt Securities                         |
| KIOXIA HLDGS CORP              SR 144A NT 30       | 2030-07-24      | 6.2500%  | 0.0000% | $10704000.00       | $11225153.97       | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 46       | 2046-01-31      | 6.1250%  | 0.0000% | $3987000.00        | $3302936.01        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28    | 2028-09-30      | 0.0000%  | 0.0000% | $15945000.00       | $14239522.80       | Corporate Debt Securities                         |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 9.5667%  | 0.0000% | $4550000.00        | $4676158.86        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR 144A NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $1417000.00        | $1578466.56        | Corporate Debt Securities                         |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 48     | 2048-01-15      | 5.5000%  | 0.0000% | $455000.00         | $333259.95         | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27     | 2027-10-15      | 5.0000%  | 0.0000% | $9630000.00        | $9334861.90        | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30     | 2030-03-01      | 5.5000%  | 0.0000% | $50000.00          | $44804.08          | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT 7%31     | 2031-04-01      | 7.0000%  | 0.0000% | $11487000.00       | $12048982.33       | Corporate Debt Securities                         |
| MUELLER WTR PRODS INC          SR GLBL 144A 29     | 2029-06-15      | 4.0000%  | 0.0000% | $1264000.00        | $1249730.84        | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR NT 8.5%32        | 2032-03-11      | 8.5000%  | 0.0000% | $6905000.00        | $7700252.69        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR 144A NT 31       | 2031-01-15      | 3.3750%  | 0.0000% | $1994000.00        | $1854178.23        | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL 144A 31     | 2031-04-27      | 4.5000%  | 0.0000% | $5006000.00        | $4661662.29        | Corporate Debt Securities                         |
| NASSAU COS NEW YORK            SR 144A NT 30       | 2030-07-15      | 7.8750%  | 0.0000% | $2679000.00        | $2693704.36        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR SEC 144A NT30    | 2030-06-01      | 8.6250%  | 0.0000% | $5113000.00        | $5637676.89        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 27       | 2027-03-15      | 3.7550%  | 0.0000% | $2075000.00        | $2027512.18        | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $4664000.00        | $4762824.98        | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 6.75%39      | 2039-06-15      | 6.7500%  | 0.0000% | $5325000.00        | $5577045.56        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $12398000.00       | $13994562.78       | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29    | 2029-11-01      | 5.8750%  | 0.0000% | $5701376.00        | $5809965.83        | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL NT 30       | 2030-04-22      | 9.6250%  | 0.0000% | $98000.00          | $114843.75         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 28     | 2028-06-15      | 8.0000%  | 0.0000% | $2333000.00        | $2557906.38        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR NT 7.35%30       | 2030-03-06      | 7.3500%  | 0.0000% | $16422000.00       | $17913309.19       | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $99000.00          | $104580.09         | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 33     | 2033-04-15      | 5.8750%  | 0.0000% | $2752000.00        | $2798749.22        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33       | 2033-02-15      | 5.2500%  | 0.0000% | $12627000.00       | $12838891.58       | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 28       | 2028-02-15      | 5.9500%  | 0.0000% | $1981000.00        | $1960662.28        | Corporate Debt Securities                         |
| NINE ENERGY SERVICE INC        SR SEC GLBL NT28    | 2028-02-01      | 13.0000% | 0.0000% | $728000.00         | $292838.00         | Corporate Debt Securities                         |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26       | 2026-09-30      | 6.5000%  | 0.0000% | $12100000.00       | $2153463.89        | Corporate Debt Securities                         |
| NOKIA CORP                     SR GLBL NT 27       | 2027-06-12      | 4.3750%  | 0.0000% | $6498000.00        | $6638315.28        | Corporate Debt Securities                         |
| SABRE GLBL INC                 1LIEN GLBL 27       | 2027-06-01      | 8.6250%  | 0.0000% | $10161000.00       | $10552439.82       | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 29     | 2029-07-15      | 3.1250%  | 0.0000% | $5895000.00        | $5184564.89        | Corporate Debt Securities                         |
| MELCO RESORTS FIN LTD          SR 144A NT 32       | 2032-04-17      | 7.6250%  | 0.0000% | $316000.00         | $331659.07         | Corporate Debt Securities                         |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 14.8124% | 0.0000% | $6740000.00        | $7172101.40        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 9.7753%  | 0.0000% | $1250000.00        | $1320625.00        | Corporate Debt Securities                         |
| TIMKEN CO                      SR GLBL NT 32       | 2032-04-01      | 4.1250%  | 0.0000% | $3031000.00        | $2946923.85        | Corporate Debt Securities                         |
| MCAFEE CORP                    SR 144A NT 30       | 2030-02-15      | 7.3750%  | 0.0000% | $3830000.00        | $3386565.26        | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT5.5%27    | 2027-12-15      | 5.5000%  | 0.0000% | $36988000.00       | $37153069.22       | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 29       | 2029-03-15      | 4.0540%  | 0.0000% | $1054000.00        | $988884.52         | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT7.5%27    | 2027-04-01      | 7.5000%  | 0.0000% | $76000.00          | $79198.46          | Corporate Debt Securities                         |
| ASP UNIFRAX HOLDINGS INC       144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $2861000.00        | $310299.29         | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 5.9400%  | 0.0000% | $970000.00         | $973880.00         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 33       | 2033-05-31      | 6.3750%  | 0.0000% | $16332000.00       | $17238453.22       | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $26741000.00       | $25098746.05       | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 32       | 2032-01-15      | 3.7500%  | 0.0000% | $467000.00         | $444497.22         | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 34       | 2034-01-31      | 6.7500%  | 0.0000% | $6069000.00        | $6436735.88        | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 6.6300%  | 0.0000% | $384000.00         | $386496.00         | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $13115000.00       | $13485691.83       | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT31    | 2031-08-15      | 4.1250%  | 0.0000% | $589000.00         | $543671.79         | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 31     | 2031-03-10      | 10.5880% | 0.0000% | $250000.00         | $252750.00         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT32    | 2032-02-01      | 9.8750%  | 0.0000% | $9983000.00        | $10670766.31       | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31     | 2031-10-15      | 7.7500%  | 0.0000% | $543000.00         | $581089.79         | Corporate Debt Securities                         |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $3505000.00        | $3818087.05        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62    | 2062-03-30      | 6.3750%  | 0.0000% | $984000.00         | $974032.90         | Corporate Debt Securities                         |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41     | 2041-07-22      | 7.1250%  | 0.0000% | $312000.00         | $117613.86         | Corporate Debt Securities                         |
| VFH PARENT LLC & VALOR CO-ISSU 1LIEN 144A NT 31    | 2031-06-15      | 7.5000%  | 0.0000% | $110000.00         | $119220.02         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29    | 2029-08-15      | 3.8750%  | 0.0000% | $300000.00         | $285086.04         | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 26     | 2026-04-15      | 11.0000% | 0.0000% | $72000.00          | $73185.76          | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     1LIEN 144A NT 30    | 2030-02-01      | 8.8750%  | 0.0000% | $1061000.00        | $1074828.81        | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR GLBL 144A 26     | 2026-11-15      | 5.6250%  | 0.0000% | $700000.00         | $655921.88         | Corporate Debt Securities                         |
| DANAOS CORPORATION             SR GLBL 144A 32     | 2032-10-15      | 6.8750%  | 0.0000% | $758000.00         | $776397.29         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $31306000.00       | $29042858.82       | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL 144A 50     | 2050-01-31      | 5.8750%  | 0.0000% | $987000.00         | $354714.91         | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA CAYMAN IS FR 6.25%040829      | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $522545.28         | Corporate Debt Securities                         |
| ASP UNIFRAX HLDGS 0.01 30SEP29 144A                | 2029-09-30      | 7.1000%  | 0.0000% | $642000.00         | $604090.47         | Corporate Debt Securities                         |
| OSAIC HLDGS INC                SR SEC 144A NT32    | 2032-08-01      | 6.7500%  | 0.0000% | $18000.00          | $19024.15          | Corporate Debt Securities                         |
| BANCO DE CREDITO E INVERSIONES FR 8.75%            | 2500-12-31      | 8.7500%  | 0.0000% | $2044000.00        | $2253113.69        | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 27     | 2027-04-15      | 7.8750%  | 0.0000% | $191000.00         | $193426.89         | Corporate Debt Securities                         |
| AFFINITY GAMING                SR SEC GLBL 27      | 2027-12-15      | 6.8750%  | 0.0000% | $3225000.00        | $1495761.72        | Corporate Debt Securities                         |
| AMKOR TECHNOLOGY INC           SR GLBL 144A 33     | 2033-10-01      | 5.8750%  | 0.0000% | $18929000.00       | $19439530.90       | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 28    | 2028-11-07      | 6.1624%  | 0.0000% | $975000.00         | $973537.50         | Corporate Debt Securities                         |
| AAG FH UK LTD & GLOBAL         SR 144A NT 29       | 2029-01-15      | 8.3750%  | 0.0000% | $8464000.00        | $8302684.39        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 29       | 2029-11-01      | 5.8750%  | 0.0000% | $21000.00          | $20831.92          | Corporate Debt Securities                         |
| ALTICE FINANCING S.A.          SR SEC 144A NT27    | 2027-07-15      | 9.6250%  | 0.0000% | $26000.00          | $23301.69          | Corporate Debt Securities                         |
| ATI INC                        SR GLBL NT 29       | 2029-10-01      | 4.8750%  | 0.0000% | $43000.00          | $43191.30          | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 33     | 2033-03-15      | 7.3750%  | 0.0000% | $97000.00          | $100342.12         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 7.2000%  | 0.0000% | $2615000.00        | $2750587.75        | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $660000.00         | $673984.67         | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $1000000.00        | $1122370.83        | Corporate Debt Securities                         |
| REDE D OR FIN S A R L          GLBL REGS NT 30     | 2030-01-22      | 4.5000%  | 0.0000% | $200000.00         | $196344.00         | Corporate Debt Securities                         |
| BRF SA                         SR GLBL REGS 30     | 2030-01-24      | 4.8750%  | 0.0000% | $4385000.00        | $4324318.91        | Corporate Debt Securities                         |
| GRAY MEDIA INC                 1LIEN GLBL 33       | 2033-08-15      | 7.2500%  | 0.0000% | $623000.00         | $638189.26         | Corporate Debt Securities                         |
| PG&E CORP                      1LIEN GLBL NT 30    | 2030-07-01      | 5.2500%  | 0.0000% | $7383000.00        | $7447878.11        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31     | 2031-01-28      | 5.9500%  | 0.0000% | $493000.00         | $485044.62         | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 29     | 2029-03-01      | 3.6250%  | 0.0000% | $2976000.00        | $2898059.80        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR 144A NT 10%32    | 2032-06-01      | 10.0000% | 0.0000% | $1385000.00        | $1533259.63        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $80000.00          | $74683.17          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $928000.00         | $898312.89         | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 27     | 2027-04-15      | 8.0000%  | 0.0000% | $429000.00         | $438624.85         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $927000.00         | $944630.64         | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12452000.00       | $12378152.72       | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 28     | 2028-10-01      | 5.8750%  | 0.0000% | $1889000.00        | $1868791.64        | Corporate Debt Securities                         |
| CARVANA CO                     1LIEN GLBL PIK31    | 2031-06-01      | 9.0000%  | 0.0000% | $20144000.00       | $23424159.43       | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27     | 2027-01-15      | 0.0000%  | 0.0000% | $318000.00         | $315538.68         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 26     | 2026-05-01      | 5.5000%  | 0.0000% | $656000.00         | $658437.04         | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR GLBL 144A 28     | 2028-04-01      | 6.8750%  | 0.0000% | $2824000.00        | $2635852.18        | Corporate Debt Securities                         |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 29      | 2029-12-01      | 7.7500%  | 0.0000% | $625000.00         | $679496.35         | Corporate Debt Securities                         |
| BAUSCH PLUS LOMB CORP          1LIEN GLBL 28       | 2028-10-01      | 8.3750%  | 0.0000% | $1733000.00        | $1831799.05        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 31     | 2031-02-15      | 5.2500%  | 0.0000% | $379000.00         | $257746.85         | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 29     | 2029-01-15      | 6.0000%  | 0.0000% | $37000.00          | $38003.69          | Corporate Debt Securities                         |
| CHS / CMNTY HEALTH SYS INC     1LIEN GLBL 34       | 2034-01-15      | 9.7500%  | 0.0000% | $3810000.00        | $4155941.65        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 28     | 2028-02-15      | 6.5000%  | 0.0000% | $606000.00         | $627547.68         | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB GLBL NT 40    | 2040-01-17      | 6.6460%  | 0.0000% | $1247000.00        | $1283766.62        | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $1583000.00        | $1605645.69        | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $476000.00         | $513844.64         | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     JR SB REGS NT 54    | 2054-10-15      | 7.9500%  | 0.0000% | $570000.00         | $592877.42         | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR GLBL REGS 31     | 2031-05-18      | 8.1250%  | 0.0000% | $1478000.00        | $1458278.96        | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT28    | 2028-05-01      | 4.6250%  | 0.0000% | $784000.00         | $741133.82         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $200000.00         | $203314.56         | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31      | 2031-01-31      | 5.8750%  | 0.0000% | $581000.00         | $603690.55         | Corporate Debt Securities                         |
| QVC INC                        1LIEN NT 5.95%43    | 2043-03-15      | 5.9500%  | 0.0000% | $3930000.00        | $1570959.64        | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 32       | 2032-10-15      | 5.7500%  | 0.0000% | $1773000.00        | $1816576.89        | Corporate Debt Securities                         |
| RLJ LODGING TR                 SR SEC GLBL 26      | 2026-07-01      | 3.7500%  | 0.0000% | $6503000.00        | $6556145.77        | Corporate Debt Securities                         |
| SABRE GLBL INC                 1LIEN GLBL 27       | 2027-12-15      | 11.2500% | 0.0000% | $2625000.00        | $2830898.44        | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $13531000.00       | $11958453.49       | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 29     | 2029-02-15      | 4.5000%  | 0.0000% | $370000.00         | $369454.25         | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 7.7953%  | 0.0000% | $2417000.00        | $2500628.20        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DEB 27      | 2027-10-15      | 7.1250%  | 0.0000% | $1074000.00        | $1135121.79        | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 9%30     | 2030-02-15      | 9.0000%  | 0.0000% | $343000.00         | $375715.34         | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXTND-A 144A 30     | 2030-07-07      | 12.1924% | 0.0000% | $2038000.00        | $2127672.00        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      3.815%27            | 2027-11-02      | 3.8150%  | 0.0000% | $510000.00         | $501679.49         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            6.5%29              | 2029-01-23      | 6.5000%  | 0.0000% | $405000.00         | $418692.82         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 43       | 2043-05-20      | 5.6250%  | 0.0000% | $280000.00         | $247965.20         | Corporate Debt Securities                         |
| ROCKET MTG LLC                 SR 144A NT 28       | 2028-01-15      | 5.2500%  | 0.0000% | $1044000.00        | $1035831.57        | Corporate Debt Securities                         |
| ITAU UNIBANCO HLDG SA CY       FR 3.875%041531     | 2031-04-15      | 3.8750%  | 0.0000% | $500000.00         | $497654.24         | Corporate Debt Securities                         |
| OT MERGER CORPORATION          144A NT 7.875%29    | 2029-10-15      | 7.8750%  | 0.0000% | $1053000.00        | $381087.28         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 44       | 2044-03-17      | 7.2500%  | 0.0000% | $240000.00         | $252894.87         | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 34    | 2034-08-15      | 5.4500%  | 0.0000% | $5135000.00        | $2142440.39        | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $4380000.00        | $4358182.12        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT5.5%51    | 2051-06-10      | 5.5000%  | 0.0000% | $448000.00         | $389874.99         | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 11.6300% | 0.0000% | $3000000.00        | $3087000.00        | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR 1LIEN GLBL 26       | 2026-05-15      | 5.7500%  | 0.0000% | $779000.00         | $778280.51         | Corporate Debt Securities                         |
| CASTLE UNITED STATES  HLDG COR SR 144A NT 10%31    | 2031-06-30      | 10.0000% | 0.0000% | $859000.00         | $144836.94         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $3703000.00        | $3316345.08        | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $6257000.00        | $6163012.91        | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT2.5%31    | 2031-03-01      | 2.5000%  | 0.0000% | $6496000.00        | $5629769.23        | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.2800%  | 0.0000% | $13450000.00       | $13811805.00       | Corporate Debt Securities                         |
| COBRA ACQUISITIONCO LLC        SR GLBL 144A 29     | 2029-11-01      | 6.3750%  | 0.0000% | $31502000.00       | $27500970.36       | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29     | 2029-11-01      | 6.8750%  | 0.0000% | $4029000.00        | $4167945.10        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 30       | 2030-04-15      | 6.7500%  | 0.0000% | $2925000.00        | $3009890.81        | Corporate Debt Securities                         |
| CONNECT HLDG II LLC            SR SEC 144A NT31    | 2031-04-03      | 10.5000% | 0.0000% | $3272000.00        | $3154606.09        | Corporate Debt Securities                         |
| URBAN ONE INC                  SR SEC GLBL 28      | 2028-02-01      | 7.3750%  | 0.0000% | $1001000.00        | $548166.37         | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL 144A 29     | 2029-06-01      | 5.8750%  | 0.0000% | $2267000.00        | $2364017.21        | Corporate Debt Securities                         |
| ATKORE INC                     SR GLBL 144A 31     | 2031-06-01      | 4.2500%  | 0.0000% | $1798000.00        | $1767893.99        | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $154000.00         | $158078.30         | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR 144A NT 33       | 2033-12-01      | 5.8750%  | 0.0000% | $2283000.00        | $2303050.13        | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 31      | 2031-10-15      | 6.5000%  | 0.0000% | $10898960.00       | $10531792.20       | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXTND-A 144A 30     | 2030-06-07      | 12.8600% | 0.0000% | $2533000.00        | $2640652.50        | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR GLBL 144A 29     | 2029-06-01      | 6.0000%  | 0.0000% | $1754000.00        | $1771066.42        | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33     | 2033-07-01      | 6.2500%  | 0.0000% | $1610000.00        | $1693045.14        | Corporate Debt Securities                         |
| ONTARIO GAMING GTA LTD PARTNER SR SEC 144A NT30    | 2030-08-01      | 8.0000%  | 0.0000% | $50000.00          | $50362.50          | Corporate Debt Securities                         |
| OPTICS BIDCO S P A             SR SEC GLBL 38      | 2038-06-04      | 7.7210%  | 0.0000% | $468000.00         | $484374.46         | Corporate Debt Securities                         |
| GCI LLC                        SR GLBL 144A 28     | 2028-10-15      | 4.7500%  | 0.0000% | $227000.00         | $221112.44         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.7%32      | 2032-02-16      | 6.7000%  | 0.0000% | $200000.00         | $201438.67         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.49%27     | 2027-01-23      | 6.4900%  | 0.0000% | $100000.00         | $103443.47         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29    | 2029-08-01      | 9.0000%  | 0.0000% | $5071000.00        | $5213190.84        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $3043000.00        | $3070496.04        | Corporate Debt Securities                         |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32    | 2032-08-15      | 5.7500%  | 0.0000% | $1356000.00        | $1414404.80        | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30     | 2030-04-15      | 5.2500%  | 0.0000% | $1461000.00        | $1368344.60        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              -A VR 144A NT 27    | 2027-01-25      | 11.2815% | 0.0000% | $2052000.00        | $2052476.05        | Corporate Debt Securities                         |
| GOEASY LTD                     SR 144A NT 30       | 2030-10-01      | 7.3750%  | 0.0000% | $1554000.00        | $1519916.25        | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29    | 2029-08-08      | 3.9000%  | 0.0000% | $41000.00          | $40432.42          | Corporate Debt Securities                         |
| GLOBAL MARINE INC              SR GLBL NT 7%28     | 2028-06-01      | 7.0000%  | 0.0000% | $1030000.00        | $1029399.17        | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $4928000.00        | $4951666.72        | Corporate Debt Securities                         |
| LONG PT RE IV LTD              -A VR 144A NT 26    | 2026-06-01      | 8.0500%  | 0.0000% | $8000000.00        | $8072000.00        | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL 144A 27     | 2027-12-01      | 4.0000%  | 0.0000% | $160000.00         | $162450.67         | Corporate Debt Securities                         |
| M D C HLDGS INC                CR SEN SR GLBL31    | 2031-01-15      | 2.5000%  | 0.0000% | $325000.00         | $293429.41         | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 28      | 2028-01-15      | 3.7500%  | 0.0000% | $73000.00          | $72720.71          | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SEC 144A NT33    | 2033-01-15      | 6.0000%  | 0.0000% | $155000.00         | $159984.28         | Corporate Debt Securities                         |
| TRANSOCEAN AQUILA LTD          1LIEN 144A NT 28    | 2028-09-30      | 8.0000%  | 0.0000% | $550000.00         | $412927.46         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 28    | 2028-06-15      | 4.6250%  | 0.0000% | $181000.00         | $184690.77         | Corporate Debt Securities                         |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31     | 2031-10-15      | 3.8750%  | 0.0000% | $1097000.00        | $1030125.20        | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 28     | 2028-10-15      | 5.2500%  | 0.0000% | $1986000.00        | $2014406.42        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024E 54    | 2054-04-15      | 5.7500%  | 0.0000% | $35000.00          | $33987.03          | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL 144A 28     | 2028-12-15      | 6.6250%  | 0.0000% | $1324000.00        | $1400337.24        | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.3001%  | 0.0000% | $4700000.00        | $5080700.00        | Corporate Debt Securities                         |
| SOUTH BOW CDN INFRASTRUCTURE H JR SB GLBL -1 55    | 2055-03-01      | 7.6250%  | 0.0000% | $85000.00          | $89558.30          | Corporate Debt Securities                         |
| RIO OIL FIN TR                 SR SEC GLBL 28      | 2028-04-06      | 8.2000%  | 0.0000% | $400000.00         | $198442.54         | Corporate Debt Securities                         |
| SYNOVUS FINL CORP              SB GLBL NT5.9%29    | 2029-02-07      | 7.5380%  | 0.0000% | $16000.00          | $17091.71          | Corporate Debt Securities                         |
| SIX FLAGS ENTERTAINMENT CORP   SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $4095000.00        | $4066578.42        | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         1LIEN GLBL 29       | 2029-11-30      | 9.3750%  | 0.0000% | $10000.00          | $10932.34          | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-2 144A 30      | 2030-04-08      | 8.0553%  | 0.0000% | $390000.00         | $412035.00         | Corporate Debt Securities                         |
| SHEA HOMES LP/ SHEA HOMES FDG  SR GLBL NT 29       | 2029-04-01      | 4.7500%  | 0.0000% | $52000.00          | $51485.24          | Corporate Debt Securities                         |
| FORD HOLDINGS INC              SR GLBL DB9.3%30    | 2030-03-01      | 9.3000%  | 0.0000% | $9000.00           | $10411.88          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 28     | 2028-02-01      | 5.0000%  | 0.0000% | $2378000.00        | $2398664.82        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -G DB 28    | 2028-01-15      | 6.8750%  | 0.0000% | $7000.00           | $7150.57           | Corporate Debt Securities                         |
| CD&R SMOKEY BUYER INC / RADIO  SR SEC 144A NT29    | 2029-10-15      | 9.5000%  | 0.0000% | $375000.00         | $266196.46         | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR GLBL 144A 30     | 2030-01-15      | 5.7500%  | 0.0000% | $107383000.00      | $42455270.99       | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-06-15      | 6.3750%  | 0.0000% | $532000.00         | $568864.72         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT    | 2500-12-31      | 6.8750%  | 0.0000% | $5471000.00        | $5608774.22        | Corporate Debt Securities                         |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 9.0024%  | 0.0000% | $1800000.00        | $1859940.00        | Corporate Debt Securities                         |
| RCS CAP CORP                   SR GLBL 144A 29     | 2029-04-01      | 7.5000%  | 0.0000% | $30000.00          | $30505.65          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT3.5%49    | 2049-12-01      | 3.5000%  | 0.0000% | $50000.00          | $37065.92          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31     | 2031-02-15      | 8.0000%  | 0.0000% | $1807000.00        | $1850564.76        | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 32     | 2032-01-15      | 6.6250%  | 0.0000% | $41000.00          | $43584.46          | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 26     | 2026-05-15      | 5.2500%  | 0.0000% | $116000.00         | $116630.56         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30     | 2030-11-13      | 4.0000%  | 0.0000% | $12877000.00       | $12170524.86       | Corporate Debt Securities                         |
| FIVE POINT OPERATING COMPANY   SR GLBL 144A 30     | 2030-10-01      | 8.0000%  | 0.0000% | $2012000.00        | $2126382.20        | Corporate Debt Securities                         |
| GULFPORT ENERGY OPERATING CORP SR GLBL 144A 29     | 2029-09-01      | 6.7500%  | 0.0000% | $85000.00          | $89144.81          | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $4576000.00        | $4506641.19        | Corporate Debt Securities                         |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 9.4400%  | 0.0000% | $2000000.00        | $2041400.00        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34     | 2034-01-15      | 8.3750%  | 0.0000% | $85000.00          | $86512.95          | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 30       | 2030-03-15      | 6.2500%  | 0.0000% | $1301000.00        | $1378479.25        | Corporate Debt Securities                         |
| GRAN TIERRA ENERGY INC         1LIEN GLBL 29       | 2029-10-15      | 9.5000%  | 0.0000% | $1000000.00        | $750817.22         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         5.875%28            | 2028-01-19      | 5.8750%  | 0.0000% | $5485000.00        | $5600525.53        | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34      | 2034-01-16      | 7.6250%  | 0.0000% | $2922000.00        | $3186611.45        | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30     | 2030-06-01      | 4.6250%  | 0.0000% | $343000.00         | $346333.82         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 33     | 2033-02-13      | 7.2500%  | 0.0000% | $2060000.00        | $795460.42         | Corporate Debt Securities                         |
| BANCO DO BRASIL S A GRAND CAYM FR 4.875%011129     | 2029-01-11      | 4.8750%  | 0.0000% | $500000.00         | $505591.04         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL REGS 33     | 2033-02-15      | 6.1250%  | 0.0000% | $529000.00         | $553045.33         | Corporate Debt Securities                         |
| BANCO DAVIVIENDA SA            LW TIER II 35       | 2035-07-02      | 8.1250%  | 0.0000% | $685000.00         | $727676.45         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           SR GLBL REGS 29     | 2029-06-27      | 8.5000%  | 0.0000% | $350000.00         | $369285.97         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $990000.00         | $1061889.95        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 28     | 2028-01-10      | 4.5000%  | 0.0000% | $1050000.00        | $432862.50         | Corporate Debt Securities                         |
| BANCO DO BRASIL S A            SR GLBL REGS 31     | 2031-03-18      | 6.0000%  | 0.0000% | $2333000.00        | $2436344.12        | Corporate Debt Securities                         |
| 1261229 BC LTD                 1LIEN GLBL 32       | 2032-04-15      | 10.0000% | 0.0000% | $1521000.00        | $1590181.84        | Corporate Debt Securities                         |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $583000.00         | $629537.00         | Corporate Debt Securities                         |
| WILLIAM CARTER CO              SR 144A NT 31       | 2031-02-15      | 7.3750%  | 0.0000% | $1877000.00        | $1919425.67        | Corporate Debt Securities                         |
| YUM BRANDS INC                 SR GLBL 144A 30     | 2030-01-15      | 4.7500%  | 0.0000% | $307000.00         | $313265.44         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT1.3%26    | 2026-02-15      | 1.3000%  | 0.0000% | $64000.00          | $63850.20          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 5.625%012346     | 2046-01-23      | 5.6250%  | 0.0000% | $438000.00         | $335771.35         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 4.1250%  | 0.0000% | $36000.00          | $34535.79          | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $13529000.00       | $5599408.83        | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30    | 2030-01-15      | 6.2500%  | 0.0000% | $2422000.00        | $2494927.09        | Corporate Debt Securities                         |
| ENERGUATE TRUST                1LIEN REGS NT 35    | 2035-09-15      | 6.3500%  | 0.0000% | $25000.00          | $25148.56          | Corporate Debt Securities                         |
| VAIL RESORTS INC               SR GLBL 144A 30     | 2030-07-15      | 5.6250%  | 0.0000% | $2600000.00        | $2697480.50        | Corporate Debt Securities                         |
| XP INC                         SR REGS NT 29       | 2029-07-02      | 6.7500%  | 0.0000% | $223000.00         | $235192.52         | Corporate Debt Securities                         |
| BIOCEANICO SOVEREIGN CTF LTD   SR SEC GLBL 34      | 2034-06-05      | 0.0000%  | 0.0000% | $150000.00         | $90733.98          | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-03-15      | 9.8750%  | 0.0000% | $2869000.00        | $3066227.41        | Corporate Debt Securities                         |
| CENTRAL AMER BOTTLING CORP / C SR GLBL REGS 29     | 2029-04-27      | 5.2500%  | 0.0000% | $43000.00          | $42359.34          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39    | 2039-08-15      | 4.3000%  | 0.0000% | $5355000.00        | $4621594.08        | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       1LIEN GLBL 28       | 2028-01-15      | 4.7500%  | 0.0000% | $7909000.00        | $7296436.97        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 30       | 2030-07-15      | 8.8750%  | 0.0000% | $74000.00          | $88179.01          | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      PERP GLBL -K NT     | 2500-12-31      | 6.2500%  | 0.0000% | $5506000.00        | $5504998.21        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT8.5%27    | 2027-07-15      | 8.5000%  | 0.0000% | $29544000.00       | $31903465.91       | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 9.8460%  | 0.0000% | $9000000.00        | $9456691.50        | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44    | 2044-07-15      | 4.5000%  | 0.0000% | $17000.00          | $13735.41          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 5%27     | 2027-08-01      | 5.0000%  | 0.0000% | $34096000.00       | $35279131.20       | Corporate Debt Securities                         |
| OPTICS BIDCO S P A             SR SEC GLBL 36      | 2036-07-18      | 7.2000%  | 0.0000% | $459000.00         | $464535.54         | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL NT 6%28     | 2028-02-15      | 6.0000%  | 0.0000% | $46000.00          | $46182.47          | Corporate Debt Securities                         |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $220000.00         | $219188.11         | Corporate Debt Securities                         |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $38539000.00       | $14577034.18       | Corporate Debt Securities                         |
| K HOVNANIAN ENTERPRISES INC    SR GLBL 144A 40     | 2040-02-01      | 5.0000%  | 0.0000% | $589000.00         | $392421.25         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29     | 2029-10-01      | 4.5000%  | 0.0000% | $1937000.00        | $1906850.59        | Corporate Debt Securities                         |
| KENTUCKY UTILS CO              1MTG BD 4.375%45    | 2045-10-01      | 4.3750%  | 0.0000% | $24000.00          | $20962.97          | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1ST MTG 6.5%28      | 2028-03-01      | 6.5000%  | 0.0000% | $40000.00          | $42554.33          | Corporate Debt Securities                         |
| RAKUTEN GROUP INC              SR 144A NT 29       | 2029-04-15      | 9.7500%  | 0.0000% | $4211000.00        | $4719755.47        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 30       | 2030-09-10      | 5.1250%  | 0.0000% | $7213000.00        | $7149122.87        | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR GLBL 144A 31     | 2031-05-18      | 8.1250%  | 0.0000% | $250000.00         | $246664.24         | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $412462.14         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 27     | 2027-01-15      | 4.3750%  | 0.0000% | $7884000.00        | $7966886.02        | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $4799000.00        | $4856056.11        | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 29       | 2029-03-01      | 4.7500%  | 0.0000% | $2754000.00        | $2693216.93        | Corporate Debt Securities                         |
| KONTOOR BRANDS INC             SR GLBL 144A 29     | 2029-11-15      | 4.1250%  | 0.0000% | $1158000.00        | $1100389.02        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $445000.00         | $406560.41         | Corporate Debt Securities                         |
| KENDALL RE LTD                 EXTND SR 144A 31    | 2031-04-30      | 10.0624% | 0.0000% | $3694000.00        | $3969849.45        | Corporate Debt Securities                         |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL 144A 27     | 2027-12-01      | 5.2500%  | 0.0000% | $6715000.00        | $6898269.14        | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR SEC GLBL 30      | 2030-02-21      | 11.2500% | 0.0000% | $8478880.00        | $8211604.51        | Corporate Debt Securities                         |
| LIONGATE RE DAC                EXT VR 144A BD31    | 2031-04-25      | 7.6430%  | 0.0000% | $475000.00         | $476710.00         | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $7288000.00        | $7974283.63        | Corporate Debt Securities                         |
| GETTY IMAGES INC               SR GLBL 144A 28     | 2028-03-01      | 14.0000% | 0.0000% | $28000.00          | $27049.09          | Corporate Debt Securities                         |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $2288000.00        | $2415834.37        | Corporate Debt Securities                         |
| HEXCEL CORP NEW                CR SEN SR NT 27     | 2027-02-15      | 4.2000%  | 0.0000% | $41000.00          | $41262.67          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $400000.00         | $412320.67         | Corporate Debt Securities                         |
| PETROLEOS DEL PERU - PETROPERU SR GLBL 144A 47     | 2047-06-19      | 5.6250%  | 0.0000% | $1325000.00        | $970355.47         | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP CO      SR GLBL 144A 27     | 2027-10-15      | 5.5000%  | 0.0000% | $692000.00         | $696179.30         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29      | 2029-11-15      | 10.0000% | 0.0000% | $4937000.00        | $4973884.88        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 40       | 2040-01-20      | 6.8750%  | 0.0000% | $288000.00         | $303207.68         | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29       | 2029-05-15      | 4.8750%  | 0.0000% | $7497000.00        | $7284238.26        | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   JR SB NT 8%56       | 2056-06-01      | 8.0000%  | 0.0000% | $2720000.00        | $2773713.96        | Corporate Debt Securities                         |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL26    | 2026-02-15      | 6.0500%  | 0.0000% | $2650000.00        | $2702230.76        | Corporate Debt Securities                         |
| PURPLE RE LTD                  EXTND-A 144A 30     | 2030-04-24      | 16.9643% | 0.0000% | $4750000.00        | $4981325.00        | Corporate Debt Securities                         |
| MCGRAW-HILL ED INC             SR SEC 144A NT28    | 2028-08-01      | 5.7500%  | 0.0000% | $74000.00          | $75234.88          | Corporate Debt Securities                         |
| TRIMAS CORP                    SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $884000.00         | $872399.34         | Corporate Debt Securities                         |
| ITHACA ENERGY NORTH SEA PLC    SR GLBL 144A 29     | 2029-10-15      | 8.1250%  | 0.0000% | $250000.00         | $264398.72         | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29      | 2029-07-01      | 8.0000%  | 0.0000% | $1060000.00        | $311345.56         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 26       | 2026-12-01      | 5.2500%  | 0.0000% | $776000.00         | $776514.10         | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $100000.00         | $89459.03          | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           SR GLBL NT 32       | 2032-08-15      | 3.2500%  | 0.0000% | $46000.00          | $44134.64          | Corporate Debt Securities                         |
| DIEBOLD NIXDORF INC            SR SEC GLBL 30      | 2030-03-31      | 7.7500%  | 0.0000% | $45000.00          | $48365.82          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 41    | 2041-06-01      | 3.5000%  | 0.0000% | $111000.00         | $81293.99          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29     | 2029-01-15      | 4.5000%  | 0.0000% | $240000.00         | $224190.00         | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $8585000.00        | $8601491.55        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 47    | 2047-05-01      | 5.3750%  | 0.0000% | $6000.00           | $5060.83           | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 5%37     | 2037-09-20      | 5.0000%  | 0.0000% | $6238000.00        | $5333455.34        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $270000.00         | $274888.20         | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 28     | 2028-01-15      | 5.1250%  | 0.0000% | $1462000.00        | $1334068.60        | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $100000.00         | $104264.00         | Corporate Debt Securities                         |
| SIMPAR EUROPE                  SR GLBL REGS 31     | 2031-01-26      | 5.2000%  | 0.0000% | $942000.00         | $756070.13         | Corporate Debt Securities                         |
| COLOMBIA TELECOMUNICACIONES    SR REGS NT 30       | 2030-07-17      | 4.9500%  | 0.0000% | $939000.00         | $872812.24         | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.3000%  | 0.0000% | $5550000.00        | $5764230.00        | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.7500%  | 0.0000% | $2595000.00        | $2764594.78        | Corporate Debt Securities                         |
| BELO CORP                      SR GLBL DEB 27      | 2027-06-01      | 7.7500%  | 0.0000% | $464000.00         | $501896.81         | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $2600000.00        | $2578156.39        | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $18426000.00       | $17958071.73       | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 7.5000%  | 0.0000% | $497000.00         | $509280.04         | Corporate Debt Securities                         |
| BANCO MERCANTILE DEL NORTE SA  ALT TIER I PERP     | 2500-12-31      | 8.3750%  | 0.0000% | $5717000.00        | $5987477.62        | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL REGS 36     | 2036-01-20      | 7.6250%  | 0.0000% | $625000.00         | $600289.93         | Corporate Debt Securities                         |
| BANCO DO ESTADO DO RIO GRANDE  LW TIER II 31       | 2031-01-28      | 5.3750%  | 0.0000% | $682000.00         | $691184.27         | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $565000.00         | $564106.83         | Corporate Debt Securities                         |
| RUMO LUXEMBOURG S A R L        SR GLBL REGS 28     | 2028-01-10      | 5.2500%  | 0.0000% | $720000.00         | $731178.00         | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 10.4800% | 0.0000% | $1480000.00        | $1521144.00        | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT5.5%33    | 2033-03-01      | 5.5000%  | 0.0000% | $56000.00          | $53935.93          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    GLBL REGS NT 28     | 2028-01-27      | 5.9990%  | 0.0000% | $233000.00         | $243057.05         | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 10.0100% | 0.0000% | $855000.00         | $878940.00         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $854000.00         | $845832.44         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $2525000.00        | $2572133.33        | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27        | 2027-11-01      | 9.0000%  | 0.0000% | $22887000.00       | $26646189.75       | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $7807000.00        | $7917974.34        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%31     | 2031-01-15      | 4.0000%  | 0.0000% | $150000.00         | $145940.67         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD6.5%41    | 2041-06-02      | 6.5000%  | 0.0000% | $444000.00         | $398480.13         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36       | 2036-01-10      | 6.2500%  | 0.0000% | $3850000.00        | $3830910.42        | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31    | 2031-01-07      | 7.6250%  | 0.0000% | $360000.00         | $385151.25         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29     | 2029-06-01      | 6.5000%  | 0.0000% | $40000.00          | $42666.33          | Corporate Debt Securities                         |
| STAPLES INC                    SR 144A NT 27       | 2027-04-15      | 10.7500% | 0.0000% | $20000.00          | $19726.81          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $847745.38         | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 10.5501% | 0.0000% | $16750000.00       | $17403250.00       | Corporate Debt Securities                         |
| OWENS BROCKWAY                 SR GLBL 144A 32     | 2032-06-01      | 7.3750%  | 0.0000% | $76000.00          | $78878.15          | Corporate Debt Securities                         |
| OSHKOSH CORP                   SR GLBL NT3.1%30    | 2030-03-01      | 3.1000%  | 0.0000% | $501000.00         | $483160.23         | Corporate Debt Securities                         |
| OLYMPIC TOWER MTG TR 2017-OT   A      20390512 3.5 | 2039-05-12      | 3.5660%  | 0.0000% | $577000.00         | $553125.76         | Private Label Collateralized Mortgage Obligations |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 34       | 2034-05-15      | 6.8750%  | 0.0000% | $8402000.00        | $7886727.51        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-05-01      | 3.7500%  | 0.0000% | $720000.00         | $701605.80         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28       | 2028-03-01      | 5.8750%  | 0.0000% | $22848000.00       | $23524024.72       | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $5806000.00        | $5553264.82        | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 28     | 2028-06-15      | 5.1250%  | 0.0000% | $199000.00         | $203568.02         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR NT 4.95%27       | 2027-02-15      | 4.9500%  | 0.0000% | $16121000.00       | $16294179.84       | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $5245000.00        | $5259417.92        | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.7050%  | 0.0000% | $3000000.00        | $3099981.25        | Corporate Debt Securities                         |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $2269000.00        | $2314373.70        | Corporate Debt Securities                         |
| MOTION BONDCO DESIGNATED ACTIV SR GLBL 144A 27     | 2027-11-15      | 6.6250%  | 0.0000% | $30354000.00       | $29102879.79       | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 28       | 2028-11-01      | 6.2500%  | 0.0000% | $52000.00          | $52494.91          | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27       | 2027-05-09      | 4.7500%  | 0.0000% | $8929000.00        | $8939241.07        | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 30     | 2030-08-01      | 5.1250%  | 0.0000% | $3930000.00        | $4012790.36        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $20120000.00       | $21162640.76       | Corporate Debt Securities                         |
| TIBCO SOFTWARE INC             SR SEC GLBL 29      | 2029-03-31      | 6.5000%  | 0.0000% | $5055000.00        | $5134627.48        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 30     | 2030-10-01      | 5.2500%  | 0.0000% | $2959000.00        | $2823810.69        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 29       | 2029-09-15      | 7.8750%  | 0.0000% | $570000.00         | $633309.19         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-08-15      | 6.6250%  | 0.0000% | $7801000.00        | $8191555.98        | Corporate Debt Securities                         |
| NOVELIS CORP                   SR 144A NT 26       | 2026-11-15      | 3.2500%  | 0.0000% | $650000.00         | $641012.85         | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $362000.00         | $375405.16         | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL 144A 29     | 2029-01-15      | 7.2500%  | 0.0000% | $3271000.00        | $3436724.31        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27       | 2027-09-15      | 6.3750%  | 0.0000% | $1834000.00        | $1858240.13        | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2024-NQM3    A-1    20641125 5.4 | 2064-11-25      | 5.4660%  | 0.0000% | $999848.00         | $807974.95         | Private Label Collateralized Mortgage Obligations |
| WESTERN DIGITAL CORP           SR GLBL NT 29       | 2029-02-01      | 2.8500%  | 0.0000% | $6251000.00        | $5994287.06        | Corporate Debt Securities                         |
| AAG FH UK PLC/GL AU HL PLC     SR 144A NT 29       | 2029-08-15      | 11.5000% | 0.0000% | $1245000.00        | $1314785.71        | Corporate Debt Securities                         |
| AES GENER S A                  JR SB GLBL 55       | 2055-06-10      | 8.1500%  | 0.0000% | $210000.00         | $226762.90         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT30    | 2030-02-01      | 8.8750%  | 0.0000% | $8940000.00        | $8955291.13        | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL 144A 27     | 2027-04-15      | 5.2500%  | 0.0000% | $5114000.00        | $5150313.66        | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 28     | 2028-08-15      | 8.2500%  | 0.0000% | $331000.00         | $346588.17         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42    | 2042-03-15      | 7.6500%  | 0.0000% | $4885000.00        | $4751114.36        | Corporate Debt Securities                         |
| DPL INC                        SR GLBL NT 29       | 2029-04-15      | 4.3500%  | 0.0000% | $3395000.00        | $3349221.25        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR NT 5.875%45      | 2045-05-28      | 5.8750%  | 0.0000% | $469000.00         | $353804.22         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 29       | 2029-06-01      | 5.1250%  | 0.0000% | $4315000.00        | $3730049.61        | Corporate Debt Securities                         |
| DREAM FINDERS HOMES INC        SR GLBL 144A 30     | 2030-09-15      | 6.8750%  | 0.0000% | $27000.00          | $27649.37          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 28       | 2028-03-20      | 3.9500%  | 0.0000% | $524000.00         | $499089.62         | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $24000.00          | $24306.42          | Corporate Debt Securities                         |
| CLEARWATER PAPER CORP          SR GLBL 144A 28     | 2028-08-15      | 4.7500%  | 0.0000% | $2055000.00        | $1941009.72        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR NT 6.25%40       | 2040-10-01      | 6.2500%  | 0.0000% | $1000000.00        | $875575.83         | Corporate Debt Securities                         |
| BANCO BBVA PERU                LW TIER II 34       | 2034-06-07      | 6.2000%  | 0.0000% | $1200000.00        | $1273368.00        | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT 1LIEN GLBL28    | 2028-05-05      | 6.9167%  | 0.0000% | $6648000.00        | $6761016.00        | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC 144A NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $3044000.00        | $3087546.11        | Corporate Debt Securities                         |
| BEACON MOBILITY FIN CORP       SR SEC 144A NT30    | 2030-08-01      | 7.2500%  | 0.0000% | $911000.00         | $979573.50         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $7643000.00        | $8190152.82        | Corporate Debt Securities                         |

### Security 620: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.450000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFF41, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CFF41
- **C.18 - Value (incl. sponsor support):** $304894869.55
- **C.18.a - Value (excl. sponsor support):** $304894869.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BX 2021-21M MTG TR             C      20361015 FLT | 2036-10-15      | 5.2505%  | 0.0000% | $4000000.00        | $2800072.34        | Private Label Collateralized Mortgage Obligations |
| BECTON DICKINSON & CO          SR GLBL NT 28       | 2028-02-13      | 4.6930%  | 0.0000% | $31000.00          | $31831.05          | Corporate Debt Securities                         |
| EMD FINANCE LLC                SR 144A NT 32       | 2032-10-15      | 4.6250%  | 0.0000% | $200000.00         | $202934.86         | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV1   A-3    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $8129088.00        | $5182270.64        | Private Label Collateralized Mortgage Obligations |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.4%28    | 2028-06-15      | 4.4000%  | 0.0000% | $2260000.00        | $2333090.91        | Corporate Debt Securities                         |
| TRICON RESIDENTIAL 2023-SFR2   C      20401219 5.0 | 2040-12-19      | 5.0000%  | 0.0000% | $100000.00         | $100256.40         | Asset-Backed Securities                           |
| NEW RES MTG LN TR 2024-NQM2    A-3    20640925 FLT | 2064-09-25      | 5.4210%  | 0.0000% | $2622000.00        | $1913123.09        | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 1.9%011327       | 2027-01-13      | 1.9000%  | 0.0000% | $87000.00          | $85764.16          | Corporate Debt Securities                         |
| NEW RES MTG LN TR 2022-INV1    A2     20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $13518240.00       | $9330050.85        | Private Label Collateralized Mortgage Obligations |
| HEALTHPEAK OP LLC              SR GLBL NT 41       | 2041-02-01      | 6.7500%  | 0.0000% | $1750000.00        | $1986998.12        | Corporate Debt Securities                         |
| HUNDRED ACRES WD TR 2021-INV1  B3     20510725 FLT | 2051-07-25      | 3.2310%  | 0.0000% | $4582800.00        | $3485859.28        | Private Label Collateralized Mortgage Obligations |
| HSBC HLDGS PLC                 SR GLBL NT 29       | 2029-03-09      | 6.1610%  | 0.0000% | $258000.00         | $272458.31         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.446%011029     | 2029-01-10      | 6.4460%  | 0.0000% | $569000.00         | $607043.15         | Corporate Debt Securities                         |
| UNITED AIRLNS PASS THRU 2024-1 A      20380815 5.8 | 2038-08-15      | 5.8750%  | 0.0000% | $51000.00          | $51577.86          | Asset-Backed Securities                           |
| UWM MORTGAGE TRUST 2021-INV2   B-4    20510925 FLT | 2051-09-25      | 3.2362%  | 0.0000% | $158000.00         | $117800.71         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-XL5        B      20410315 FLT | 2041-03-15      | 5.6502%  | 0.0000% | $650000.00         | $457240.83         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-LIFE             A      20470613 FLT | 2047-06-13      | 6.0797%  | 0.0000% | $127000.00         | $131746.34         | Private Label Collateralized Mortgage Obligations |
| BXP TRUST 2017-CC              B      20370813 FLT | 2037-08-13      | 3.6699%  | 0.0000% | $2250000.00        | $2080575.93        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-MF         B      20390215 FLT | 2039-02-15      | 5.6502%  | 0.0000% | $470000.00         | $417012.76         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV1   A-5    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1315872.00        | $914899.48         | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR6         1-A-1A 20450225 FLT | 2045-02-25      | 4.5688%  | 0.0000% | $14255000.00       | $568729.33         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML 2025-C64      B      20580215 FLT | 2058-02-15      | 6.0440%  | 0.0000% | $25000.00          | $25961.45          | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-R2                 A2     20640825 FLT | 2064-08-25      | 5.7363%  | 0.0000% | $3926500.00        | $3940652.96        | Private Label Collateralized Mortgage Obligations |
| CROSS 2024-H8 MORTGAGE 2024-H8 A-2    20691225 FLT | 2069-12-25      | 5.8530%  | 0.0000% | $1250000.00        | $1091640.99        | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 A-2    20591025 FLT | 2059-10-25      | 3.8600%  | 0.0000% | $520000.00         | $56752.65          | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2025-INV2  A-1    20700225 FLT | 2070-02-25      | 5.6010%  | 0.0000% | $436769.00         | $387906.87         | Private Label Collateralized Mortgage Obligations |
| CLOROX CO DEL                  SR GLBL NT3.1%27    | 2027-10-01      | 3.1000%  | 0.0000% | $850000.00         | $842204.08         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 29       | 2029-12-03      | 4.0160%  | 0.0000% | $72000.00          | $73045.60          | Corporate Debt Securities                         |
| COLT MORTGAGE LOAN TR 2022-2   A-1    20670225 FLT | 2067-02-25      | 2.9940%  | 0.0000% | $868865.00         | $531712.74         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2022-INV2   B-1    20520425 FLT | 2052-04-25      | 3.5242%  | 0.0000% | $741000.00         | $593509.43         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2021-SJ1     A-1    20680725 FLT | 2068-07-25      | 2.2500%  | 0.0000% | $880000.00         | $209326.97         | Private Label Collateralized Mortgage Obligations |
| TRAVELERS COMPANIES INC        SR GLBL NT5.7%55    | 2055-07-24      | 5.7000%  | 0.0000% | $9957000.00        | $10572774.07       | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  A-11   20511025 FLT | 2051-10-25      | 5.0000%  | 0.0000% | $3338000.00        | $2358791.47        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TR 2023-SFR2      B      20401018 4.5 | 2040-10-18      | 4.5000%  | 0.0000% | $120000.00         | $120060.36         | Asset-Backed Securities                           |
| FEDERAL EX CORP 2020-1AA       AA     20350820 1.8 | 2035-08-20      | 1.8750%  | 0.0000% | $460000.00         | $297782.37         | Asset-Backed Securities                           |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $55000.00          | $56817.96          | Corporate Debt Securities                         |
| THP MTG TR 2023-THL            C      20341214 FLT | 2034-12-14      | 8.8182%  | 0.0000% | $10352512.00       | $10529877.63       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF C      20341115 FLT | 2034-11-15      | 5.6560%  | 0.0000% | $5000000.00        | $4863457.22        | Private Label Collateralized Mortgage Obligations |
| MHP COMM MTG TR 2021-STOR      A      20380715 FLT | 2038-07-15      | 4.7735%  | 0.0000% | $150000.00         | $149930.96         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      A-4    20480417 3.3 | 2048-04-17      | 3.3060%  | 0.0000% | $1000000.00        | $142459.38         | Private Label Collateralized Mortgage Obligations |
| STANDARD CHARTERED PLC         SR GLBL REGS 28     | 2028-02-08      | 6.0462%  | 0.0000% | $200000.00         | $203684.27         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-DWHP C      20380415 FLT | 2038-04-15      | 7.2990%  | 0.0000% | $12600000.00       | $12642446.34       | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC 2021-RPL1 TR A-1    20601225 FLT | 2060-12-25      | 1.7500%  | 0.0000% | $250000.00         | $93183.65          | Asset-Backed Securities                           |
| BX TRUST 2024-BRVE             D      20410415 FLT | 2041-04-15      | 7.8470%  | 0.0000% | $278320.00         | $266525.07         | Private Label Collateralized Mortgage Obligations |
| ASHFORD HOSP TR 2018-ASHF      B      20350416 FLT | 2035-04-16      | 5.3810%  | 0.0000% | $3822000.00        | $3810454.27        | Private Label Collateralized Mortgage Obligations |
| BAMLL COM MTG SEC TR 2016-ISQR A      20340816 2.8 | 2034-08-16      | 2.8480%  | 0.0000% | $8275000.00        | $6968840.90        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2022-1        A-1    20661225 FLT | 2066-12-25      | 2.8810%  | 0.0000% | $440000.00         | $277008.39         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  B      20410617 FLT | 2041-06-17      | 6.5490%  | 0.0000% | $2500000.00        | $2496537.29        | Private Label Collateralized Mortgage Obligations |
| ELI LILLY & CO                 GLBL NT 5.1%64      | 2064-02-09      | 5.1000%  | 0.0000% | $92000.00          | $88990.83          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%030127       | 2027-03-01      | 3.5000%  | 0.0000% | $107000.00         | $107307.98         | Corporate Debt Securities                         |
| GLOBE LIFE INC                 SR GLBL NT 34       | 2034-09-15      | 5.8500%  | 0.0000% | $8284000.00        | $8800528.11        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.5%28    | 2028-05-06      | 4.5000%  | 0.0000% | $5229000.00        | $5258073.24        | Corporate Debt Securities                         |
| CWHEQ REVOLVING HEQ 2006-I     2-A    20370115 FLT | 2037-01-15      | 4.2134%  | 0.0000% | $113659776.00      | $1236886.97        | Asset-Backed Securities                           |
| UTD AUTO CR SEC TR 2023-1      D      20280710 8.0 | 2028-07-10      | 8.0000%  | 0.0000% | $2922000.00        | $1880089.20        | Asset-Backed Securities                           |
| PUBLIC STORAGE OPER CO         SR GLBL NT5.1%33    | 2033-08-01      | 5.1000%  | 0.0000% | $799000.00         | $847782.95         | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2015-1        AM1    20441225 FLT | 2044-12-25      | 5.6664%  | 0.0000% | $9999999.00        | $163450.23         | Private Label Collateralized Mortgage Obligations |
| AMSR TR 2023-SFR1              D      20400419 4.0 | 2040-04-19      | 4.0000%  | 0.0000% | $380000.00         | $371404.02         | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-4     M3     20660425 FLT | 2066-04-25      | 3.5000%  | 0.0000% | $1397000.00        | $1272012.13        | Asset-Backed Securities                           |
| NEW RESI MTG TR 2017-3         B-1    20570425 FLT | 2057-04-25      | 4.5000%  | 0.0000% | $1046842.00        | $439585.89         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2017-5        A-1    20481025 FLT | 2048-10-25      | 4.9629%  | 0.0000% | $1650000.00        | $26455.70          | Private Label Collateralized Mortgage Obligations |
| LBA TRUST 2024-7IND            D      20411015 FLT | 2041-10-15      | 6.6000%  | 0.0000% | $3500000.00        | $2663307.36        | Private Label Collateralized Mortgage Obligations |
| HOWMET AEROSPACE INC           SR NT 5.9%27        | 2027-02-01      | 5.9000%  | 0.0000% | $77000.00          | $80138.14          | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2021-NQM2     A-1    20600325 FLT | 2060-03-25      | 0.9700%  | 0.0000% | $326000.00         | $25200.47          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B15      A-AB   20721216 2.8 | 2072-12-16      | 2.8590%  | 0.0000% | $50000.00          | $39226.21          | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2018-J1                A-22   20480225 FLT | 2048-02-25      | 3.5000%  | 0.0000% | $1000000.00        | $440874.57         | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK36                A-5    20640917 2.4 | 2064-09-17      | 2.4700%  | 0.0000% | $400000.00         | $360798.20         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2022-4          A-1    20670325 FLT | 2067-03-25      | 4.3010%  | 0.0000% | $4300000.00        | $2789834.23        | Private Label Collateralized Mortgage Obligations |
| DUPONT DE NEMOURS INC          SR 144A NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $5148000.00        | $5223759.26        | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $325000.00         | $280527.90         | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.4%33    | 2033-06-15      | 5.4000%  | 0.0000% | $31000.00          | $33221.77          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT3.1%29    | 2029-12-15      | 3.1000%  | 0.0000% | $8000.00           | $7820.53           | Corporate Debt Securities                         |
| OBX TR 2023-NQM4               M-1    20630325 FLT | 2063-03-25      | 7.0919%  | 0.0000% | $8359060.00        | $8423474.04        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $100000.00         | $94475.92          | Corporate Debt Securities                         |
| UWM MTG TR 2021-INV3           A-3    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $32863400.00       | $21117974.21       | Private Label Collateralized Mortgage Obligations |
| WESTROCK CO                    SR GLBL DB8.2%30    | 2030-01-15      | 8.2000%  | 0.0000% | $108000.00         | $126929.64         | Corporate Debt Securities                         |
| BINOM SEC TR 2022-INV1         A-3    20570825 FLT | 2057-08-25      | 4.4410%  | 0.0000% | $2626050.00        | $1836391.71        | Private Label Collateralized Mortgage Obligations |
| ACRA TRUST 2024-NQM1           A-1    20641025 FLT | 2064-10-25      | 5.6080%  | 0.0000% | $255693.00         | $209590.00         | Private Label Collateralized Mortgage Obligations |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT5.1%29    | 2029-01-19      | 5.1000%  | 0.0000% | $4412000.00        | $4603017.54        | Corporate Debt Securities                         |
| UWM MORTGAGE TRUST 2021-INV4   A-9    20511225 FLT | 2051-12-25      | 5.0000%  | 0.0000% | $6480000.00        | $4630265.55        | Private Label Collateralized Mortgage Obligations |
| VEGS 2024-GCS                  C      20360710 FLT | 2036-07-10      | 6.4237%  | 0.0000% | $2900000.00        | $2943026.69        | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022-WMRK     A      20351115 FLT | 2035-11-15      | 6.7480%  | 0.0000% | $95000000.00       | $83407592.28       | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-6            A-2    20680925 FLT | 2068-09-25      | 6.9390%  | 0.0000% | $340000.00         | $201868.36         | Private Label Collateralized Mortgage Obligations |
| EXPAND ENERGY CORPORATION      SR GLBL NT 30       | 2030-03-15      | 5.3750%  | 0.0000% | $498000.00         | $510479.53         | Corporate Debt Securities                         |
| MFA 2021-RPL1 TR               A-1    20600725 FLT | 2060-07-25      | 1.1313%  | 0.0000% | $5850000.00        | $2022143.11        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2013-5          B-1    20430525 FLT | 2043-05-25      | 3.4878%  | 0.0000% | $265000.00         | $25764.37          | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV1   A-15   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $1576000.00        | $994385.11         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-2          M1     20550825 FLT | 2055-08-25      | 3.0000%  | 0.0000% | $725000.00         | $314881.82         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   A      20381215 FLT | 2038-12-15      | 5.2426%  | 0.0000% | $10156000.00       | $9762590.87        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2023-6        A-5    20531225 FLT | 2053-12-25      | 6.0000%  | 0.0000% | $1353000.00        | $1395550.50        | Private Label Collateralized Mortgage Obligations |
| JABIL INC                      SR GLBL NT3.6%30    | 2030-01-15      | 3.6000%  | 0.0000% | $134000.00         | $131153.84         | Corporate Debt Securities                         |
| J.P.MORGAN MORTGAGE TR 2024-1  A-8    20540625 FLT | 2054-06-25      | 6.0000%  | 0.0000% | $6000000.00        | $6096330.00        | Private Label Collateralized Mortgage Obligations |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36       | 2036-01-29      | 5.5750%  | 0.0000% | $492000.00         | $526847.61         | Corporate Debt Securities                         |
| NEW RESI MTG TR 2019-RPL3      M2     20590725 FLT | 2059-07-25      | 3.5000%  | 0.0000% | $2956368.00        | $2686563.94        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2016-2      A-1    20351125 FLT | 2035-11-25      | 3.7500%  | 0.0000% | $11221248.00       | $1256773.59        | Private Label Collateralized Mortgage Obligations |
| HUDSON YARDS MTG 25-SPRL       A      20400113 FLT | 2040-01-13      | 5.6491%  | 0.0000% | $176000.00         | $183709.64         | Private Label Collateralized Mortgage Obligations |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -P 82    | 2082-03-15      | 3.8000%  | 0.0000% | $50000.00          | $49246.78          | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTR 2024-NQM1  A-3    20640325 FLT | 2064-03-25      | 6.4830%  | 0.0000% | $1170000.00        | $731095.65         | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLNS PASS THRU 2024-1 AA     20380815 5.4 | 2038-08-15      | 5.4500%  | 0.0000% | $54000.00          | $54924.42          | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2016-3        2-A-M  20461025 FLT | 2046-10-25      | 2.9378%  | 0.0000% | $401000.00         | $28011.22          | Private Label Collateralized Mortgage Obligations |
| PHILLIPS 66 CO                 SR GLBL NT 31       | 2031-06-15      | 5.2500%  | 0.0000% | $53000.00          | $56634.25          | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 31       | 2031-01-15      | 3.2500%  | 0.0000% | $35000.00          | $33761.59          | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT5.6%34    | 2034-04-01      | 5.6000%  | 0.0000% | $99000.00          | $104791.17         | Corporate Debt Securities                         |
| GREYSTONE CRE NT LLC 2025-FL4  E      20430115 FLT | 2043-01-15      | 7.8090%  | 0.0000% | $15760500.00       | $15793771.53       | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 2024-7      A-4    20550625 FLT | 2055-06-25      | 6.0000%  | 0.0000% | $14475000.00       | $7289984.74        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2021-INV1            A-8    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $125000.00         | $71937.29          | Private Label Collateralized Mortgage Obligations |
| CWHEQ REVOLVING HEQ 2005-H     2-A    20351215 FLT | 2035-12-15      | 4.3134%  | 0.0000% | $243020000.00      | $40812.74          | Asset-Backed Securities                           |
| CHASE HOME LENDING MTG 2025-11 A-11   20560825 FLT | 2056-08-25      | 5.3718%  | 0.0000% | $10000000.00       | $9817229.08        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C5      C      20481118 FLT | 2048-11-18      | 4.7076%  | 0.0000% | $1710000.00        | $291228.96         | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2021-INV1         A-2    20560625 FLT | 2056-06-25      | 2.3700%  | 0.0000% | $825000.00         | $354969.01         | Private Label Collateralized Mortgage Obligations |
| BBCCRE TRUST 2015-GTP          A      20330812 3.9 | 2033-08-12      | 3.9660%  | 0.0000% | $7900000.00        | $7333101.26        | Private Label Collateralized Mortgage Obligations |
| BLP TR 2025-IND2               D      20421215 FLT | 2042-12-15      | 6.6500%  | 0.0000% | $4000000.00        | $4007216.67        | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2015-SRCH             A-1    20350810 3.3 | 2035-08-10      | 3.3120%  | 0.0000% | $5000000.00        | $1412922.13        | Private Label Collateralized Mortgage Obligations |
| APOLLO DEBT SOLUTIONS BDC      SR GLBL REGS 30     | 2030-08-30      | 5.8750%  | 0.0000% | $28000.00          | $28985.00          | Corporate Debt Securities                         |
| F&G ANNUITIES & LIFE INC       SR GLBL NT6.5%29    | 2029-06-04      | 6.5000%  | 0.0000% | $2225000.00        | $2388619.08        | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2019-INV2     B-3-A  20500225 FLT | 2050-02-25      | 3.7048%  | 0.0000% | $521000.00         | $411724.50         | Private Label Collateralized Mortgage Obligations |
| HERITAGE PETE CO LTD           GLBL 144A NT9%29    | 2029-08-12      | 9.0000%  | 0.0000% | $300000.00         | $315090.00         | Corporate Debt Securities                         |
| MELLO MTG CAP ACCP 2022-INV2   A-11   20520425 FLT | 2052-04-25      | 5.0000%  | 0.0000% | $919828.00         | $692908.96         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-NQM2R   A-1    20581025 FLT | 2058-10-25      | 0.9405%  | 0.0000% | $692196.00         | $97003.35          | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-INV3           A-9    20511125 FLT | 2051-11-25      | 5.0000%  | 0.0000% | $5928000.00        | $4217618.49        | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLINES PTC 2019-1     A      20330225 4.5 | 2033-02-25      | 4.5500%  | 0.0000% | $367000.00         | $229977.25         | Asset-Backed Securities                           |
| MARKEL GROUP INC               SR GLBL NT3.5%27    | 2027-11-01      | 3.5000%  | 0.0000% | $9650000.00        | $9561750.75        | Corporate Debt Securities                         |
| SEQUOIA MORTGAGE TRUST 2024-4  A-10   20540525 FLT | 2054-05-25      | 6.0000%  | 0.0000% | $8400000.00        | $2926698.97        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2015-4        A-M    20450625 FLT | 2045-06-25      | 3.0000%  | 0.0000% | $5872192.00        | $658303.75         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2015-JP1 A-5    20490115 3.9 | 2049-01-15      | 3.9140%  | 0.0000% | $285000.00         | $111224.89         | Private Label Collateralized Mortgage Obligations |

### Security 621: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFFC3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CFFC3
- **C.18 - Value (incl. sponsor support):** $500281130.00
- **C.18.a - Value (excl. sponsor support):** $500281130.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $366501.00         | $25068668.40       | Equities   |
| KRANESHARES TRUST              EUROPEAN CARBON  | 2500-12-31      | N/A      | 0.0000% | $1010.00           | $27547.75          | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $211913.00         | $11547139.37       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $36700.00          | $25068302.00       | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1604.00           | $121628.43         | Equities   |
| FLEXSHARES TR                  GLB QLT R/E IDX  | 2500-12-31      | N/A      | 0.0000% | $13084.00          | $795467.95         | Equities   |
| DMC GLOBAL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $22073.00          | $134424.57         | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1773.00           | $18421.47          | Equities   |
| ETF SER SOLUTIONS              CLERSHS PITON IN | 2500-12-31      | N/A      | 0.0000% | $1756.00           | $168172.12         | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $122.00            | $3050.66           | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE SOUTH KOREA | 2500-12-31      | N/A      | 0.0000% | $75932.00          | $2313648.04        | Equities   |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $120894.00         | $25068579.84       | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $102789.00         | $13800451.14       | Equities   |
| SAP SE                         SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $104444.00         | $25068648.88       | Equities   |
| SUTRO BIOPHARMA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $241846.00         | $214348.11         | Equities   |
| INDUSTRIAL LOGISTICS PPTYS TR  COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $369024.00         | $2037012.48        | Equities   |
| ISHARES INC                    US POWER INFRAST | 2500-12-31      | N/A      | 0.0000% | $17577.00          | $454170.35         | Equities   |
| ISHARES TR                     CORE S&P TTL STK | 2500-12-31      | N/A      | 0.0000% | $3663.00           | $543296.16         | Equities   |
| PRA GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $211908.00         | $3449862.24        | Equities   |
| SANOFI SA                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4108.00           | $205523.24         | Equities   |
| ISHARES TR                     CHINA LG-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $636746.00         | $25068690.02       | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $522766.00         | $7062568.66        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $86452.00          | $25067621.92       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $40113.00          | $25068619.35       | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $252432.00         | $12538297.44       | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $90800.00          | $182508.00         | Equities   |
| CHAMPIONSGATE ACQUISITION CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $4873.00           | $49363.49          | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22303.00          | $236523.32         | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $4480.00           | $665728.00         | Equities   |
| PROSHARES TR                   PSHS ULT MCAP400 | 2500-12-31      | N/A      | 0.0000% | $5056.00           | $352352.64         | Equities   |
| DBX ETF TR                     XTKR EMGRIN MKTS | 2500-12-31      | N/A      | 0.0000% | $5196.00           | $189807.80         | Equities   |
| BONDBLOXX ETF TRUST            BONDBLOXX PRIVAT | 2500-12-31      | N/A      | 0.0000% | $37813.00          | $1902383.37        | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $199464.00         | $25068635.52       | Equities   |
| ALLSPRING EXCHANGE TRADED FUND BROAD MARKET COR | 2500-12-31      | N/A      | 0.0000% | $821.00            | $20862.10          | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $9003.00           | $92100.69          | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89123.00          | $901479.15         | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1987.00           | $21161.55          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $2946.00           | $112574.32         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT    | 2500-12-31      | N/A      | 0.0000% | $5749.00           | $207883.84         | Equities   |
| MANHATTAN ASSOCIATES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $57060.00          | $10045413.00       | Equities   |
| ISHARES TR                     IBONDS DEC 2033  | 2500-12-31      | N/A      | 0.0000% | $150893.00         | $3980557.34        | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $99661.00          | $4284426.39        | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $2166.00           | $127109.76         | Equities   |
| SCHWAB STRATEGIC TR            5 10YR CORP BD   | 2500-12-31      | N/A      | 0.0000% | $1080548.00        | $25068713.60       | Equities   |
| ISHARES TR                     IBONDS DEC 2034  | 2500-12-31      | N/A      | 0.0000% | $111014.00         | $2965183.94        | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $330890.00         | $7577381.00        | Equities   |
| ISHARES TR                     TRS FLT RT BD    | 2500-12-31      | N/A      | 0.0000% | $5049.00           | $255428.91         | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $611.00            | $42207.88          | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4009.00           | $110949.07         | Equities   |
| LAUNCH ONE ACQUISITION CORP    SHS CLASS A      | 2500-12-31      | N/A      | 0.0000% | $27904.00          | $293829.12         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $11136.00          | $1842896.64        | Equities   |
| OPTIMUM COMMUNICATIONS INC     CL A             | 2500-12-31      | N/A      | 0.0000% | $3680896.00        | $7030511.36        | Equities   |
| ASCENTAGE PHARMA GROUP INTL    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $8339.00           | $267848.68         | Equities   |
| BOOZ ALLEN HAMILTON HLDG CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $301125.00         | $25068656.25       | Equities   |
| COLUMBIA BKG SYS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $473033.00         | $13415215.88       | Equities   |
| CARNIVAL PLC                   ADS              | 2500-12-31      | N/A      | 0.0000% | $1068116.00        | $25068682.52       | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $13467.00          | $511494.17         | Equities   |
| SP FUNDS TRUST                 S&P GLOBAL TECHN | 2500-12-31      | N/A      | 0.0000% | $497.00            | $17325.87          | Equities   |
| GOLDMAN SACHS ETF TR           MUNI INCOME ETF  | 2500-12-31      | N/A      | 0.0000% | $20465.00          | $1048831.25        | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $3381.00           | $479784.19         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $478.00            | $37470.42          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2029 | 2500-12-31      | N/A      | 0.0000% | $2898.00           | $72855.72          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2034 | 2500-12-31      | N/A      | 0.0000% | $1341.00           | $33665.81          | Equities   |
| GSK PLC                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $248637.00         | $11939548.74       | Equities   |
| T ROWE PRICE ETF INC           INTL EQT RESEARC | 2500-12-31      | N/A      | 0.0000% | $1342.00           | $37145.89          | Equities   |
| COLUMBIA ETF TR I              INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $3654.00           | $142487.00         | Equities   |
| ARGENX SE                      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $112.00            | $102774.56         | Equities   |
| INTERNATIONAL MNY EXPRESS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $40543.00          | $614631.88         | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $6675.00           | $425163.46         | Equities   |
| VINE HILL CAP INVT CORP.       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $159612.00         | $1709444.52        | Equities   |
| WISDOMTREE TR                  INFLATION PLUS F | 2500-12-31      | N/A      | 0.0000% | $1274.00           | $41468.70          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF   | 2500-12-31      | N/A      | 0.0000% | $13020.00          | $1825664.40        | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    SHS              | 2500-12-31      | N/A      | 0.0000% | $235082.00         | $665282.06         | Equities   |
| WEST FRASER TIMBER CO LTD      COM              | 2500-12-31      | N/A      | 0.0000% | $39369.00          | $2407020.66        | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $874.00            | $16116.56          | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $73837.59          | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $324131.00         | $7843970.20        | Equities   |
| PRECIDIAN ETFS TR              HSBC HLDG PLC AD | 2500-12-31      | N/A      | 0.0000% | $3945.00           | $312522.90         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $173176.00         | $796609.60         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $9184.00           | $199476.48         | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $84827.00          | $9459058.77        | Equities   |
| FIDELITY MERRIMACK STR TR      TACTICAL BOND    | 2500-12-31      | N/A      | 0.0000% | $3817.00           | $191492.02         | Equities   |
| THEMES ETF TR                  GLOBAL SYSTEMICA | 2500-12-31      | N/A      | 0.0000% | $8480.00           | $422973.07         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $381900.00         | $6297531.00        | Equities   |
| NOKIA CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $4123136.00        | $25068666.88       | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6576.00           | $68521.92          | Equities   |
| SOPHIA GENETICS SA             ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $96935.00          | $477889.55         | Equities   |
| DEUTSCHE BK AG LONDON BRH      DB GOLD DBL LNG  | 2500-12-31      | N/A      | 0.0000% | $13135.00          | $1986930.14        | Equities   |
| LIVE OAK ACQUISITION CORP V    CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $71062.00          | $728385.50         | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHS EMERG | 2500-12-31      | N/A      | 0.0000% | $13806.00          | $775150.30         | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $132840.00         | $1428030.00        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $298.00            | $12654.78          | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $38645.00          | $1004770.00        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $228009.00         | $19248519.78       | Equities   |
| PEAPACK-GLADSTONE FINL CORP    COM              | 2500-12-31      | N/A      | 0.0000% | $34146.00          | $920234.70         | Equities   |
| HERITAGE INSURANCE HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $48527.00          | $1388842.74        | Equities   |
| TEXAS CAPITAL FUNDS TRUST      TEXAS OIL INDEX  | 2500-12-31      | N/A      | 0.0000% | $2903.00           | $67498.52          | Equities   |
| VANECK ETF TRUST               AA BB CLO ETF    | 2500-12-31      | N/A      | 0.0000% | $22430.00          | $1143963.65        | Equities   |
| BLACKROCK ETF TRUST            ISHARES FINTECH  | 2500-12-31      | N/A      | 0.0000% | $2921.00           | $84131.81          | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $433639.00         | $25068670.59       | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $4382.00           | $166691.28         | Equities   |
| ALPS ETF TR                    EM SECT DIV DG   | 2500-12-31      | N/A      | 0.0000% | $3649.00           | $87349.40          | Equities   |
| ACUMEN PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $307960.00         | $600522.00         | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $159065.00         | $25068644.00       | Equities   |

### Security 622: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFHT4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CFHT4
- **C.18 - Value (incl. sponsor support):** $146200000.00
- **C.18.a - Value (excl. sponsor support):** $146200000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MRCD 2019-PARK MORTGAGE TRUST  D      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $200000.00         | $145127.63         | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 4.0327%  | 0.0000% | $2500000.00        | $2430048.85        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C23     D      20571017 FLT | 2057-10-17      | 4.0373%  | 0.0000% | $6281000.00        | $4933838.57        | Private Label Collateralized Mortgage Obligations |
| CSFB MTG PTC 2003-29           D-B-2  20331225 FLT | 2033-12-25      | 6.1214%  | 0.0000% | $8000000.00        | $586765.21         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.8340%  | 0.0000% | $4022000.00        | $1874149.54        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $4902000.00        | $2637287.97        | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.8218% | 0.0000% | $11831907.00       | $12996270.96       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $2998838.00        | $735492.76         | Private Label Collateralized Mortgage Obligations |
| LBA TR 2024-BOLT               E      20390615 FLT | 2039-06-15      | 7.6471%  | 0.0000% | $500000.00         | $502630.72         | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $3812000.00        | $3024389.12        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 6.0490%  | 0.0000% | $2599000.00        | $2599814.39        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2019-BWAY         E      20341115 FLT | 2034-11-15      | 6.9235%  | 0.0000% | $130000.00         | $1170.04           | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.3553% | 0.0000% | $26550000.00       | $19926081.15       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-AURA E      20421015 FLT | 2042-10-15      | 8.8973%  | 0.0000% | $13020000.00       | $13034333.67       | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-JDI        E      20421117 FLT | 2042-11-17      | 7.4000%  | 0.0000% | $8000000.00        | $8011746.60        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 6.0735%  | 0.0000% | $3750000.00        | $63797.42          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $47132000.00       | $31945002.45       | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC COR  TR 2020-DUNE   E      20361215 FLT | 2036-12-15      | 6.7300%  | 0.0000% | $5750000.00        | $5078633.53        | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              E      20411115 8.8 | 2041-11-15      | 8.8191%  | 0.0000% | $8500000.00        | $9035987.01        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.2160%  | 0.0000% | $8246000.00        | $6766385.22        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    H      20361215 FLT | 2036-12-15      | 11.3235% | 0.0000% | $280000.00         | $1122.37           | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.0735%  | 0.0000% | $3482000.00        | $1503639.34        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          D      20330915 FLT | 2033-09-15      | 6.4316%  | 0.0000% | $1909000.00        | $577133.64         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 2.0027%  | 0.0000% | $2500000.00        | $1060932.50        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2681%  | 0.0000% | $5096000.00        | $5117743.11        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.8911%  | 0.0000% | $725000.00         | $671472.06         | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.5728%  | 0.0000% | $7500000.00        | $5484386.72        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.1490%  | 0.0000% | $13400000.00       | $13472931.91       | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.4005%  | 0.0000% | $7900000.00        | $7907919.75        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2015-GC33  D      20580912 3.1 | 2058-09-12      | 3.1720%  | 0.0000% | $9000000.00        | $5466501.00        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $537265.00         | Private Label Collateralized Mortgage Obligations |

### Security 623: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFHV9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CFHV9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $910700.00         | $900334.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $16181000.00       | $16062783.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $87958800.00       | $88377842.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $28174700.00       | $28900645.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $46038900.00       | $46452264.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $75000000.00       | $74319380.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $50000000.00       | $47113104.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $901000.00         | $857770.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1177000.00        | $1165256.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $2318000.00        | $2463210.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $50000000.00       | $49184990.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $193200.00         | $195976.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $20423700.00       | $20035727.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $41107000.00       | $39634460.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $117238800.00      | $111651327.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $15246600.00       | $14478413.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $2013000.00        | $2080115.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $50000000.00       | $48919513.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $400.00            | $850.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $9111000.00        | $9198903.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $416000.00         | $423673.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1110000.00        | $1156759.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $469600.00         | $441598.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $50700.00          | $50249.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $8300.00           | $8336.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1120000.00        | $1157873.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $469500.00         | $480601.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $24844100.00       | $23387611.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $50000000.00       | $50239038.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50275653.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $1243800.00        | $1266320.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $37190000.00       | $38216602.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $2027000.00        | $2131687.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $5110600.00        | $5201489.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.9304%  | 0.0000% | $75053300.00       | $75270674.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $241026300.00      | $249999982.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $25000000.00       | $25947302.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $33700.00          | $34419.85          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $6075100.00        | $6240973.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $99523000.00       | $87601283.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $25831000.00       | $25790154.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $28300.00          | $27408.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $6853900.00        | $6957023.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $200.00            | $197.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $5000.00           | $5197.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $5051500.00        | $4437152.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $284800.00         | $292788.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $458400.00         | $451907.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $4541000.00        | $4351398.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $19763100.00       | $18781364.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $4485100.00        | $4238404.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $72132100.00       | $68927099.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $45098400.00       | $45279997.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $200000.00         | $209667.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $2900000.00        | $2932428.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $90792500.00       | $93615830.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.9624%  | 0.0000% | $190116600.00      | $190721391.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $29000000.00       | $29046094.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $5059200.00        | $4943926.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $30500000.00       | $30215094.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $34900000.00       | $34487977.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $3397900.00        | $3335412.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1187200.00        | $1191536.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $363000.00         | $319584.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $703000.00         | $708118.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $24881000.00       | $24601330.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $4412100.00        | $4474957.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $65480800.00       | $66095923.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $74991000.00       | $67655947.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $3940000.00        | $3957165.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $22751400.00       | $23305931.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $78000.00          | $77305.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $22800.00          | $22520.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $47470000.00       | $45480849.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $2557400.00        | $2513614.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $564200.00         | $556421.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $518900.00         | $504802.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $3950000.00        | $3951726.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $11603000.00       | $12108073.83       | U.S. Treasuries (including strips) |

### Security 624: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.560000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CFHX5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CFHX5
- **C.18 - Value (incl. sponsor support):** $499971755.00
- **C.18.a - Value (excl. sponsor support):** $499971755.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| TEXAS DEBT C 5.80961 24APR38 144A F                | 2038-04-24      | 5.4154%  | 0.0000% | $30000000.00       | $30047549.46       | Asset-Backed Securities |
| MADISON PARK FDG LTD 2024-60R  B-R    20371026 FLT | 2037-10-26      | 5.6080%  | 0.0000% | $250000.00         | $251258.72         | Asset-Backed Securities |
| PARK BLUE CLO 2022-II LTD 2022 A-1R   20370720 FLT | 2037-07-20      | 5.3044%  | 0.0000% | $110000.00         | $110799.31         | Asset-Backed Securities |
| GREAT AMER LEAS REC FDG 2025-2 A-4    20320915 4.2 | 2032-09-15      | 4.2900%  | 0.0000% | $4600000.00        | $4625932.50        | Asset-Backed Securities |
| MERCEDES-BENZ AUTO TR 2021-1   A-4    20271215 0.7 | 2027-12-15      | 0.7300%  | 0.0000% | $8241000.00        | $2858840.91        | Asset-Backed Securities |
| MERCEDES-BENZ AUTO 2024-B      A3     20280215 4.2 | 2028-02-15      | 4.2300%  | 0.0000% | $6880000.00        | $6901159.44        | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        B      20270215 6.2 | 2027-02-15      | 6.2000%  | 0.0000% | $750000.00         | $753818.17         | Asset-Backed Securities |
| PALMER SQUARE LOAN 2024-2      A-1    20330118 FLT | 2033-01-18      | 4.9045%  | 0.0000% | $250000.00         | $185817.11         | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2409121.25        | Asset-Backed Securities |
| MEACHAM PK CLO LTD 2024-1      B      20371020 FLT | 2037-10-20      | 5.4844%  | 0.0000% | $1000000.00        | $1006601.48        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2020-4 TR E      20271015 3.5 | 2027-10-15      | 3.5100%  | 0.0000% | $4850000.00        | $2275105.32        | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-4 C      20280316 1.3 | 2028-03-16      | 1.3700%  | 0.0000% | $230000.00         | $229705.75         | Asset-Backed Securities |
| 37 CAPITAL CLO LTD 2022-2R     D-R    20340717 FLT | 2034-07-17      | 7.3045%  | 0.0000% | $5650000.00        | $5690045.91        | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2022-4   C      20291115 5.0 | 2029-11-15      | 5.0000%  | 0.0000% | $845000.00         | $767217.41         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    C      20300315 5.4 | 2030-03-15      | 5.4500%  | 0.0000% | $2000000.00        | $2027712.11        | Asset-Backed Securities |
| KATAYMA CLO 2023-1  LTD        D      20361020 FLT | 2036-10-20      | 9.1344%  | 0.0000% | $5210000.00        | $5260253.80        | Asset-Backed Securities |
| LCM LTD 2021-35                D      20341016 FLT | 2034-10-16      | 7.5662%  | 0.0000% | $15000000.00       | $14496562.76       | Asset-Backed Securities |
| KATAYMA CLO 2023-1  LTD        A-1    20361020 FLT | 2036-10-20      | 5.8844%  | 0.0000% | $21280000.00       | $21410335.96       | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 B      20310218 5.0 | 2031-02-18      | 5.0400%  | 0.0000% | $2371000.00        | $2428940.13        | Asset-Backed Securities |
| OCP CLO LTD 2021-21R           A-R    20380120 FLT | 2038-01-20      | 5.0644%  | 0.0000% | $1000000.00        | $999216.48         | Asset-Backed Securities |
| NEW RESI MTG TR 2019-RPL3      B2     20590725 FLT | 2059-07-25      | 3.9787%  | 0.0000% | $40981000.00       | $36562107.82       | Asset-Backed Securities |
| MADISON PARK FDG LTD 2022-54R  C-R    20371021 FLT | 2037-10-21      | 5.8700%  | 0.0000% | $500000.00         | $502763.03         | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        A-4    20270115 5.8 | 2027-01-15      | 5.8700%  | 0.0000% | $366000.00         | $96223.59          | Asset-Backed Securities |
| CNH EQUIPMENT TR 2021-C        B      20290416 1.4 | 2029-04-16      | 1.4100%  | 0.0000% | $320000.00         | $318747.57         | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80-RR      C-RR   20330118 FLT | 2033-01-18      | 5.7316%  | 0.0000% | $340000.00         | $341828.15         | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      C      20280615 6.2 | 2028-06-15      | 6.2100%  | 0.0000% | $1355000.00        | $857736.65         | Asset-Backed Securities |
| EFMT TR 2025-CES1              A-1A   20600125 FLT | 2060-01-25      | 5.7260%  | 0.0000% | $15900000.00       | $14270691.13       | Asset-Backed Securities |
| EXETER AUTOMOBILE RECEV 2023-1 C      20280215 5.8 | 2028-02-15      | 5.8200%  | 0.0000% | $1780000.00        | $171219.45         | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $12050000.00       | $10585191.26       | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2025-D D      20320217 5.4 | 2032-02-17      | 5.4500%  | 0.0000% | $6500000.00        | $6571552.36        | Asset-Backed Securities |
| CPS AUTO RCVBLS TR 2021-C      D      20270615 1.6 | 2027-06-15      | 1.6900%  | 0.0000% | $210000.00         | $14230.82          | Asset-Backed Securities |
| CREDIT ACCEPT AUT LN TR 2024-1 A      20340315 5.6 | 2034-03-15      | 5.6800%  | 0.0000% | $15395000.00       | $15556156.58       | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2023-5  A      20331215 6.1 | 2033-12-15      | 6.1300%  | 0.0000% | $10000000.00       | $10103276.11       | Asset-Backed Securities |
| ARBYS FUNDING LLC 2020-1       A-2    20500730 3.2 | 2050-07-30      | 3.2370%  | 0.0000% | $1750000.00        | $1611842.86        | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2022-3     B      20270220 5.3 | 2027-02-20      | 5.3100%  | 0.0000% | $6738000.00        | $3376819.45        | Asset-Backed Securities |
| BAIN CAPITAL CR CLO LTD 2024-6 A-1    20380121 FLT | 2038-01-21      | 5.2000%  | 0.0000% | $30000000.00       | $30244465.41       | Asset-Backed Securities |
| BCC MIDDLE MARKET CLO 2019-1RR A-2-RR 20360715 FLT | 2036-07-15      | 5.5045%  | 0.0000% | $1000000.00        | $1000847.77        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      D      20291015 6.0 | 2029-10-15      | 6.0200%  | 0.0000% | $3205000.00        | $3269388.09        | Asset-Backed Securities |
| WESTLAKE AUTOMBL REC TR 2023-4 C      20281115 6.6 | 2028-11-15      | 6.6400%  | 0.0000% | $1000000.00        | $1023606.78        | Asset-Backed Securities |
| SANT DR AUTOREC TR 2024-3      A-3    20290116 5.6 | 2029-01-16      | 5.6300%  | 0.0000% | $1469000.00        | $931097.00         | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   C      20300515 5.0 | 2030-05-15      | 5.0900%  | 0.0000% | $417000.00         | $390258.40         | Asset-Backed Securities |
| PROGRESS RES TRUST 2025-SFR5   C      20421017 4.0 | 2042-10-17      | 4.0000%  | 0.0000% | $3136000.00        | $3021642.62        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  B      20280717 5.6 | 2028-07-17      | 5.6100%  | 0.0000% | $1187000.00        | $854765.86         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2025-4    B      20320115 4.2 | 2032-01-15      | 4.2700%  | 0.0000% | $4000000.00        | $4015174.00        | Asset-Backed Securities |
| FIRST INV AUTO OWN TR 2021-2   D      20271215 1.6 | 2027-12-15      | 1.6600%  | 0.0000% | $5340000.00        | $5282383.77        | Asset-Backed Securities |
| TESLA ELECTRC VEHICLE 2023-1   A-3    20280620 5.3 | 2028-06-20      | 5.3800%  | 0.0000% | $835000.00         | $842086.27         | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2021-4R  C-R    20380715 FLT | 2038-07-15      | 5.7545%  | 0.0000% | $2575000.00        | $2600689.04        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2025-D     A-3    20300916 3.9 | 2030-09-16      | 3.9900%  | 0.0000% | $9000000.00        | $9055047.00        | Asset-Backed Securities |
| HALSEYPOINT CLO II LTD 2020-2R A-R    20370720 FLT | 2037-07-20      | 5.4044%  | 0.0000% | $10000000.00       | $10073748.10       | Asset-Backed Securities |
| PROGRESS RES TR 2022-SFR6      C      20390719 5.1 | 2039-07-19      | 5.1950%  | 0.0000% | $2590000.00        | $2601103.98        | Asset-Backed Securities |
| PROGRESS RES TR 2025-SFR2      B      20420417 3.5 | 2042-04-17      | 3.5550%  | 0.0000% | $10026000.00       | $9543440.49        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.5745%  | 0.0000% | $3250000.00        | $3281178.31        | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  B      20270315 6.1 | 2027-03-15      | 6.1100%  | 0.0000% | $100000.00         | $100594.04         | Asset-Backed Securities |
| NISSAN AUTO REC TR 2024-B      A-2B   20270615 FLT | 2027-06-15      | 4.5220%  | 0.0000% | $20055000.00       | $8781120.35        | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1392199.56        | Asset-Backed Securities |
| STELLANTIS FIN UW TR 2025-A    A-2    20270720 4.6 | 2027-07-20      | 4.6300%  | 0.0000% | $730000.00         | $626339.50         | Asset-Backed Securities |
| AGL CLO LTD 2022-17R           B-R    20350122 FLT | 2035-01-22      | 5.2700%  | 0.0000% | $2635000.00        | $2646364.06        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2025-X2    A      20301015 4.4 | 2030-10-15      | 4.4500%  | 0.0000% | $5389000.00        | $5400161.22        | Asset-Backed Securities |
| APIDOS CLO 2021-37             A      20341023 FLT | 2034-10-23      | 5.2490%  | 0.0000% | $25000000.00       | $25145619.10       | Asset-Backed Securities |
| BRIDGEST LDG AUT SEC TR 2024-3 D      20300515 5.8 | 2030-05-15      | 5.8300%  | 0.0000% | $15917000.00       | $16170848.74       | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  C      20310515 4.6 | 2031-05-15      | 4.6900%  | 0.0000% | $5250000.00        | $5276053.71        | Asset-Backed Securities |
| CREDIT ACCEP AT LN TR 2022-3   C      20330215 8.4 | 2033-02-15      | 8.4500%  | 0.0000% | $2000000.00        | $1329513.47        | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-2    20280510 4.7 | 2028-05-10      | 4.7800%  | 0.0000% | $4115000.00        | $2208309.48        | Asset-Backed Securities |
| WF CARD ISSUANCE TR 2024-2     A      20291015 4.2 | 2029-10-15      | 4.2900%  | 0.0000% | $9129000.00        | $9226371.44        | Asset-Backed Securities |
| WF CARD ISSUANCE 2024-1        A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $6500000.00        | $6598142.78        | Asset-Backed Securities |
| WESTLAKE AUTOMOBILE REC 2025-3 A-2A   20280417 4.3 | 2028-04-17      | 4.3100%  | 0.0000% | $770000.00         | $771654.26         | Asset-Backed Securities |
| WESTLAKE AUTOMOBLE RECV 2024-2 D      20300415 5.9 | 2030-04-15      | 5.9100%  | 0.0000% | $245000.00         | $250944.72         | Asset-Backed Securities |
| PARK BLUE CLO LTD 2025-8       A-1    20381025 FLT | 2038-10-25      | 5.2553%  | 0.0000% | $150000.00         | $151448.82         | Asset-Backed Securities |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7220290.71        | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2024-4 A-2    20271015 4.7 | 2027-10-15      | 4.7600%  | 0.0000% | $15400000.00       | $3464138.00        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    C      20310815 0.0 | 2031-08-15      | 4.7400%  | 0.0000% | $7000000.00        | $7048958.00        | Asset-Backed Securities |
| GM FIN CONS AUT REC TR 2022-3  C      20280316 4.7 | 2028-03-16      | 4.7200%  | 0.0000% | $75000.00          | $75268.90          | Asset-Backed Securities |
| GLS AUTO RECEIVABLES ISSUER TR C      20290515 6.0 | 2029-05-15      | 6.0100%  | 0.0000% | $1892000.00        | $1914360.18        | Asset-Backed Securities |
| GLS AUTO SELECT 2023-2         A-2    20280615 6.3 | 2028-06-15      | 6.3700%  | 0.0000% | $3950000.00        | $684016.08         | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A C      20341120 5.3 | 2034-11-20      | 5.3800%  | 0.0000% | $2910000.00        | $2930293.05        | Asset-Backed Securities |
| PRESTIGE AUTO RECEIVABLES 2023 B      20271215 6.6 | 2027-12-15      | 6.6400%  | 0.0000% | $3215000.00        | $1701552.87        | Asset-Backed Securities |
| SFS AUTO RECEIVABLES 2024-2    B      20300820 5.4 | 2030-08-20      | 5.4100%  | 0.0000% | $20000.00          | $20616.20          | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 B      20290917 4.9 | 2029-09-17      | 4.9300%  | 0.0000% | $1600000.00        | $1612891.64        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2021-4    D      20271015 1.6 | 2027-10-15      | 1.6700%  | 0.0000% | $7615000.00        | $1432209.66        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      M-1    20591125 FLT | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3104717.22        | Asset-Backed Securities |
| MMAF EQUIP FIN 2019-B          A-5    20411112 2.2 | 2041-11-12      | 2.2900%  | 0.0000% | $2960000.00        | $2388590.47        | Asset-Backed Securities |
| MADISON PARK FUNDING 2025-69   B      20370727 FLT | 2037-07-27      | 5.8080%  | 0.0000% | $1000000.00        | $1006372.65        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2025-4    A-2    20281016 0.0 | 2028-10-16      | 4.3700%  | 0.0000% | $10918000.00       | $10943273.36       | Asset-Backed Securities |
| EXETER SELECT AUTOMOBIL 2025-3 D      20320517 5.5 | 2032-05-17      | 5.5400%  | 0.0000% | $3000000.00        | $3042004.67        | Asset-Backed Securities |
| DELL EQUIPMENT FIN TR 2025-2   A-3    20310324 4.1 | 2031-03-24      | 4.1200%  | 0.0000% | $2500000.00        | $2507881.67        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-5 D      20320315 5.1 | 2032-03-15      | 5.1600%  | 0.0000% | $14722000.00       | $14844379.07       | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 6.9816%  | 0.0000% | $1000000.00        | $980585.23         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    D      20271210 1.8 | 2027-12-10      | 1.8200%  | 0.0000% | $265000.00         | $262817.99         | Asset-Backed Securities |
| BATTERY PK CLO 2022-2R LTD     B-R    20371020 FLT | 2037-10-20      | 5.7844%  | 0.0000% | $2000000.00        | $2017452.95        | Asset-Backed Securities |
| CARVANA AUTO RECB TR 2021-N1   C      20280110 1.3 | 2028-01-10      | 1.3000%  | 0.0000% | $1660000.00        | $129050.36         | Asset-Backed Securities |
| CCG REC TR 2022-1              B      20290716 4.4 | 2029-07-16      | 4.4200%  | 0.0000% | $450000.00         | $398497.88         | Asset-Backed Securities |
| BATTERY PK CLO LTD 2019-1R     D-R    20360715 FLT | 2036-07-15      | 7.6545%  | 0.0000% | $1400000.00        | $1404151.77        | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $11585000.00       | $3523884.79        | Asset-Backed Securities |
| BARINGS CLO LTD 2019-3RR       A-1-RR 20360122 FLT | 2036-01-22      | 5.0244%  | 0.0000% | $778660.00         | $781668.08         | Asset-Backed Securities |
| BRIDGECREST LEN AUTO 2024-1    C      20290416 5.6 | 2029-04-16      | 5.6500%  | 0.0000% | $2592000.00        | $2615098.03        | Asset-Backed Securities |
| ALLEGRO CLO LTD 2022-15R       B-R    20380420 FLT | 2038-04-20      | 5.5044%  | 0.0000% | $4000000.00        | $4024212.57        | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-3    20290118 5.4 | 2029-01-18      | 5.4300%  | 0.0000% | $100000.00         | $100949.43         | Asset-Backed Securities |
| AMERICREDIT AUTO REC 2022-1    C      20270920 2.9 | 2027-09-20      | 2.9800%  | 0.0000% | $13005000.00       | $12473193.54       | Asset-Backed Securities |
| SYNCHRONY CR ISSUANC TR 2025-2 A      20310515 4.4 | 2031-05-15      | 4.4900%  | 0.0000% | $250000.00         | $253894.85         | Asset-Backed Securities |
| ONEMAIN FIN ISSUANCE TR 2022-3 A      20340515 5.9 | 2034-05-15      | 5.9400%  | 0.0000% | $97796000.00       | $29829948.27       | Asset-Backed Securities |
| KUBOTA CREDIT OWNER TR 2024-1  A-4    20300115 5.2 | 2030-01-15      | 5.2000%  | 0.0000% | $4523000.00        | $4642758.99        | Asset-Backed Securities |
| LAD AUTO RECEIV TR 2025-2      A4     20300715 4.3 | 2030-07-15      | 4.3600%  | 0.0000% | $3500000.00        | $3536695.56        | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.3580%  | 0.0000% | $1650000.00        | $1676469.82        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-2 B      20280415 5.4 | 2028-04-15      | 5.4500%  | 0.0000% | $520000.00         | $522356.67         | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 D      20300513 5.8 | 2030-05-13      | 5.8600%  | 0.0000% | $16090000.00       | $16340142.30       | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2023-1 D      20290412 6.3 | 2029-04-12      | 6.3500%  | 0.0000% | $700000.00         | $708564.66         | Asset-Backed Securities |
| CHASE AUTO OWNER TR 2025-1     C      20301225 4.9 | 2030-12-25      | 4.9300%  | 0.0000% | $2500000.00        | $2546514.58        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-4      D      20301216 5.8 | 2030-12-16      | 5.8100%  | 0.0000% | $3242000.00        | $3299766.13        | Asset-Backed Securities |
| ENT AUTO RECEIVABLES 2023-1    A-3    20290116 6.2 | 2029-01-16      | 6.2400%  | 0.0000% | $5800000.00        | $3859383.01        | Asset-Backed Securities |
| HINNT LLC 2024-A               A      20430316 5.4 | 2043-03-16      | 5.4900%  | 0.0000% | $100000.00         | $48750.52          | Asset-Backed Securities |
| APIDOS CLO 2021-35             A      20340420 FLT | 2034-04-20      | 5.1961%  | 0.0000% | $21000000.00       | $21141730.16       | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $12000000.00       | $1652437.35        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2022-4 D      20290213 8.0 | 2029-02-13      | 8.0000%  | 0.0000% | $165000.00         | $92202.63          | Asset-Backed Securities |
| ARES LXI CLO LTD 2021-61R      D-R    20370420 FLT | 2037-04-20      | 7.7844%  | 0.0000% | $1000000.00        | $1015133.14        | Asset-Backed Securities |
| AMUR EQUIP FIN REC LLC 2022-2  A-2    20280621 5.3 | 2028-06-21      | 5.3000%  | 0.0000% | $1715000.00        | $183890.70         | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 D      20320712 5.1 | 2032-07-12      | 5.1900%  | 0.0000% | $7100000.00        | $7139615.63        | Asset-Backed Securities |
| BRIDGECREST LENDIN AUTO 2024-4 A-2    20270915 4.8 | 2027-09-15      | 4.8400%  | 0.0000% | $92000.00          | $14550.21          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    B      20271110 5.8 | 2027-11-10      | 5.8500%  | 0.0000% | $12500000.00       | $2058829.22        | Asset-Backed Securities |

### Security 625: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CH7F1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CH7F1
- **C.18 - Value (incl. sponsor support):** $250085337.50
- **C.18.a - Value (excl. sponsor support):** $250085337.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2015554.11        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 4.9898%  | 0.0000% | $6963239.00        | $4309168.22        | Private Label Collateralized Mortgage Obligations |
| ARIXA MORTGAGE TRUST 2025-RTL1 A1     20300825 FLT | 2030-08-25      | 5.7350%  | 0.0000% | $19727000.00       | $19860846.06       | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         E      20370316 FLT | 2037-03-16      | 6.5930%  | 0.0000% | $13750000.00       | $11307736.12       | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 5.1215%  | 0.0000% | $1500000.00        | $1341840.23        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65B    20520517 4.1 | 2052-05-17      | 4.1396%  | 0.0000% | $900000.00         | $217932.93         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.6479%  | 0.0000% | $3122000.00        | $2268922.54        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $4245200.60        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.5735%  | 0.0000% | $3000000.00        | $301268.50         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E C      20320913 FLT | 2032-09-13      | 4.4382%  | 0.0000% | $4350000.00        | $3451005.72        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 8.7235%  | 0.0000% | $5000000.00        | $53300.73          | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 6.0490%  | 0.0000% | $16701000.00       | $16706233.21       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.8073%  | 0.0000% | $15385000.00       | $11767300.87       | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  B      20340615 FLT | 2034-06-15      | 5.2060%  | 0.0000% | $5500000.00        | $5182979.71        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP 2021-ROSS TR   F      20360616 FLT | 2036-06-16      | 8.1240%  | 0.0000% | $8000000.00        | $4562540.00        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  E      20350615 FLT | 2035-06-15      | 6.7160%  | 0.0000% | $13700000.00       | $1545139.28        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   B      20321115 FLT | 2032-11-15      | 5.6560%  | 0.0000% | $8250000.00        | $8197460.96        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.4660%  | 0.0000% | $4750000.00        | $3381204.38        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 D      20501017 2.7 | 2050-10-17      | 2.7000%  | 0.0000% | $6550000.00        | $5604396.15        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      F      20380816 FLT | 2038-08-16      | 6.9235%  | 0.0000% | $5000000.00        | $1699082.12        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2025-COPT       D      20420815 FLT | 2042-08-15      | 7.2090%  | 0.0000% | $8000000.00        | $8030825.89        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $700000.00         | $655666.55         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.3735%  | 0.0000% | $4385000.00        | $447008.75         | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-4     B-3-1  20560825 FLT | 2056-08-25      | 4.6780%  | 0.0000% | $2460000.00        | $1798246.47        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.9666%  | 0.0000% | $4000000.00        | $2953151.89        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- B-2    20631025 FLT | 2063-10-25      | 7.5008%  | 0.0000% | $6665000.00        | $6002068.36        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2025-NQM1             B-2    20700125 FLT | 2070-01-25      | 7.2691%  | 0.0000% | $4920000.00        | $4918601.90        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C40 G      20501017 FLT | 2050-10-17      | 4.4379%  | 0.0000% | $4001000.00        | $1200833.72        | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.4735%  | 0.0000% | $12000000.00       | $11641918.42       | Private Label Collateralized Mortgage Obligations |
| STWD LLC 2025-FL4              A-S    20421219 FLT | 2042-12-19      | 5.7000%  | 0.0000% | $20000000.00       | $20009300.00       | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 D      20480515 FLT | 2048-05-15      | 3.9258%  | 0.0000% | $9700000.00        | $4880393.82        | Private Label Collateralized Mortgage Obligations |
| IMPAC CMB TR 2005-1            B      20350425 FLT | 2035-04-25      | 6.0188%  | 0.0000% | $3187500.00        | $59274.74          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP F      20380415 FLT | 2038-04-15      | 11.3930% | 0.0000% | $20748000.00       | $20422570.36       | Private Label Collateralized Mortgage Obligations |
| VRTX TR 2025-HQ                A      20420807 FLT | 2042-08-07      | 5.0905%  | 0.0000% | $14550000.00       | $14838189.46       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $115000.00         | $26392.94          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 E      20481217 FLT | 2048-12-17      | 4.8089%  | 0.0000% | $1500000.00        | $1475409.96        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.3300%  | 0.0000% | $750000.00         | $458499.54         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2013-LC12  B      20460717 FLT | 2046-07-17      | 3.9119%  | 0.0000% | $40000.00          | $1221.15           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  F      20481217 3.3 | 2048-12-17      | 3.3340%  | 0.0000% | $9361000.00        | $4514140.99        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     C      20460817 FLT | 2046-08-17      | 4.2837%  | 0.0000% | $6867000.00        | $6202568.29        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-1    20690125 FLT | 2069-01-25      | 7.9090%  | 0.0000% | $5281000.00        | $5390531.90        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         B-2    20690225 FLT | 2069-02-25      | 8.6825%  | 0.0000% | $1850000.00        | $1887848.53        | 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         | $225433.73         | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY CRE NT 2022-FL1 LTD D      20370115 FLT | 2037-01-15      | 7.1420%  | 0.0000% | $8000000.00        | $8018418.27        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          B      20330310 3.4 | 2033-03-10      | 3.4729%  | 0.0000% | $7860000.00        | $7376159.43        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.8369%  | 0.0000% | $4086750.00        | $726677.77         | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG TR 2021-1    B-2    20650525 3.9 | 2065-05-25      | 3.9550%  | 0.0000% | $4320000.00        | $3955596.12        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2018-2    E      20521118 FLT | 2052-11-18      | 6.2374%  | 0.0000% | $1000000.00        | $980599.03         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2018-HCLV          E      20330915 FLT | 2033-09-15      | 6.7550%  | 0.0000% | $9747000.00        | $1007248.11        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE13        D      20461113 FLT | 2046-11-13      | 5.1119%  | 0.0000% | $6866000.00        | $3802829.80        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       B-2    20690527 FLT | 2069-05-27      | 8.0945%  | 0.0000% | $4080000.00        | $3914510.67        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-2    20640625 FLT | 2064-06-25      | 7.6979%  | 0.0000% | $570000.00         | $492053.32         | Private Label Collateralized Mortgage Obligations |
| TRTX ISSUER LTD 2022-FL5       D      20390217 FLT | 2039-02-17      | 7.3626%  | 0.0000% | $2500000.00        | $2449912.89        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN11  M-2    20450725 FLT | 2045-07-25      | 6.7218%  | 0.0000% | $5000000.00        | $4998950.75        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.5646%  | 0.0000% | $6366000.00        | $5160651.48        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3608%  | 0.0000% | $2111942.00        | $950461.76         | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $14790000.00       | $10903113.53       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF F      20341115 FLT | 2034-11-15      | 8.6060%  | 0.0000% | $2500000.00        | $2403614.31        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7316%  | 0.0000% | $4466250.00        | $3540788.20        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         B-2    20690625 FLT | 2069-06-25      | 7.9998%  | 0.0000% | $560000.00         | $569039.57         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-5    20560225 FLT | 2056-02-25      | 6.5626%  | 0.0000% | $261000.00         | $190165.63         | Private Label Collateralized Mortgage Obligations |

### Security 626: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.960000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CHEX4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1CHEX4
- **C.18 - Value (incl. sponsor support):** $1410000000.00
- **C.18.a - Value (excl. sponsor support):** $1410000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $15000000.00       | $14169704.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $139531200.00      | $139461651.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $920700.00         | $937375.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $166982900.00      | $170931233.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $21500.00          | $21914.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $33471000.00       | $33761407.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $141852300.00      | $142629728.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $8341000.00        | $8704080.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $99982400.00       | $102628459.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $4100.00           | $4198.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $2560900.00        | $2538129.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $18980000.00       | $18696158.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $2656500.00        | $2595971.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $25404000.00       | $25166697.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $101788500.00      | $99828796.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $150000000.00      | $154672368.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $892500.00         | $904221.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $2000.00           | $2096.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $54661600.00       | $54881705.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $3389300.00        | $3010287.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $6319800.00        | $6016581.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $16812100.00       | $15975635.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $8161500.00        | $8054758.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $66000.00          | $61805.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $6071800.00        | $5818282.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $5491000.00        | $5505425.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $4166000.00        | $3978150.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $500.00            | $510.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $99398000.00       | $105909198.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $957000.00         | $964872.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $456500.00         | $464611.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $154777600.00      | $159662609.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $354000.00         | $372661.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $24000.00          | $24515.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1952700.00        | $2011146.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $899000.00         | $947147.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $49875000.00       | $51445936.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $4335000.00        | $4453362.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $1000.00           | $1037.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $1572000.00        | $1600462.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $1406800.00        | $1426851.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $4509500.00        | $4449877.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1085800.00        | $1122516.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $10864700.00       | $10912699.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $2446000.00        | $2487785.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $2600.00           | $2627.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $11108000.00       | $11399208.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.9624%  | 0.0000% | $69800.00          | $70022.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $58000.00          | $59069.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $892400.00         | $843513.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $2469000.00        | $2334470.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $8530000.00        | $8654995.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $400.00            | $379.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $2170000.00        | $2190704.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $1061000.00        | $1073533.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $8960900.00        | $8545127.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $4204000.00        | $3964096.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $22353000.00       | $21359803.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $12918400.00       | $12172518.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $900.00            | $1033.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $2000000.00        | $2009528.15        | U.S. Treasuries (including strips) |

### Security 627: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CIWO2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1CIWO2
- **C.18 - Value (incl. sponsor support):** $300513327.00
- **C.18.a - Value (excl. sponsor support):** $300513327.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $855.00            | $187450.20         | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BULL 2 | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $134609.50         | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS CO | 2500-12-31      | N/A      | 0.0000% | $8499.00           | $276217.50         | Equities   |
| CAYSON ACQUISITION CORP        SHS              | 2500-12-31      | N/A      | 0.0000% | $4249.00           | $44826.95          | Equities   |
| BANK MONTREAL QUE              NT LKD 41        | 2500-12-31      | N/A      | 0.0000% | $98.00             | $24646.02          | Equities   |
| DIREXION SHS ETF TR            DLY FTS BUL 3X   | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3016.63           | Equities   |
| DIREXION SHS ETF TR            DLY SMCAP BULL3X | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3198.15           | Equities   |
| FACT II ACQUISITION CORP       ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $2983.00           | $30933.71          | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $45805.00          | $134208.65         | Equities   |
| WISDOMTREE TR                  US QTLY DIV GRT  | 2500-12-31      | N/A      | 0.0000% | $9784.00           | $877233.44         | Equities   |
| WISDOMTREE TR                  EM EX ST-OWNED   | 2500-12-31      | N/A      | 0.0000% | $128980.00         | $4943803.40        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3113.91           | Equities   |
| ISHARES TR                     CHINA SM-CAP ETF | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3090.56           | Equities   |
| ISHARES TR                     GLOBAL FINLS ETF | 2500-12-31      | N/A      | 0.0000% | $171.00            | $19854.81          | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $6280.00           | $640748.40         | Equities   |
| ISHARES TR                     MSCI UAE ETF     | 2500-12-31      | N/A      | 0.0000% | $93609.00          | $1734574.77        | Equities   |
| ISHARES TR                     CORE S&P TTL STK | 2500-12-31      | N/A      | 0.0000% | $862.00            | $127851.84         | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $2085.00           | $120304.50         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE BOND ETF  | 2500-12-31      | N/A      | 0.0000% | $600.00            | $32778.00          | Equities   |
| ISHARES TR                     MSCI PERU AND GL | 2500-12-31      | N/A      | 0.0000% | $89.00             | $5615.90           | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1209.33           | Equities   |
| MORGAN STANLEY PATHWAY FDS     SMALL MID CAP EQ | 2500-12-31      | N/A      | 0.0000% | $66.00             | $3428.04           | Equities   |
| VANECK ETF TRUST               OIL SERVICES ETF | 2500-12-31      | N/A      | 0.0000% | $14770.00          | $4222004.50        | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $244778.00         | $14999995.84       | Equities   |
| VANECK ETF TRUST               EMERGING MRKT HI | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $59940.00          | Equities   |
| WISDOMTREE TR                  JAPN HEDGE EQT   | 2500-12-31      | N/A      | 0.0000% | $26450.00          | $3718341.00        | Equities   |
| ABRDN ETFS                     BBG INDUSTRL MET | 2500-12-31      | N/A      | 0.0000% | $249.00            | $5514.08           | Equities   |
| AB ACTIVE ETFS INC             ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $69.00             | $3496.23           | Equities   |
| ALPS ETF TR                    ACTIVE REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $270.00            | $7255.74           | Equities   |
| AB ACTIVE ETFS INC             INTL LOW VOLATLT | 2500-12-31      | N/A      | 0.0000% | $600.00            | $25350.00          | Equities   |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $76518.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $2010.00           | $58551.30          | Equities   |
| SPDR INDEX SHS FDS             GLB NAT RESRCE   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6062.00           | Equities   |
| RAVE RESTAURANT GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $566.00            | $1726.30           | Equities   |
| ETF OPPORTUNITIES TRUST        HEDGEYE CAPITAL  | 2500-12-31      | N/A      | 0.0000% | $900.00            | $25461.00          | Equities   |
| DIREXION SHS ETF TR            RETAIL BULL 3X   | 2500-12-31      | N/A      | 0.0000% | $30700.00          | $275993.00         | Equities   |
| DIREXION SHS ETF TR            DAILY F BEAR 1X  | 2500-12-31      | N/A      | 0.0000% | $837.00            | $16982.98          | Equities   |
| COLUMBIA ETF TR I              RESH ENHNC VLU   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2849.44           | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $5338.00           | $13238.24          | Equities   |
| DIREXION SHS ETF TR            DLY FIN BULL NEW | 2500-12-31      | N/A      | 0.0000% | $10.00             | $1644.30           | Equities   |
| DIREXION SHS ETF TR            DAILY QCOM BEAR  | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $113728.50         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $15000.00          | $417900.00         | Equities   |
| DIREXION SHS ETF TR            DAILY F BULL 2X  | 2500-12-31      | N/A      | 0.0000% | $2974.00           | $99807.44          | Equities   |
| DIMENSIONAL ETF TRUST          US SUSTAINABILTY | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $259320.00         | Equities   |
| BANK MONTREAL QUE              NT LKD 43        | 2500-12-31      | N/A      | 0.0000% | $57.00             | $3141.84           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $10276.00          | $533273.02         | Equities   |
| ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET | 2500-12-31      | N/A      | 0.0000% | $98.00             | $17785.04          | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1090.76           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $15088.00          | $700384.96         | Equities   |
| GLOBAL X FDS                   U S ELECTRIFICAT | 2500-12-31      | N/A      | 0.0000% | $45.00             | $1365.75           | Equities   |
| FIRST TR EXCHANGE TRADED FD II CLOUD COMPUTING  | 2500-12-31      | N/A      | 0.0000% | $42.00             | $5368.44           | Equities   |
| PACER FDS TR                   DATA & DIGI REVO | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $105568.00         | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $39006.00          | $3700499.22        | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $1512.00           | $161315.28         | Equities   |
| ISHARES TR                     RESIDENTIAL MULT | 2500-12-31      | N/A      | 0.0000% | $300.00            | $26145.00          | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $6100.00           | $580049.00         | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $67.00             | $4310.11           | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1633.62           | Equities   |
| ISHARES TR                     A RATE CP BD ETF | 2500-12-31      | N/A      | 0.0000% | $78.00             | $3801.72           | Equities   |
| ISHARES TR                     CORE S&P US GWT  | 2500-12-31      | N/A      | 0.0000% | $57.00             | $9565.17           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV    | 2500-12-31      | N/A      | 0.0000% | $26.00             | $2514.98           | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $300.00            | $33453.00          | Equities   |
| GRANITESHARES ETF TR           2X LONG MARA     | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $27232.00          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL IND   | 2500-12-31      | N/A      | 0.0000% | $98.00             | $5469.38           | Equities   |
| ISHARES TR                     10-20 YR TRS ETF | 2500-12-31      | N/A      | 0.0000% | $8889.00           | $928544.94         | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $86375.00          | $14999882.50       | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $1576.00           | $62220.48          | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $75032.00          | $10562254.64       | Equities   |
| PUTNAM ETF TRUST               BDC INCOME ETF   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $31100.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $49097.00          | $6031566.45        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $73.00             | $4789.53           | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY T | 2500-12-31      | N/A      | 0.0000% | $11000.00          | $319330.00         | Equities   |
| SPDR GOLD TR                   GOLD SHS         | 2500-12-31      | N/A      | 0.0000% | $39152.00          | $14999914.24       | Equities   |
| SPDR INDEX SHS FDS             PORTFOLIO EMG MK | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1733.45           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INDL INDX   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8156.00           | Equities   |
| TIDAL TRUST II                 DEFIANCE S&P 500 | 2500-12-31      | N/A      | 0.0000% | $89.00             | $1607.34           | Equities   |
| MACQUARIE ETF TRUST            TAX FREE USA SRT | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7653.00           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    US EQTY OPPT ETF | 2500-12-31      | N/A      | 0.0000% | $2460.00           | $392468.40         | Equities   |
| FIRST TR EXCH TRADED FD III    LNG/SHT EQUITY   | 2500-12-31      | N/A      | 0.0000% | $43641.00          | $3118149.45        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA TOTAL RETURN     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $14310.00          | Equities   |
| GLOBAL X FDS                   VDEO GAM ESPRT   | 2500-12-31      | N/A      | 0.0000% | $24740.00          | $772877.60         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI ENERGY IDX  | 2500-12-31      | N/A      | 0.0000% | $20800.00          | $514800.00         | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $40.00             | $4154.40           | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $3163.00           | $293819.29         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HIGH DIV | 2500-12-31      | N/A      | 0.0000% | $736.00            | $23937.66          | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY CALI | 2500-12-31      | N/A      | 0.0000% | $4700.00           | $102836.00         | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $80042.00          | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $50.00             | $2030.00           | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $28318.00          | $1149710.80        | Equities   |
| ISHARES INC                    MSCI THAILND ETF | 2500-12-31      | N/A      | 0.0000% | $3270.00           | $192374.10         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $42602.00          | $1370506.34        | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  CANDRIAM US LRG  | 2500-12-31      | N/A      | 0.0000% | $26659.00          | $1443576.85        | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3948.00           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AEROSPACE DEFN   | 2500-12-31      | N/A      | 0.0000% | $19156.00          | $2876273.40        | Equities   |
| INNOVATOR ETFS TRUST           INNOVATOR DEEPW  | 2500-12-31      | N/A      | 0.0000% | $55.00             | $4170.55           | Equities   |
| HORIZON FDS                    NASDAQ-100 DEF   | 2500-12-31      | N/A      | 0.0000% | $400.00            | $10880.20          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 100 EQL WIGH | 2500-12-31      | N/A      | 0.0000% | $500.00            | $58315.00          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $64.00             | $2058.88           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP INDL   | 2500-12-31      | N/A      | 0.0000% | $76.00             | $11443.82          | Equities   |
| VANGUARD INDEX FDS             LARGE CAP ETF    | 2500-12-31      | N/A      | 0.0000% | $67.00             | $21033.98          | Equities   |
| RIBBON ACQUISITION CORP        ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $1936.00           | $20018.24          | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $214318.00         | $160524.18         | Equities   |
| YATRA ONLINE INC               ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $3205.00           | $5192.10           | Equities   |
| LAKESHORE ACQUISITION III CORP USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $4706.00           | $47718.84          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $180521.00         | $429639.98         | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY GROW  | 2500-12-31      | N/A      | 0.0000% | $17.00             | $1931.54           | Equities   |
| ASSERTIO HOLDINGS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16351.00          | $11823.41          | Equities   |
| FARMER BROS CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $5772.00           | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $2.00              | $66.94             | Equities   |
| ISHARES INC                    MSCI BRAZIL ETF  | 2500-12-31      | N/A      | 0.0000% | $448160.00         | $14999915.20       | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 2X LONG    | 2500-12-31      | N/A      | 0.0000% | $19400.00          | $578702.00         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1511.13           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P 500 GARP ETF | 2500-12-31      | N/A      | 0.0000% | $95.00             | $10666.60          | Equities   |
| FIRST TR EXCHANGE TRADED FD II NASDAQ CYB ETF   | 2500-12-31      | N/A      | 0.0000% | $42.00             | $3064.32           | Equities   |
| FLEXSHARES TR                  IBOXX 5YR TRGT   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2429.00           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI BALANCED INCOME  | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $34113.76          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDLS PROD DUR   | 2500-12-31      | N/A      | 0.0000% | $125.00            | $9721.25           | Equities   |
| FIDELITY COVINGTON TRUST       VLU FACTOR ETF   | 2500-12-31      | N/A      | 0.0000% | $85.00             | $6029.05           | Equities   |
| FIRST TR EXCHANGE TRADED FD II UTILITIES ALPH   | 2500-12-31      | N/A      | 0.0000% | $703.00            | $33258.93          | Equities   |
| TCW ETF TRUST                  TRANSFORM SYSTEM | 2500-12-31      | N/A      | 0.0000% | $18906.00          | $1852107.38        | Equities   |
| AMPLIFY ETF TR                 COWS COVERED CAL | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2410.60           | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $11206.00          | $325646.36         | Equities   |
| EA SERIES TRUST                MKAM ETF         | 2500-12-31      | N/A      | 0.0000% | $50.00             | $1545.70           | Equities   |
| EA SERIES TRUST                STRIVE US ENERGY | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2888.00           | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $381807.00         | $461986.47         | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS GOL | 2500-12-31      | N/A      | 0.0000% | $9400.00           | $104622.00         | Equities   |
| AMERICAN CENTY ETF TR          US QUALITY VAL   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $6517.78           | Equities   |
| AMPLIFY ETF TR                 CWP GROWTH & INC | 2500-12-31      | N/A      | 0.0000% | $1236.00           | $36288.96          | Equities   |
| VANGUARD WORLD FD              CONSUM STP ETF   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $64494.00          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EUROPE ETF  | 2500-12-31      | N/A      | 0.0000% | $41293.00          | $3344733.00        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1731.52           | Equities   |
| VANGUARD CHARLOTTE FDS         TOTAL INT BD ETF | 2500-12-31      | N/A      | 0.0000% | $48936.00          | $2430651.12        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS3000IDX   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $29655.45          | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $11961.00          | $22845.51          | Equities   |
| INVESCO EXCH TRADED FD TR II   DORSEY WRGT SMLC | 2500-12-31      | N/A      | 0.0000% | $900.00            | $87318.00          | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $120134.00         | $7536005.82        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 ENHNCD   | 2500-12-31      | N/A      | 0.0000% | $200.00            | $11148.90          | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $30.00             | $6323.10           | Equities   |
| ISHARES TR                     RUS MD CP GR ETF | 2500-12-31      | N/A      | 0.0000% | $21200.00          | $2920088.00        | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $601.00            | $166747.45         | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $9398.00           | $908786.60         | Equities   |
| ISHARES TR                     RUS MDCP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $74800.00          | $10539320.00       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $29730.00          | Equities   |
| ISHARES TR                     RUSSELL 3000 ETF | 2500-12-31      | N/A      | 0.0000% | $100.00            | $38573.00          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $69.00             | $4358.73           | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $539.00            | $9921.37           | Equities   |
| INVESCO EXCHANGE TRADED FD TR  AI AND NEXT GEN  | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1823.68           | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $5708.00           | $161564.94         | Equities   |
| SPDR DOW JONES INDL AVERAGE ET UT SER 1         | 2500-12-31      | N/A      | 0.0000% | $23.00             | $10910.05          | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $61.00             | $4961.74           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4910.26           | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $45557.00          | $171749.89         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $22069.00          | $14999857.92       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7700.00           | $262108.00         | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $22431.00          | Equities   |
| FLEXSHARES TR                  INT QLTDVDYNAM   | 2500-12-31      | N/A      | 0.0000% | $7041.00           | $249183.81         | Equities   |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $8139.00           | $362511.06         | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $95215.00          | $5641488.75        | Equities   |
| MORGAN STANLEY ETF TRUST       PARAMETRIC EQUIT | 2500-12-31      | N/A      | 0.0000% | $4200.00           | $109426.80         | Equities   |
| THEMES ETF TR                  GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $99.00             | $8767.65           | Equities   |
| TIDAL TRUST II                 YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $7200.00           | $19296.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI EMRGNG MRKT | 2500-12-31      | N/A      | 0.0000% | $56.00             | $1445.36           | Equities   |
| PROSHARES TR                   ULTRA 20YR TRE   | 2500-12-31      | N/A      | 0.0000% | $79.00             | $1413.42           | Equities   |
| ISHARES TR                     TOP 20 U S STOCK | 2500-12-31      | N/A      | 0.0000% | $67.00             | $2098.44           | Equities   |
| PROSHARES TR                   ULTRASHORT SEMIC | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2385.00           | Equities   |
| PROSHARES TR                   ULTR RUSSL2000   | 2500-12-31      | N/A      | 0.0000% | $55.00             | $2986.50           | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $16016.00          | $409208.80         | Equities   |
| PROSHARES TR                   SHORT FINANCIALS | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6405.80           | Equities   |
| GABELLI ETFS TRUST             GROWTH INNOVATOR | 2500-12-31      | N/A      | 0.0000% | $600.00            | $21358.32          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $67.00             | $9392.06           | Equities   |
| SSGA ACTIVE ETF TR             STATE STREET INC | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6703.82           | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMLCP INFO   | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1980.30           | Equities   |
| PROSHARES TR                   PSHS ULTRUSS2000 | 2500-12-31      | N/A      | 0.0000% | $81.00             | $3857.22           | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $145472.00         | $3331308.80        | Equities   |
| ISHARES TR                     MORNINGSTAR GRWT | 2500-12-31      | N/A      | 0.0000% | $732.00            | $75959.64          | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $219080.00         | $11179652.40       | Equities   |
| ISHARES SILVER TR              ISHARES          | 2500-12-31      | N/A      | 0.0000% | $50087.00          | $2424210.80        | Equities   |
| ISHARES TR                     IBONDS 1-5 YR CO | 2500-12-31      | N/A      | 0.0000% | $193.00            | $4900.44           | Equities   |
| ISHARES TR                     GLB CNSM STP ETF | 2500-12-31      | N/A      | 0.0000% | $1452.00           | $95323.80          | Equities   |
| BLACKROCK ETF TRUST            ISHARES US THEMA | 2500-12-31      | N/A      | 0.0000% | $2787.00           | $107271.63         | Equities   |
| BINGEX LTD                     SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $1462.00           | $4619.92           | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $89.00             | $10662.20          | Equities   |
| DIREXION SHS ETF TR            DAILY XOM BEAR 1 | 2500-12-31      | N/A      | 0.0000% | $175.00            | $4027.62           | Equities   |
| DIREXION SHS ETF TR            DAILY NFLX BULL  | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $189097.65         | Equities   |
| DIREXION SHS ETF TR            NAS100 EQL WGT   | 2500-12-31      | N/A      | 0.0000% | $20573.00          | $2082399.06        | Equities   |
| CAPITAL GROUP CORE BALANCED ET SHS              | 2500-12-31      | N/A      | 0.0000% | $86.00             | $3022.90           | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $89798.10          | Equities   |
| DIREXION SHS ETF TR            DAILY PANW BEAR  | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $96120.00          | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $200.00            | $6100.00           | Equities   |
| DIREXION SHS ETF TR            DAILY REGIONAL   | 2500-12-31      | N/A      | 0.0000% | $49.00             | $4586.89           | Equities   |
| DIREXION SHS ETF TR            DLY S&P OIL GAS  | 2500-12-31      | N/A      | 0.0000% | $889.00            | $7529.83           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $98.00             | $6597.36           | Equities   |
| DOUBLELINE ETF TRUST           ASSET BACKED SEC | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5110.00           | Equities   |
| DIMENSIONAL ETF TRUST          US LARGE CAP VAL | 2500-12-31      | N/A      | 0.0000% | $316.00            | $10570.20          | Equities   |
| DIREXION SHS ETF TR            DAILY META BEAR  | 2500-12-31      | N/A      | 0.0000% | $200.00            | $3322.00           | Equities   |
| DIREXION SHS ETF TR            DAILY AI AND BIG | 2500-12-31      | N/A      | 0.0000% | $59.00             | $3151.78           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ETC 6 MEGA CAP   | 2500-12-31      | N/A      | 0.0000% | $945.00            | $47036.71          | Equities   |
| ETF OPPORTUNITIES TRUST        REX AI EQUITY PR | 2500-12-31      | N/A      | 0.0000% | $5100.00           | $206091.00         | Equities   |
| ETF SER SOLUTIONS              DISTILLATE US    | 2500-12-31      | N/A      | 0.0000% | $41.00             | $2400.50           | Equities   |
| EA SERIES TRUST                ARS FOCUSED OPPO | 2500-12-31      | N/A      | 0.0000% | $60.00             | $1984.30           | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US SMALL | 2500-12-31      | N/A      | 0.0000% | $36.00             | $2103.12           | Equities   |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $11047.00          | $642493.52         | Equities   |
| ALPS ETF TR                    DISRUPTIVE TECH  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4860.79           | Equities   |
| AMERICAN CENTY ETF TR          US EQT ETF       | 2500-12-31      | N/A      | 0.0000% | $1921.00           | $212942.85         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM BUFFER | 2500-12-31      | N/A      | 0.0000% | $5120.00           | $139008.00         | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS GBL PO | 2500-12-31      | N/A      | 0.0000% | $145.00            | $4949.04           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $1538.00           | $73962.42          | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $2490.00           | $197741.86         | Equities   |
| ISHARES TR                     IBONDS DEC 2032  | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $44394.83          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $835608.00         | $1320260.64        | Equities   |
| ISHARES TR                     U.S. FIN SVC ETF | 2500-12-31      | N/A      | 0.0000% | $2269.00           | $201532.58         | Equities   |
| ISHARES TR                     US HLTHCR PR ETF | 2500-12-31      | N/A      | 0.0000% | $12113.00          | $599108.98         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $25254.00          | $1685704.50        | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $60655.00          | $14999981.50       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL REL   | 2500-12-31      | N/A      | 0.0000% | $1613.00           | $55121.69          | Equities   |
| PROSHARES TR                   ULTRPRO DOW30    | 2500-12-31      | N/A      | 0.0000% | $13749.00          | $771868.86         | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $82000.00          | $170560.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $349801.00         | $9500595.16        | Equities   |
| MORGAN STANLEY ETF TRUST       EATON VANCE INTE | 2500-12-31      | N/A      | 0.0000% | $600.00            | $31932.00          | Equities   |
| THEMES ETF TR                  LEVERAGE SHS 2X  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $27470.00          | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS TREASURY OPT INC | 2500-12-31      | N/A      | 0.0000% | $140.00            | $3334.80           | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $63.00             | $3180.24           | Equities   |
| TIDAL TRUST II                 YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $1156100.00        | $8162066.00        | Equities   |
| ULTIMUS MANAGERS TR            WESTWOOD SALIENT | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $78053.35          | Equities   |
| PROSHARES TR                   ULTRPRO S&P500   | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $230640.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS UPSID | 2500-12-31      | N/A      | 0.0000% | $67.00             | $3340.39           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS VOLT TSLA REVOLU | 2500-12-31      | N/A      | 0.0000% | $7200.00           | $165776.40         | Equities   |
| SELECT SECTOR SPDR TR          SBI CONS STPLS   | 2500-12-31      | N/A      | 0.0000% | $22900.00          | $1807039.00        | Equities   |
| SPROTT FDS TR                  SILVER MINERS    | 2500-12-31      | N/A      | 0.0000% | $8.00              | $375.52            | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $124189.00         | $8785129.86        | Equities   |
| GRANITESHARES ETF TR           2X LONG RDDT DA  | 2500-12-31      | N/A      | 0.0000% | $112.00            | $4718.56           | Equities   |
| GRANITESHARES ETF TR           BBG COMMD K 1    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2274.00           | Equities   |
| ISHARES TR                     U S EQUITY FACTR | 2500-12-31      | N/A      | 0.0000% | $89.00             | $6168.59           | Equities   |
| ISHARES TR                     CORE S&P SCP ETF | 2500-12-31      | N/A      | 0.0000% | $124192.00         | $14999909.76       | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $55700.00          | $3494061.00        | Equities   |
| ISHARES TR                     SP SMCP600VL ETF | 2500-12-31      | N/A      | 0.0000% | $2206.00           | $249697.14         | Equities   |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $11083.80          | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $30.00             | $2577.60           | Equities   |
| NORTHERN LTS FD TR III         HCM DEFND 100    | 2500-12-31      | N/A      | 0.0000% | $404.00            | $31427.16          | Equities   |
| GOLDMAN SACHS ETF TR           MARKETBETA  RUSS | 2500-12-31      | N/A      | 0.0000% | $187.00            | $11889.46          | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $8684.00           | $255168.05         | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $15600.00          | $1523652.00        | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $431.00            | $48293.55          | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $700.00            | $46711.00          | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $148573.00         | $14999930.08       | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $300.00            | $30585.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1170.72           | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ FT GEN200 | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2589.16           | Equities   |
| INVESCO EXCH TRADED FD TR II   NASDAQ BIOTECH   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $8706.00           | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $2842.00           | $91483.98          | Equities   |
| SELECT SECTOR SPDR TR          TECHNOLOGY       | 2500-12-31      | N/A      | 0.0000% | $11.00             | $3121.58           | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $54800.00          | $1585364.00        | Equities   |
| ISHARES TR                     U.S. UTILITS ETF | 2500-12-31      | N/A      | 0.0000% | $400.00            | $45424.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL QULTY   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3443.00           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $86.00             | $4816.86           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  EQUITY PREMIUM   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $5767.00           | Equities   |
| SCHWAB STRATEGIC TR            US REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2150.00           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $75.00             | $2202.00           | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EMERG MKT ALPH   | 2500-12-31      | N/A      | 0.0000% | $87.00             | $2335.22           | Equities   |
| FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $64000.00          | $1059200.00        | Equities   |
| FIDELITY COVINGTON TRUST       MSCI HLTH CARE I | 2500-12-31      | N/A      | 0.0000% | $19100.00          | $1455420.00        | Equities   |
| FLEXSHARES TR                  ESG & CLM DEVELP | 2500-12-31      | N/A      | 0.0000% | $6669.00           | $388323.87         | Equities   |
| TIDAL TRUST II                 DEFIANCE R2000   | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1478.16           | Equities   |
| TIDAL TRUST II                 YIELDMAX CRYPTO  | 2500-12-31      | N/A      | 0.0000% | $64.00             | $1802.88           | Equities   |
| THEMES ETF TR                  LEVERAGE SHARES  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $24310.00          | Equities   |
| GOLDMAN SACHS ETF TR           CORPORATE BOND E | 2500-12-31      | N/A      | 0.0000% | $4671.00           | $240725.12         | Equities   |
| SELECT SECTOR SPDR TR          SBI CONS DISCR   | 2500-12-31      | N/A      | 0.0000% | $9067.00           | $2130745.00        | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000GRW   | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $237897.70         | Equities   |
| TIDAL TRUST II                 YIELDMAX MSTR SH | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $53410.00          | Equities   |
| VANGUARD WHITEHALL FDS         EM MK GOV BD ETF | 2500-12-31      | N/A      | 0.0000% | $56.00             | $3803.52           | Equities   |
| TIDAL TRUST II                 YIELDMAX SEMICON | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $89104.00          | Equities   |
| VANGUARD INDEX FDS             MID CAP ETF      | 2500-12-31      | N/A      | 0.0000% | $300.00            | $87075.00          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $24.00             | $1745.04           | Equities   |
| VANECK ETF TRUST               SOCIAL SENTIMENT | 2500-12-31      | N/A      | 0.0000% | $53.00             | $1737.87           | Equities   |
| VANGUARD BD INDEX FDS          INTERMED TERM    | 2500-12-31      | N/A      | 0.0000% | $68826.00          | $5425553.58        | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $19400.00          | $3671062.00        | Equities   |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $40.00             | $15524.00          | Equities   |
| TIDAL TRUST II                 DEFIANCE DAILY   | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $18702.60          | Equities   |
| TWO RDS SHARED TR              CONDCTR GBL EQTY | 2500-12-31      | N/A      | 0.0000% | $800.00            | $11783.92          | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $265.00            | $10207.80          | Equities   |
| TIDAL TRUST II                 YIELDMAX NVDA    | 2500-12-31      | N/A      | 0.0000% | $5800.00           | $85492.00          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI COMMNTN SVC | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $229024.00         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $1608.00           | $197124.72         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $1208.00           | $82264.80          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $400.00            | $27240.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  FLEXIBLE INCOME  | 2500-12-31      | N/A      | 0.0000% | $5626.00           | $289841.39         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $77.00             | $13151.48          | Equities   |
| GOLDMAN SACHS ETF TR           MARKETBETA  RUSS | 2500-12-31      | N/A      | 0.0000% | $168.00            | $9003.81           | Equities   |
| PACER FDS TR                   AMERCN ENRGY IND | 2500-12-31      | N/A      | 0.0000% | $2934.00           | $111437.13         | Equities   |
| SSGA ACTIVE TR                 STATE STREET US  | 2500-12-31      | N/A      | 0.0000% | $500.00            | $31300.00          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA IG PUB | 2500-12-31      | N/A      | 0.0000% | $19073.00          | $489699.28         | Equities   |
| 17 ED & TECHNOLOGY GROUP INC   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $714.00            | $3362.94           | Equities   |
| SPINNAKER ETF SERIES           OBRA OPPOR STRU  | 2500-12-31      | N/A      | 0.0000% | $5596.00           | $56967.28          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP INTL  | 2500-12-31      | N/A      | 0.0000% | $610.00            | $7875.04           | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $38.00             | $1425.00           | Equities   |
| SPDR INDEX SHS FDS             MSCI ACWI CLMTE  | 2500-12-31      | N/A      | 0.0000% | $6881.00           | $292231.94         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3693.00           | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $42160.00          | $3371113.60        | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $218.00            | $16049.33          | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7114.00           | $6821.61           | Equities   |
| PROSHARES TR                   PSHS ULTRA DOW30 | 2500-12-31      | N/A      | 0.0000% | $94.00             | $5228.28           | Equities   |
| J P MORGAN EXCHANGE TRADED FD  NASDAQ EQT PREM  | 2500-12-31      | N/A      | 0.0000% | $62100.00          | $3627882.00        | Equities   |
| ELEVATION SERIES TRUST         OPAL DIVID INCOM | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $119559.00         | Equities   |
| DIREXION SHS ETF TR            DAILY SM CP BEAR | 2500-12-31      | N/A      | 0.0000% | $845339.00         | $6356949.28        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE SMCAP ETF   | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $468204.00         | Equities   |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $98.00             | $3289.86           | Equities   |
| VROOM INC                      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3163.00           | $61425.46          | Equities   |
| WISDOMTREE TR                  US EFFICIENT COR | 2500-12-31      | N/A      | 0.0000% | $95.00             | $5244.00           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1271.62           | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $387972.00         | Equities   |
| VANECK ETF TRUST               JP MRGAN EM LOC  | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $43690.00          | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $4246.00           | $126403.42         | Equities   |
| COHEN & STEERS ETF TRUST       NATURAL RES ACTI | 2500-12-31      | N/A      | 0.0000% | $6022.00           | $179425.49         | Equities   |
| BITWISE FUNDS TRUST            MSTR OPTION INCM | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $23658.60          | Equities   |
| ETF SER SOLUTIONS              AAM SLC LOW DUR  | 2500-12-31      | N/A      | 0.0000% | $300.00            | $7581.00           | Equities   |
| ETF OPPORTUNITIES TRUST        REX CRYPTO EQUIT | 2500-12-31      | N/A      | 0.0000% | $85.00             | $2962.25           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $66465.00          | $14999821.20       | Equities   |

### Security 628: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.070000%
- **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: ARP1CIX37, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CIX37
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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? 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 DM2608 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3877876.00        | $4064800.56        | Agency Mortgage-Backed Securities  |
| GNII SF DK9873 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1220930.00        | $1274512.28        | Agency Mortgage-Backed Securities  |
| GNPL PN DH1759         | 2060-03-15      | 5.6000%  | 0.0000% | $553667.00         | $580241.94         | Agency Mortgage-Backed Securities  |
| GNII SF DM3338 C       | 2055-08-20      | 6.5000%  | 0.0000% | $801895.00         | $844473.57         | Agency Mortgage-Backed Securities  |
| GNII SF DK5605 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2817970.66        | Agency Mortgage-Backed Securities  |
| GNII SF DL3100 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2319384.00        | $2420401.71        | Agency Mortgage-Backed Securities  |
| GNII ET DM2576 C       | 2065-07-20      | 3.0000%  | 0.0000% | $938036.00         | $847359.31         | Agency Mortgage-Backed Securities  |
| GNII SF DM3500 C       | 2055-09-20      | 5.0000%  | 0.0000% | $3134484.00        | $3160072.30        | Agency Mortgage-Backed Securities  |
| GNII SF DL6983 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3613484.00        | $3676589.83        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9133 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1671912.93        | Agency Mortgage-Backed Securities  |
| GNII ET DK8680 C       | 2065-07-20      | 4.5000%  | 0.0000% | $293464.00         | $286978.53         | Agency Mortgage-Backed Securities  |
| GNII SF DL5981 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1866360.00        | $1953100.15        | Agency Mortgage-Backed Securities  |
| GNII SF DK7632 C       | 2055-07-20      | 6.5000%  | 0.0000% | $3638300.00        | $3754449.45        | Agency Mortgage-Backed Securities  |
| GNII SF DM7854 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1309778.00        | $1358381.76        | Agency Mortgage-Backed Securities  |
| GNII SF DK6343 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1232550.00        | $1239322.38        | Agency Mortgage-Backed Securities  |
| GNMI SF 709503 X       | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10551.16          | Agency Mortgage-Backed Securities  |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $23156448.00       | $19424737.10       | Agency Mortgage-Backed Securities  |
| GNII SF MA9016 M       | 2053-07-20      | 5.0000%  | 0.0000% | $24883100.00       | $21046524.60       | Agency Mortgage-Backed Securities  |
| GNII SF MA9309 M       | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1519458.07        | Agency Mortgage-Backed Securities  |
| GNMI SF BA7937 X       | 2047-06-15      | 4.0000%  | 0.0000% | $71978.00          | $9328.07           | Agency Mortgage-Backed Securities  |
| GNII SF MA9642 M       | 2039-09-20      | 7.5000%  | 0.0000% | $90221.00          | $90744.36          | Agency Mortgage-Backed Securities  |
| GNMI SF BA0244 X       | 2047-04-15      | 4.0000%  | 0.0000% | $456615.00         | $86342.65          | Agency Mortgage-Backed Securities  |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $71382912.00       | $51499653.60       | Agency Mortgage-Backed Securities  |
| GNCL CL CR5667         | 2064-01-15      | 6.5200%  | 0.0000% | $5720960.00        | $6131021.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3402   | 2052-11-01      | 5.0000%  | 0.0000% | $1316388.00        | $996887.28         | Agency Mortgage-Backed Securities  |
| GNMI SP 782723 X       | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2245635.69        | Agency Mortgage-Backed Securities  |
| GNMI SF 697852 X       | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6613.18           | Agency Mortgage-Backed Securities  |
| GNII SF MA8645 M       | 2053-02-20      | 4.0000%  | 0.0000% | $7182888.00        | $5610364.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M       | 2053-09-20      | 5.5000%  | 0.0000% | $79290752.00       | $60065692.57       | Agency Mortgage-Backed Securities  |
| GNII SF DL6650 C       | 2055-08-20      | 6.5000%  | 0.0000% | $977241.00         | $1023195.65        | Agency Mortgage-Backed Securities  |
| GNII SF DK4115 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1206818.00        | $1256600.65        | Agency Mortgage-Backed Securities  |
| GNII SF DL4768 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1246596.00        | $1300500.38        | Agency Mortgage-Backed Securities  |
| GNII SF DL5983 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1202216.00        | $1256864.92        | Agency Mortgage-Backed Securities  |
| GNII SF AO4762 C       | 2045-08-20      | 3.5000%  | 0.0000% | $1040000.00        | $184093.78         | Agency Mortgage-Backed Securities  |
| GNPL PN DJ0359         | 2060-11-15      | 5.4000%  | 0.0000% | $7500000.00        | $7792245.00        | Agency Mortgage-Backed Securities  |
| GNII SF DL5031 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2873612.00        | $3005039.18        | Agency Mortgage-Backed Securities  |
| GNII SF DL0490 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1439210.00        | $1501419.84        | Agency Mortgage-Backed Securities  |
| GNII SF DL6651 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1883546.00        | $1966185.96        | Agency Mortgage-Backed Securities  |
| GNII SF DL4477 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1156910.00        | $1209034.39        | Agency Mortgage-Backed Securities  |
| GNII SF DL5035 C       | 2055-10-20      | 6.5000%  | 0.0000% | $4034600.00        | $4218806.84        | Agency Mortgage-Backed Securities  |
| GNII SP 785578 M       | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $453953.46         | Agency Mortgage-Backed Securities  |
| GNII SF DK5583 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2768250.42        | Agency Mortgage-Backed Securities  |
| GNII SF DK0348 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1127084.00        | $1126398.44        | Agency Mortgage-Backed Securities  |
| GNII ET DL6418 C       | 2065-08-20      | 4.5000%  | 0.0000% | $292927.00         | $286637.41         | Agency Mortgage-Backed Securities  |
| GNII SF 003998 M       | 2037-06-20      | 6.0000%  | 0.0000% | $617993.00         | $6684.74           | Agency Mortgage-Backed Securities  |
| GNII SF DI7987 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1131490.00        | $1181535.32        | Agency Mortgage-Backed Securities  |
| GNII SF DI2200 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1549216.00        | $1546039.37        | Agency Mortgage-Backed Securities  |
| GNII SF DI6407 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1818112.00        | $1893372.42        | Agency Mortgage-Backed Securities  |
| GNII JP 787756 M       | 2039-11-20      | 6.0000%  | 0.0000% | $44028608.00       | $30891658.94       | Agency Mortgage-Backed Securities  |
| GNII SF DJ6831 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1476240.00        | $1520434.65        | Agency Mortgage-Backed Securities  |
| GNII SF DL8572 C       | 2055-06-20      | 7.5000%  | 0.0000% | $349963.00         | $363040.94         | Agency Mortgage-Backed Securities  |
| GNAR AR 080107 M       | 2027-08-20      | 5.3750%  | 0.0000% | $17850368.00       | $5620.34           | Agency Mortgage-Backed Securities  |
| GNII SF DK7326 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1023800.00        | $1046513.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8639 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4083000.00        | $4253758.00        | Agency Mortgage-Backed Securities  |
| GNII SF DK0295 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2619676.00        | $2727786.39        | Agency Mortgage-Backed Securities  |
| GNII SF DK7935 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1670391.78        | Agency Mortgage-Backed Securities  |
| GNII SF DI8727 C       | 2055-07-20      | 6.5000%  | 0.0000% | $768322.00         | $793524.56         | Agency Mortgage-Backed Securities  |
| GNII SF BR7360 C       | 2049-12-20      | 5.5000%  | 0.0000% | $1117304.00        | $451988.99         | Agency Mortgage-Backed Securities  |
| GNII SF BY6418 C       | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $111835.70         | Agency Mortgage-Backed Securities  |
| GNII SF MA9752 M       | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $48355.60          | Agency Mortgage-Backed Securities  |
| GNPL PN CP1213         | 2058-06-15      | 5.0000%  | 0.0000% | $41229.00          | $41143.45          | Agency Mortgage-Backed Securities  |
| GNII SF DL4804 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2530936.00        | $2635570.66        | Agency Mortgage-Backed Securities  |
| GNII JM MA9289 M       | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1382521.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA9274 M       | 2038-11-20      | 7.0000%  | 0.0000% | $132230.00         | $80755.99          | Agency Mortgage-Backed Securities  |
| GNII SF DL4887 C       | 2055-08-20      | 6.5000%  | 0.0000% | $971118.00         | $1016692.56        | Agency Mortgage-Backed Securities  |
| GNII SF DL3099 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2294856.00        | $2394146.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $16995360.00       | $16137779.99       | Agency Mortgage-Backed Securities  |
| GNII SF CP0483 C       | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $884644.57         | Agency Mortgage-Backed Securities  |
| GNII SF DL4051 C       | 2055-07-20      | 6.5000%  | 0.0000% | $6282048.00        | $6549045.32        | Agency Mortgage-Backed Securities  |
| GNII SF BV9803 C       | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1265636.45        | Agency Mortgage-Backed Securities  |
| GNII SF BD3893 C       | 2048-01-20      | 3.5000%  | 0.0000% | $125000.00         | $29622.27          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2891   | 2055-07-01      | 6.5000%  | 0.0000% | $44513152.00       | $45897773.11       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZK9956   | 2033-08-01      | 3.5000%  | 0.0000% | $2725520.00        | $353387.86         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3143   | 2043-08-01      | 3.5000%  | 0.0000% | $15000000.00       | $690042.15         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2225   | 2032-03-01      | 3.5000%  | 0.0000% | $11200000.00       | $647863.60         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4318   | 2040-10-01      | 5.5000%  | 0.0000% | $1025544.00        | $1051121.79        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CTRB5223   | 2043-01-01      | 7.0000%  | 0.0000% | $599490.00         | $392612.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ0919   | 2054-08-01      | 5.5000%  | 0.0000% | $1188874.00        | $1056474.41        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQB1567   | 2050-07-01      | 4.5000%  | 0.0000% | $5082080.00        | $2325373.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4785   | 2055-07-01      | 6.5000%  | 0.0000% | $669520.00         | $705990.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2874   | 2039-01-01      | 5.5000%  | 0.0000% | $9850000.00        | $210063.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6972   | 2054-11-01      | 5.0000%  | 0.0000% | $1936068.00        | $1734638.46        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1245   | 2037-06-01      | 2.5000%  | 0.0000% | $7683530.00        | $6120020.44        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8382   | 2040-05-01      | 4.0000%  | 0.0000% | $7372520.00        | $6958416.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA0052   | 2032-07-01      | 2.0000%  | 0.0000% | $1735000.00        | $367799.87         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF6572   | 2055-12-01      | 7.0000%  | 0.0000% | $4134952.00        | $4372157.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0012   | 2054-11-01      | 6.0000%  | 0.0000% | $4976544.00        | $4003898.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA2444 M       | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $28088.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $54065472.00       | $5556404.36        | Agency Mortgage-Backed Securities  |
| GNII JM MA5584 M       | 2048-10-20      | 3.5000%  | 0.0000% | $474147.00         | $16592.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9599   | 2055-11-01      | 5.0000%  | 0.0000% | $1897932.00        | $1908452.24        | Agency Mortgage-Backed Securities  |
| GNII SF 004697 M       | 2040-05-20      | 5.0000%  | 0.0000% | $2249132.00        | $76920.72          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2288   | 2055-08-01      | 6.5000%  | 0.0000% | $9510980.00        | $9912305.05        | Agency Mortgage-Backed Securities  |
| GNII SF DN0461 C       | 2055-11-20      | 5.0000%  | 0.0000% | $3937352.00        | $3960739.87        | Agency Mortgage-Backed Securities  |
| GNII ET DM2261 C       | 2065-09-20      | 6.0000%  | 0.0000% | $144815.00         | $148331.67         | Agency Mortgage-Backed Securities  |
| GNII SF DM9941 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2609910.00        | $2711488.72        | Agency Mortgage-Backed Securities  |
| GNII SF DM9012 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1058478.00        | $1096958.57        | Agency Mortgage-Backed Securities  |
| GNII SF DM0766 C       | 2055-08-20      | 6.5000%  | 0.0000% | $39101.00          | $41235.13          | Agency Mortgage-Backed Securities  |
| GNII SF DL2268 C       | 2055-10-20      | 6.0000%  | 0.0000% | $366334.00         | $377052.56         | Agency Mortgage-Backed Securities  |
| GNII SF DN0820 C       | 2055-10-20      | 6.0000%  | 0.0000% | $45324032.00       | $46830412.77       | Agency Mortgage-Backed Securities  |
| GNMI SF 462682 X       | 2028-04-15      | 6.5000%  | 0.0000% | $17948672.00       | $7169.20           | Agency Mortgage-Backed Securities  |
| GNII SF 005259 M       | 2041-12-20      | 4.0000%  | 0.0000% | $67133000.00       | $3431805.42        | Agency Mortgage-Backed Securities  |
| GNII RG CK3120 C       | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $111133.06         | Agency Mortgage-Backed Securities  |
| GNII JM MB0013 M       | 2054-10-20      | 5.5000%  | 0.0000% | $2899080.00        | $2519154.20        | Agency Mortgage-Backed Securities  |
| GNII SF DN6000 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1421106.00        | $1501677.94        | Agency Mortgage-Backed Securities  |
| GNII SF DM7866 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1844820.00        | $1927720.20        | Agency Mortgage-Backed Securities  |
| GNPL PN CQ7060         | 2058-05-15      | 4.9400%  | 0.0000% | $25000.00          | $24829.39          | Agency Mortgage-Backed Securities  |
| GNII SF CV0620 C       | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2143921.17        | Agency Mortgage-Backed Securities  |
| GNII SF CV6328 C       | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2207359.03        | Agency Mortgage-Backed Securities  |
| GNII SF DN8118 C       | 2055-10-20      | 5.5000%  | 0.0000% | $2847648.00        | $2905156.58        | Agency Mortgage-Backed Securities  |
| GNII ET DN4196 C       | 2065-10-20      | 3.0000%  | 0.0000% | $300990.00         | $269422.07         | Agency Mortgage-Backed Securities  |
| GNII SF CB4544 C       | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $41258.38          | Agency Mortgage-Backed Securities  |
| GNII SF DN0818 C       | 2055-10-20      | 6.0000%  | 0.0000% | $44637760.00       | $46120973.73       | Agency Mortgage-Backed Securities  |
| GNII SF CH0843 C       | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $279678.75         | Agency Mortgage-Backed Securities  |
| GNII SF BX4962 C       | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $60446.95          | Agency Mortgage-Backed Securities  |
| GNII SF MA3378 M       | 2045-12-20      | 4.5000%  | 0.0000% | $190894.00         | $14504.53          | Agency Mortgage-Backed Securities  |
| GNII JM MA4745 M       | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $47981.81          | Agency Mortgage-Backed Securities  |
| GNII SF DL4851 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1420564.00        | $1483019.83        | Agency Mortgage-Backed Securities  |
| GNII SF DL6441 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2268772.00        | $2366045.94        | Agency Mortgage-Backed Securities  |
| GNII SF CR5194 C       | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1729316.66        | Agency Mortgage-Backed Securities  |
| GNII SF CY1078 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1834222.50        | Agency Mortgage-Backed Securities  |
| GNII SF DA5788 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $1274847.47        | Agency Mortgage-Backed Securities  |
| GNII SF DI0791 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1564269.25        | Agency Mortgage-Backed Securities  |
| GNII SF MB0552 M       | 2055-07-20      | 3.5000%  | 0.0000% | $7237864.00        | $6625964.98        | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $160000000.00      | $147010399.63      | Agency Mortgage-Backed Securities  |
| GNII ET CW9144 C       | 2063-07-20      | 6.5000%  | 0.0000% | $4746856.00        | $1451501.49        | Agency Mortgage-Backed Securities  |
| GNII RG CL7221 C       | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $3042444.63        | Agency Mortgage-Backed Securities  |
| GNII SF DK6507 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1327318.00        | $1385997.15        | Agency Mortgage-Backed Securities  |
| GNII SF DK9459 C       | 2055-07-20      | 5.5000%  | 0.0000% | $3363180.00        | $3420930.74        | Agency Mortgage-Backed Securities  |
| GNII SF 711773 C       | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $777755.91         | Agency Mortgage-Backed Securities  |
| GNII SF DL3101 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4909576.00        | $5121897.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA1598 M       | 2043-10-20      | 2.5000%  | 0.0000% | $130000.00         | $31905.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA9964 M       | 2054-10-20      | 5.0000%  | 0.0000% | $10164608.00       | $9551448.57        | Agency Mortgage-Backed Securities  |
| GNAR AS MA0107 M       | 2042-05-20      | 5.6250%  | 0.0000% | $637901.00         | $39291.81          | Agency Mortgage-Backed Securities  |
| GNII SF AM4381 C       | 2045-05-20      | 3.5000%  | 0.0000% | $299388.00         | $48585.85          | Agency Mortgage-Backed Securities  |
| GNII RG CS3955 C       | 2040-05-20      | 5.5000%  | 0.0000% | $4280136.00        | $3024918.63        | Agency Mortgage-Backed Securities  |
| GNII SF CS7222 C       | 2053-03-20      | 6.5000%  | 0.0000% | $1492006.00        | $969112.59         | Agency Mortgage-Backed Securities  |
| GNII SF MA1231 M       | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $32696.31          | Agency Mortgage-Backed Securities  |
| GNII SF MA4196 M       | 2047-01-20      | 3.5000%  | 0.0000% | $625000.00         | $80543.04          | Agency Mortgage-Backed Securities  |
| GNII SF MA4961 M       | 2048-01-20      | 3.0000%  | 0.0000% | $500000.00         | $71117.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA3873 M       | 2046-08-20      | 3.0000%  | 0.0000% | $407646208.00      | $50030570.88       | Agency Mortgage-Backed Securities  |
| GNMI SF AA5619 X       | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $79267.01          | Agency Mortgage-Backed Securities  |
| GNII JM MA0528 M       | 2042-11-20      | 3.5000%  | 0.0000% | $551116.00         | $22622.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2233517.16        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CTMA5334   | 2044-02-01      | 7.5000%  | 0.0000% | $1278126.00        | $879251.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1359   | 2055-11-01      | 5.5000%  | 0.0000% | $2819060.00        | $2885758.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKMA4756   | 2052-07-01      | 3.0000%  | 0.0000% | $766710.00         | $541979.36         | Agency Mortgage-Backed Securities  |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $775846.00         | $75932.47          | Agency Mortgage-Backed Securities  |
| GNII SF MA0008 M       | 2027-04-20      | 3.5000%  | 0.0000% | $2574824.00        | $18693.59          | Agency Mortgage-Backed Securities  |
| GNII SF MA4586 M       | 2047-07-20      | 3.5000%  | 0.0000% | $8629000.00        | $1051144.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF1351   | 2055-11-01      | 4.5000%  | 0.0000% | $1691882.00        | $1669684.51        | Agency Mortgage-Backed Securities  |
| GNMI SF AC8420 X       | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $10576.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4333   | 2041-05-01      | 2.0000%  | 0.0000% | $11968064.00       | $7085500.53        | Agency Mortgage-Backed Securities  |
| GNII SF DI1926 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2438120.00        | $2396705.20        | Agency Mortgage-Backed Securities  |
| GNII SF 004881 M       | 2040-12-20      | 3.5000%  | 0.0000% | $1166708.00        | $71086.95          | Agency Mortgage-Backed Securities  |
| GNII SF 005055 M       | 2041-05-20      | 4.5000%  | 0.0000% | $2075000.00        | $81359.90          | Agency Mortgage-Backed Securities  |
| GNII SF CL4863 C       | 2052-03-20      | 2.5000%  | 0.0000% | $4709552.00        | $1630354.92        | Agency Mortgage-Backed Securities  |
| GNPL PN CK5725         | 2065-04-15      | 5.7000%  | 0.0000% | $58143.00          | $61552.68          | Agency Mortgage-Backed Securities  |
| GNII SF CA0502 C       | 2050-12-20      | 2.0000%  | 0.0000% | $2750000.00        | $1634145.88        | Agency Mortgage-Backed Securities  |
| GNII SF DI0829 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1346660.59        | Agency Mortgage-Backed Securities  |
| GNII SF DI1631 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2815808.93        | Agency Mortgage-Backed Securities  |
| GNII SF DO2189 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1375456.00        | $1437629.36        | Agency Mortgage-Backed Securities  |
| GNII SF CQ7639 C       | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1219034.92        | Agency Mortgage-Backed Securities  |
| GNII SF DO4531 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3713852.00        | $3812740.74        | Agency Mortgage-Backed Securities  |
| GNMI SF AD1732 X       | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $73709.34          | Agency Mortgage-Backed Securities  |
| GNII SF DI8922 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1731864.00        | $1768821.32        | Agency Mortgage-Backed Securities  |
| GNII SF DI5726 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2092963.90        | Agency Mortgage-Backed Securities  |
| GNII SF DI1691 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1223773.84        | Agency Mortgage-Backed Securities  |
| GNPL LM CH6568         | 2054-05-15      | 3.1900%  | 0.0000% | $56058.00          | $48394.34          | Agency Mortgage-Backed Securities  |
| GNII SF CI0196 C       | 2035-08-20      | 5.0000%  | 0.0000% | $1443982.00        | $484439.24         | Agency Mortgage-Backed Securities  |
| GNII SF DI6057 C       | 2055-04-20      | 5.5000%  | 0.0000% | $18628512.00       | $18439965.60       | Agency Mortgage-Backed Securities  |
| GNII SF BZ8531 C       | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $63628.47          | Agency Mortgage-Backed Securities  |
| GNII SF DH6363 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $1203056.99        | Agency Mortgage-Backed Securities  |
| GNII SF DK1606 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3014556.00        | $3139492.43        | Agency Mortgage-Backed Securities  |
| GNII SF DF9098 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1630206.40        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1418 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3597880.00        | $3765680.64        | Agency Mortgage-Backed Securities  |
| GNII SF DF2412 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $620323.41         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6265 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1305177.21        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2849 C       | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $10571512.27       | Agency Mortgage-Backed Securities  |
| GNII SF DJ9057 C       | 2055-04-20      | 3.5000%  | 0.0000% | $2696380.00        | $2466457.05        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2758 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1849232.00        | $1589476.44        | Agency Mortgage-Backed Securities  |
| GNII SF DH6963 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2496468.71        | Agency Mortgage-Backed Securities  |
| GNII SF DK5711 C       | 2055-07-20      | 7.0000%  | 0.0000% | $3144124.00        | $3274684.12        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8638 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1293642.00        | $1348093.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9878 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1147012.00        | $1195478.45        | Agency Mortgage-Backed Securities  |
| GNII SF DK3156 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1707704.00        | $1721728.52        | Agency Mortgage-Backed Securities  |
| GNII SF DK0077 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4751232.00        | $4945085.50        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1869 C       | 2055-04-20      | 5.5000%  | 0.0000% | $906358.00         | $909173.07         | Agency Mortgage-Backed Securities  |
| GNII SF DK3171 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1735144.00        | $1825931.07        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1853 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2882191.57        | Agency Mortgage-Backed Securities  |
| GNII BD DJ1088 C       | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9666117.00        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1822 C       | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $4461752.02        | Agency Mortgage-Backed Securities  |
| GNII SF DG5191 C       | 2054-11-20      | 4.0000%  | 0.0000% | $1181322.00        | $1109424.74        | Agency Mortgage-Backed Securities  |
| GNII SF DH5580 C       | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2065349.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2498 C       | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $4343588.20        | Agency Mortgage-Backed Securities  |
| GNII SF DH3837 C       | 2055-01-20      | 6.5000%  | 0.0000% | $3561516.00        | $3693679.89        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5204 C       | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12018397.45       | Agency Mortgage-Backed Securities  |
| GNII SF MA1838 M       | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $374714.39         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3338   | 2054-02-01      | 6.0000%  | 0.0000% | $89782400.00       | $92603722.14       | Agency Mortgage-Backed Securities  |
| GNII RG CO9985 C       | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $581091.81         | Agency Mortgage-Backed Securities  |
| GNII SF BS8420 C       | 2050-04-20      | 4.0000%  | 0.0000% | $100000.00         | $22385.78          | Agency Mortgage-Backed Securities  |
| GNII SF CE6237 C       | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3448069.97        | Agency Mortgage-Backed Securities  |
| GNII SF BU8612 C       | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $362497.76         | Agency Mortgage-Backed Securities  |
| GNII SF BT8614 C       | 2050-07-20      | 2.5000%  | 0.0000% | $3073720.00        | $845915.06         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL3197   | 2055-09-01      | 6.0000%  | 0.0000% | $115930624.00      | $118648637.23      | Agency Mortgage-Backed Securities  |
| GNII SF MA5024 M       | 2048-02-20      | 6.0000%  | 0.0000% | $366000.00         | $58565.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA4781 M       | 2047-10-20      | 5.0000%  | 0.0000% | $2235000.00        | $208439.10         | Agency Mortgage-Backed Securities  |
| GNII JM MB0079 M       | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $1531763.09        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0633 M       | 2055-08-20      | 5.0000%  | 0.0000% | $1747496.00        | $1765056.55        | Agency Mortgage-Backed Securities  |
| GNII SF AR9014 C       | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1137843.51        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0700 M       | 2055-09-20      | 3.5000%  | 0.0000% | $18840704.00       | $18518670.10       | Agency Mortgage-Backed Securities  |
| GNII SF DI0823 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1096606.83        | Agency Mortgage-Backed Securities  |
| GNII SF AR0791 C       | 2046-05-20      | 3.5000%  | 0.0000% | $1000876.00        | $122913.72         | Agency Mortgage-Backed Securities  |
| GNII SF DI7288 C       | 2055-03-20      | 5.5000%  | 0.0000% | $1693890.00        | $1577983.21        | Agency Mortgage-Backed Securities  |
| GNII SF CH0830 C       | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $444885.78         | Agency Mortgage-Backed Securities  |
| GNII RG CH5779 C       | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $728154.39         | Agency Mortgage-Backed Securities  |
| GNII SF BZ6343 C       | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $272018.55         | Agency Mortgage-Backed Securities  |
| GNII SF BS6433 C       | 2050-01-20      | 3.5000%  | 0.0000% | $1568108.00        | $407081.01         | Agency Mortgage-Backed Securities  |
| GNII SF CH0582 C       | 2051-08-20      | 2.5000%  | 0.0000% | $2187892.00        | $1611882.09        | Agency Mortgage-Backed Securities  |
| GNII SF CK2711 C       | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $632716.76         | Agency Mortgage-Backed Securities  |
| GNMI SF AA8274 X       | 2042-07-15      | 3.5000%  | 0.0000% | $369000.00         | $21998.09          | Agency Mortgage-Backed Securities  |
| GNII SF BZ8510 C       | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $64662.41          | Agency Mortgage-Backed Securities  |
| GNII SF MA9961 M       | 2047-08-20      | 3.5000%  | 0.0000% | $1023968.00        | $910081.26         | Agency Mortgage-Backed Securities  |
| GNII SF AD2190 C       | 2043-02-20      | 3.5000%  | 0.0000% | $3875000.00        | $264253.27         | Agency Mortgage-Backed Securities  |
| GNCL CL CN0554         | 2066-08-15      | 5.6200%  | 0.0000% | $14694576.00       | $14717749.35       | Agency Mortgage-Backed Securities  |
| GNII SF AQ3110 C       | 2045-11-20      | 3.0000%  | 0.0000% | $16869600.00       | $2374053.35        | Agency Mortgage-Backed Securities  |
| GNII SF BX4961 C       | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $102730.00         | Agency Mortgage-Backed Securities  |
| GNII RG CN2001 C       | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $96800.25          | Agency Mortgage-Backed Securities  |
| GNII SF DN0128 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1336556.00        | $1361878.39        | Agency Mortgage-Backed Securities  |
| GNII SF DM7857 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1311186.00        | $1353510.80        | Agency Mortgage-Backed Securities  |
| GNII ET DN1183 C       | 2065-08-20      | 2.0000%  | 0.0000% | $479043.00         | $377853.60         | Agency Mortgage-Backed Securities  |
| GNII SF BS7618 C       | 2050-06-20      | 3.0000%  | 0.0000% | $546000.00         | $216963.61         | Agency Mortgage-Backed Securities  |
| GNII SF DM7868 C       | 2055-10-20      | 6.5000%  | 0.0000% | $2071780.00        | $2166567.43        | Agency Mortgage-Backed Securities  |
| GNII SF BI3167 C       | 2048-07-20      | 5.0000%  | 0.0000% | $590000.00         | $60474.27          | Agency Mortgage-Backed Securities  |
| GNII SF BW8883 C       | 2031-05-20      | 7.0000%  | 0.0000% | $1225350.00        | $359181.42         | Agency Mortgage-Backed Securities  |
| GNII SF DN2295 C       | 2055-10-20      | 7.0000%  | 0.0000% | $10854700.00       | $11544467.53       | Agency Mortgage-Backed Securities  |
| GNII SF DN2302 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1354652.00        | $1364576.18        | Agency Mortgage-Backed Securities  |
| GNII SF BZ8535 C       | 2046-01-20      | 2.5000%  | 0.0000% | $72091.00          | $27204.89          | Agency Mortgage-Backed Securities  |
| GNII SF DL8258 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1489728.00        | $1559625.34        | Agency Mortgage-Backed Securities  |
| GNMI SF 757400 X       | 2046-11-15      | 2.5000%  | 0.0000% | $95406.00          | $53432.41          | Agency Mortgage-Backed Securities  |
| GNII SF DL2510 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1691462.00        | $1759278.71        | Agency Mortgage-Backed Securities  |
| GNII ET DK8082 C       | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $369322.45         | Agency Mortgage-Backed Securities  |
| GNII SF DM3436 C       | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6948835.07        | Agency Mortgage-Backed Securities  |
| GNII SF DK6571 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1796268.00        | $1871279.49        | Agency Mortgage-Backed Securities  |
| GNAR AR 080143 M       | 2027-12-20      | 4.7500%  | 0.0000% | $14745598.00       | $5727.05           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX9828   | 2055-04-01      | 5.0000%  | 0.0000% | $3843380.00        | $3839203.80        | Agency Mortgage-Backed Securities  |
| GNII SF 002673 M       | 2028-11-20      | 6.5000%  | 0.0000% | $35938304.00       | $28600.83          | Agency Mortgage-Backed Securities  |
| GNII SP 787214 C       | 2054-01-20      | 6.5000%  | 0.0000% | $7802864.00        | $5419607.67        | Agency Mortgage-Backed Securities  |
| GNII AP 784924 M       | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $286898.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1177   | 2055-04-01      | 5.0000%  | 0.0000% | $1230850.00        | $981099.37         | Agency Mortgage-Backed Securities  |
| GNII SF MA0908 M       | 2028-04-20      | 2.5000%  | 0.0000% | $650000.00         | $19339.04          | Agency Mortgage-Backed Securities  |
| GNAR FB MA1114 M       | 2043-06-20      | 6.2500%  | 0.0000% | $1364762.00        | $68097.92          | Agency Mortgage-Backed Securities  |
| GNII SF MA6174 M       | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $123330.27         | Agency Mortgage-Backed Securities  |
| GNII JM MA9656 M       | 2054-05-20      | 6.0000%  | 0.0000% | $844423.00         | $468258.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ7090   | 2055-11-01      | 5.0000%  | 0.0000% | $1485180.00        | $1501516.86        | Agency Mortgage-Backed Securities  |
| GNMI SF BC9137 X       | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $71001.52          | Agency Mortgage-Backed Securities  |
| GNII SF DD0482 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2054882.43        | Agency Mortgage-Backed Securities  |
| GNII SF CZ0473 C       | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $319955.71         | Agency Mortgage-Backed Securities  |
| GNII SF DB6463 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1291018.72        | Agency Mortgage-Backed Securities  |
| GNII SF DA5833 C       | 2054-03-20      | 7.5000%  | 0.0000% | $3827220.00        | $4052309.28        | Agency Mortgage-Backed Securities  |
| GNII SF DF2316 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $795039.15         | Agency Mortgage-Backed Securities  |
| GNII SF DG7582 C       | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3417946.59        | Agency Mortgage-Backed Securities  |
| GNII SF DB6427 C       | 2054-09-20      | 4.5000%  | 0.0000% | $2334448.00        | $2265868.46        | Agency Mortgage-Backed Securities  |
| GNII SF CX0273 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1034646.00        | $852808.69         | Agency Mortgage-Backed Securities  |
| GNPL PN DB4200         | 2059-12-15      | 5.5900%  | 0.0000% | $277670.00         | $290198.56         | Agency Mortgage-Backed Securities  |
| GNII SF DG4442 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1811111.67        | Agency Mortgage-Backed Securities  |
| GNCL CL DD4695         | 2055-10-15      | 5.5400%  | 0.0000% | $19629376.00       | $19671736.19       | Agency Mortgage-Backed Securities  |
| GNII SF DE3278 C       | 2054-08-20      | 5.0000%  | 0.0000% | $1059382.00        | $1055703.63        | Agency Mortgage-Backed Securities  |
| GNII SF CY5518 C       | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1252728.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ8811   | 2055-11-01      | 6.0000%  | 0.0000% | $1213932.00        | $1257620.20        | Agency Mortgage-Backed Securities  |
| GNII SF MB0457 M       | 2040-07-20      | 4.5000%  | 0.0000% | $96459.00          | $94237.10          | Agency Mortgage-Backed Securities  |
| GNII SF DN2293 C       | 2055-10-20      | 6.5000%  | 0.0000% | $6588608.00        | $6889846.82        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0638 M       | 2055-08-20      | 4.0000%  | 0.0000% | $495990.00         | $492664.48         | Agency Mortgage-Backed Securities  |
| GNII ET DM7102 C       | 2062-08-20      | 4.0000%  | 0.0000% | $395012.00         | $374124.79         | Agency Mortgage-Backed Securities  |
| GNII SF DI2181 C       | 2055-02-20      | 5.0000%  | 0.0000% | $3039940.00        | $3041156.57        | Agency Mortgage-Backed Securities  |
| GNII SF DI6960 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1253204.41        | Agency Mortgage-Backed Securities  |
| GNII SF BW8856 C       | 2035-10-20      | 5.0000%  | 0.0000% | $9328080.00        | $3179465.77        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0567 M       | 2055-08-20      | 5.5000%  | 0.0000% | $23818528.00       | $24170624.14       | Agency Mortgage-Backed Securities  |
| GNII ET DI2632 C       | 2065-03-20      | 6.5000%  | 0.0000% | $35302144.00       | $29898693.56       | Agency Mortgage-Backed Securities  |
| GNII SF DI6464 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1708640.00        | $1779962.63        | Agency Mortgage-Backed Securities  |
| GNII SF DN2297 C       | 2055-10-20      | 7.0000%  | 0.0000% | $4048384.00        | $4305239.38        | Agency Mortgage-Backed Securities  |
| GNII SF DI3144 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2189267.50        | Agency Mortgage-Backed Securities  |
| GNII SF MB0401 M       | 2040-06-20      | 6.0000%  | 0.0000% | $211550.00         | $214257.83         | Agency Mortgage-Backed Securities  |
| GNII SF DI4120 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1216144.00        | $1262844.78        | Agency Mortgage-Backed Securities  |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $5730000.00        | $4533008.68        | Agency Mortgage-Backed Securities  |
| GNII SF MB0683 M       | 2055-10-20      | 4.0000%  | 0.0000% | $50543232.00       | $48101397.20       | Agency Mortgage-Backed Securities  |
| GNII SF DF1317 C       | 2054-10-20      | 6.5000%  | 0.0000% | $72881.00          | $76194.31          | Agency Mortgage-Backed Securities  |
| GNII SF DH5291 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1555476.00        | $1376991.66        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5199 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1720148.00        | $1794590.83        | Agency Mortgage-Backed Securities  |
| GNII SF DE5250 C       | 2054-11-20      | 4.5000%  | 0.0000% | $1201928.00        | $1165297.19        | Agency Mortgage-Backed Securities  |
| GNII SF DG2299 C       | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21756397.01       | Agency Mortgage-Backed Securities  |
| GNII SF DI0939 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1525144.00        | $1557756.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4407   | 2040-11-01      | 6.0000%  | 0.0000% | $2043780.00        | $2129934.78        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $173464800.00      | $155145194.73      | U.S. Treasuries (including strips) |
| FEPC 05.500 CIQO3885   | 2040-07-01      | 5.5000%  | 0.0000% | $1373440.00        | $1395161.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4078   | 2040-09-01      | 5.5000%  | 0.0000% | $1060602.00        | $1083588.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9476   | 2055-11-01      | 5.0000%  | 0.0000% | $1626128.00        | $1644199.16        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBY5294   | 2053-06-01      | 7.0000%  | 0.0000% | $1951798.00        | $1201347.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC1587   | 2040-12-01      | 6.0000%  | 0.0000% | $6574088.00        | $6917794.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8889   | 2055-11-01      | 5.5000%  | 0.0000% | $1763118.00        | $1807173.03        | Agency Mortgage-Backed Securities  |
| GNII SF DO0680 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1371352.00        | $1366202.57        | Agency Mortgage-Backed Securities  |
| GNII SF DI8311 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1630740.41        | Agency Mortgage-Backed Securities  |
| GNII SF DI8236 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1465160.00        | $1516535.17        | Agency Mortgage-Backed Securities  |
| GNII SF DI7316 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3882968.00        | $3708566.59        | Agency Mortgage-Backed Securities  |
| GNII SF DI1585 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1081616.97        | Agency Mortgage-Backed Securities  |
| GNII SF DI1700 C       | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $3988670.36        | Agency Mortgage-Backed Securities  |
| GNII SF DL3173 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1447624.00        | $1510229.68        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9410 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3068064.00        | $3160798.19        | Agency Mortgage-Backed Securities  |
| GNMI SF 400596 X       | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $68612.77          | Agency Mortgage-Backed Securities  |
| GNII SF DK7591 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3230801.54        | Agency Mortgage-Backed Securities  |
| GNII SF DL0107 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $5201113.66        | Agency Mortgage-Backed Securities  |
| GNII SF DL4414 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1599984.00        | $1390279.99        | Agency Mortgage-Backed Securities  |
| GNMI SP 781216 X       | 2030-12-15      | 6.5000%  | 0.0000% | $15468752.00       | $33202.58          | Agency Mortgage-Backed Securities  |
| GNII SF DG1153 C       | 2054-12-20      | 6.5000%  | 0.0000% | $2365040.00        | $2452028.63        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1827 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2082538.37        | Agency Mortgage-Backed Securities  |
| GNII SF DG9177 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1178916.19        | Agency Mortgage-Backed Securities  |
| GNII SF DL4739 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1428692.40        | Agency Mortgage-Backed Securities  |
| GNII SF DK5864 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1161830.95        | Agency Mortgage-Backed Securities  |
| GNII SF DK7158 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1804866.00        | $1802449.43        | Agency Mortgage-Backed Securities  |
| GNII SF DG9948 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1629392.00        | $1687313.09        | Agency Mortgage-Backed Securities  |
| GNII SF DL2099 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1296014.00        | $1350723.50        | Agency Mortgage-Backed Securities  |
| GNII SF DK5769 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2253636.00        | $2346601.44        | Agency Mortgage-Backed Securities  |
| GNII SF DI0788 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $765448.22         | Agency Mortgage-Backed Securities  |
| GNII JM MB0014 M       | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $1042497.15        | Agency Mortgage-Backed Securities  |
| GNII SF DI3916 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3574608.00        | $3588927.14        | Agency Mortgage-Backed Securities  |
| GNII SF AU6346 C       | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1437945.38        | Agency Mortgage-Backed Securities  |
| GNII SF AQ9175 C       | 2045-11-20      | 3.0000%  | 0.0000% | $13622208.00       | $2143054.57        | Agency Mortgage-Backed Securities  |
| GNII SF DI3884 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3037232.00        | $2381433.87        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ5033   | 2055-10-01      | 7.0000%  | 0.0000% | $14775.00          | $15642.44          | Agency Mortgage-Backed Securities  |
| GNII SF MA9542 M       | 2054-03-20      | 6.0000%  | 0.0000% | $40219776.00       | $25242641.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA8727 M       | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $918105.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA9846 M       | 2046-10-20      | 3.0000%  | 0.0000% | $1620936.00        | $1331623.72        | Agency Mortgage-Backed Securities  |
| GNII JM MA8867 M       | 2053-05-20      | 5.5000%  | 0.0000% | $650000.00         | $400681.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA8264 M       | 2052-09-20      | 2.5000%  | 0.0000% | $1431108.00        | $901441.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA8770 M       | 2038-04-20      | 5.0000%  | 0.0000% | $164314.00         | $96597.30          | Agency Mortgage-Backed Securities  |
| GNII SF MA9777 M       | 2054-06-20      | 4.5000%  | 0.0000% | $18442560.00       | $17420974.58       | Agency Mortgage-Backed Securities  |
| GNII SF DK2770 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1751380.30        | Agency Mortgage-Backed Securities  |
| GNII JM MA6921 M       | 2050-10-20      | 2.0000%  | 0.0000% | $1048440.00        | $508328.66         | Agency Mortgage-Backed Securities  |
| GNII SF MA7629 M       | 2036-08-20      | 6.5000%  | 0.0000% | $65642.00          | $14933.17          | Agency Mortgage-Backed Securities  |
| GNII ET DJ5170 C       | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $2798225.02        | Agency Mortgage-Backed Securities  |
| GNII SF MA8947 M       | 2053-06-20      | 5.0000%  | 0.0000% | $3187780.00        | $2663172.38        | Agency Mortgage-Backed Securities  |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $21875488.00       | $18841379.07       | Agency Mortgage-Backed Securities  |
| GNII SF DJ8284 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1413342.00        | $1475134.34        | Agency Mortgage-Backed Securities  |
| GNII SF DH4864 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1161864.00        | $1206993.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $2481396.00        | $1654039.49        | Agency Mortgage-Backed Securities  |
| GNII SF DL0106 C       | 2055-07-20      | 6.5000%  | 0.0000% | $5769672.00        | $5956926.23        | Agency Mortgage-Backed Securities  |
| GNII SF MA8428 M       | 2052-11-20      | 5.0000%  | 0.0000% | $2235568.00        | $1724068.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA9132 M       | 2031-05-20      | 2.5000%  | 0.0000% | $53713.00          | $35254.48          | Agency Mortgage-Backed Securities  |
| GNII SF DK8326 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2731700.00        | $2894063.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK7558 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1691692.00        | $1722752.49        | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $5932936.00        | $4562278.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA9602 M       | 2054-01-20      | 4.0000%  | 0.0000% | $16547616.00       | $14956565.87       | Agency Mortgage-Backed Securities  |
| GNII SF DK3976 C       | 2050-05-20      | 6.5000%  | 0.0000% | $1407688.00        | $1462103.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA8643 M       | 2053-02-20      | 3.0000%  | 0.0000% | $600000.00         | $412564.53         | Agency Mortgage-Backed Securities  |
| GNII SF DK4967 C       | 2052-07-20      | 6.5000%  | 0.0000% | $1270380.00        | $1324796.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M       | 2052-10-20      | 4.5000%  | 0.0000% | $5719456.00        | $4423039.32        | Agency Mortgage-Backed Securities  |
| GNII SF MA9776 M       | 2054-06-20      | 4.0000%  | 0.0000% | $339685.00         | $307917.22         | Agency Mortgage-Backed Securities  |
| GNMI SF BJ5779 X       | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $188103.18         | Agency Mortgage-Backed Securities  |
| GNII SF DK8402 C       | 2055-07-20      | 7.0000%  | 0.0000% | $29581376.00       | $31384111.19       | Agency Mortgage-Backed Securities  |
| GNII SF DK7510 C       | 2055-08-20      | 6.5000%  | 0.0000% | $817842.00         | $863301.25         | Agency Mortgage-Backed Securities  |
| GNII SF BV0541 C       | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $160798.34         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1275   | 2052-07-01      | 4.5000%  | 0.0000% | $765000.00         | $550729.48         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2152   | 2051-12-01      | 3.0000%  | 0.0000% | $500000.00         | $367204.85         | Agency Mortgage-Backed Securities  |
| GNMI SF 752199 X       | 2046-04-15      | 2.5000%  | 0.0000% | $2550650.00        | $1566933.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2258   | 2055-05-01      | 5.0000%  | 0.0000% | $20898.00          | $15690.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA8695 M       | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $88603.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA8485 M       | 2052-03-20      | 2.5000%  | 0.0000% | $1091074.00        | $724130.64         | Agency Mortgage-Backed Securities  |
| GNII JM MA8140 M       | 2052-07-20      | 3.0000%  | 0.0000% | $4129048.00        | $2734409.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA7420 M       | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $3969447.82        | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $8875648.00        | $6059543.44        | Agency Mortgage-Backed Securities  |
| GNII SF MA8700 M       | 2032-02-20      | 7.5000%  | 0.0000% | $99498.00          | $31866.27          | Agency Mortgage-Backed Securities  |
| GNII SF MA8465 M       | 2029-08-20      | 7.5000%  | 0.0000% | $35476.00          | $22452.91          | Agency Mortgage-Backed Securities  |
| GNII SF DL6913 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3739264.00        | $3903350.71        | Agency Mortgage-Backed Securities  |
| GNII SF DL7057 C       | 2055-08-20      | 5.5000%  | 0.0000% | $2753096.00        | $2804594.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA8764 M       | 2037-09-20      | 2.0000%  | 0.0000% | $96073.00          | $69302.47          | Agency Mortgage-Backed Securities  |
| GNII SF DL4913 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1479800.00        | $1548433.11        | Agency Mortgage-Backed Securities  |
| GNII SF DL6912 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4224192.00        | $4407245.64        | Agency Mortgage-Backed Securities  |
| GNII SF DL7867 C       | 2055-08-20      | 6.0000%  | 0.0000% | $6493024.00        | $6696351.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA9387 M       | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $357540.80         | Agency Mortgage-Backed Securities  |
| GNII SF MA9164 M       | 2053-09-20      | 2.0000%  | 0.0000% | $409000.00         | $302063.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $20200000.00       | $9523147.46        | Agency Mortgage-Backed Securities  |
| GNII SF MA9323 M       | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $151322.46         | Agency Mortgage-Backed Securities  |
| GNII SF DL6855 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2375080.00        | $2479406.22        | Agency Mortgage-Backed Securities  |
| GNII SF MA9427 M       | 2053-12-20      | 7.5000%  | 0.0000% | $795432.00         | $220341.97         | Agency Mortgage-Backed Securities  |
| GNII SF DM3499 C       | 2055-09-20      | 5.0000%  | 0.0000% | $1165628.00        | $1175038.84        | Agency Mortgage-Backed Securities  |
| GNII SF DM0891 C       | 2055-09-20      | 5.0000%  | 0.0000% | $2765340.00        | $2775460.26        | Agency Mortgage-Backed Securities  |
| GNII SF DL8251 C       | 2055-09-20      | 6.5000%  | 0.0000% | $6381744.00        | $6653070.16        | Agency Mortgage-Backed Securities  |
| GNII SF DK0294 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4226936.00        | $4395328.11        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1590 C       | 2055-04-20      | 5.5000%  | 0.0000% | $975717.00         | $978827.43         | Agency Mortgage-Backed Securities  |
| GNII SF DK5626 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1686944.00        | $1759568.84        | Agency Mortgage-Backed Securities  |
| GNII SF DK1836 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1277138.00        | $1333786.62        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5959 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1719526.00        | $1734125.87        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9121 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2704052.00        | $2836472.77        | Agency Mortgage-Backed Securities  |
| GNII SF DL6857 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3248880.00        | $3391511.46        | Agency Mortgage-Backed Securities  |
| GNII SF DL5886 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1291088.00        | $1350144.04        | Agency Mortgage-Backed Securities  |
| GNII SF DM4377 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1872352.00        | $1958900.00        | Agency Mortgage-Backed Securities  |
| GNII SF DH4873 C       | 2055-06-20      | 6.5000%  | 0.0000% | $833381.00         | $868265.73         | Agency Mortgage-Backed Securities  |
| GNII SF DC1659 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1166158.00        | $1199366.66        | Agency Mortgage-Backed Securities  |
| GNII SF DK4921 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1168770.00        | $1188666.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK3974 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1994496.00        | $2075584.25        | Agency Mortgage-Backed Securities  |
| GNII SF DG9213 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $974709.34         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9125 C       | 2055-05-20      | 6.5000%  | 0.0000% | $10796096.00       | $11007387.09       | Agency Mortgage-Backed Securities  |
| GNII SF DH6952 C       | 2050-03-20      | 7.0000%  | 0.0000% | $1050712.00        | $699686.48         | Agency Mortgage-Backed Securities  |
| GNII SF DJ5314 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1209680.00        | $1163196.74        | Agency Mortgage-Backed Securities  |
| GNII SF DK2598 C       | 2055-05-20      | 5.0000%  | 0.0000% | $3214850.00        | $3220607.66        | Agency Mortgage-Backed Securities  |
| GNII SF DL4513 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3964496.00        | $4130627.20        | Agency Mortgage-Backed Securities  |
| GNII SF DK4804 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $4593142.50        | Agency Mortgage-Backed Securities  |
| GNII SF DK5670 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1099472.03        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9132 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1465570.00        | $1538797.56        | Agency Mortgage-Backed Securities  |
| GNII SP 785657 C       | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61157.70          | Agency Mortgage-Backed Securities  |
| GNII SP 788099 C       | 2055-08-20      | 5.5000%  | 0.0000% | $32295168.00       | $32746304.29       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5950   | 2048-11-01      | 4.5000%  | 0.0000% | $4317504.00        | $283442.02         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD2010   | 2051-11-01      | 3.5000%  | 0.0000% | $1003826.00        | $680889.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3553   | 2052-11-01      | 5.0000%  | 0.0000% | $740467.00         | $470299.06         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7552   | 2052-01-01      | 2.5000%  | 0.0000% | $3500000.00        | $2240988.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316   | 2053-04-01      | 5.5000%  | 0.0000% | $11676304.00       | $9110029.63        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNAL9541   | 2026-12-01      | 3.5000%  | 0.0000% | $21000000.00       | $58637.06          | Agency Mortgage-Backed Securities  |
| GNII SF MA9878 M       | 2039-09-20      | 5.0000%  | 0.0000% | $90314.00          | $72877.59          | Agency Mortgage-Backed Securities  |
| GNII SF MA9641 M       | 2036-06-20      | 7.0000%  | 0.0000% | $156424.00         | $153164.56         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ5921   | 2055-10-01      | 7.0000%  | 0.0000% | $2125688.00        | $2264799.21        | Agency Mortgage-Backed Securities  |
| GNII SF AL5850 C       | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $1975729.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2944   | 2055-09-01      | 5.5000%  | 0.0000% | $3037860.00        | $3104025.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA9421 M       | 2053-12-20      | 4.5000%  | 0.0000% | $40000.00          | $36524.90          | Agency Mortgage-Backed Securities  |
| GNII SF DM3432 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2866740.00        | $3016677.74        | Agency Mortgage-Backed Securities  |
| GNII SF DL4787 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1227852.00        | $1273078.16        | Agency Mortgage-Backed Securities  |
| GNII ET DM1756 C       | 2065-06-20      | 3.5000%  | 0.0000% | $254867.00         | $231952.74         | Agency Mortgage-Backed Securities  |
| GNII SF BM7542 C       | 2050-03-20      | 3.0000%  | 0.0000% | $61000.00          | $19204.91          | Agency Mortgage-Backed Securities  |
| GNII SF DM6723 C       | 2055-09-20      | 6.5000%  | 0.0000% | $4789264.00        | $5000202.34        | Agency Mortgage-Backed Securities  |
| GNII SF BT3813 C       | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1716279.96        | Agency Mortgage-Backed Securities  |
| GNII SF DN5760 C       | 2055-11-20      | 5.5000%  | 0.0000% | $2280644.00        | $2344262.56        | Agency Mortgage-Backed Securities  |
| GNII RG CN5913 C       | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $283061.89         | Agency Mortgage-Backed Securities  |
| GNII SF 796468 C       | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $16944.53          | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $27000000.00       | $26719559.96       | Agency Mortgage-Backed Securities  |
| GNII SF DM7938 C       | 2055-10-20      | 5.5000%  | 0.0000% | $1238286.00        | $1264859.55        | Agency Mortgage-Backed Securities  |
| GNII SF DN0581 C       | 2055-09-20      | 6.5000%  | 0.0000% | $10599600.00       | $10969911.96       | Agency Mortgage-Backed Securities  |
| GNII SF DN1520 C       | 2055-10-20      | 5.0000%  | 0.0000% | $6318152.00        | $6364216.07        | Agency Mortgage-Backed Securities  |
| GNII ET DL9723 C       | 2065-08-20      | 3.0000%  | 0.0000% | $975788.00         | $881527.91         | Agency Mortgage-Backed Securities  |
| GNII SF DM6188 C       | 2055-09-20      | 6.0000%  | 0.0000% | $7006672.00        | $7232954.37        | Agency Mortgage-Backed Securities  |
| GNII ET DM3746 C       | 2065-09-20      | 4.5000%  | 0.0000% | $216768.00         | $212272.25         | Agency Mortgage-Backed Securities  |
| GNII SF DM3341 C       | 2055-08-20      | 6.5000%  | 0.0000% | $5721888.00        | $5998251.20        | Agency Mortgage-Backed Securities  |
| GNII SF DL2114 C       | 2055-08-20      | 7.0000%  | 0.0000% | $1001834.00        | $1048583.36        | Agency Mortgage-Backed Securities  |
| GNII SF DM6190 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2783504.00        | $2906376.95        | Agency Mortgage-Backed Securities  |
| GNII SF DM7859 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1743220.00        | $1795831.12        | Agency Mortgage-Backed Securities  |
| GNII SF DM7812 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1300106.00        | $1357212.88        | Agency Mortgage-Backed Securities  |
| GNII SF DN7315 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3956764.00        | $4044651.64        | Agency Mortgage-Backed Securities  |
| GNMI SF 693564 X       | 2038-07-15      | 6.5000%  | 0.0000% | $538602.00         | $9614.98           | Agency Mortgage-Backed Securities  |
| GNII SP 788175 C       | 2055-09-20      | 5.0000%  | 0.0000% | $136928256.00      | $136967758.12      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3787   | 2055-11-01      | 6.0000%  | 0.0000% | $1559700.00        | $1604800.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1361   | 2055-11-01      | 5.5000%  | 0.0000% | $2307770.00        | $2355065.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0132   | 2056-07-01      | 4.0000%  | 0.0000% | $2215000.00        | $666575.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDF5685   | 2040-12-01      | 4.5000%  | 0.0000% | $1120680.00        | $1125627.80        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNSA0088   | 2032-01-01      | 1.5000%  | 0.0000% | $265000.00         | $202177.35         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZS9316   | 2038-01-01      | 3.5000%  | 0.0000% | $70370.00          | $15691.56          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8134   | 2036-10-01      | 3.0000%  | 0.0000% | $4984088.00        | $2453881.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO4149   | 2040-09-01      | 6.0000%  | 0.0000% | $1743522.00        | $1794592.54        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ7070   | 2054-10-01      | 4.5000%  | 0.0000% | $1310844.00        | $1149381.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1360   | 2055-11-01      | 5.5000%  | 0.0000% | $5058312.00        | $5174688.58        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6652   | 2052-01-01      | 2.5000%  | 0.0000% | $7005472.00        | $4790579.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8028   | 2051-12-01      | 3.5000%  | 0.0000% | $100000.00         | $77861.87          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLTA0071   | 2055-10-01      | 6.0000%  | 0.0000% | $26607744.00       | $27383705.64       | Agency Mortgage-Backed Securities  |
| GNMI SF BQ0724 X       | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $79274.39          | Agency Mortgage-Backed Securities  |
| GNMI SF BS5088 X       | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50964.85          | Agency Mortgage-Backed Securities  |
| GNII SF BV7358 C       | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $293070.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA9426 M       | 2053-12-20      | 7.0000%  | 0.0000% | $146783232.00      | $53353981.17       | Agency Mortgage-Backed Securities  |
| GNII JM MA9713 M       | 2054-06-20      | 6.0000%  | 0.0000% | $928725.00         | $495984.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM3957   | 2050-03-01      | 5.0000%  | 0.0000% | $600000.00         | $106622.96         | Agency Mortgage-Backed Securities  |
| GNII SF CN6028 C       | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1107729.54        | Agency Mortgage-Backed Securities  |
| GNCL CL CN7571         | 2066-11-15      | 5.6850%  | 0.0000% | $89889.00          | $92840.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2468   | 2053-04-01      | 5.0000%  | 0.0000% | $2912536.00        | $2327557.22        | Agency Mortgage-Backed Securities  |
| GNII SF CC9793 C       | 2051-04-20      | 3.0000%  | 0.0000% | $149971.00         | $97195.23          | Agency Mortgage-Backed Securities  |
| GNII SF DL6012 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1477984.00        | $1541813.24        | Agency Mortgage-Backed Securities  |
| GNII SF DM3054 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1208238.00        | $1262103.44        | Agency Mortgage-Backed Securities  |
| GNII SF DM0767 C       | 2055-08-20      | 6.5000%  | 0.0000% | $21164.00          | $22311.36          | Agency Mortgage-Backed Securities  |
| GNII SF DM3055 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1042874.00        | $1096020.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA9906 M       | 2054-09-20      | 5.5000%  | 0.0000% | $99453760.00       | $86043373.45       | Agency Mortgage-Backed Securities  |
| GNII SF DM0622 C       | 2055-08-20      | 5.0000%  | 0.0000% | $4363592.00        | $4379184.23        | Agency Mortgage-Backed Securities  |
| GNII SF AD8821 C       | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $409472.28         | Agency Mortgage-Backed Securities  |
| GNII SF DM3846 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3029440.00        | $3165440.08        | Agency Mortgage-Backed Securities  |
| GNII SF AD8825 C       | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $3047413.43        | Agency Mortgage-Backed Securities  |
| GNII SF DL9926 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1155720.00        | $1191688.32        | Agency Mortgage-Backed Securities  |
| GNII SF DL6856 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2781456.00        | $2901439.42        | Agency Mortgage-Backed Securities  |
| GNII SF DK5757 C       | 2055-07-20      | 6.5000%  | 0.0000% | $4564440.00        | $4760689.07        | Agency Mortgage-Backed Securities  |
| GNII ET DJ7629 C       | 2065-03-20      | 6.5000%  | 0.0000% | $1049466.00        | $1077424.66        | Agency Mortgage-Backed Securities  |
| GNII ET DJ8013 C       | 2064-06-20      | 7.5000%  | 0.0000% | $77201.00          | $79681.61          | Agency Mortgage-Backed Securities  |
| GNII ET DM1666 C       | 2065-08-20      | 4.5000%  | 0.0000% | $303425.00         | $296910.00         | Agency Mortgage-Backed Securities  |
| GNII SF DK7137 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2810252.00        | $2933397.78        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2829 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3758280.00        | $3912430.34        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4813 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1713894.77        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5960 C       | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2961711.15        | Agency Mortgage-Backed Securities  |
| GNII SF DK5686 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2195452.00        | $2289844.03        | Agency Mortgage-Backed Securities  |
| GNII SF DL6990 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1796526.00        | $1872430.67        | Agency Mortgage-Backed Securities  |
| GNII RG CI4462 C       | 2044-07-20      | 4.0000%  | 0.0000% | $1616490.00        | $919557.27         | Agency Mortgage-Backed Securities  |
| GNII SF BI4636 C       | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $544389.71         | Agency Mortgage-Backed Securities  |
| GNII RG CN5871 C       | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $988210.84         | Agency Mortgage-Backed Securities  |
| GNII SF BV3600 C       | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $90349.70          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9247 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $1977305.05        | Agency Mortgage-Backed Securities  |
| GNII ET DM2763 C       | 2065-07-20      | 3.0000%  | 0.0000% | $317459.00         | $283865.80         | Agency Mortgage-Backed Securities  |
| GNII SF DM1529 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2072540.00        | $2163639.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9741   | 2052-05-01      | 2.5000%  | 0.0000% | $617000.00         | $491664.26         | Agency Mortgage-Backed Securities  |
| GNII SF 635171 C       | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2508103.24        | Agency Mortgage-Backed Securities  |
| GNII SF DK8322 C       | 2055-06-20      | 6.5000%  | 0.0000% | $23915808.00       | $25175762.91       | Agency Mortgage-Backed Securities  |
| GNMI SF 711731 X       | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $462459.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1243   | 2055-10-01      | 6.0000%  | 0.0000% | $120089728.00      | $124235229.92      | Agency Mortgage-Backed Securities  |
| GNII SF DK1497 C       | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $17362832.52       | Agency Mortgage-Backed Securities  |
| GNII SF DJ9123 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3388912.00        | $3386135.93        | Agency Mortgage-Backed Securities  |
| GNII ET DK1965 C       | 2065-06-20      | 6.5000%  | 0.0000% | $2137328.00        | $2209945.36        | Agency Mortgage-Backed Securities  |
| GNII SF DL8958 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1927434.00        | $2011202.76        | Agency Mortgage-Backed Securities  |
| GNMI SF 486598 X       | 2028-10-15      | 6.5000%  | 0.0000% | $33042432.00       | $27148.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1831   | 2052-05-01      | 4.0000%  | 0.0000% | $773000.00         | $548512.69         | Agency Mortgage-Backed Securities  |
| GNAR AF 082137 M       | 2038-08-20      | 5.3750%  | 0.0000% | $50000000.00       | $76739.80          | Agency Mortgage-Backed Securities  |
| GNMI SF 743095 X       | 2040-07-15      | 5.0000%  | 0.0000% | $257275.00         | $11986.76          | Agency Mortgage-Backed Securities  |
| GNII SF CW3790 C       | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1084409.99        | Agency Mortgage-Backed Securities  |
| GNII SF CW9249 C       | 2055-05-20      | 6.5000%  | 0.0000% | $795104.00         | $830668.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA9935 M       | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $197301.25         | Agency Mortgage-Backed Securities  |
| GNII SF CX4160 C       | 2054-02-20      | 8.0000%  | 0.0000% | $1530730.00        | $1633121.14        | Agency Mortgage-Backed Securities  |
| GNII ET DK9190 C       | 2065-06-20      | 6.0000%  | 0.0000% | $757719.00         | $774974.02         | Agency Mortgage-Backed Securities  |
| GNII JM MA6856 M       | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $463314.60         | Agency Mortgage-Backed Securities  |
| GNII SF DK6598 C       | 2055-06-20      | 7.0000%  | 0.0000% | $3891884.00        | $4008916.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA5570 M       | 2028-04-20      | 7.0000%  | 0.0000% | $83274.00          | $9223.01           | Agency Mortgage-Backed Securities  |
| GNII SF DK7589 C       | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $18339370.72       | Agency Mortgage-Backed Securities  |
| GNII SF DD7537 C       | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3882447.41        | Agency Mortgage-Backed Securities  |
| GNCL CL DF6557         | 2067-03-15      | 5.8600%  | 0.0000% | $5866912.00        | $6233259.59        | Agency Mortgage-Backed Securities  |
| GNAR AF 082888 M       | 2041-07-20      | 5.3750%  | 0.0000% | $6705904.00        | $164650.80         | Agency Mortgage-Backed Securities  |
| GNII SP 786366 C       | 2052-08-20      | 4.5000%  | 0.0000% | $100000.00         | $77833.18          | Agency Mortgage-Backed Securities  |
| GNII SF DH6918 C       | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $854225.34         | Agency Mortgage-Backed Securities  |
| GNII SF DF2517 C       | 2054-12-20      | 6.5000%  | 0.0000% | $1420730.00        | $1129486.75        | Agency Mortgage-Backed Securities  |
| GNII SF DG7223 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1126242.80        | Agency Mortgage-Backed Securities  |
| GNAR AF 082794 M       | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $743746.08         | Agency Mortgage-Backed Securities  |
| GNII SF CY8715 C       | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $394827.97         | Agency Mortgage-Backed Securities  |
| GNII ET CV5115 C       | 2063-06-20      | 6.5000%  | 0.0000% | $3772924.00        | $1237376.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M       | 2054-10-20      | 4.5000%  | 0.0000% | $61496960.00       | $57263133.37       | Agency Mortgage-Backed Securities  |
| GNII SF MA7170 M       | 2035-09-20      | 5.0000%  | 0.0000% | $384283.00         | $237724.64         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0091   | 2054-11-01      | 4.5000%  | 0.0000% | $1222972.00        | $1187024.12        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL3364   | 2052-06-01      | 2.0000%  | 0.0000% | $43418304.00       | $35738734.90       | Agency Mortgage-Backed Securities  |
| GNII SF MB0343 M       | 2040-02-20      | 6.5000%  | 0.0000% | $185373.00         | $188807.73         | Agency Mortgage-Backed Securities  |
| GNII SF MB0398 M       | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $193636.42         | Agency Mortgage-Backed Securities  |
| GNII SF DI2013 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2636984.00        | $2635485.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA6475 M       | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13568721.89       | Agency Mortgage-Backed Securities  |
| GNII SF CV0625 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1478208.00        | $1504316.11        | Agency Mortgage-Backed Securities  |
| GNII ET CY3135 C       | 2064-06-20      | 7.5000%  | 0.0000% | $115265.00         | $118876.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA6934 M       | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2754545.01        | Agency Mortgage-Backed Securities  |
| GNII SF CX0542 C       | 2053-10-20      | 2.0000%  | 0.0000% | $4089152.00        | $3179458.70        | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $219499520.00      | $143483652.79      | Agency Mortgage-Backed Securities  |
| GNII SF DA7475 C       | 2054-04-20      | 5.0000%  | 0.0000% | $1285452.00        | $1195235.93        | Agency Mortgage-Backed Securities  |
| GNII SF DE8770 C       | 2054-10-20      | 5.0000%  | 0.0000% | $1771474.00        | $1414710.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA7058 M       | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $16441.85          | Agency Mortgage-Backed Securities  |
| GNII SF DA2767 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $967608.73         | Agency Mortgage-Backed Securities  |
| GNII SF MA6864 M       | 2050-09-20      | 2.0000%  | 0.0000% | $500042000.00      | $227800918.98      | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M       | 2052-05-20      | 3.0000%  | 0.0000% | $61547776.00       | $41898600.86       | Agency Mortgage-Backed Securities  |
| GNPL PN DA8510         | 2060-06-15      | 5.8400%  | 0.0000% | $2602500.00        | $2781289.48        | Agency Mortgage-Backed Securities  |
| GNII JM MA7304 M       | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $57056.28          | Agency Mortgage-Backed Securities  |
| GNII SF DG5193 C       | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2402927.26        | Agency Mortgage-Backed Securities  |
| GNII SF CX4169 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1577160.00        | $1576694.48        | Agency Mortgage-Backed Securities  |
| GNII SF DD4241 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1441022.00        | $1492276.58        | Agency Mortgage-Backed Securities  |
| GNII SF DD2719 C       | 2054-08-20      | 6.5000%  | 0.0000% | $1023344.00        | $498706.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA7911 M       | 2037-03-20      | 3.0000%  | 0.0000% | $150000.00         | $75447.28          | Agency Mortgage-Backed Securities  |
| GNPL PN DA8489         | 2059-09-15      | 5.4800%  | 0.0000% | $48978.00          | $50910.53          | Agency Mortgage-Backed Securities  |
| GNII SF DE1089 C       | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $5782048.87        | Agency Mortgage-Backed Securities  |
| GNPL PN DA8491         | 2059-09-15      | 5.4800%  | 0.0000% | $30471.00          | $31673.30          | Agency Mortgage-Backed Securities  |
| GNPL PN DC7221         | 2060-02-15      | 5.3100%  | 0.0000% | $52909.00          | $54488.33          | Agency Mortgage-Backed Securities  |
| GNMI SF 548529 X       | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $435247.51         | Agency Mortgage-Backed Securities  |
| GNII SF DO2108 C       | 2055-10-20      | 5.0000%  | 0.0000% | $1275048.00        | $1290469.40        | Agency Mortgage-Backed Securities  |
| GNII SF DI9800 C       | 2052-03-20      | 5.5000%  | 0.0000% | $2110240.00        | $1080149.01        | Agency Mortgage-Backed Securities  |
| GNII SF DI9237 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3303315.16        | Agency Mortgage-Backed Securities  |
| GNII SF DE6472 C       | 2054-11-20      | 6.5000%  | 0.0000% | $24484032.00       | $17509391.89       | Agency Mortgage-Backed Securities  |
| GNII SF DG9261 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $1338162.53        | Agency Mortgage-Backed Securities  |
| GNII SF DG3522 C       | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1389245.27        | Agency Mortgage-Backed Securities  |
| GNII SF DG6567 C       | 2055-01-20      | 6.0000%  | 0.0000% | $3953048.00        | $4088499.01        | Agency Mortgage-Backed Securities  |
| GNII SF DH6797 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1221175.12        | Agency Mortgage-Backed Securities  |
| GNII SF DI3653 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1227747.10        | Agency Mortgage-Backed Securities  |
| GNII SF DG9247 C       | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1627929.57        | Agency Mortgage-Backed Securities  |
| GNII SF DF1599 C       | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $1670875.81        | Agency Mortgage-Backed Securities  |
| GNII SF DF1313 C       | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1247697.96        | Agency Mortgage-Backed Securities  |
| GNII SF MB0358 M       | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4384116.30        | Agency Mortgage-Backed Securities  |
| GNII SF DN7328 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1109572.00        | $1137969.28        | Agency Mortgage-Backed Securities  |
| GNII SF DM7725 C       | 2055-09-20      | 6.5000%  | 0.0000% | $763317.00         | $803864.76         | Agency Mortgage-Backed Securities  |
| GNII SF DN0842 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3725176.00        | $3879330.68        | Agency Mortgage-Backed Securities  |
| GNII SF CZ7451 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3948552.00        | $4108259.45        | Agency Mortgage-Backed Securities  |
| GNCL CS CV6109         | 2066-04-15      | 8.7800%  | 0.0000% | $30844760.00       | $35117160.24       | Agency Mortgage-Backed Securities  |
| GNII SF DM7163 C       | 2055-09-20      | 6.0000%  | 0.0000% | $5576960.00        | $5745713.89        | Agency Mortgage-Backed Securities  |
| GNII SF DN3277 C       | 2055-10-20      | 6.0000%  | 0.0000% | $1247552.00        | $1289071.22        | Agency Mortgage-Backed Securities  |
| GNII SF DN8233 C       | 2055-11-20      | 7.0000%  | 0.0000% | $1433062.00        | $1497280.37        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0495 M       | 2055-07-20      | 5.0000%  | 0.0000% | $4264536.00        | $4306212.00        | Agency Mortgage-Backed Securities  |
| GNII SF DN9105 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1970224.00        | $1983444.20        | Agency Mortgage-Backed Securities  |
| GNII SF MB0553 M       | 2055-07-20      | 4.0000%  | 0.0000% | $51093440.00       | $48462511.83       | Agency Mortgage-Backed Securities  |
| GNII ET CZ6969 C       | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $398474.67         | Agency Mortgage-Backed Securities  |
| GNII SF DG4625 C       | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $953091.84         | Agency Mortgage-Backed Securities  |
| GNII SF DH6870 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1433084.32        | Agency Mortgage-Backed Securities  |
| GNII SF 005331 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $70191.66          | Agency Mortgage-Backed Securities  |
| GNII SF DG1207 C       | 2055-01-20      | 5.5000%  | 0.0000% | $2005420.00        | $1115109.99        | Agency Mortgage-Backed Securities  |
| GNII SF DH4640 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1043730.00        | $1083558.40        | Agency Mortgage-Backed Securities  |
| GNII SF DH5800 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1029524.00        | $1072661.21        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2836 C       | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10482452.62       | Agency Mortgage-Backed Securities  |
| GNII SF DG9995 C       | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $1803584.52        | Agency Mortgage-Backed Securities  |
| GNII SF 004715 M       | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $61547.56          | Agency Mortgage-Backed Securities  |
| GNII SF DH4974 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1334382.00        | $1387548.79        | Agency Mortgage-Backed Securities  |
| GNII SF DA5789 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $1203343.89        | Agency Mortgage-Backed Securities  |
| GNII SF DH6977 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1338166.91        | Agency Mortgage-Backed Securities  |
| GNII SF DH6859 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $922020.24         | Agency Mortgage-Backed Securities  |
| GNII SF DH4874 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1192480.00        | $1239985.06        | Agency Mortgage-Backed Securities  |
| GNII ET DG6711 C       | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $2749715.83        | Agency Mortgage-Backed Securities  |
| GNAR AF MA5774 M       | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $578348.78         | Agency Mortgage-Backed Securities  |
| GNII SF MA6153 M       | 2049-08-20      | 3.0000%  | 0.0000% | $2964608.00        | $424212.91         | Agency Mortgage-Backed Securities  |
| GNII JM MA6400 M       | 2050-01-20      | 3.5000%  | 0.0000% | $4100000.00        | $284653.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1071   | 2054-12-01      | 5.5000%  | 0.0000% | $715307.00         | $728194.92         | Agency Mortgage-Backed Securities  |
| GNII SF CW6849 C       | 2053-08-20      | 5.0000%  | 0.0000% | $3417916.00        | $2949647.08        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX5837   | 2055-01-01      | 4.5000%  | 0.0000% | $4389240.00        | $4105633.89        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY0425   | 2055-04-01      | 4.5000%  | 0.0000% | $1662004.00        | $1625176.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5942   | 2055-12-01      | 4.5000%  | 0.0000% | $7703856.00        | $7592427.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA6286 M       | 2049-10-20      | 4.5000%  | 0.0000% | $167819008.00      | $21926927.04       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDF5686   | 2040-12-01      | 4.5000%  | 0.0000% | $1074454.00        | $1080289.36        | Agency Mortgage-Backed Securities  |
| GNAR AS MA4735 M       | 2047-09-20      | 5.3750%  | 0.0000% | $1000000.00        | $50291.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4618   | 2051-02-01      | 4.5000%  | 0.0000% | $200000.00         | $154903.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2061   | 2052-06-01      | 4.0000%  | 0.0000% | $900000.00         | $660212.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTCB5624   | 2043-01-01      | 6.5000%  | 0.0000% | $1163434.00        | $735389.25         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1237   | 2055-08-01      | 6.0000%  | 0.0000% | $3382308.00        | $3478698.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7705   | 2052-12-01      | 3.5000%  | 0.0000% | $460000.00         | $368964.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA7766 M       | 2051-12-20      | 2.0000%  | 0.0000% | $409604096.00      | $249997774.23      | Agency Mortgage-Backed Securities  |
| GNII SF DH7395 C       | 2055-05-20      | 6.5000%  | 0.0000% | $795907.00         | $765964.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA7941 M       | 2048-07-20      | 5.0000%  | 0.0000% | $25000.00          | $14680.17          | Agency Mortgage-Backed Securities  |
| GNII SF DG2228 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1146494.00        | $1209287.91        | Agency Mortgage-Backed Securities  |
| GNII SF MA8178 M       | 2037-08-20      | 5.0000%  | 0.0000% | $630351.00         | $470004.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA7936 M       | 2052-03-20      | 2.5000%  | 0.0000% | $351256576.00      | $224068242.41      | Agency Mortgage-Backed Securities  |
| GNII SF DD7720 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $804374.62         | Agency Mortgage-Backed Securities  |
| GNII SF DF6283 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1129628.00        | $1166913.60        | Agency Mortgage-Backed Securities  |
| GNII SF DD4244 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1952429.43        | Agency Mortgage-Backed Securities  |
| GNII ET DC5225 C       | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $832865.98         | Agency Mortgage-Backed Securities  |
| GNII SF DK1822 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1158014.00        | $1208507.50        | Agency Mortgage-Backed Securities  |
| GNII JM MA8866 M       | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $740884.54         | Agency Mortgage-Backed Securities  |
| GNII SF DK4686 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2073316.00        | $2158043.48        | Agency Mortgage-Backed Securities  |
| GNII SF DK5763 C       | 2055-07-20      | 6.5000%  | 0.0000% | $5417480.00        | $5649579.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA8490 M       | 2052-12-20      | 5.0000%  | 0.0000% | $46545280.00       | $35869393.17       | Agency Mortgage-Backed Securities  |
| GNII SF DK2756 C       | 2055-06-20      | 7.0000%  | 0.0000% | $5404888.00        | $5624458.94        | Agency Mortgage-Backed Securities  |
| GNII SF DK2017 C       | 2055-07-20      | 6.5000%  | 0.0000% | $6479320.00        | $6757002.18        | Agency Mortgage-Backed Securities  |
| GNII SF DK6540 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2751660.00        | $2893299.01        | Agency Mortgage-Backed Securities  |
| GNII SF DG3904 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1617646.00        | $1629559.85        | Agency Mortgage-Backed Securities  |
| GNII SF CX4164 C       | 2054-02-20      | 7.5000%  | 0.0000% | $2870500.00        | $2633215.27        | Agency Mortgage-Backed Securities  |
| GNII SF CX3732 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1193546.00        | $725668.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1730000.00        | $952472.49         | Agency Mortgage-Backed Securities  |
| GNII SF DD7535 C       | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2627565.68        | Agency Mortgage-Backed Securities  |
| GNII SF DG1168 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1107522.00        | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $13176320.00       | $8188942.10        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1894 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1170818.13        | Agency Mortgage-Backed Securities  |
| GNII SF MA9851 M       | 2054-08-20      | 5.5000%  | 0.0000% | $17728608.00       | $15125888.68       | Agency Mortgage-Backed Securities  |
| GNII SF DH8886 C       | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25528283.46       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY0426   | 2055-04-01      | 4.5000%  | 0.0000% | $1254312.00        | $1228913.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ2910   | 2055-09-01      | 5.0000%  | 0.0000% | $1009162.00        | $1016774.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3910   | 2055-09-01      | 6.0000%  | 0.0000% | $789189.00         | $811504.86         | Agency Mortgage-Backed Securities  |
| GNII SF MA8070 M       | 2037-06-20      | 1.5000%  | 0.0000% | $382912.00         | $189423.07         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ8601   | 2055-11-01      | 7.0000%  | 0.0000% | $1790782.00        | $1909260.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ0270   | 2055-08-01      | 6.5000%  | 0.0000% | $1433132.00        | $1505505.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ2598   | 2055-09-01      | 6.5000%  | 0.0000% | $1096762.00        | $1106706.44        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO4591   | 2040-12-01      | 4.5000%  | 0.0000% | $1706800.00        | $1714994.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3788   | 2040-06-01      | 6.0000%  | 0.0000% | $2629432.00        | $2513479.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8325   | 2055-08-01      | 6.0000%  | 0.0000% | $7915416.00        | $8152950.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5103   | 2054-03-01      | 5.0000%  | 0.0000% | $10719568.00       | $9779851.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7433   | 2054-11-01      | 4.5000%  | 0.0000% | $1444960.00        | $1072869.59        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN2095   | 2048-12-01      | 4.5000%  | 0.0000% | $63212480.00       | $14299290.37       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8139   | 2051-04-01      | 1.5000%  | 0.0000% | $4132368.00        | $2393841.02        | Agency Mortgage-Backed Securities  |
| GNII SF DO2140 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1276138.00        | $1309580.47        | Agency Mortgage-Backed Securities  |
| GNII ET DN9898 C       | 2058-01-20      | 2.5000%  | 0.0000% | $185436.00         | $153690.78         | Agency Mortgage-Backed Securities  |
| GNII SF DI2717 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3987596.00        | $4156333.84        | Agency Mortgage-Backed Securities  |
| GNII SF DI7731 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1465670.00        | $1517781.26        | Agency Mortgage-Backed Securities  |
| GNII SF DI1642 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1111785.62        | Agency Mortgage-Backed Securities  |
| GNII SF MB0178 M       | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $204461.38         | Agency Mortgage-Backed Securities  |
| GNII SF DI0929 C       | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $11039931.87       | Agency Mortgage-Backed Securities  |
| GNII SF DI0599 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $721933.06         | Agency Mortgage-Backed Securities  |
| GNII SF MB0745 M       | 2055-11-20      | 5.0000%  | 0.0000% | $10650464.00       | $10694855.13       | Agency Mortgage-Backed Securities  |
| GNII SF DK6647 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1717124.43        | Agency Mortgage-Backed Securities  |
| GNII SF DK4067 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1239158.00        | $1290135.80        | Agency Mortgage-Backed Securities  |
| GNII SF DG2405 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1723542.00        | $1521130.91        | Agency Mortgage-Backed Securities  |
| GNII SF DH8527 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1051426.35        | Agency Mortgage-Backed Securities  |
| GNII SF DH2674 C       | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1502630.09        | Agency Mortgage-Backed Securities  |
| GNII SF DK8324 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1471348.00        | $1559836.02        | Agency Mortgage-Backed Securities  |
| GNII SF DF4828 C       | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $2387164.23        | Agency Mortgage-Backed Securities  |
| GNII SF DH0333 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1257386.26        | Agency Mortgage-Backed Securities  |
| GNII SF DH3519 C       | 2040-09-20      | 5.0000%  | 0.0000% | $1551712.00        | $1525160.25        | Agency Mortgage-Backed Securities  |
| GNII SF DK0071 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1830206.00        | $1836522.21        | Agency Mortgage-Backed Securities  |
| GNII SF DK1825 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1488118.00        | $1552078.28        | Agency Mortgage-Backed Securities  |
| GNII SF DH6837 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $2579057.56        | Agency Mortgage-Backed Securities  |
| GNII SF DK1885 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1449947.76        | Agency Mortgage-Backed Securities  |
| GNII SF DH4867 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3161540.00        | $3293028.20        | Agency Mortgage-Backed Securities  |
| GNII SF DD7702 C       | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2238598.62        | Agency Mortgage-Backed Securities  |
| GNII SF DE0178 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1314444.00        | $1310854.50        | Agency Mortgage-Backed Securities  |
| GNII SF DJ7145 C       | 2055-06-20      | 4.5000%  | 0.0000% | $5137896.00        | $5012019.47        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8287 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3387748.00        | $3536034.03        | Agency Mortgage-Backed Securities  |
| GNII SF DG2202 C       | 2054-11-20      | 6.5000%  | 0.0000% | $57500.00          | $57454.14          | Agency Mortgage-Backed Securities  |
| GNII SF DK0042 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1050274.91        | Agency Mortgage-Backed Securities  |
| GNII SF DK8327 C       | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4282098.30        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4714 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3145667.69        | Agency Mortgage-Backed Securities  |
| GNCL CL DD8086         | 2067-05-15      | 5.8400%  | 0.0000% | $19615296.00       | $20409833.18       | Agency Mortgage-Backed Securities  |
| GNII SF DK5349 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1708084.47        | Agency Mortgage-Backed Securities  |
| GNII SF DK1645 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1624336.17        | Agency Mortgage-Backed Securities  |
| GNII SF DF9631 C       | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3724564.39        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5925 C       | 2055-04-20      | 5.5000%  | 0.0000% | $3458200.00        | $3475492.46        | Agency Mortgage-Backed Securities  |
| GNII SF DG9173 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1164804.00        | $487716.02         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9840 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2109036.00        | $2196975.44        | Agency Mortgage-Backed Securities  |
| GNII SF DG1999 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1201914.00        | $1199039.13        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9322 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1334164.29        | Agency Mortgage-Backed Securities  |
| GNII SF DK0291 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1863130.00        | $1830830.98        | Agency Mortgage-Backed Securities  |
| GNII SF DG2247 C       | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $14706659.47       | Agency Mortgage-Backed Securities  |
| GNII SF DK2909 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1091422.48        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8368 C       | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2506028.10        | Agency Mortgage-Backed Securities  |
| GNII SF DI2182 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1751954.06        | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M       | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $693811.92         | Agency Mortgage-Backed Securities  |
| GNII SP 785622 C       | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $254113.34         | Agency Mortgage-Backed Securities  |
| GNII SP 784905 C       | 2050-01-20      | 3.0000%  | 0.0000% | $700000.00         | $329253.72         | Agency Mortgage-Backed Securities  |
| GNII SP 786884 C       | 2052-06-20      | 2.0000%  | 0.0000% | $55687808.00       | $36924325.75       | Agency Mortgage-Backed Securities  |
| GNII SF MA8265 M       | 2052-08-20      | 3.0000%  | 0.0000% | $3373000.00        | $2180211.99        | Agency Mortgage-Backed Securities  |
| GNII ET DE6706 C       | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95562.23          | Agency Mortgage-Backed Securities  |
| GNII SF DH6930 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $970793.34         | Agency Mortgage-Backed Securities  |
| GNAR AS 082860 M       | 2041-06-20      | 5.6250%  | 0.0000% | $2562100.00        | $24258.06          | Agency Mortgage-Backed Securities  |
| GNII SF DG4538 C       | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1822601.94        | Agency Mortgage-Backed Securities  |
| GNII SF DH4505 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1110984.00        | $1154068.28        | Agency Mortgage-Backed Securities  |
| GNII SF DA7479 C       | 2054-04-20      | 5.0000%  | 0.0000% | $1493922.00        | $1257358.35        | Agency Mortgage-Backed Securities  |
| GNII SF DH2454 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1188036.97        | Agency Mortgage-Backed Securities  |
| GNII SF DH8895 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2566360.79        | Agency Mortgage-Backed Securities  |
| GNPL PN DG8448         | 2060-01-15      | 5.3600%  | 0.0000% | $140767.00         | $145379.15         | Agency Mortgage-Backed Securities  |
| GNII SF DD7758 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1472566.00        | $1017859.54        | Agency Mortgage-Backed Securities  |
| GNII SF DH4861 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2887324.00        | $3008590.60        | Agency Mortgage-Backed Securities  |
| GNII ET DF3248 C       | 2064-11-20      | 6.0000%  | 0.0000% | $931886.00         | $950223.58         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1858 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2058232.00        | $2142194.66        | Agency Mortgage-Backed Securities  |
| GNII ET DE4526 C       | 2063-11-20      | 7.5000%  | 0.0000% | $56960.00          | $58902.66          | Agency Mortgage-Backed Securities  |
| GNII SF DH9001 C       | 2052-01-20      | 5.5000%  | 0.0000% | $1313618.00        | $707538.01         | Agency Mortgage-Backed Securities  |
| GNII SF DJ5878 C       | 2055-04-20      | 5.5000%  | 0.0000% | $10802560.00       | $10292615.17       | Agency Mortgage-Backed Securities  |
| GNII SF CZ1216 C       | 2054-03-20      | 7.5000%  | 0.0000% | $1917686.00        | $1806514.03        | Agency Mortgage-Backed Securities  |
| GNII SF DL5817 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1339496.00        | $1404534.99        | Agency Mortgage-Backed Securities  |
| GNII SF DL4798 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1380484.00        | $1442353.62        | Agency Mortgage-Backed Securities  |
| GNII ET DL4532 C       | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $293674.58         | Agency Mortgage-Backed Securities  |
| GNII SF MA8394 M       | 2037-11-20      | 3.0000%  | 0.0000% | $44041.00          | $31657.44          | Agency Mortgage-Backed Securities  |
| GNII SF DL2477 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1899470.00        | $1978251.55        | Agency Mortgage-Backed Securities  |
| GNII SF MA8491 M       | 2052-12-20      | 5.5000%  | 0.0000% | $46109.00          | $31560.93          | Agency Mortgage-Backed Securities  |
| GNII SF DL4153 C       | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11936239.56       | Agency Mortgage-Backed Securities  |
| GNII SF DK8396 C       | 2055-07-20      | 7.0000%  | 0.0000% | $2426844.00        | $2573435.08        | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M       | 2053-10-20      | 5.5000%  | 0.0000% | $100120064.00      | $78089277.34       | Agency Mortgage-Backed Securities  |
| GNII SF DL4786 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1190108.00        | $1246715.90        | Agency Mortgage-Backed Securities  |
| GNII SF MA7858 M       | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $99889.71          | Agency Mortgage-Backed Securities  |
| GNII SF DL1187 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1084208.00        | $993845.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M       | 2051-05-20      | 2.0000%  | 0.0000% | $17946368.00       | $9665761.44        | Agency Mortgage-Backed Securities  |
| GNII SF DL5796 C       | 2050-09-20      | 6.5000%  | 0.0000% | $1185798.00        | $1237282.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA0380   | 2055-11-01      | 6.5000%  | 0.0000% | $1168278.00        | $1218829.39        | Agency Mortgage-Backed Securities  |
| GNII SF DO1823 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1408444.00        | $1441545.25        | Agency Mortgage-Backed Securities  |
| GNII SF DI5725 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3038731.59        | Agency Mortgage-Backed Securities  |
| GNII SF DI1214 C       | 2055-02-20      | 5.5000%  | 0.0000% | $4128660.00        | $2598234.43        | Agency Mortgage-Backed Securities  |
| GNMI SF AD6086 X       | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23667.76          | Agency Mortgage-Backed Securities  |
| GNAR AF MB0693 M       | 2055-10-20      | 3.5000%  | 0.0000% | $42198528.00       | $41120242.67       | Agency Mortgage-Backed Securities  |
| GNII SF DI1917 C       | 2055-05-20      | 6.5000%  | 0.0000% | $10263936.00       | $10687825.69       | Agency Mortgage-Backed Securities  |
| GNII SF CY1860 C       | 2053-12-20      | 6.5000%  | 0.0000% | $1522754.00        | $1358972.25        | Agency Mortgage-Backed Securities  |
| GNII SF DB6753 C       | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1708611.21        | Agency Mortgage-Backed Securities  |
| GNII SF CX4168 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1621730.00        | $1349887.60        | Agency Mortgage-Backed Securities  |
| GNII SF CX0279 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1278358.00        | $1309057.32        | Agency Mortgage-Backed Securities  |
| GNII SF CV5806 C       | 2054-01-20      | 8.0000%  | 0.0000% | $21678848.00       | $20324620.31       | Agency Mortgage-Backed Securities  |
| GNII SF MB0480 M       | 2055-07-20      | 3.0000%  | 0.0000% | $26457824.00       | $23775570.41       | Agency Mortgage-Backed Securities  |
| GNII SF DI4711 C       | 2055-08-20      | 7.0000%  | 0.0000% | $15163376.00       | $16006700.64       | Agency Mortgage-Backed Securities  |
| GNII SF CT4233 C       | 2053-03-20      | 5.0000%  | 0.0000% | $1985052.00        | $1541689.80        | Agency Mortgage-Backed Securities  |
| GNII SF CZ7448 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1335420.00        | $1413737.13        | Agency Mortgage-Backed Securities  |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $206654208.00      | $211544322.33      | Agency Mortgage-Backed Securities  |
| GNII SF MB0557 M       | 2053-01-20      | 6.0000%  | 0.0000% | $67018368.00       | $68083199.07       | Agency Mortgage-Backed Securities  |
| GNII SF DN7210 C       | 2055-10-20      | 6.0000%  | 0.0000% | $2170092.00        | $2259699.38        | Agency Mortgage-Backed Securities  |
| GNAR AF MB0753 M       | 2055-11-20      | 3.5000%  | 0.0000% | $79952640.00       | $78198798.89       | Agency Mortgage-Backed Securities  |
| GNMI SF AN7592 X       | 2045-07-15      | 3.0000%  | 0.0000% | $162673.00         | $17743.88          | Agency Mortgage-Backed Securities  |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $72190208.00       | $11075413.88       | Agency Mortgage-Backed Securities  |
| GNII SF AG2675 C       | 2043-10-20      | 4.0000%  | 0.0000% | $11457184.00       | $834302.92         | Agency Mortgage-Backed Securities  |
| GNII SF CQ9879 C       | 2052-10-20      | 5.0000%  | 0.0000% | $1535194.00        | $1527475.56        | Agency Mortgage-Backed Securities  |
| GNII SF CT8354 C       | 2053-04-20      | 5.0000%  | 0.0000% | $2154252.00        | $1888186.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1319   | 2052-02-01      | 3.0000%  | 0.0000% | $51775.00          | $36247.69          | Agency Mortgage-Backed Securities  |
| GNII SF MA4262 M       | 2047-02-20      | 3.5000%  | 0.0000% | $175000.00         | $21289.00          | Agency Mortgage-Backed Securities  |
| GNII SF AJ9335 C       | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1123736.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA5763 M       | 2049-02-20      | 4.0000%  | 0.0000% | $1500000000.00     | $119402868.58      | Agency Mortgage-Backed Securities  |
| GNII SF CT0158 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1622694.00        | $1686352.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA4899 M       | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $6994.19           | Agency Mortgage-Backed Securities  |
| GNII JM MA6402 M       | 2049-12-20      | 4.5000%  | 0.0000% | $2883232.00        | $104497.79         | Agency Mortgage-Backed Securities  |
| GNII ET DN4221 C       | 2065-01-20      | 4.5000%  | 0.0000% | $95369.00          | $93268.84          | Agency Mortgage-Backed Securities  |
| GNII SF DL4774 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1454112.00        | $1511502.91        | Agency Mortgage-Backed Securities  |
| GNII SF DL8066 C       | 2055-09-20      | 6.5000%  | 0.0000% | $3229228.00        | $3373153.74        | Agency Mortgage-Backed Securities  |
| GNII SF DM4609 C       | 2055-09-20      | 7.0000%  | 0.0000% | $2577160.00        | $2690488.56        | Agency Mortgage-Backed Securities  |
| GNII SF DN0588 C       | 2055-09-20      | 6.5000%  | 0.0000% | $34559616.00       | $35871701.73       | Agency Mortgage-Backed Securities  |
| GNII ET DM7096 C       | 2065-09-20      | 3.0000%  | 0.0000% | $202930.00         | $181889.01         | Agency Mortgage-Backed Securities  |
| GNII SF 545327 C       | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $14711.34          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0799   | 2055-03-01      | 5.0000%  | 0.0000% | $3599156.00        | $3446367.77        | Agency Mortgage-Backed Securities  |
| GNMI SF 758873 X       | 2038-03-15      | 3.0000%  | 0.0000% | $6638768.00        | $2056744.13        | Agency Mortgage-Backed Securities  |
| GNMI SP 782694 X       | 2039-06-15      | 5.0000%  | 0.0000% | $400000.00         | $6889.73           | Agency Mortgage-Backed Securities  |
| GNII SF 005018 M       | 2041-04-20      | 5.0000%  | 0.0000% | $1730000.00        | $56240.64          | Agency Mortgage-Backed Securities  |
| GNMI SF 622569 X       | 2033-10-15      | 5.0000%  | 0.0000% | $10019264.00       | $189540.42         | Agency Mortgage-Backed Securities  |
| GNII SF DM6174 C       | 2055-10-20      | 6.5000%  | 0.0000% | $3250504.00        | $3399203.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ6886   | 2055-11-01      | 5.5000%  | 0.0000% | $7209800.00        | $7377853.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4794   | 2054-07-01      | 6.5000%  | 0.0000% | $2691276.00        | $2373356.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8931   | 2052-04-01      | 3.5000%  | 0.0000% | $1155224.00        | $833410.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF3754   | 2055-11-01      | 4.5000%  | 0.0000% | $1029658.00        | $1012660.41        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAQ9370   | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $109541.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI5488   | 2054-05-01      | 5.5000%  | 0.0000% | $999900.00         | $783075.05         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6716   | 2053-07-01      | 4.5000%  | 0.0000% | $15774544.00       | $13678432.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8291   | 2039-02-01      | 4.5000%  | 0.0000% | $168820.00         | $122324.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3PRE6135   | 2052-09-01      | 5.0000%  | 0.0000% | $400000.00         | $340132.11         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ2470   | 2054-08-01      | 7.0000%  | 0.0000% | $14920.00          | $15662.11          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZT1575   | 2037-10-01      | 7.0000%  | 0.0000% | $4107640.00        | $536218.49         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8084   | 2050-08-01      | 3.0000%  | 0.0000% | $24814320.00       | $7289081.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1652   | 2037-09-01      | 6.0000%  | 0.0000% | $100000000.00      | $652330.09         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0019   | 2034-06-01      | 3.5000%  | 0.0000% | $50000.00          | $6122.00           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0479   | 2050-06-01      | 3.5000%  | 0.0000% | $29382080.00       | $8896324.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4496   | 2040-11-01      | 5.5000%  | 0.0000% | $2304896.00        | $2376241.75        | Agency Mortgage-Backed Securities  |
| GNII SF CR2583 C       | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1030475.05        | Agency Mortgage-Backed Securities  |
| GNII SF CI0180 C       | 2032-07-20      | 7.0000%  | 0.0000% | $1128454.00        | $427642.24         | Agency Mortgage-Backed Securities  |
| GNMI SF 568466 X       | 2032-08-15      | 6.5000%  | 0.0000% | $2765752.00        | $5031.49           | Agency Mortgage-Backed Securities  |
| GNII RG CQ6275 C       | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1506855.31        | Agency Mortgage-Backed Securities  |
| GNMI SF 733167 X       | 2040-05-15      | 5.0000%  | 0.0000% | $434068.00         | $18809.24          | Agency Mortgage-Backed Securities  |
| GNII SF CM3934 C       | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1676642.26        | Agency Mortgage-Backed Securities  |
| GNII SF CW1339 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1167491.72        | Agency Mortgage-Backed Securities  |
| GNII SF 737682 C       | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $92146.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA5135 M       | 2048-04-20      | 3.0000%  | 0.0000% | $374347.00         | $58356.74          | Agency Mortgage-Backed Securities  |
| GNII SF DK6036 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1097134.87        | Agency Mortgage-Backed Securities  |
| GNII SF DK6721 C       | 2055-06-20      | 7.0000%  | 0.0000% | $2451660.00        | $2550459.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK0297 C       | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6902333.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA5713 M       | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $711904.37         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1934 M       | 2044-05-20      | 5.6250%  | 0.0000% | $72049360.00       | $848259.70         | Agency Mortgage-Backed Securities  |
| GNII SF DK1491 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4075336.00        | $4239824.51        | Agency Mortgage-Backed Securities  |
| GNII SF DK5754 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1114960.00        | $1054065.93        | Agency Mortgage-Backed Securities  |
| GNII SF DK2768 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1421926.31        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9248 C       | 2055-05-20      | 7.0000%  | 0.0000% | $4543464.00        | $3798301.42        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5943 C       | 2055-04-20      | 5.5000%  | 0.0000% | $4017632.00        | $4039270.18        | Agency Mortgage-Backed Securities  |
| GNII SF DK6585 C       | 2055-07-20      | 7.0000%  | 0.0000% | $4182720.00        | $4065434.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA5631 M       | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $10314.87          | Agency Mortgage-Backed Securities  |
| GNII JM MA6700 M       | 2050-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $233819.40         | Agency Mortgage-Backed Securities  |
| GNII SF MA6037 M       | 2049-07-20      | 2.5000%  | 0.0000% | $260000.00         | $51162.73          | Agency Mortgage-Backed Securities  |
| GNII JM MA7084 M       | 2050-12-20      | 1.5000%  | 0.0000% | $777733.00         | $536925.94         | Agency Mortgage-Backed Securities  |
| GNII SF BY6448 C       | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $626672.95         | Agency Mortgage-Backed Securities  |
| GNMI SF BE2167 X       | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $45574.29          | Agency Mortgage-Backed Securities  |
| GNMI SF BR6083 X       | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $31867.68          | Agency Mortgage-Backed Securities  |
| GNII SF CL0623 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $781842.04         | Agency Mortgage-Backed Securities  |
| GNII SF MA5019 M       | 2048-02-20      | 3.5000%  | 0.0000% | $382000.00         | $47272.00          | Agency Mortgage-Backed Securities  |
| GNII SF 004469 M       | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $762773.44         | Agency Mortgage-Backed Securities  |
| GNMI SF 726384 X       | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7614.28           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0537   | 2036-04-01      | 2.0000%  | 0.0000% | $2900000.00        | $1393810.82        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0921   | 2038-07-01      | 3.5000%  | 0.0000% | $1850470.00        | $1300752.20        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3988   | 2050-11-01      | 2.5000%  | 0.0000% | $597725.00         | $265997.11         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV8551   | 2052-05-01      | 3.5000%  | 0.0000% | $15000.00          | $11007.20          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA2608   | 2050-05-01      | 4.5000%  | 0.0000% | $4497870.00        | $786584.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6843   | 2054-11-01      | 5.5000%  | 0.0000% | $2268532.00        | $2181644.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4030   | 2040-08-01      | 5.5000%  | 0.0000% | $3744288.00        | $3815087.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2688   | 2053-04-01      | 5.5000%  | 0.0000% | $2220000.00        | $1787910.82        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1283   | 2051-08-01      | 4.0000%  | 0.0000% | $2080996.00        | $1367133.20        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7554   | 2052-04-01      | 2.5000%  | 0.0000% | $1500000.00        | $975381.02         | Agency Mortgage-Backed Securities  |

### Security 629: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CJ5K8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CJ5K8
- **C.18 - Value (incl. sponsor support):** $200237010.00
- **C.18.a - Value (excl. sponsor support):** $200237010.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| VIRGINIA ELEC & PWR CO         SR -B NT8.875%38 | 2038-11-15      | 8.8750%  | 0.0000% | $2000.00           | $2712.77           | Corporate Debt Securities |
| TRUIST BK                      SR NT 4.136%29   | 2029-10-23      | 4.1360%  | 0.0000% | $151000.00         | $151569.44         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 26    | 2026-11-30      | 3.2500%  | 0.0000% | $877000.00         | $885594.11         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 42    | 2042-02-01      | 4.1250%  | 0.0000% | $450000.00         | $401888.81         | Corporate Debt Securities |
| MID-ATLANTIC INTERSTATE TRANS  4.1%28           | 2028-05-15      | 4.1000%  | 0.0000% | $30000.00          | $30081.32          | Corporate Debt Securities |
| TR FIN LLC                     SR GLBL NT 26    | 2026-05-15      | 3.3500%  | 0.0000% | $4000.00           | $3982.64           | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28   | 2028-11-15      | 6.8750%  | 0.0000% | $2000.00           | $2160.49           | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 52    | 2052-05-07      | 3.4500%  | 0.0000% | $50000.00          | $34696.62          | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40 | 2040-05-15      | 5.3500%  | 0.0000% | $3555000.00        | $3604350.31        | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT1.9%28 | 2028-03-01      | 1.9000%  | 0.0000% | $32000.00          | $30697.01          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29    | 2029-03-09      | 6.4990%  | 0.0000% | $360000.00         | $380592.61         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 3%28  | 2028-06-15      | 3.0000%  | 0.0000% | $102000.00         | $100076.62         | Corporate Debt Securities |
| UNILEVER CAP CORP              GLBL NT 4.25%27  | 2027-08-12      | 4.2500%  | 0.0000% | $540000.00         | $550834.50         | Corporate Debt Securities |
| GENPACT UK FINCO PLCGENPACT    SR NT 4.95%30    | 2030-11-18      | 4.9500%  | 0.0000% | $391000.00         | $394657.80         | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34   | 2034-02-05      | 4.9000%  | 0.0000% | $292000.00         | $302439.16         | Corporate Debt Securities |
| JERSEY CENT PWR & LT CO        SR GLBL NT5.1%35 | 2035-01-15      | 5.1000%  | 0.0000% | $100000.00         | $103676.17         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $30000.00          | $31783.30          | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $1000000.00        | $1087058.17        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 32  | 2032-04-14      | 5.3150%  | 0.0000% | $6988000.00        | $7134511.18        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.1%34 | 2034-01-07      | 6.1000%  | 0.0000% | $71000.00          | $77282.20          | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 36    | 2036-09-22      | 5.1360%  | 0.0000% | $1120000.00        | $1129929.92        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL XXX BD32 | 2032-03-15      | 3.0000%  | 0.0000% | $155000.00         | $143690.17         | Corporate Debt Securities |
| KEYSPAN GAS EAST CORP MTN BE   SR 144A NT 33    | 2033-03-06      | 5.9940%  | 0.0000% | $1029000.00        | $1109337.12        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $1049000.00        | $1107820.05        | Corporate Debt Securities |
| BAE SYS HLDGS INC              SR 144A NT 44    | 2044-10-07      | 4.7500%  | 0.0000% | $3100000.00        | $2931047.42        | Corporate Debt Securities |
| CK HUTCHISON INTL 17 LTD       GLBL REGS NT 27  | 2027-04-05      | 3.5000%  | 0.0000% | $400000.00         | $399129.11         | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 34    | 2034-07-01      | 5.6250%  | 0.0000% | $560000.00         | $601052.90         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $52912.65          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2014C DEB 54 | 2054-12-01      | 4.6250%  | 0.0000% | $31000.00          | $27467.23          | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT3.6%29 | 2029-07-01      | 3.6000%  | 0.0000% | $1406000.00        | $1400868.10        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42     | 2042-05-15      | 4.4000%  | 0.0000% | $86000.00          | $80805.50          | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT 31  | 2031-03-30      | 1.6000%  | 0.0000% | $235000.00         | $206195.53         | Corporate Debt Securities |
| EQUITABLE FINL LIFE GLOBAL FDG SR SEC 144A 28   | 2028-03-03      | 5.4500%  | 0.0000% | $5000000.00        | $5199440.28        | Corporate Debt Securities |
| EVERGY KANS CENT INC           1M GLBL BD 50    | 2050-04-15      | 3.4500%  | 0.0000% | $130000.00         | $94330.71          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      4.15%28          | 2028-10-16      | 4.1500%  | 0.0000% | $190000.00         | $192090.32         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.5%26 | 2026-12-15      | 4.5000%  | 0.0000% | $12000.00          | $12278.70          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR NT 3.95%28    | 2028-12-01      | 3.9500%  | 0.0000% | $6555000.00        | $6544977.04        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      SR NT 6.2%37     | 2037-10-15      | 6.2000%  | 0.0000% | $112000.00         | $121913.74         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD 37    | 2037-09-15      | 6.3500%  | 0.0000% | $11000.00          | $12513.23          | Corporate Debt Securities |
| TRANS-ALLEGHENY INTST LINE CO  SR 144A NT 5%31  | 2031-01-15      | 5.0000%  | 0.0000% | $66000.00          | $69272.43          | Corporate Debt Securities |
| NUVEEN LLC                     SR GLBL 144A 28  | 2028-11-01      | 4.0000%  | 0.0000% | $104000.00         | $104328.64         | Corporate Debt Securities |
| NEVADA POWER CO                SR SEC -CC NT 29 | 2029-05-01      | 3.7000%  | 0.0000% | $40000.00          | $39587.40          | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 54    | 2054-09-10      | 5.2750%  | 0.0000% | $14000.00          | $13652.09          | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $40000.00          | $38612.48          | Corporate Debt Securities |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT1.8%28 | 2028-08-12      | 1.8000%  | 0.0000% | $76000.00          | $72045.72          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.4%31 | 2031-06-24      | 5.4000%  | 0.0000% | $3000000.00        | $3178710.00        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.6%36 | 2036-01-15      | 5.6000%  | 0.0000% | $5702000.00        | $5870975.60        | Corporate Debt Securities |
| CK HUTCHISON INTL              SR GLBL REGS 28  | 2028-04-21      | 4.7500%  | 0.0000% | $1228000.00        | $1253348.31        | Corporate Debt Securities |
| TSMC GLOBAL LTD                SR GLBL REGS 31  | 2031-04-23      | 2.2500%  | 0.0000% | $3094000.00        | $2826856.31        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 29  | 2029-02-15      | 5.0000%  | 0.0000% | $100000.00         | $104307.56         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $3300000.00        | $3410114.58        | Corporate Debt Securities |
| SINOCHEM OVERSEAS CAPITAL COMP SR GLBL REGS 40  | 2040-11-12      | 6.3000%  | 0.0000% | $31824000.00       | $36969304.32       | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           GLBL REGS NT 31  | 2031-09-22      | 2.0800%  | 0.0000% | $1512000.00        | $1330020.72        | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SR GLBL NT 27    | 2027-11-15      | 5.8500%  | 0.0000% | $443000.00         | $457726.43         | Corporate Debt Securities |
| NEW YORK LIFE INS              SUB GLBL 144A 50 | 2050-05-15      | 3.7500%  | 0.0000% | $38000.00          | $28821.64          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-02-15      | 2.2500%  | 0.0000% | $4000.00           | $4006.95           | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 32 | 2032-05-17      | 7.6250%  | 0.0000% | $2600000.00        | $2963349.64        | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         4.1%28           | 2028-09-26      | 4.1000%  | 0.0000% | $4341000.00        | $4373475.50        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $20000.00          | $15763.93          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 27    | 2027-01-30      | 3.7000%  | 0.0000% | $26000.00          | $26088.60          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 50 | 2050-12-15      | 2.4500%  | 0.0000% | $10000.00          | $5986.93           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 34    | 2034-09-15      | 5.4500%  | 0.0000% | $57000.00          | $59916.20          | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II GLBL  | 2038-06-01      | 6.8000%  | 0.0000% | $423000.00         | $490482.60         | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $30000.00          | $30316.82          | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 32    | 2032-12-15      | 5.2500%  | 0.0000% | $8000000.00        | $8454086.67        | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 35  | 2035-04-07      | 5.4000%  | 0.0000% | $2000.00           | $2093.40           | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35 | 2035-03-15      | 5.8000%  | 0.0000% | $3000.00           | $3213.09           | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | 0.0000% | $35000.00          | $28379.17          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $30000.00          | $30610.11          | Corporate Debt Securities |
| DUKE ENERGY IND LLC            1M BD-LLL6.35%38 | 2038-08-15      | 6.3500%  | 0.0000% | $234000.00         | $266389.83         | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 30    | 2030-09-30      | 6.1500%  | 0.0000% | $150000.00         | $162854.75         | Corporate Debt Securities |
| ALBERTA PROV                   GLBL BD 4.5%34   | 2034-01-24      | 4.5000%  | 0.0000% | $615000.00         | $639206.40         | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 29    | 2029-02-15      | 4.3750%  | 0.0000% | $2000.00           | $2034.11           | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  SR 144A NT 32    | 2032-01-13      | 5.3750%  | 0.0000% | $1100000.00        | $1159241.88        | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS CO       SUB GLBL REGS 54 | 2054-09-11      | 5.8000%  | 0.0000% | $6782000.00        | $7003063.06        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $15000.00          | $17116.39          | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 35    | 2035-03-01      | 5.2500%  | 0.0000% | $199000.00         | $208861.94         | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 30    | 2030-01-10      | 2.8290%  | 0.0000% | $1022000.00        | $988094.64         | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR NT 3.875%43   | 2043-04-29      | 3.8750%  | 0.0000% | $52000.00          | $43747.16          | Corporate Debt Securities |
| CORPORATE OFFICE PPTYS L P     SR GLBL NT2.9%33 | 2033-12-01      | 2.9000%  | 0.0000% | $610000.00         | $532492.38         | Corporate Debt Securities |
| DELL INC                       6.5%38           | 2038-04-15      | 6.5000%  | 0.0000% | $201000.00         | $220499.79         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.9%29 | 2029-02-15      | 4.9000%  | 0.0000% | $33000.00          | $34391.59          | Corporate Debt Securities |
| MERCEDES-BENZ FIN NORTH AMER   8.5%31           | 2031-01-18      | 8.5000%  | 0.0000% | $91000.00          | $111341.63         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D27 | 2027-07-13      | 7.1460%  | 0.0000% | $5330000.00        | $5565732.58        | Corporate Debt Securities |
| CAPITAL PWR US HLDGS INC       SR 144A NT 35    | 2035-06-01      | 6.1890%  | 0.0000% | $100000.00         | $108298.50         | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR GLBL REGS 35  | 2035-11-26      | 5.2500%  | 0.0000% | $1000000.00        | $1005261.67        | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT 3%29  | 2029-07-01      | 3.0000%  | 0.0000% | $54000.00          | $52771.50          | Corporate Debt Securities |
| AON CORP                       SR GLBL NT4.5%28 | 2028-12-15      | 4.5000%  | 0.0000% | $3003000.00        | $3105267.17        | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT2.8%30 | 2030-05-01      | 2.8000%  | 0.0000% | $73000.00          | $69503.30          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-02-01      | 3.6500%  | 0.0000% | $195000.00         | $197018.74         | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%35 | 2035-06-15      | 5.5000%  | 0.0000% | $5873000.00        | $6281258.33        | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 54    | 2054-07-01      | 5.5500%  | 0.0000% | $10000.00          | $10344.42          | Corporate Debt Securities |
| ANHEUSER BUSCH COS INC         SR GLBL DEB 27   | 2027-12-15      | 6.7500%  | 0.0000% | $25000.00          | $26957.56          | Corporate Debt Securities |
| LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34   | 2034-03-25      | 7.0000%  | 0.0000% | $3788000.00        | $4208430.12        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | 0.0000% | $5422000.00        | $5593431.59        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 4%42  | 2042-09-30      | 4.0000%  | 0.0000% | $26000.00          | $22447.74          | Corporate Debt Securities |
| CREDIT SUISSE USA INC          BD 7.125%32      | 2032-07-15      | 7.1250%  | 0.0000% | $629000.00         | $741435.58         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 49    | 2049-01-15      | 4.2500%  | 0.0000% | $198000.00         | $173854.18         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 5%27  | 2027-04-09      | 5.0000%  | 0.0000% | $147000.00         | $149495.41         | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT5.5%53 | 2053-03-15      | 5.5000%  | 0.0000% | $2231000.00        | $2257064.28        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 6.6954%  | 0.0000% | $4019000.00        | $4076952.42        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 45    | 2045-05-11      | 4.3750%  | 0.0000% | $47000.00          | $41203.30          | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 27    | 2027-12-01      | 4.9500%  | 0.0000% | $185000.00         | $192684.44         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR NT 3.7%42     | 2042-09-21      | 3.7000%  | 0.0000% | $101000.00         | $85910.21          | Corporate Debt Securities |
| ONEOK PARTNERS LP              GTD SR NT6.85%37 | 2037-10-15      | 6.8500%  | 0.0000% | $32000.00          | $35993.98          | Corporate Debt Securities |
| SCENTRE GR TR 1 / SCENTRE GR T SR GLBL REGS 30  | 2030-05-28      | 4.3750%  | 0.0000% | $144000.00         | $145139.04         | Corporate Debt Securities |
| BROOKFIELD CAP FIN LLC         SR GLBL NT 33    | 2033-06-14      | 6.0870%  | 0.0000% | $27000.00          | $29744.81          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 26    | 2026-02-27      | 4.8750%  | 0.0000% | $360000.00         | $364976.25         | Corporate Debt Securities |
| BOARDWALK PIPELINES LP         SR GLBL NT3.4%31 | 2031-02-15      | 3.4000%  | 0.0000% | $59000.00          | $56116.54          | Corporate Debt Securities |
| BARRICK NORTH AMERICA FIN LLC  SR NT 5.7%41     | 2041-05-30      | 5.7000%  | 0.0000% | $50000.00          | $53105.17          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $5000.00           | $5767.98           | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $45000.00          | $39407.59          | Corporate Debt Securities |
| COBANK ACB                     PERP JR -I 144A  | 2500-12-31      | 6.2500%  | 0.0000% | $225000.00         | $227559.56         | Corporate Debt Securities |
| ALABAMA PWR CO                 GLBL 2021B NT 52 | 2052-03-15      | 3.0000%  | 0.0000% | $18000.00          | $12072.66          | Corporate Debt Securities |
| ALABAMA PWR CO                 SR -2009A NT6%39 | 2039-03-01      | 6.0000%  | 0.0000% | $74000.00          | $81744.84          | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 26    | 2026-05-03      | 3.3500%  | 0.0000% | $59000.00          | $58978.55          | Corporate Debt Securities |
| LG CHEM LTD                    GLBL REGS NT 31  | 2031-07-07      | 2.3750%  | 0.0000% | $10399000.00       | $9418603.94        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 | 2031-05-11      | 2.5000%  | 0.0000% | $69000.00          | $62619.61          | Corporate Debt Securities |
| OLD REP INTL CORP              SR GLBL NT 51    | 2051-06-11      | 3.8500%  | 0.0000% | $1103000.00        | $838742.95         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 30    | 2030-10-01      | 2.2500%  | 0.0000% | $13000.00          | $11645.43          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 28    | 2028-11-17      | 6.7500%  | 0.0000% | $6000.00           | $6417.98           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            3.375%27         | 2027-12-01      | 3.3750%  | 0.0000% | $175000.00         | $176141.66         | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 30    | 2030-05-29      | 4.9140%  | 0.0000% | $311000.00         | $328656.56         | Corporate Debt Securities |
| ENTERGY LA LLC                 4.2%48           | 2048-09-01      | 4.2000%  | 0.0000% | $9000.00           | $7538.49           | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 34    | 2034-02-13      | 4.1250%  | 0.0000% | $4339000.00        | $4451689.25        | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34 | 2034-04-01      | 5.5000%  | 0.0000% | $7579000.00        | $7982038.59        | Corporate Debt Securities |
| CITIGROUP INC                  GLBL SB NT 33    | 2033-10-31      | 6.0000%  | 0.0000% | $177000.00         | $192651.52         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-01-16      | 3.0170%  | 0.0000% | $294000.00         | $294377.01         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 27    | 2027-03-01      | 5.1250%  | 0.0000% | $9202000.00        | $9426394.60        | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT5.5%34 | 2034-02-01      | 5.5000%  | 0.0000% | $174000.00         | $183476.91         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL NT 4.25%29  | 2029-02-14      | 4.2500%  | 0.0000% | $74000.00          | $76220.58          | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II GLBL  | 2033-03-29      | 4.7620%  | 0.0000% | $367000.00         | $369640.34         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 1.75%28  | 2028-05-28      | 1.7500%  | 0.0000% | $74000.00          | $70489.44          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.0994%  | 0.0000% | $5062000.00        | $5061779.67        | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT6.1%55 | 2055-03-15      | 6.1000%  | 0.0000% | $3346000.00        | $3443534.04        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34  | 2034-01-31      | 4.8500%  | 0.0000% | $284000.00         | $294010.21         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $53000.00          | $53785.13          | Corporate Debt Securities |
| CORNELL UNIVERSITY             GLBL -2025 BD 30 | 2030-06-15      | 4.1690%  | 0.0000% | $4600000.00        | $4645094.82        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 34    | 2034-01-15      | 6.1250%  | 0.0000% | $12000.00          | $13357.78          | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51    | 2051-12-22      | 3.8500%  | 0.0000% | $10337000.00       | $6604963.98        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 28    | 2028-11-06      | 4.2340%  | 0.0000% | $175000.00         | $176929.80         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD4.1%43 | 2043-03-15      | 4.1000%  | 0.0000% | $86000.00          | $74631.13          | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34    | 2034-08-15      | 5.9500%  | 0.0000% | $159000.00         | $174072.18         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30 | 2030-01-15      | 4.7000%  | 0.0000% | $156000.00         | $162268.69         | Corporate Debt Securities |

### Security 630: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.610000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNK89, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CNK89
- **C.18 - Value (incl. sponsor support):** $500103795.00
- **C.18.a - Value (excl. sponsor support):** $500103795.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| EXETER ATMBL REC TR 2022-4     E      20300315 8.2 | 2030-03-15      | 8.2300%  | 0.0000% | $6282000.00        | $6388027.24        | Asset-Backed Securities |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4474%  | 0.0000% | $2000000.00        | $26951.04          | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3880277.20        | Asset-Backed Securities |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.3016% | 0.0000% | $7675000.00        | $7655648.01        | Asset-Backed Securities |
| CWABS INC 2004-10              MF-3   20340925 FLT | 2034-09-25      | 4.1801%  | 0.0000% | $1770000.00        | $1073385.23        | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 E      20320412 7.6 | 2032-04-12      | 7.6600%  | 0.0000% | $1390000.00        | $1402070.76        | Asset-Backed Securities |
| AVIS BUDGET FDG LLC 2023-2     D      20271020 7.2 | 2027-10-20      | 7.2600%  | 0.0000% | $5740000.00        | $5801936.51        | Asset-Backed Securities |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 6.2268%  | 0.0000% | $3467388.00        | $1482752.59        | Asset-Backed Securities |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $2871944.48        | Asset-Backed Securities |
| AMMC CLO 2025-31 LTD           E      20380222 FLT | 2038-02-22      | 9.3344%  | 0.0000% | $2380000.00        | $2346485.58        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-2    20341225 FLT | 2034-12-25      | 4.3496%  | 0.0000% | $9750000.00        | $1282630.36        | Asset-Backed Securities |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51913324.20       | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.4738%  | 0.0000% | $9000000.00        | $7424097.35        | Asset-Backed Securities |
| COMMERCIAL EQUI FIN LLC 2024-1 C      20310415 7.3 | 2031-04-15      | 7.3600%  | 0.0000% | $150000.00         | $153884.22         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1162807.69        | Asset-Backed Securities |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $1549536.55        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2766351.65        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  E      20320312 7.9 | 2032-03-12      | 7.9200%  | 0.0000% | $11700000.00       | $11796489.90       | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-3      E      20310115 9.9 | 2031-01-15      | 9.9800%  | 0.0000% | $300000.00         | $327860.97         | Asset-Backed Securities |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $468377.88         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $7500000.00        | $7920185.00        | Asset-Backed Securities |
| LAD AUTO REC TR 2022-1         C      20300415 6.8 | 2030-04-15      | 6.8500%  | 0.0000% | $656000.00         | $665968.98         | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS5   A1     20670725 FLT | 2067-07-25      | 6.2500%  | 0.0000% | $560000.00         | $321655.94         | Asset-Backed Securities |
| MERCURY FINL CR CARD 2024-2    A      20290720 6.5 | 2029-07-20      | 6.5600%  | 0.0000% | $2000000.00        | $2014421.56        | Asset-Backed Securities |
| GOLDENTREE LN US 2023-18       E      20370121 FLT | 2037-01-21      | 11.4644% | 0.0000% | $2000000.00        | $2017339.62        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-4    20591125 FLT | 2059-11-25      | 3.8349%  | 0.0000% | $2942300.00        | $2216447.32        | Asset-Backed Securities |
| NIAGARA PK CLO LTD 2019-1RR    E-RR   20380119 FLT | 2038-01-19      | 9.9816%  | 0.0000% | $600000.00         | $593883.14         | Asset-Backed Securities |
| PRPM LLC 2024-RCF5             M-2    20540825 FLT | 2054-08-25      | 4.0000%  | 0.0000% | $1808000.00        | $1697737.91        | Asset-Backed Securities |
| SUNBIT ASSET SEC TR 2025-1     D      20300715 7.9 | 2030-07-15      | 7.9200%  | 0.0000% | $2470000.00        | $2524431.39        | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.4390%  | 0.0000% | $2000000.00        | $243714.19         | Asset-Backed Securities |
| AIMCO CLO 2018-A               SUB    20310417 FLT | 2031-04-17      | 0.0000%  | 0.0000% | $6000000.00        | $2880000.00        | Asset-Backed Securities |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $110000.00         | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     A      20290215 5.6 | 2029-02-15      | 5.6100%  | 0.0000% | $2631000.00        | $2642781.18        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2024-A        C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $5750000.00        | $5773416.55        | Asset-Backed Securities |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2193807.70        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3520811.19        | Asset-Backed Securities |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $4400000.00        | $4105377.10        | Asset-Backed Securities |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2106221.91        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-3         C      20551020 8.4 | 2055-10-20      | 8.4350%  | 0.0000% | $24263000.00       | $25022636.78       | Asset-Backed Securities |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2118890.00        | Asset-Backed Securities |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $890000.00         | $889977.75         | Asset-Backed Securities |
| PARK BLUE CLO  LTD 2024-VI     E      20380125 FLT | 2038-01-25      | 9.2580%  | 0.0000% | $2500000.00        | $2477023.29        | Asset-Backed Securities |
| OCTAGON INVEST PARTS 2020-46R  D-R    20360715 FLT | 2036-07-15      | 7.4662%  | 0.0000% | $20500000.00       | $20509948.55       | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 10.7416% | 0.0000% | $3175000.00        | $3118005.26        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR11     F      20410117 4.4 | 2041-01-17      | 4.4200%  | 0.0000% | $4292000.00        | $4210434.83        | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2022-SFR5 E-2    20390617 6.8 | 2039-06-17      | 6.8630%  | 0.0000% | $1767000.00        | $1780745.93        | Asset-Backed Securities |
| KKR CLO LTD 2022-49R           E-R    20371015 FLT | 2037-10-15      | 10.7044% | 0.0000% | $2175000.00        | $2187890.09        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1241208.12        | Asset-Backed Securities |
| PEACE PARK CLO LTD             D-1-R  20381020 FLT | 2038-10-20      | 6.5844%  | 0.0000% | $2000000.00        | $2010626.34        | Asset-Backed Securities |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $228750.00         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2023-3     D      20290815 6.5 | 2029-08-15      | 6.5800%  | 0.0000% | $1337000.00        | $1237963.21        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      E-2    20380519 2.6 | 2038-05-19      | 2.6880%  | 0.0000% | $4927000.00        | $4875557.19        | Asset-Backed Securities |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $1930068.36        | Asset-Backed Securities |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1526207.90        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $494117.68         | Asset-Backed Securities |
| DATABANK ISSUER LLC 2021-1     A-2    20510227 2.0 | 2051-02-27      | 2.0600%  | 0.0000% | $700000.00         | $694631.47         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $9848000.00        | $10397631.65       | Asset-Backed Securities |
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $3041290.58        | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-1    20601225 1.7 | 2060-12-25      | 1.7400%  | 0.0000% | $7614400.00        | $3975614.64        | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 E      20320412 7.1 | 2032-04-12      | 7.1900%  | 0.0000% | $16430000.00       | $16444516.81       | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.3344% | 0.0000% | $4065000.00        | $3930915.88        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-5    20341225 FLT | 2034-12-25      | 4.3496%  | 0.0000% | $12250000.00       | $4400344.30        | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $18673000.00       | $18701903.73       | Asset-Backed Securities |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $270000.00         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.2461%  | 0.0000% | $4000000.00        | $3991439.55        | Asset-Backed Securities |
| ASSURANT CLO 2018-3            E      20311020 FLT | 2031-10-20      | 10.2960% | 0.0000% | $2750000.00        | $2756418.65        | Asset-Backed Securities |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 6.9549%  | 0.0000% | $1500000.00        | $1501215.70        | Asset-Backed Securities |
| BALLYROCK CLO 2021-17 LTD      SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $7697500.00        | $3775793.10        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-108R       E-R    20370720 FLT | 2037-07-20      | 11.4144% | 0.0000% | $5570000.00        | $5715074.24        | Asset-Backed Securities |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $740000.00         | Asset-Backed Securities |
| AVANT LOANS FUNDING 2025-REV1  D      20340515 8.3 | 2034-05-15      | 8.3900%  | 0.0000% | $970000.00         | $992396.06         | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-2         C      20550620 9.4 | 2055-06-20      | 9.4890%  | 0.0000% | $16500000.00       | $17566076.01       | Asset-Backed Securities |
| ARES CLO LTD 2021-61           SUB    20341020 FLT | 2034-10-20      | 6.7294%  | 0.0000% | $2550000.00        | $1204701.60        | Asset-Backed Securities |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $4000000.00        | $2957728.00        | Asset-Backed Securities |
| GOLUB CAPITAL PART 2021-53BR   E-R    20340720 FLT | 2034-07-20      | 8.5844%  | 0.0000% | $3845000.00        | $3840385.27        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $2797094.88        | Asset-Backed Securities |
| AMSR TRUST 2022-SFR1           G      20390317 5.0 | 2039-03-17      | 5.0000%  | 0.0000% | $1246000.00        | $1229778.33        | Asset-Backed Securities |
| AMSR TR 2024-SFR2              F-1    20411119 4.1 | 2041-11-19      | 4.1500%  | 0.0000% | $3200000.00        | $2984436.80        | Asset-Backed Securities |
| AMMC CLO 26 LTD 2023-26        SUB-A  20360415 FLT | 2036-04-15      | 0.0000%  | 0.0000% | $5370000.00        | $3329400.00        | Asset-Backed Securities |
| AGL CLO LTD 2025-37            E      20380422 FLT | 2038-04-22      | 8.6574%  | 0.0000% | $2250000.00        | $2267860.12        | Asset-Backed Securities |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1462095.00        | Asset-Backed Securities |
| ACRES LTD 2021-FL1             C      20361020 FLT | 2036-10-20      | 6.2270%  | 0.0000% | $2500000.00        | $2504271.83        | Asset-Backed Securities |
| AGL CLO 24 LTD 2023-24R        E-R    20380331 FLT | 2038-03-31      | 10.6998% | 0.0000% | $8350000.00        | $8198028.33        | Asset-Backed Securities |
| CLICKLEASE EQP REC LLC 2024-1  C      20300215 8.4 | 2030-02-15      | 8.4000%  | 0.0000% | $19000000.00       | $19276323.35       | Asset-Backed Securities |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.0162% | 0.0000% | $1400000.00        | $1380265.86        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2019-1     B4     20691025 FLT | 2069-10-25      | 3.5331%  | 0.0000% | $1300000.00        | $927750.70         | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $12375000.00       | $6892813.12        | Asset-Backed Securities |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $5334095.32        | Asset-Backed Securities |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2055348.75        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2025-2       D      20310925 8.3 | 2031-09-25      | 8.3400%  | 0.0000% | $3330000.00        | $3373543.08        | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 11.9982% | 0.0000% | $1501750.00        | $372438.35         | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2025-A  E      20300515 0.0 | 2030-05-15      | 12.2500% | 0.0000% | $2500000.00        | $2545481.53        | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1097132.41        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-4  D      20300325 9.4 | 2030-03-25      | 9.4400%  | 0.0000% | $5670000.00        | $5957092.89        | Asset-Backed Securities |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.3390% | 0.0000% | $2575000.00        | $2449587.59        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3322%  | 0.0000% | $5752000.00        | $5750109.74        | Asset-Backed Securities |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $485519.40         | Asset-Backed Securities |
| GREENSKY HOME IMPRT TR 2025-1  A-4    20600325 5.2 | 2060-03-25      | 5.2200%  | 0.0000% | $755000.00         | $501622.05         | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        E      20300715 FLT | 2030-07-15      | 10.6161% | 0.0000% | $3250000.00        | $3075687.21        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      X      20591125 FLT | 2059-11-25      | 0.0000%  | 0.0000% | $59440800.00       | $319913.72         | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 5.9958%  | 0.0000% | $2000000.00        | $436916.02         | Asset-Backed Securities |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.2145% | 0.0000% | $1200000.00        | $1185955.06        | Asset-Backed Securities |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $1738644.01        | Asset-Backed Securities |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $391251.00         | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.3458%  | 0.0000% | $2000000.00        | $39295.04          | Asset-Backed Securities |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.3461% | 0.0000% | $1000000.00        | $936288.22         | Asset-Backed Securities |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4919096.00        | $2935288.53        | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $19035000.00       | $15662467.23       | Asset-Backed Securities |
| SCF EQUIP LEASING LLC 2025-2   E      20360620 6.2 | 2036-06-20      | 6.2100%  | 0.0000% | $1000000.00        | $1007862.50        | Asset-Backed Securities |
| PAGAYA AI DEBT G 5.617 15APR32 144A                | 2032-04-15      | 5.6170%  | 0.0000% | $780000.00         | $749514.07         | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $11929792.00       | $5436465.86        | Asset-Backed Securities |
| FIGRE TRUST 2025-HE3           XS     20550525 FLT | 2055-05-25      | 3.3838%  | 0.0000% | $29385978.00       | $2373056.61        | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $8319.28           | Asset-Backed Securities |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $459087.00         | Asset-Backed Securities |
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 10.9844% | 0.0000% | $150000.00         | $152806.47         | Asset-Backed Securities |
| EXETER ATMOBILE REC TR 2021-4  E      20280117 4.0 | 2028-01-17      | 4.0200%  | 0.0000% | $300000.00         | $298184.90         | Asset-Backed Securities |
| BLACKROCK MT HOOD CLO X 2023-1 E-R    20371020 FLT | 2037-10-20      | 11.3816% | 0.0000% | $2050000.00        | $2024782.06        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.5 | 2033-02-15      | 6.5900%  | 0.0000% | $10410000.00       | $10260041.07       | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 7.6196%  | 0.0000% | $4000000.00        | $61780.63          | Asset-Backed Securities |
| COREVEST AMCR FIN TR 2021-1    C      20540417 2.8 | 2054-04-17      | 2.8000%  | 0.0000% | $100000.00         | $90985.10          | Asset-Backed Securities |
| CROWN POINT CLO 2021-11        SUB    20340117 FLT | 2034-01-17      | 0.0000%  | 0.0000% | $5000000.00        | $2753975.00        | Asset-Backed Securities |
| VENTURE XVIII CLO 2014-18R     SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $7500000.00        | $750.00            | Asset-Backed Securities |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $5516.63           | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-3  D      20280220 7.3 | 2028-02-20      | 7.3200%  | 0.0000% | $100000.00         | $101500.37         | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.0144% | 0.0000% | $5000000.00        | $4808678.21        | Asset-Backed Securities |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $1112732.29        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.8246%  | 0.0000% | $3150000.00        | $171994.57         | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     H      20500426 FLT | 2050-04-26      | 6.0196%  | 0.0000% | $2000000.00        | $3545308.73        | Asset-Backed Securities |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1425000.00        | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 8.8045%  | 0.0000% | $160000.00         | $161043.38         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2022-3R     E-R    20370720 FLT | 2037-07-20      | 11.3044% | 0.0000% | $4675000.00        | $4644081.78        | Asset-Backed Securities |
| GALLATIN CLO VIII LTD 2017-1R  E-R    20310715 FLT | 2031-07-15      | 11.0862% | 0.0000% | $1600000.00        | $1515407.58        | Asset-Backed Securities |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $5697666.88        | 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 |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.7154%  | 0.0000% | $7639000.00        | $5486926.51        | Asset-Backed Securities |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2589625.00        | Asset-Backed Securities |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.5688%  | 0.0000% | $3000000.00        | $517750.31         | Asset-Backed Securities |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $844674.28         | Asset-Backed Securities |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $628032.00         | Asset-Backed Securities |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 7.0734%  | 0.0000% | $4554000.00        | $10298.09          | Asset-Backed Securities |
| PROGRESS RES TRUST 2025-SFR5   E      20421017 4.8 | 2042-10-17      | 4.8500%  | 0.0000% | $2000000.00        | $1947023.00        | Asset-Backed Securities |
| OCTAGON INV PRT 2020-50R LTD   E-R    20350116 FLT | 2035-01-16      | 10.9662% | 0.0000% | $3000000.00        | $3036126.22        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  E      20300115 0.0 | 2030-01-15      | 12.1900% | 0.0000% | $3000000.00        | $3038480.83        | Asset-Backed Securities |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9266%  | 0.0000% | $10912000.00       | $8285598.00        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3553%  | 0.0000% | $6526000.00        | $6579408.07        | Asset-Backed Securities |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 10.8844% | 0.0000% | $660000.00         | $673656.37         | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 11.9745% | 0.0000% | $3500000.00        | $3421304.42        | Asset-Backed Securities |
| INSTAR LEASING 2021-1 LLC      B      20540215 3.4 | 2054-02-15      | 3.4400%  | 0.0000% | $1000000.00        | $946779.65         | Asset-Backed Securities |
| MARBLE PT CLO XII INCOME NT LTD                    | 2031-07-16      | 0.0000%  | 0.0000% | $6150000.00        | $982370.25         | Asset-Backed Securities |
| PROGRESS RES TR 2021-SFR9      F      20401119 4.0 | 2040-11-19      | 4.0530%  | 0.0000% | $160000.00         | $155497.40         | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $1859.96           | Asset-Backed Securities |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $5149656.00        | Asset-Backed Securities |
| SIXTH STREET CLO LTD 2019-14R2 E-R2   20380120 FLT | 2038-01-20      | 8.5200%  | 0.0000% | $1350000.00        | $1327148.94        | Asset-Backed Securities |
| MAGNETITE XX LTD 2018-20       SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2383000.00        | $166810.00         | Asset-Backed Securities |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $1282500.00        | Asset-Backed Securities |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.3661% | 0.0000% | $7600000.00        | $7406806.02        | Asset-Backed Securities |
| MADISON PARK FDG LTD 2024-60R  E-R    20371026 FLT | 2037-10-26      | 10.3580% | 0.0000% | $1500000.00        | $1461595.64        | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2025-A E      20380520 8.6 | 2038-05-20      | 8.6400%  | 0.0000% | $3000000.00        | $3125391.00        | Asset-Backed Securities |
| SYM CLO XXXII LTD 2022-32R     E-R    20351023 FLT | 2035-10-23      | 10.0687% | 0.0000% | $3555000.00        | $3588504.66        | Asset-Backed Securities |
| TRINITAS CLO LTD 2021-18       E      20350122 FLT | 2035-01-22      | 11.1961% | 0.0000% | $1000000.00        | $984579.06         | Asset-Backed Securities |
| ROCKFORD TOWER LTD 2019-2      E      20320820 FLT | 2032-08-20      | 10.2006% | 0.0000% | $3000000.00        | $2910980.38        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3631%  | 0.0000% | $9500000.00        | $9538976.73        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.4561% | 0.0000% | $2000000.00        | $1289143.92        | Asset-Backed Securities |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 4.9622%  | 0.0000% | $12000000.00       | $779868.01         | Asset-Backed Securities |

### Security 631: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.070000%
- **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: ARP1CNTY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CNTY3
- **C.18 - Value (incl. sponsor support):** $2629000000.00
- **C.18.a - Value (excl. sponsor support):** $2629000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CTZK9936 | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $222382.78         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7994 | 2052-08-01      | 4.5290%  | 0.0000% | $60000.00          | $41589.81          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBM3054 | 2031-11-01      | 2.0000%  | 0.0000% | $331000.00         | $51862.10          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8157 | 2037-06-01      | 1.5000%  | 0.0000% | $620566.00         | $404294.27         | Agency Mortgage-Backed Securities |
| GNMI SF 412407 X     | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $5025.20           | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $71230.68          | Agency Mortgage-Backed Securities |
| GNII SF DO6274 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2711788.00        | $2701605.24        | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $931507.77         | Agency Mortgage-Backed Securities |
| GNII SF BH6400 C     | 2036-03-20      | 3.5000%  | 0.0000% | $3312836.00        | $1096025.65        | Agency Mortgage-Backed Securities |
| GNII SF BY3432 C     | 2050-09-20      | 3.5000%  | 0.0000% | $160000.00         | $93245.46          | Agency Mortgage-Backed Securities |
| GNII SF DJ1851 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1020560.00        | $1062698.15        | Agency Mortgage-Backed Securities |
| GNII SF DK5354 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $5454328.67        | Agency Mortgage-Backed Securities |
| GNII ET DK7192 C     | 2065-05-20      | 6.0000%  | 0.0000% | $533003.00         | $543660.97         | Agency Mortgage-Backed Securities |
| GNII SF DK5601 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601618.00        | $1671911.13        | Agency Mortgage-Backed Securities |
| GNPL PN CJ1374       | 2065-03-15      | 5.3900%  | 0.0000% | $6670384.00        | $6948468.97        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6299 | 2055-10-01      | 6.5000%  | 0.0000% | $1151710.00        | $1204527.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2931 | 2055-09-01      | 5.5000%  | 0.0000% | $22418944.00       | $22884942.62       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0034 | 2047-04-01      | 3.0000%  | 0.0000% | $11834800.00       | $4554885.72        | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $275489.86         | Agency Mortgage-Backed Securities |
| GNII SF MA3173 M     | 2045-10-20      | 3.5000%  | 0.0000% | $3298000.00        | $303964.23         | Agency Mortgage-Backed Securities |
| GNII SF CQ6104 C     | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3156937.43        | Agency Mortgage-Backed Securities |
| GNII SF MA0939 M     | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $99487.40          | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $15370880.00       | $1172913.78        | Agency Mortgage-Backed Securities |
| GNMI SF AA5391 X     | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1222347.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6226 | 2055-10-01      | 5.5000%  | 0.0000% | $25512672.00       | $26328923.53       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTQK0701 | 2041-04-01      | 2.5000%  | 0.0000% | $6547024.00        | $3482378.53        | Agency Mortgage-Backed Securities |
| GNMI SF 752200 X     | 2046-04-15      | 3.0000%  | 0.0000% | $425000.00         | $206693.02         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4648 | 2050-07-01      | 3.5000%  | 0.0000% | $25000000.00       | $18787706.26       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3842 | 2055-09-01      | 7.0000%  | 0.0000% | $1725410.00        | $1822215.33        | Agency Mortgage-Backed Securities |
| GNII ET DN3442 C     | 2065-09-20      | 3.0000%  | 0.0000% | $322436.00         | $289909.30         | Agency Mortgage-Backed Securities |
| GNII ET DN3105 C     | 2065-08-20      | 4.5000%  | 0.0000% | $378641.00         | $370779.77         | Agency Mortgage-Backed Securities |
| GNII SF DM6994 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2771956.00        | $2834235.82        | Agency Mortgage-Backed Securities |
| GNII SF DM6933 C     | 2055-09-20      | 5.0000%  | 0.0000% | $3543090.00        | $3560182.77        | Agency Mortgage-Backed Securities |
| GNII SF DN3505 C     | 2055-11-20      | 5.5000%  | 0.0000% | $24659552.00       | $24892831.36       | Agency Mortgage-Backed Securities |
| GNII ET DM9446 C     | 2065-10-20      | 6.5000%  | 0.0000% | $933474.00         | $965641.86         | Agency Mortgage-Backed Securities |
| GNII SF DN7331 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1441816.00        | $1479598.79        | Agency Mortgage-Backed Securities |
| GNII SF DN2294 C     | 2055-10-20      | 7.0000%  | 0.0000% | $10951840.00       | $11647979.80       | Agency Mortgage-Backed Securities |
| GNII ET DN9911 C     | 2065-06-20      | 3.0000%  | 0.0000% | $588893.00         | $527121.05         | Agency Mortgage-Backed Securities |
| GNII SF MB0482 M     | 2055-07-20      | 4.0000%  | 0.0000% | $1252384.00        | $1185127.66        | Agency Mortgage-Backed Securities |
| GNII SF DL8840 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4075696.00        | $4258245.10        | Agency Mortgage-Backed Securities |
| GNII ET DL9035 C     | 2065-08-20      | 6.0000%  | 0.0000% | $758349.00         | $776680.69         | Agency Mortgage-Backed Securities |
| GNII SF DM6246 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1178170.00        | $1237295.19        | Agency Mortgage-Backed Securities |
| GNII SF DM6621 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1315402.00        | $1357970.53        | Agency Mortgage-Backed Securities |
| GNII SF DM1233 C     | 2055-09-20      | 6.0000%  | 0.0000% | $24999904.00       | $25806477.82       | Agency Mortgage-Backed Securities |
| GNII ET DN1720 C     | 2065-11-20      | 3.5000%  | 0.0000% | $685703.00         | $625093.03         | Agency Mortgage-Backed Securities |
| GNII SF DN0815 C     | 2055-10-20      | 6.0000%  | 0.0000% | $20199712.00       | $20921736.05       | Agency Mortgage-Backed Securities |
| GNII SF DM6753 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1089842.00        | $1134173.39        | Agency Mortgage-Backed Securities |
| GNII SF DM3396 C     | 2055-09-20      | 5.0000%  | 0.0000% | $2031596.00        | $2047888.77        | Agency Mortgage-Backed Securities |
| GNII SF DM6172 C     | 2055-10-20      | 6.5000%  | 0.0000% | $29157792.00       | $30491422.31       | Agency Mortgage-Backed Securities |
| GNII SF DM6259 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2476124.00        | $2532765.48        | Agency Mortgage-Backed Securities |
| GNII SF DM6470 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1315610.00        | $1360594.65        | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $13637140.00       | $1337433.49        | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2431864.45        | Agency Mortgage-Backed Securities |
| GNII SF MA6682 M     | 2035-06-20      | 2.0000%  | 0.0000% | $18908980.00       | $6561039.89        | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $67291008.00       | $66994867.89       | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $719871.13         | Agency Mortgage-Backed Securities |
| GNII JM MA6330 M     | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1615336.67        | Agency Mortgage-Backed Securities |
| GNII SF MA4003 M     | 2046-10-20      | 3.0000%  | 0.0000% | $39552768.00       | $5134516.50        | Agency Mortgage-Backed Securities |
| GNII SF MA4070 M     | 2046-11-20      | 4.0000%  | 0.0000% | $1778974.00        | $170737.17         | Agency Mortgage-Backed Securities |
| GNII SF MA6217 M     | 2049-10-20      | 2.5000%  | 0.0000% | $1700000.00        | $304786.12         | Agency Mortgage-Backed Securities |
| GNII SF MA4808 M     | 2032-10-20      | 3.0000%  | 0.0000% | $355977.00         | $40016.99          | Agency Mortgage-Backed Securities |
| GNPL PN CQ2023       | 2065-03-15      | 5.9500%  | 0.0000% | $53340.00          | $57523.19          | Agency Mortgage-Backed Securities |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $432803.84         | Agency Mortgage-Backed Securities |
| GNII SF CT9104 C     | 2053-05-20      | 6.0000%  | 0.0000% | $2724464.00        | $2319977.90        | Agency Mortgage-Backed Securities |
| GNII SF CX1604 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1618116.00        | $1435121.96        | Agency Mortgage-Backed Securities |
| GNII SF DO6438 C     | 2055-11-20      | 5.5000%  | 0.0000% | $6478952.00        | $6542730.80        | Agency Mortgage-Backed Securities |
| GNII SF CX2368 C     | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $2783898.53        | Agency Mortgage-Backed Securities |
| GNII JM MA8931 M     | 2052-03-20      | 3.0000%  | 0.0000% | $844832.00         | $709350.05         | Agency Mortgage-Backed Securities |
| GNII SF DL5819 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1980222.00        | $2070629.18        | Agency Mortgage-Backed Securities |
| GNII SF DL3167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2314282.93        | Agency Mortgage-Backed Securities |
| GNII SP 786247 C     | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $916286.53         | Agency Mortgage-Backed Securities |
| GNII SP 785231 C     | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $11791438.45       | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $1969426.00        | $102412.44         | Agency Mortgage-Backed Securities |
| GNMI SP 783996 X     | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2474449.94        | Agency Mortgage-Backed Securities |
| GNII SP 788264 C     | 2055-11-20      | 5.0000%  | 0.0000% | $55860736.00       | $55734881.76       | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1517142.00        | $1573556.11        | Agency Mortgage-Backed Securities |
| GNAR AT 082997 M     | 2041-12-20      | 4.7500%  | 0.0000% | $300000.00         | $6796.42           | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X     | 2048-05-15      | 4.0000%  | 0.0000% | $648633.00         | $58423.01          | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $419387.78         | Agency Mortgage-Backed Securities |
| GNMI SP 784154 X     | 2044-03-15      | 5.0000%  | 0.0000% | $186508.00         | $25760.70          | Agency Mortgage-Backed Securities |
| GNII SF DC1383 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1148996.00        | $1231845.87        | Agency Mortgage-Backed Securities |
| GNII SF DF2705 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1098800.00        | $739666.58         | Agency Mortgage-Backed Securities |
| GNCL CL CS8941       | 2066-12-15      | 5.6400%  | 0.0000% | $26073600.00       | $26671259.06       | Agency Mortgage-Backed Securities |
| GNII RG CW5913 C     | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $592191.89         | Agency Mortgage-Backed Securities |
| GNII SP 785791 C     | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $565977.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8944 M     | 2053-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $2219118.31        | Agency Mortgage-Backed Securities |
| GNII SP 788177 C     | 2055-09-20      | 5.0000%  | 0.0000% | $158562048.00      | $158013483.53      | Agency Mortgage-Backed Securities |
| GNII EP 787495 C     | 2064-04-20      | 2.5000%  | 0.0000% | $82035328.00       | $60257596.69       | Agency Mortgage-Backed Securities |
| GNII SF DJ3199 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6927768.00        | $7273124.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1611422.08        | Agency Mortgage-Backed Securities |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6593500.75        | Agency Mortgage-Backed Securities |
| GNII SF DD0077 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1919514.00        | $2015430.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ5237 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1267552.00        | $1323752.67        | Agency Mortgage-Backed Securities |
| GNII ET DO0114 C     | 2065-10-20      | 3.0000%  | 0.0000% | $193812.00         | $172335.50         | Agency Mortgage-Backed Securities |
| GNII SF DI0837 C     | 2055-04-20      | 6.5000%  | 0.0000% | $812796.00         | $850579.75         | Agency Mortgage-Backed Securities |
| GNII SF DO2206 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1476148.00        | $1517099.30        | Agency Mortgage-Backed Securities |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $164013.39         | Agency Mortgage-Backed Securities |
| GNMI SF AR0796 X     | 2046-04-15      | 4.0000%  | 0.0000% | $2099272.00        | $626060.44         | Agency Mortgage-Backed Securities |
| GNII SF MB0284 M     | 2040-04-20      | 6.0000%  | 0.0000% | $1659688.00        | $1519367.04        | Agency Mortgage-Backed Securities |
| GNII SF MB0361 M     | 2052-03-20      | 3.0000%  | 0.0000% | $137761.00         | $121192.17         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $563857.00         | $325923.20         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7040 | 2043-10-01      | 6.3140%  | 0.0000% | $2860000.00        | $181425.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBO4656 | 2049-11-01      | 2.5000%  | 0.0000% | $16430000.00       | $4508608.11        | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $40915712.00       | $7295490.62        | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $14598920.00       | $3576186.12        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBJ0420 | 2047-09-01      | 6.3400%  | 0.0000% | $1075000.00        | $68114.13          | Agency Mortgage-Backed Securities |
| GNII SF MA7313 M     | 2051-04-20      | 3.0000%  | 0.0000% | $83241216.00       | $37584885.72       | Agency Mortgage-Backed Securities |
| GNII SF MA7797 M     | 2037-01-20      | 2.0000%  | 0.0000% | $179025.00         | $94593.27          | Agency Mortgage-Backed Securities |
| GNII BD DH9717 C     | 2055-01-20      | 4.5000%  | 0.0000% | $6827288.00        | $6479982.85        | Agency Mortgage-Backed Securities |
| GNII SF DH3330 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1286270.00        | $871419.04         | Agency Mortgage-Backed Securities |
| GNII SF DF1666 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1187130.00        | $1176888.90        | Agency Mortgage-Backed Securities |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $4133248.00        | $2725574.56        | Agency Mortgage-Backed Securities |
| GNII SF DD6252 C     | 2054-07-20      | 6.0000%  | 0.0000% | $9287968.00        | $7727940.95        | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $154454528.00      | $93891152.88       | Agency Mortgage-Backed Securities |
| GNII SF DJ3140 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1441728.00        | $1505514.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  | 0.0000% | $147666176.00      | $144413994.47      | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $333750.88         | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $182806.08         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $10030880.00       | $2050262.67        | Agency Mortgage-Backed Securities |
| GNCL CL CX6396       | 2066-01-15      | 5.7400%  | 0.0000% | $11966480.00       | $12778776.63       | Agency Mortgage-Backed Securities |
| GNII SF MA6713 M     | 2050-06-20      | 4.5000%  | 0.0000% | $13369792.00       | $3280695.97        | Agency Mortgage-Backed Securities |
| GNII SF DG9275 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1830260.00        | $1207841.57        | Agency Mortgage-Backed Securities |
| GNPL PN CY8218       | 2059-01-15      | 6.9300%  | 0.0000% | $136184.00         | $149943.15         | Agency Mortgage-Backed Securities |
| GNII SF DF4970 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1827670.00        | $1674068.73        | Agency Mortgage-Backed Securities |
| GNII SF DG2319 C     | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3330411.61        | Agency Mortgage-Backed Securities |
| GNII ET DI1857 C     | 2065-02-20      | 6.0000%  | 0.0000% | $1762032.00        | $1797645.63        | Agency Mortgage-Backed Securities |
| GNII ET DI2491 C     | 2065-05-20      | 6.0000%  | 0.0000% | $120600320.00      | $99197704.57       | Agency Mortgage-Backed Securities |
| GNII ET DE0811 C     | 2064-09-20      | 7.0000%  | 0.0000% | $20725952.00       | $7949267.87        | Agency Mortgage-Backed Securities |
| GNPL PN DF3882       | 2059-11-15      | 4.9800%  | 0.0000% | $51638.00          | $52055.40          | Agency Mortgage-Backed Securities |
| GNII SF DB9996 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1458821.67        | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2603789.42        | Agency Mortgage-Backed Securities |
| GNII SF DH1578 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1462180.00        | $1230645.75        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV4067 | 2037-04-01      | 2.5000%  | 0.0000% | $94554.00          | $55592.44          | Agency Mortgage-Backed Securities |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $120834.91         | Agency Mortgage-Backed Securities |
| GNII SF CZ6045 C     | 2054-01-20      | 6.0000%  | 0.0000% | $7388350.00        | $6169435.67        | Agency Mortgage-Backed Securities |
| GNII SF DA5025 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1267210.00        | $1304118.37        | Agency Mortgage-Backed Securities |
| GNII SF DN7323 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1275972.00        | $1306269.96        | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $52000000.00       | $49243209.98       | Agency Mortgage-Backed Securities |
| GNII SP 785568 C     | 2051-08-20      | 2.5000%  | 0.0000% | $2200000.00        | $1288865.15        | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9911888.33        | Agency Mortgage-Backed Securities |
| GNMI SP 784284 X     | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3354892.92        | Agency Mortgage-Backed Securities |
| GNII JM MA7042 M     | 2050-12-20      | 2.0000%  | 0.0000% | $2130000.00        | $1102382.33        | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $60416064.00       | $14699710.87       | Agency Mortgage-Backed Securities |
| GNII RG CM0722 C     | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $531731.32         | Agency Mortgage-Backed Securities |
| GNII SF CS8711 C     | 2053-04-20      | 6.0000%  | 0.0000% | $1845198.00        | $1598998.14        | Agency Mortgage-Backed Securities |
| GNPL PN CY1378       | 2059-02-15      | 6.3600%  | 0.0000% | $198792.00         | $215200.38         | Agency Mortgage-Backed Securities |
| GNII SF CX2397 C     | 2053-10-20      | 6.5000%  | 0.0000% | $2147412.00        | $1950163.51        | Agency Mortgage-Backed Securities |
| GNII SF CT0175 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1326900.00        | $1371043.87        | Agency Mortgage-Backed Securities |
| GNII SF MA6995 M     | 2050-11-20      | 2.5000%  | 0.0000% | $1495000.00        | $597325.21         | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6070360.65        | Agency Mortgage-Backed Securities |
| GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2224211.40        | Agency Mortgage-Backed Securities |
| GNII SF CW1327 C     | 2053-10-20      | 6.5000%  | 0.0000% | $1844334.00        | $1518586.00        | Agency Mortgage-Backed Securities |
| GNII SF MA7704 M     | 2051-11-20      | 2.0000%  | 0.0000% | $135586304.00      | $81700296.51       | Agency Mortgage-Backed Securities |
| GNMI SP 783700 X     | 2040-07-15      | 6.5000%  | 0.0000% | $5904648.00        | $401850.87         | Agency Mortgage-Backed Securities |
| GNII SP 784981 C     | 2050-04-20      | 3.5000%  | 0.0000% | $400000.00         | $32676.53          | Agency Mortgage-Backed Securities |
| FKAR 03.750 WNWN5307 | 2030-08-01      | 3.7500%  | 0.0000% | $8360000.00        | $8299954.30        | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $687066.00         | $319160.40         | Agency Mortgage-Backed Securities |
| GNMI SP 784342 X     | 2041-06-15      | 6.0000%  | 0.0000% | $2469004.00        | $492922.54         | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $15875280.00       | $16475521.20       | Agency Mortgage-Backed Securities |
| GNII SF DM2237 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1515610.00        | $1598120.14        | Agency Mortgage-Backed Securities |
| GNII SP 785831 C     | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $246576.24         | Agency Mortgage-Backed Securities |
| GNII SF DJ3055 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12152580.00       | $12679235.49       | Agency Mortgage-Backed Securities |
| GNII SF DK6145 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2542620.00        | $2677041.71        | Agency Mortgage-Backed Securities |
| GNII SP 785944 C     | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1244864.95        | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $4300000.00        | $2638826.89        | Agency Mortgage-Backed Securities |
| GNII SF DL7073 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4415630.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ9735 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1300120.00        | $1353891.98        | Agency Mortgage-Backed Securities |
| GNII SP 787109 C     | 2053-11-20      | 6.5000%  | 0.0000% | $1337634.00        | $1061307.61        | Agency Mortgage-Backed Securities |
| GNMI SF 723225 X     | 2039-10-15      | 5.5000%  | 0.0000% | $150000.00         | $10158.03          | Agency Mortgage-Backed Securities |
| GNII SF BW4523 C     | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $402791.16         | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $10104672.00       | $3990881.78        | Agency Mortgage-Backed Securities |
| GNII SF MA9360 M     | 2053-09-20      | 4.5000%  | 0.0000% | $546572.00         | $499810.17         | Agency Mortgage-Backed Securities |
| GNMI SF BU8320 X     | 2050-05-15      | 2.5000%  | 0.0000% | $6610608.00        | $1560938.43        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA0348 | 2055-12-01      | 5.0000%  | 0.0000% | $1104374.00        | $1117369.17        | Agency Mortgage-Backed Securities |
| GNII SP 786336 C     | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $954359.39         | Agency Mortgage-Backed Securities |
| GNII SF DL1626 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1063472.00        | $1065578.92        | Agency Mortgage-Backed Securities |
| GNII ET DL6727 C     | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $214857.48         | Agency Mortgage-Backed Securities |
| GNII SF DL7676 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4248544.00        | $4436327.57        | Agency Mortgage-Backed Securities |
| GNII SF DL5018 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6101608.00        | $6298872.41        | Agency Mortgage-Backed Securities |
| GNII SF DL9835 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2401704.00        | $2447957.59        | Agency Mortgage-Backed Securities |
| GNII SF BD6216 C     | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $149045.66         | Agency Mortgage-Backed Securities |
| GNII SF DM6757 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6173576.00        | $6376186.92        | Agency Mortgage-Backed Securities |
| GNII SF DM6502 C     | 2055-06-20      | 4.5000%  | 0.0000% | $2465060.00        | $2412293.00        | Agency Mortgage-Backed Securities |
| GNII SF DM6135 C     | 2055-09-20      | 7.0000%  | 0.0000% | $26360520.00       | $28011660.42       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0135 | 2055-12-01      | 6.0000%  | 0.0000% | $4034200.00        | $4184720.04        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0075 | 2055-11-01      | 5.0000%  | 0.0000% | $1830814.00        | $1835863.39        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3483 | 2041-10-01      | 2.2600%  | 0.0000% | $4710000.00        | $3472659.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0902 | 2055-11-01      | 5.5000%  | 0.0000% | $1315774.00        | $1344103.93        | Agency Mortgage-Backed Securities |
| 03.500 FGPC T65138 G | 2043-07-01      | 3.5000%  | 0.0000% | $2000000.00        | $185299.36         | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8216 | 2054-08-01      | 6.5000%  | 0.0000% | $1298610.00        | $1331696.82        | Agency Mortgage-Backed Securities |
| FMAR 841407 G        | 2052-05-01      | 3.7030%  | 0.0000% | $400000.00         | $320862.83         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5004 | 2040-11-01      | 5.0000%  | 0.0000% | $7251568.00        | $7372654.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA5599 | 2040-04-01      | 3.5000%  | 0.0000% | $500000.00         | $180550.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1357 | 2055-11-01      | 5.0000%  | 0.0000% | $10847936.00       | $10962609.53       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3287 | 2053-12-01      | 4.5000%  | 0.0000% | $48117200.00       | $47207218.43       | Agency Mortgage-Backed Securities |
| GNII SF DN3252 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1417938.00        | $1466421.55        | Agency Mortgage-Backed Securities |
| GNII SF DM7880 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1175462.00        | $1229265.77        | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3286003.18        | Agency Mortgage-Backed Securities |
| GNII SF DM8516 C     | 2055-11-20      | 5.5000%  | 0.0000% | $9477824.00        | $9679606.87        | Agency Mortgage-Backed Securities |
| GNII SF DM3400 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2650456.00        | $2554751.36        | Agency Mortgage-Backed Securities |
| GNII SF DL9036 C     | 2055-10-20      | 6.0000%  | 0.0000% | $5125672.00        | $5296108.68        | Agency Mortgage-Backed Securities |
| GNII SF DM9365 C     | 2055-09-20      | 5.5000%  | 0.0000% | $9093760.00        | $9268422.99        | Agency Mortgage-Backed Securities |
| GNII SF DN0222 C     | 2055-10-20      | 4.5000%  | 0.0000% | $14822048.00       | $14542741.33       | Agency Mortgage-Backed Securities |
| GNCL CL DC7188       | 2066-12-15      | 5.2100%  | 0.0000% | $13735488.00       | $13807455.09       | Agency Mortgage-Backed Securities |
| GNII SF CV5804 C     | 2054-01-20      | 7.5000%  | 0.0000% | $18432000.00       | $17595115.71       | Agency Mortgage-Backed Securities |
| GNII SF MA0461 M     | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $193560.53         | Agency Mortgage-Backed Securities |
| GNII SF DN3511 C     | 2055-11-20      | 5.5000%  | 0.0000% | $11457264.00       | $11756195.48       | Agency Mortgage-Backed Securities |
| GNII SF DM9015 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1003150.00        | $1038615.96        | Agency Mortgage-Backed Securities |
| GNII SF MB0123 M     | 2040-01-20      | 6.0000%  | 0.0000% | $9343824.00        | $7385844.82        | Agency Mortgage-Backed Securities |
| GNII SF DM4027 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1060992.00        | $1072327.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $65052672.00       | $62588947.74       | Agency Mortgage-Backed Securities |
| GNII SF MB0095 M     | 2054-07-20      | 7.0000%  | 0.0000% | $60122.00          | $34908.71          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7279 | 2055-01-01      | 5.5000%  | 0.0000% | $41223104.00       | $36560961.97       | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8205 | 2054-09-01      | 7.0000%  | 0.0000% | $2681376.00        | $1835498.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH3301 | 2053-10-01      | 6.0000%  | 0.0000% | $13766640.00       | $10163134.56       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2334 | 2038-09-01      | 5.5000%  | 0.0000% | $750000.00         | $29775.72          | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $28224835.88       | Agency Mortgage-Backed Securities |
| GNII SF DK4323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4764136.00        | $4969291.18        | Agency Mortgage-Backed Securities |
| GNII SF DK1425 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2223428.00        | $2317142.62        | Agency Mortgage-Backed Securities |
| GNII SF DK2600 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5511016.00        | $5543948.55        | Agency Mortgage-Backed Securities |
| GNII SF DK0284 C     | 2055-05-20      | 5.0000%  | 0.0000% | $3565828.00        | $3424316.02        | Agency Mortgage-Backed Securities |
| GNII SF DJ3197 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4940048.00        | $5190646.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ8221 C     | 2055-06-20      | 6.5000%  | 0.0000% | $4457264.00        | $4643265.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2497382.68        | Agency Mortgage-Backed Securities |
| GNII BD DH5121 C     | 2055-02-20      | 4.5000%  | 0.0000% | $8760304.00        | $8311705.89        | Agency Mortgage-Backed Securities |
| GNII SF DM0632 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4729336.00        | $4929105.47        | Agency Mortgage-Backed Securities |
| GNII SF DM2611 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4451648.00        | $4662714.55        | Agency Mortgage-Backed Securities |
| GNII SF DL5056 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1393184.00        | $1439401.72        | Agency Mortgage-Backed Securities |
| GNII ET DL8502 C     | 2065-03-20      | 3.0000%  | 0.0000% | $367231.00         | $329049.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9136 M     | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $117230.15         | Agency Mortgage-Backed Securities |
| GNII SF MA9359 M     | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $859618.12         | Agency Mortgage-Backed Securities |
| GNII SF MA7767 M     | 2051-12-20      | 2.5000%  | 0.0000% | $321147392.00      | $200234530.48      | Agency Mortgage-Backed Securities |
| GNII SF MA9855 M     | 2054-08-20      | 7.5000%  | 0.0000% | $12324528.00       | $4212049.69        | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101211648.00      | $81207210.54       | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $3137396.00        | $1790287.67        | Agency Mortgage-Backed Securities |
| GNII SF MA8943 M     | 2053-05-20      | 3.0000%  | 0.0000% | $1165306.00        | $787108.38         | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $126560.00         | $76110.27          | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $520889.00         | $262387.78         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  | 0.0000% | $4034040.00        | $1727166.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3227 | 2038-06-01      | 5.0000%  | 0.0000% | $34302592.00       | $564325.08         | Agency Mortgage-Backed Securities |
| GNII SF DK7512 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4332968.00        | $4534972.46        | Agency Mortgage-Backed Securities |
| GNII SF DK5098 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2363192.00        | $2461880.79        | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $1415000.00        | $1261222.17        | Agency Mortgage-Backed Securities |
| GNAR AF MA7779 M     | 2051-12-20      | 2.0000%  | 0.0000% | $684019.00         | $417601.96         | Agency Mortgage-Backed Securities |
| GNII ET DJ7388 C     | 2063-12-20      | 7.5000%  | 0.0000% | $783320.00         | $811743.05         | Agency Mortgage-Backed Securities |
| GNII SF MA8613 M     | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $46177.64          | Agency Mortgage-Backed Securities |
| GNII SF DJ9378 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1571100.00        | $1618073.08        | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $42210872.12       | Agency Mortgage-Backed Securities |
| GNII SF DJ2858 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6149832.00        | $6410311.03        | Agency Mortgage-Backed Securities |
| GNII SF DK9546 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1449264.00        | $1511662.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ9126 C     | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10080237.77       | Agency Mortgage-Backed Securities |
| GNII SF DK4962 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1449338.00        | $1524826.68        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9584 | 2055-11-01      | 6.5000%  | 0.0000% | $805610.00         | $850227.90         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3000 | 2055-08-01      | 6.5000%  | 0.0000% | $24727296.00       | $25289028.24       | Agency Mortgage-Backed Securities |
| GNII JM MA8479 M     | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4527285.53        | Agency Mortgage-Backed Securities |
| GNII SF DK6011 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232084.00        | $1295435.76        | Agency Mortgage-Backed Securities |
| GNPL PN DK6735       | 2060-06-15      | 5.8400%  | 0.0000% | $2773000.00        | $2963502.68        | Agency Mortgage-Backed Securities |
| GNII SF DL2428 C     | 2055-07-20      | 5.0000%  | 0.0000% | $5123272.00        | $5136097.92        | Agency Mortgage-Backed Securities |
| GNII SF DL3638 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2876796.00        | $3005858.91        | Agency Mortgage-Backed Securities |
| GNII SF DK6034 C     | 2055-08-20      | 6.5000%  | 0.0000% | $763715.00         | $799083.15         | Agency Mortgage-Backed Securities |
| GNII JM 005237 M     | 2041-11-20      | 3.5000%  | 0.0000% | $5116096.00        | $74959.40          | Agency Mortgage-Backed Securities |
| GNII SF DE9639 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2087347.21        | Agency Mortgage-Backed Securities |
| GNII SF DG9937 C     | 2054-12-20      | 7.0000%  | 0.0000% | $2383320.00        | $2456331.55        | Agency Mortgage-Backed Securities |
| GNII ET DG7226 C     | 2065-03-20      | 5.5000%  | 0.0000% | $537536.00         | $543251.91         | Agency Mortgage-Backed Securities |
| GNII SF DK5762 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4351496.00        | $4538459.43        | Agency Mortgage-Backed Securities |
| GNII SF AX3459 C     | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1869462.46        | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2248172.87        | Agency Mortgage-Backed Securities |
| GNII SF DI1183 C     | 2055-02-20      | 5.5000%  | 0.0000% | $5440432.00        | $2607874.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7645 | 2055-11-01      | 5.5000%  | 0.0000% | $2123624.00        | $2183204.39        | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $11172000.00       | $8306652.21        | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $155348480.00      | $96719330.05       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7300 | 2055-11-01      | 5.5000%  | 0.0000% | $5721950.00        | $5865275.46        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $109164.00         | $77420.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ9786 | 2042-01-01      | 4.5000%  | 0.0000% | $352044.00         | $12013.43          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3662 | 2055-11-01      | 6.5000%  | 0.0000% | $2644900.00        | $2758768.23        | Agency Mortgage-Backed Securities |
| GNII SF DI1896 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1780884.00        | $1860007.54        | Agency Mortgage-Backed Securities |
| GNII SF DN2291 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5185120.00        | $5422319.50        | Agency Mortgage-Backed Securities |
| GNII SF DL7316 C     | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19292851.64       | Agency Mortgage-Backed Securities |
| GNII ET DN3615 C     | 2065-10-20      | 3.5000%  | 0.0000% | $1269420.00        | $1157221.04        | Agency Mortgage-Backed Securities |
| GNII SF MB0362 M     | 2051-12-20      | 3.5000%  | 0.0000% | $1003924.00        | $912937.85         | Agency Mortgage-Backed Securities |
| GNII ET DD7296 C     | 2063-11-20      | 7.5000%  | 0.0000% | $200739.00         | $207496.93         | Agency Mortgage-Backed Securities |
| GNII SF CX0278 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1581898.00        | $1312113.24        | Agency Mortgage-Backed Securities |
| GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $41175.00          | $41507.83          | Agency Mortgage-Backed Securities |
| GNPL PN CU6227       | 2058-11-15      | 6.4400%  | 0.0000% | $48265.00          | $52954.75          | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1236598.35        | Agency Mortgage-Backed Securities |
| GNII SF CV1576 C     | 2053-06-20      | 6.5000%  | 0.0000% | $3328504.00        | $3026043.18        | Agency Mortgage-Backed Securities |
| GNII SF MA9751 M     | 2039-06-20      | 6.5000%  | 0.0000% | $457911.00         | $341586.40         | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1252448.00        | $966853.65         | Agency Mortgage-Backed Securities |
| GNII SP 784987 C     | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $4036770.65        | Agency Mortgage-Backed Securities |
| GNII SP 785842 C     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $56205.06          | Agency Mortgage-Backed Securities |
| GNII SF DK9220 C     | 2055-07-20      | 6.5000%  | 0.0000% | $16360384.00       | $16993920.76       | Agency Mortgage-Backed Securities |
| GNII SF DM0769 C     | 2055-08-20      | 6.5000%  | 0.0000% | $48054.00          | $50667.37          | Agency Mortgage-Backed Securities |
| GNPL PN DJ6838       | 2060-07-15      | 5.8500%  | 0.0000% | $6566000.00        | $7026885.60        | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2049316.00        | $2142624.76        | Agency Mortgage-Backed Securities |
| GNII BD DM3028 C     | 2055-09-20      | 4.5000%  | 0.0000% | $3116408.00        | $3037471.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ9122 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4088880.00        | $4024970.26        | Agency Mortgage-Backed Securities |
| GNII SF DM3588 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5786104.00        | $6050251.79        | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1283264.29        | Agency Mortgage-Backed Securities |
| GNII SF DM8492 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1595210.00        | $1646724.74        | Agency Mortgage-Backed Securities |
| GNII RG CO7989 C     | 2045-09-20      | 4.5000%  | 0.0000% | $3716184.00        | $2906140.19        | Agency Mortgage-Backed Securities |
| GNII SF DN1526 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5740448.00        | $6002010.30        | Agency Mortgage-Backed Securities |
| GNII SF DM3053 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1505366.00        | $1572652.18        | Agency Mortgage-Backed Securities |
| GNII SF BR8843 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1295330.99        | Agency Mortgage-Backed Securities |
| GNII SF DM7883 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1352498.00        | $1384365.58        | Agency Mortgage-Backed Securities |
| GNII SF AD1744 C     | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $107941.55         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1030 | 2029-05-01      | 4.9620%  | 0.0000% | $5469400.00        | $5664818.93        | Agency Mortgage-Backed Securities |
| GNII RG CQ2914 C     | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1043741.92        | Agency Mortgage-Backed Securities |
| GNMI SF AD9004 X     | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $49894.74          | Agency Mortgage-Backed Securities |
| GNAR AS MA0552 M     | 2042-11-20      | 5.8750%  | 0.0000% | $3030532.00        | $348269.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2129 | 2050-02-01      | 3.0000%  | 0.0000% | $1523000.00        | $376037.67         | Agency Mortgage-Backed Securities |
| GNII SF AB9531 C     | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $179265.55         | Agency Mortgage-Backed Securities |
| GNII RG CI8166 C     | 2047-11-20      | 4.0000%  | 0.0000% | $524776.00         | $300894.83         | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $464987.56         | Agency Mortgage-Backed Securities |
| GNII SF BZ4588 C     | 2032-03-20      | 7.0000%  | 0.0000% | $1142648.00        | $364306.47         | Agency Mortgage-Backed Securities |
| GNII SF DI1906 C     | 2055-05-20      | 6.5000%  | 0.0000% | $25234752.00       | $26882873.80       | Agency Mortgage-Backed Securities |
| GNAR AT MB0701 M     | 2055-09-20      | 4.0000%  | 0.0000% | $9117584.00        | $9083297.08        | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $1472064.00        | $111512.14         | Agency Mortgage-Backed Securities |
| GNII ET DO0015 C     | 2065-09-20      | 4.0000%  | 0.0000% | $1119666.00        | $1063469.96        | Agency Mortgage-Backed Securities |
| GNII SF BZ4350 C     | 2051-03-20      | 2.5000%  | 0.0000% | $6238288.00        | $4272800.65        | Agency Mortgage-Backed Securities |
| GNII SF BV8710 C     | 2050-08-20      | 2.5000%  | 0.0000% | $605364.00         | $402984.89         | Agency Mortgage-Backed Securities |
| GNII SF DH6854 C     | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $5242680.47        | Agency Mortgage-Backed Securities |
| GNII SF DK6182 C     | 2055-07-20      | 6.5000%  | 0.0000% | $868684.00         | $907971.51         | Agency Mortgage-Backed Securities |
| GNII SF MA2569 M     | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $190029.30         | Agency Mortgage-Backed Securities |
| GNII ET DK2405 C     | 2065-04-20      | 3.0000%  | 0.0000% | $1019490.00        | $918337.30         | Agency Mortgage-Backed Securities |
| GNII SF DO6427 C     | 2055-11-20      | 4.5000%  | 0.0000% | $4976400.00        | $4855304.28        | Agency Mortgage-Backed Securities |
| GNII SF CH8580 C     | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $1010179.82        | Agency Mortgage-Backed Securities |
| GNII RG CH5613 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1050932.00        | $731471.95         | Agency Mortgage-Backed Securities |
| GNII SF AS6771 C     | 2039-02-20      | 6.0000%  | 0.0000% | $6019136.00        | $519615.98         | Agency Mortgage-Backed Securities |
| GNII SF DO1683 C     | 2055-10-20      | 5.0000%  | 0.0000% | $4016760.00        | $4052918.98        | Agency Mortgage-Backed Securities |
| GNII SF DO2163 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2315592.00        | $2402558.69        | Agency Mortgage-Backed Securities |
| GNII SF DO4543 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4231920.00        | $4261619.61        | Agency Mortgage-Backed Securities |
| GNII SF MB0181 M     | 2040-01-20      | 6.0000%  | 0.0000% | $4602768.00        | $4008935.00        | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $644005.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4517 | 2037-01-01      | 2.5000%  | 0.0000% | $15111200.00       | $8252624.05        | Agency Mortgage-Backed Securities |
| GNAR AF MA1775 M     | 2044-03-20      | 5.6250%  | 0.0000% | $71215616.00       | $1746106.24        | Agency Mortgage-Backed Securities |
| GNII SF CH0583 C     | 2051-09-20      | 2.5000%  | 0.0000% | $1748826.00        | $1246889.30        | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $634827.00         | $391214.89         | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $10387500.00       | $1238010.02        | Agency Mortgage-Backed Securities |
| GNII SF 790708 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1527890.00        | $1553267.82        | Agency Mortgage-Backed Securities |
| GNAR AF MA1688 M     | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $26756.32          | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $1912532.00        | $152334.31         | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1360601.02        | Agency Mortgage-Backed Securities |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $75570000.00       | $8757941.77        | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M     | 2045-05-20      | 4.0000%  | 0.0000% | $122406.00         | $11256.83          | Agency Mortgage-Backed Securities |
| GNII SF MA1918 M     | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $28453.34          | Agency Mortgage-Backed Securities |
| GNII SF DM4575 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1141188.00        | $1199488.84        | Agency Mortgage-Backed Securities |
| GNII SF DL4735 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1286110.00        | $1343856.74        | Agency Mortgage-Backed Securities |
| GNII ET DL4684 C     | 2065-08-20      | 4.5000%  | 0.0000% | $258609.00         | $252879.64         | Agency Mortgage-Backed Securities |
| GNII SF DM4407 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1935238.00        | $1957754.49        | Agency Mortgage-Backed Securities |
| GNII SF DL4507 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2640528.00        | $2764080.81        | Agency Mortgage-Backed Securities |
| GNII SF CU4768 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1548474.00        | $1296869.68        | Agency Mortgage-Backed Securities |
| GNII SF DM9329 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10996800.00       | $11113028.63       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $37000.00          | $9687.34           | Agency Mortgage-Backed Securities |
| GNII SF DN3425 C     | 2055-11-20      | 5.5000%  | 0.0000% | $7741200.00        | $7968450.67        | Agency Mortgage-Backed Securities |
| GNII SP 785565 C     | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1021361.46        | Agency Mortgage-Backed Securities |
| GNII SF 003286 M     | 2032-09-20      | 6.5000%  | 0.0000% | $5847669.00        | $18774.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLAQ7316 | 2043-01-01      | 2.5000%  | 0.0000% | $167200.00         | $31238.46          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HAAN7805 | 2027-12-01      | 4.6660%  | 0.0000% | $18100000.00       | $16977062.09       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HIAM2023 | 2028-01-01      | 2.3800%  | 0.0000% | $1000000.00        | $183739.36         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4871 | 2055-11-01      | 4.5000%  | 0.0000% | $3224716.00        | $3181472.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6430 | 2053-01-01      | 5.5000%  | 0.0000% | $1000000.00        | $803823.35         | Agency Mortgage-Backed Securities |
| 04.000 FGPC U64346 G | 2044-11-01      | 4.0000%  | 0.0000% | $1177030.00        | $85186.53          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF3796 | 2055-11-01      | 6.5000%  | 0.0000% | $1185300.00        | $1234069.17        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF6365 | 2055-12-01      | 7.0000%  | 0.0000% | $1970964.00        | $2119499.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF6542 | 2040-12-01      | 6.0000%  | 0.0000% | $1599750.00        | $1665238.97        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0149 | 2041-03-01      | 2.0000%  | 0.0000% | $711450.00         | $407526.57         | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $827461.83         | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $26850752.00       | $15159267.57       | Agency Mortgage-Backed Securities |
| GNII SF MA9724 M     | 2054-06-20      | 5.0000%  | 0.0000% | $4751424.00        | $4436789.15        | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $253544.36         | Agency Mortgage-Backed Securities |
| GNII RG CO0390 C     | 2050-11-20      | 2.5000%  | 0.0000% | $3055990.00        | $1965961.85        | Agency Mortgage-Backed Securities |
| GNII SF BZ4615 C     | 2039-01-20      | 6.5000%  | 0.0000% | $2573256.00        | $811325.93         | Agency Mortgage-Backed Securities |
| GNII SF DK6522 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2377240.00        | $2485986.64        | Agency Mortgage-Backed Securities |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1108841.80        | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $345564.69         | Agency Mortgage-Backed Securities |
| GNII SF MA9244 M     | 2053-09-20      | 7.0000%  | 0.0000% | $19723456.00       | $6964980.56        | Agency Mortgage-Backed Securities |
| GNII ET DK7991 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $2053593.04        | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M     | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12489800.20       | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $386773.41         | Agency Mortgage-Backed Securities |
| GNII SF BO8929 C     | 2049-12-20      | 3.5000%  | 0.0000% | $1685162.00        | $494849.82         | Agency Mortgage-Backed Securities |
| GNII RG CO9991 C     | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1586150.54        | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C     | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $96597.64          | Agency Mortgage-Backed Securities |
| GNII SF DL7675 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2975260.00        | $3113207.93        | Agency Mortgage-Backed Securities |
| GNMI SF BU8321 X     | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $6798962.13        | Agency Mortgage-Backed Securities |
| GNII ET DK9471 C     | 2065-06-20      | 3.0000%  | 0.0000% | $284824.00         | $254165.01         | Agency Mortgage-Backed Securities |
| GNII SF DO2215 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2110564.00        | $2198587.18        | Agency Mortgage-Backed Securities |
| GNII SF DO3420 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3528144.00        | $3709455.55        | Agency Mortgage-Backed Securities |
| GNII SF DO4564 C     | 2055-11-20      | 4.5000%  | 0.0000% | $4700048.00        | $4591124.39        | Agency Mortgage-Backed Securities |
| GNII SF 711788 C     | 2033-07-20      | 3.5000%  | 0.0000% | $1532120.00        | $381610.42         | Agency Mortgage-Backed Securities |
| GNCL CL CR4171       | 2066-03-15      | 5.8400%  | 0.0000% | $64235.00          | $68666.32          | Agency Mortgage-Backed Securities |
| GNMI SF 774060 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1446441.23        | Agency Mortgage-Backed Securities |
| GNII SF DM7320 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1665310.00        | $1739094.23        | Agency Mortgage-Backed Securities |
| GNII SF DM3973 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2927136.00        | $3057874.84        | Agency Mortgage-Backed Securities |
| GNMI SF AL9314 X     | 2045-03-15      | 3.0000%  | 0.0000% | $10850960.00       | $1073976.42        | Agency Mortgage-Backed Securities |
| GNII RG CN9974 C     | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1293655.47        | Agency Mortgage-Backed Securities |
| GNII SF DN1603 C     | 2052-03-20      | 3.0000%  | 0.0000% | $1549154.00        | $1381535.54        | Agency Mortgage-Backed Securities |
| GNII ET DL1360 C     | 2065-05-20      | 3.0000%  | 0.0000% | $109598.00         | $98137.15          | Agency Mortgage-Backed Securities |
| GNII SF DK6178 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1237000.00        | $1273187.09        | Agency Mortgage-Backed Securities |
| GNII ET DL7149 C     | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $950620.97         | Agency Mortgage-Backed Securities |
| GNII SF DM0223 C     | 2055-08-20      | 5.5000%  | 0.0000% | $6022370.00        | $6072598.05        | Agency Mortgage-Backed Securities |
| GNII SF DL5999 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4622280.00        | $4818214.37        | Agency Mortgage-Backed Securities |
| GNII SF DM7879 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2878772.00        | $2965903.35        | Agency Mortgage-Backed Securities |

### Security 632: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.510000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1COSK2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1COSK2
- **C.18 - Value (incl. sponsor support):** $399876132.00
- **C.18.a - Value (excl. sponsor support):** $399876132.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| CCG RECEIVABLES TR 2025-1      B      20321014 4.6 | 2032-10-14      | 4.6900%  | 0.0000% | $2801000.00        | $2846020.16        | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   B      20280612 0.6 | 2028-06-12      | 0.6600%  | 0.0000% | $8400000.00        | $467719.14         | Asset-Backed Securities |
| BRIDGECR LDG AUTO SEC TR2025-3 D      20310515 5.2 | 2031-05-15      | 5.2700%  | 0.0000% | $2500000.00        | $2516975.14        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   B      20550520 6.5 | 2055-05-20      | 6.5060%  | 0.0000% | $3000000.00        | $3071063.33        | Asset-Backed Securities |
| CITIGROUP MTG LOAN 2024-RP2    A-1    20630225 FLT | 2063-02-25      | 4.1000%  | 0.0000% | $1000000.00        | $819573.32         | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-4    A-3    20270816 5.3 | 2027-08-16      | 5.3400%  | 0.0000% | $500000.00         | $119745.76         | Asset-Backed Securities |
| ANCHORAGE CAP CLO 2019-11R2    A-R2   20370722 FLT | 2037-07-22      | 5.3874%  | 0.0000% | $1000000.00        | $1007067.00        | Asset-Backed Securities |
| AUTONATION FIN TR 2025-1       A-2    20280410 4.7 | 2028-04-10      | 4.7200%  | 0.0000% | $255000.00         | $205745.68         | Asset-Backed Securities |
| AUTONATION FIN TR 2025-1       A-3    20291113 4.6 | 2029-11-13      | 4.6200%  | 0.0000% | $5727000.00        | $5793135.40        | Asset-Backed Securities |
| AVIS BUDGT RENL FD LC 2020-2   A      20270220 2.0 | 2027-02-20      | 2.0200%  | 0.0000% | $4543000.00        | $2264194.60        | Asset-Backed Securities |
| EXETER SELECT AUTOMOBIL 2025-3 C      20320315 5.0 | 2032-03-15      | 5.0000%  | 0.0000% | $7000000.00        | $7104128.88        | Asset-Backed Securities |
| HONDA AUTO REC OWNER TR 2024-3 A-2    20270222 4.8 | 2027-02-22      | 4.8900%  | 0.0000% | $88000.00          | $22646.15          | Asset-Backed Securities |
| FORD CR AUTO OWN TR 2022-A     C      20290715 2.1 | 2029-07-15      | 2.1400%  | 0.0000% | $130000.00         | $129946.80         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1000000.00        | $957631.83         | Asset-Backed Securities |
| OCTAGON INVEST PTNRS 2016-29R2 B-R2   20370720 FLT | 2037-07-20      | 5.7344%  | 0.0000% | $1000000.00        | $1008012.31        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-5    D      20320217 5.1 | 2032-02-17      | 5.1400%  | 0.0000% | $2000000.00        | $2019320.22        | Asset-Backed Securities |
| MMAF EQUIP FIN 2021-A          A-5    20431113 1.1 | 2043-11-13      | 1.1900%  | 0.0000% | $440000.00         | $435992.41         | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $17911000.00       | $588593.62         | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2017-B      A-5    20400615 2.7 | 2040-06-15      | 2.7200%  | 0.0000% | $22028000.00       | $111199.70         | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 6.1844%  | 0.0000% | $10000000.00       | $10076198.10       | Asset-Backed Securities |
| SYMPHONY LTD 2024-41           D-1    20370720 FLT | 2037-07-20      | 6.8344%  | 0.0000% | $1750000.00        | $1766404.46        | Asset-Backed Securities |
| TWIN BROOK CLO LLC 2025-1      A      20370420 FLT | 2037-04-20      | 5.3244%  | 0.0000% | $1000000.00        | $999368.14         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P3    A-3    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $2654000.00        | $527451.85         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2022-P1    A-4    20280210 3.5 | 2028-02-10      | 3.5200%  | 0.0000% | $10000000.00       | $7364031.33        | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $507493.09         | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-1      B      20280815 5.2 | 2028-08-15      | 5.2900%  | 0.0000% | $2250000.00        | $1451707.33        | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2636904.34        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2025-4 A      20290514 4.4 | 2029-05-14      | 4.4200%  | 0.0000% | $2534000.00        | $2548919.35        | Asset-Backed Securities |
| AMERICAN CR ACCEPT REC 2024-3  A      20271112 5.7 | 2027-11-12      | 5.7600%  | 0.0000% | $3500000.00        | $38212.47          | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6177468.00        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2020-P1    D      20270908 1.8 | 2027-09-08      | 1.8200%  | 0.0000% | $1000000.00        | $999887.11         | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-5R     A-2-R  20380331 FLT | 2038-03-31      | 5.4844%  | 0.0000% | $4200000.00        | $4236462.20        | Asset-Backed Securities |
| BMW VEHICLE LEASE TR 2025-1    A-2b   20270927 FLT | 2027-09-27      | 4.4618%  | 0.0000% | $8130000.00        | $7794023.37        | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $3546000.00        | $348235.63         | Asset-Backed Securities |
| AGL CLO LTD 2024-35            D-1    20380121 FLT | 2038-01-21      | 6.7200%  | 0.0000% | $3000000.00        | $3013839.87        | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     A      20341016 4.4 | 2034-10-16      | 4.4500%  | 0.0000% | $2100000.00        | $2108332.68        | Asset-Backed Securities |
| AMSR TR 2025-SFR1              C      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1500000.00        | $1411305.38        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2022-4    D      20290416 8.0 | 2029-04-16      | 8.0800%  | 0.0000% | $35000.00          | $36306.19          | Asset-Backed Securities |
| CARMAX SELECT RECIEVA 2024-A   A-2A   20270915 5.7 | 2027-09-15      | 5.7800%  | 0.0000% | $131000.00         | $28851.67          | Asset-Backed Securities |
| DLLAA LLC  2025-1              A-4    20330420 5.0 | 2033-04-20      | 5.0800%  | 0.0000% | $7200000.00        | $7447657.60        | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $6000000.00        | $3001636.04        | Asset-Backed Securities |
| CROSSROADS ASSET TR 2025-A     C      20320220 5.5 | 2032-02-20      | 5.5100%  | 0.0000% | $2500000.00        | $2536071.11        | Asset-Backed Securities |
| DRYDEN 64 CLO LTD 2018-64      C      20310418 FLT | 2031-04-18      | 5.8961%  | 0.0000% | $1000000.00        | $1005967.39        | Asset-Backed Securities |
| PRPM LLC 2024-RPL1             A-1    20641225 FLT | 2064-12-25      | 4.2000%  | 0.0000% | $146646.00         | $119076.52         | Asset-Backed Securities |
| PFS FIN CORP 2025-C            A      20290416 FLT | 2029-04-16      | 5.0920%  | 0.0000% | $126000.00         | $126616.88         | Asset-Backed Securities |
| OCTAGON INVEST PARTS 2020-46R  A-R    20360715 FLT | 2036-07-15      | 5.3262%  | 0.0000% | $1000000.00        | $1008229.74        | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2025-39 D-2    20380415 FLT | 2038-04-15      | 7.5545%  | 0.0000% | $1046000.00        | $1051542.05        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P3    C      20271010 1.9 | 2027-10-10      | 1.9300%  | 0.0000% | $1550000.00        | $1502937.35        | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   B      20300510 5.6 | 2030-05-10      | 5.6300%  | 0.0000% | $900000.00         | $910809.90         | Asset-Backed Securities |
| BENEFIT STREET PRTNR 2015-6BR  A-1-R  20380420 FLT | 2038-04-20      | 5.0644%  | 0.0000% | $10420000.00       | $10463518.89       | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2023-3 20 A-3    20280515 5.2 | 2028-05-15      | 5.2800%  | 0.0000% | $320000.00         | $219081.21         | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    C      20270310 1.5 | 2027-03-10      | 1.5300%  | 0.0000% | $745000.00         | $740042.03         | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2025-4    A-3    20301216 3.9 | 2030-12-16      | 3.9700%  | 0.0000% | $4015000.00        | $4028866.25        | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-2R     D-2R   20380420 FLT | 2038-04-20      | 7.8344%  | 0.0000% | $4250000.00        | $4312030.07        | Asset-Backed Securities |
| AMSR TR 2025-SFR1              A      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $2000000.00        | $1944252.50        | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-2-A  20280218 5.7 | 2028-02-18      | 5.7500%  | 0.0000% | $13395000.00       | $691284.26         | Asset-Backed Securities |
| GREENSTATE AUTO RECV TR 2024-1 A-2    20270816 5.5 | 2027-08-16      | 5.5300%  | 0.0000% | $6000000.00        | $523601.56         | Asset-Backed Securities |
| HILTON GRAND VACATIONS TR 2019 B      20330725 2.5 | 2033-07-25      | 2.5400%  | 0.0000% | $1500000.00        | $155582.88         | Asset-Backed Securities |
| GOLU  CAPITAL PARTNER 2024-76B B      20371026 FLT | 2037-10-26      | 5.5280%  | 0.0000% | $250000.00         | $251243.44         | Asset-Backed Securities |
| GLS AUTO REC TR 2021-3         D      20270715 1.4 | 2027-07-15      | 1.4800%  | 0.0000% | $4375000.00        | $1250912.59        | Asset-Backed Securities |
| MAD PAR FDG XXII LTD 2016-22RR C-R2   20380115 FLT | 2038-01-15      | 5.8545%  | 0.0000% | $250000.00         | $251951.39         | Asset-Backed Securities |
| TOYOTA LEASE OWNER TR 2023-B   A-3    20261120 5.6 | 2026-11-20      | 5.6600%  | 0.0000% | $125000.00         | $15286.58          | Asset-Backed Securities |
| FORTRESS CR BSL LTD 2023-19R   C-1-R  20360724 FLT | 2036-07-24      | 6.2654%  | 0.0000% | $2000000.00        | $2016082.74        | Asset-Backed Securities |
| MAGNETITE LTD 2016-17R2        C-R2   20370420 FLT | 2037-04-20      | 6.3344%  | 0.0000% | $1470000.00        | $1486246.90        | Asset-Backed Securities |
| TESLA LS EV SECURITZATN 2025-A A-3    20281120 4.2 | 2028-11-20      | 4.2700%  | 0.0000% | $7000000.00        | $7043518.22        | Asset-Backed Securities |
| RR LTD 2025-38                 A-2    20400416 FLT | 2040-04-16      | 5.4045%  | 0.0000% | $5000000.00        | $5007877.74        | Asset-Backed Securities |
| SFS AUTO RECV SEC TR 2024-1    B      20310121 5.3 | 2031-01-21      | 5.3800%  | 0.0000% | $1035000.00        | $1058939.09        | Asset-Backed Securities |
| SIGNAL PEAK CLO LTD 2024-11    B      20370720 FLT | 2037-07-20      | 5.7344%  | 0.0000% | $2000000.00        | $2013664.62        | Asset-Backed Securities |
| VOLKSWAGEN AUTO LEASE 2024-A   A-2-A  20261221 5.4 | 2026-12-21      | 5.4000%  | 0.0000% | $500000.00         | $90918.40          | Asset-Backed Securities |
| PRESTIGE AUTO RECV TR 2023-1   C      20280215 5.6 | 2028-02-15      | 5.6500%  | 0.0000% | $15000.00          | $9976.20           | Asset-Backed Securities |
| GLS AUTO RECV ISSUER 2020-3    E      20270715 4.3 | 2027-07-15      | 4.3100%  | 0.0000% | $5300000.00        | $1118381.47        | Asset-Backed Securities |
| BBAM US CLO 2022-1R LLC        A-R    20380330 FLT | 2038-03-30      | 5.1045%  | 0.0000% | $830000.00         | $833667.67         | Asset-Backed Securities |
| ARES XLIV CLO LTD              A-1-RR 20340417 FLT | 2034-04-17      | 5.0345%  | 0.0000% | $2800000.00        | $2815325.32        | Asset-Backed Securities |
| CHASE HOME LD MTG TR 2024-RPL2 A-1-B  20640825 FLT | 2064-08-25      | 3.2500%  | 0.0000% | $6000000.00        | $4796231.38        | Asset-Backed Securities |
| WORLD OMNI SET AUTO TR  2024-A A-2A   20280215 5.3 | 2028-02-15      | 5.3700%  | 0.0000% | $473000.00         | $59145.53          | Asset-Backed Securities |
| CARVANA AUTO RECIEVABLES TR 20 A-3    20271210 5.9 | 2027-12-10      | 5.9800%  | 0.0000% | $500000.00         | $82417.29          | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-3        C      20290515 6.4 | 2029-05-15      | 6.4000%  | 0.0000% | $7893000.00        | $7974322.46        | Asset-Backed Securities |
| DRIVE AUTO RECEI TR 2025-2     A-2    20281015 4.2 | 2028-10-15      | 4.2900%  | 0.0000% | $1055000.00        | $1056994.13        | Asset-Backed Securities |
| KKR CLO LTD 2025-37R           D-2R   20380420 FLT | 2038-04-20      | 8.1344%  | 0.0000% | $2400000.00        | $2362637.54        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-3 C      20300315 4.9 | 2030-03-15      | 4.9300%  | 0.0000% | $100000.00         | $101200.33         | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 6.1045%  | 0.0000% | $2390000.00        | $2412970.54        | Asset-Backed Securities |
| OCTANE RECEIVABLES TR 2023-1   A      20290521 5.8 | 2029-05-21      | 5.8700%  | 0.0000% | $165000.00         | $3056.35           | Asset-Backed Securities |
| HILTON GR VACATIONS TR 2024-2  C      20380325 5.9 | 2038-03-25      | 5.9900%  | 0.0000% | $100000.00         | $57655.57          | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  A-1A   20440625 FLT | 2044-06-25      | 6.1470%  | 0.0000% | $100000.00         | $70148.49          | Asset-Backed Securities |
| REGIONAL MGT ISSUANC TR 2025-1 D      20340417 6.5 | 2034-04-17      | 6.5800%  | 0.0000% | $2000000.00        | $2037306.22        | Asset-Backed Securities |
| AGL CORE CLO LTD 2023-27       A      20361021 FLT | 2036-10-21      | 5.6000%  | 0.0000% | $12325000.00       | $12394772.68       | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-3     C      20341016 4.8 | 2034-10-16      | 4.8900%  | 0.0000% | $1000000.00        | $1004366.83        | Asset-Backed Securities |
| ABPCI DIR LDG FD CLO 2019-6RR  A-1-RR 20370127 FLT | 2037-01-27      | 5.2580%  | 0.0000% | $8000000.00        | $7948270.08        | Asset-Backed Securities |
| AGL CLO LTD 2022-23R           A-1-R  20380420 FLT | 2038-04-20      | 5.0344%  | 0.0000% | $2000000.00        | $2008267.95        | Asset-Backed Securities |
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.3 | 2051-11-20      | 2.3110%  | 0.0000% | $2235000.00        | $2182865.40        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2025-4  A      20311225 5.4 | 2031-12-25      | 5.4100%  | 0.0000% | $735000.00         | $760116.30         | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 5.7045%  | 0.0000% | $10000000.00       | $10039722.16       | Asset-Backed Securities |
| MONROE CAPITAL MML 2020-10RR   A-R2   20370820 FLT | 2037-08-20      | 5.5590%  | 0.0000% | $20000000.00       | $19977506.48       | Asset-Backed Securities |
| SYNCHRONY CARD ISSUANCE 2024-1 A      20300315 5.0 | 2030-03-15      | 5.0400%  | 0.0000% | $100000.00         | $101579.50         | Asset-Backed Securities |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT | 2038-01-25      | 5.1080%  | 0.0000% | $15550000.00       | $15608319.14       | Asset-Backed Securities |
| PPM CLO LTD 2025-8             A-1    20380420 FLT | 2038-04-20      | 5.1544%  | 0.0000% | $6250000.00        | $6283024.86        | Asset-Backed Securities |
| WORLD OMNI SET AUTO TR  2024-A A-3    20300215 4.9 | 2030-02-15      | 4.9800%  | 0.0000% | $935000.00         | $941252.66         | Asset-Backed Securities |
| SFS AUTO RECV SEC TR 2024-1    A-4    20310121 4.9 | 2031-01-21      | 4.9400%  | 0.0000% | $25000.00          | $25423.54          | Asset-Backed Securities |
| REPUBLIC FINANCE ISS TR 2025-A B      20341120 4.9 | 2034-11-20      | 4.9700%  | 0.0000% | $5900000.00        | $5916091.92        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2024-C     A-2-A  20270915 4.5 | 2027-09-15      | 4.5300%  | 0.0000% | $616000.00         | $297266.23         | Asset-Backed Securities |
| ICG US CLO 2020-1R LTD         C-RR   20350122 FLT | 2035-01-22      | 6.0844%  | 0.0000% | $5000000.00        | $5028807.38        | Asset-Backed Securities |
| OCCU AUTO REC TR 2022-1        A-3    20271015 5.5 | 2027-10-15      | 5.5000%  | 0.0000% | $705000.00         | $34506.57          | Asset-Backed Securities |
| HONDA AUTO REC OWN TR  2023-1  A-3    20270421 5.0 | 2027-04-21      | 5.0400%  | 0.0000% | $475000.00         | $132697.76         | Asset-Backed Securities |
| HYUNDAI AUTO RECV TR 2025-A    A-2B   20271215 FLT | 2027-12-15      | 4.4820%  | 0.0000% | $31955000.00       | $26900971.68       | Asset-Backed Securities |
| OCP CLO 2020-19R2 LTD          A-1R2  20380420 FLT | 2038-04-20      | 5.0644%  | 0.0000% | $2000000.00        | $2010372.95        | Asset-Backed Securities |
| HYUNDAI AUTO REC TR 2025-D     C      20330315 4.5 | 2033-03-15      | 4.5600%  | 0.0000% | $5000000.00        | $5060788.33        | Asset-Backed Securities |
| LCM LTD 2021-32                D      20340720 FLT | 2034-07-20      | 7.5461%  | 0.0000% | $4000000.00        | $3882019.55        | Asset-Backed Securities |
| GOLUB CAP PARTNERS 2025-79(B)  A      20380420 FLT | 2038-04-20      | 5.0544%  | 0.0000% | $1800000.00        | $1807120.16        | Asset-Backed Securities |
| SANTANDER DR AUT REC TR 2024-4 A-3    20290116 4.8 | 2029-01-16      | 4.8500%  | 0.0000% | $25000.00          | $21439.70          | Asset-Backed Securities |
| SBNA AUTO LEASE TRUST 2023-A   A-3    20270420 6.5 | 2027-04-20      | 6.5100%  | 0.0000% | $1200000.00        | $266656.76         | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2024-P3 A-3    20291010 4.2 | 2029-10-10      | 4.2600%  | 0.0000% | $500000.00         | $501601.50         | Asset-Backed Securities |
| CHASE AUTO OWNER TRUST 2024-4  A-2    20270927 5.2 | 2027-09-27      | 5.2500%  | 0.0000% | $415000.00         | $56369.73          | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2021-D D      20271215 2.3 | 2027-12-15      | 2.3100%  | 0.0000% | $18900000.00       | $1448278.98        | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.2544%  | 0.0000% | $1960000.00        | $1975233.73        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-3RR       A-1RR  20370720 FLT | 2037-07-20      | 5.2644%  | 0.0000% | $1400000.00        | $1409482.40        | Asset-Backed Securities |
| CARVANA AUTO REC 2021-P2       B      20270310 1.2 | 2027-03-10      | 1.2700%  | 0.0000% | $673000.00         | $659476.01         | Asset-Backed Securities |
| EXETER AUTO REC TR 2025-4      A-2    20280315 4.5 | 2028-03-15      | 4.5300%  | 0.0000% | $880000.00         | $882098.65         | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2024-2  A      20340615 5.9 | 2034-06-15      | 5.9500%  | 0.0000% | $9428000.00        | $9617056.02        | Asset-Backed Securities |
| VERIZON MASTER TR 2023-4       A-1A   20290620 5.1 | 2029-06-20      | 5.1600%  | 0.0000% | $180000.00         | $181232.76         | Asset-Backed Securities |
| WESTLK AUTO REC TR 2022-3      C      20271215 6.4 | 2027-12-15      | 6.4400%  | 0.0000% | $1606000.00        | $696248.32         | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 7.6662%  | 0.0000% | $2000000.00        | $1979859.48        | Asset-Backed Securities |
| CITIBANK CCIT 2007-A3          A3     20390615 6.1 | 2039-06-15      | 6.1500%  | 0.0000% | $645000.00         | $743766.81         | Asset-Backed Securities |
| CARVANA AUTO RCV TR 2021-N4    B      20280910 1.2 | 2028-09-10      | 1.2400%  | 0.0000% | $2500000.00        | $139420.29         | Asset-Backed Securities |
| CARVANA AUTO RECE TR 2025-P4   A-4    20311110 4.2 | 2031-11-10      | 4.2500%  | 0.0000% | $11500000.00       | $11517573.92       | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-2     D      20280315 5.4 | 2028-03-15      | 5.4600%  | 0.0000% | $1355000.00        | $1135814.86        | Asset-Backed Securities |
| AVIS BUDGET RENTL FD LC 2021-1 A      20270820 1.3 | 2027-08-20      | 1.3800%  | 0.0000% | $1750000.00        | $1723511.42        | Asset-Backed Securities |
| AVIS BDG RENTAL CAR FDG 2024-3 A      20301220 5.2 | 2030-12-20      | 5.2300%  | 0.0000% | $9140000.00        | $9444300.06        | Asset-Backed Securities |
| AMERICREDIT AUTO  2021-2 TR    D      20270618 1.2 | 2027-06-18      | 1.2900%  | 0.0000% | $7510000.00        | $7479196.48        | Asset-Backed Securities |
| ARES LXVII CLO LTD 2025-67R    A-1-R  20380125 FLT | 2038-01-25      | 5.0480%  | 0.0000% | $7000000.00        | $7012019.65        | Asset-Backed Securities |
| SOUND PNT CLO LTD 2022-33      A      20350425 FLT | 2035-04-25      | 5.1980%  | 0.0000% | $30000000.00       | $30154512.81       | 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         | $136766.43         | Asset-Backed Securities |
| HINNT LLC 2025-B               C      20450515 5.2 | 2045-05-15      | 5.2400%  | 0.0000% | $2750000.00        | $2768384.67        | Asset-Backed Securities |
| HERTZ VEH FING III LLC 2023-1  B      20270625 6.2 | 2027-06-25      | 6.2200%  | 0.0000% | $2450000.00        | $2464404.37        | Asset-Backed Securities |
| GM FINAN AB LEASING TR 2025-2  A-2-A  20270720 4.5 | 2027-07-20      | 4.5500%  | 0.0000% | $276000.00         | $271154.39         | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.0316%  | 0.0000% | $2500000.00        | $2519030.53        | Asset-Backed Securities |
| SCF EQUIP LEASING LLC 2025-2   D      20360620 5.3 | 2036-06-20      | 5.3300%  | 0.0000% | $2100000.00        | $2105677.35        | Asset-Backed Securities |
| LCM LTD 2021-36R               B-R    20340117 FLT | 2034-01-17      | 5.4045%  | 0.0000% | $10220833.00       | $10246748.41       | Asset-Backed Securities |
| TESLA LS EV SECURITZATN 2025-A C      20290620 5.0 | 2029-06-20      | 5.0900%  | 0.0000% | $4000000.00        | $4031364.44        | Asset-Backed Securities |
| SYMPHONY CLO 2023-30R LTD      A-1-R  20371020 FLT | 2037-10-20      | 5.4244%  | 0.0000% | $1060000.00        | $1067320.87        | Asset-Backed Securities |
| NP SPE II LLC 2017-1           A-2    20471020 4.2 | 2047-10-20      | 4.2190%  | 0.0000% | $2000000.00        | $1723959.11        | Asset-Backed Securities |
| VOYA CLO 202 7.0561 15JUL34 144A FR                | 2034-07-15      | 6.7045%  | 0.0000% | $2000000.00        | $2015628.88        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $1525687.12        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      A-3    20270517 5.4 | 2027-05-17      | 5.4400%  | 0.0000% | $1630000.00        | $646220.02         | Asset-Backed Securities |
| VEROS AUTO RECE TR 2024-1      A      20271115 6.2 | 2027-11-15      | 6.2800%  | 0.0000% | $500000.00         | $78015.40          | Asset-Backed Securities |
| OCCU AUTO RECEIVABLES 2023-1   A-3    20280615 6.2 | 2028-06-15      | 6.2300%  | 0.0000% | $845000.00         | $552317.69         | Asset-Backed Securities |
| GLS AUTO SELECT RECV TR 2025-4 D      20330118 5.6 | 2033-01-18      | 5.6100%  | 0.0000% | $1363000.00        | $1380801.92        | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $2233122.89        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.5894%  | 0.0000% | $183000.00         | $42950.23          | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2022-3 C      20290815 4.4 | 2029-08-15      | 4.4900%  | 0.0000% | $1295000.00        | $987859.74         | Asset-Backed Securities |
| PROGRESS RESIDENTIAL 2025-SFR4 B      20300819 4.7 | 2030-08-19      | 4.7000%  | 0.0000% | $4000000.00        | $4011956.00        | Asset-Backed Securities |
| PFS FINANCING CORP 2025-A      A      20290116 FLT | 2029-01-16      | 4.7920%  | 0.0000% | $16000000.00       | $16050147.65       | Asset-Backed Securities |
| PFS FINANCING CORP 2024-E      A      20280717 FLT | 2028-07-17      | 4.9920%  | 0.0000% | $1450000.00        | $1454889.89        | Asset-Backed Securities |
| 37 CAP CLO LTD 2021-1          D      20341016 FLT | 2034-10-16      | 7.6862%  | 0.0000% | $3885000.00        | $3896166.20        | Asset-Backed Securities |
| TRICON RES 2021-SFR1           A      20380719 1.9 | 2038-07-19      | 1.9430%  | 0.0000% | $1793000.00        | $1758340.16        | Asset-Backed Securities |
| VENTURE CLO LTD 2013-15R2      D-R2   20320715 FLT | 2032-07-15      | 8.0862%  | 0.0000% | $3000000.00        | $3012999.22        | Asset-Backed Securities |

### Security 633: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.500000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CU4G3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CU4G3
- **C.18 - Value (incl. sponsor support):** $782436197.40
- **C.18.a - Value (excl. sponsor support):** $782436197.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNUM GROUP                     SR GLBL NT 51    | 2051-06-15      | 4.1250%  | 0.0000% | $26000.00          | $20408.10          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 3%41  | 2041-02-15      | 3.0000%  | 0.0000% | $219000.00         | $167391.19         | Corporate Debt Securities |
| TANGER PPTYS LTD PARTNERSHIP   SR GLBL NT 31    | 2031-09-01      | 2.7500%  | 0.0000% | $3000.00           | $2740.43           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II 44    | 2044-07-09      | 5.8360%  | 0.0000% | $3868000.00        | $4158732.20        | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 29    | 2029-02-19      | 3.4550%  | 0.0000% | $1610000.00        | $1601968.11        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 28    | 2028-02-01      | 4.7500%  | 0.0000% | $80000.00          | $81291.80          | Corporate Debt Securities |
| SIERRA PAC PWR CO              JR SB GLBL 55    | 2055-12-15      | 6.2000%  | 0.0000% | $1506000.00        | $1517035.63        | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53 | 2053-06-01      | 5.7500%  | 0.0000% | $46000.00          | $48137.20          | Corporate Debt Securities |
| TSMC ARIZ CORP                 SR GLBL NT 29    | 2029-04-22      | 4.1250%  | 0.0000% | $3962000.00        | $4003779.29        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 49    | 2049-11-07      | 3.1250%  | 0.0000% | $15000.00          | $10414.24          | Corporate Debt Securities |
| MID-AMERICA APTS LP            3.95%29          | 2029-03-15      | 3.9500%  | 0.0000% | $17000.00          | $17082.62          | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   1LIEN GLBL NT 26 | 2026-06-30      | 5.8750%  | 0.0000% | $3000.00           | $3076.45           | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 6%34  | 2034-05-20      | 6.0000%  | 0.0000% | $277000.00         | $291327.36         | Corporate Debt Securities |
| INVITATION HOMES OPER PARTNERS SR GLBL NT 32    | 2032-04-15      | 4.1500%  | 0.0000% | $20000.00          | $19546.74          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $132000.00         | $136282.50         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL DEB 31   | 2031-02-15      | 7.7500%  | 0.0000% | $367000.00         | $434922.02         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $2816000.00        | $3049845.33        | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2022A 32 | 2032-05-15      | 4.7000%  | 0.0000% | $2000.00           | $2041.89           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-01-17      | 4.3500%  | 0.0000% | $523000.00         | $532021.31         | Corporate Debt Securities |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 54  | 2054-02-01      | 5.6250%  | 0.0000% | $6000.00           | $6053.17           | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 1.125%30 | 2030-10-07      | 1.1250%  | 0.0000% | $500000.00         | $443041.88         | Corporate Debt Securities |
| TELEFONICA EUROPE B V          SR GLBL NT 30    | 2030-09-15      | 8.2500%  | 0.0000% | $616000.00         | $720232.85         | Corporate Debt Securities |
| UNITED AIR LINES INC           SR SEC GLBL 26   | 2026-04-15      | 4.3750%  | 0.0000% | $40602000.00       | $40793466.63       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.5%31 | 2031-04-15      | 3.5000%  | 0.0000% | $24000.00          | $23112.25          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        LW TIER II GLBL  | 2031-09-15      | 3.6250%  | 0.0000% | $158000.00         | $158178.65         | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31   | 2031-07-18      | 4.7340%  | 0.0000% | $976000.00         | $1010414.25        | Corporate Debt Securities |
| HCA INC.                       1PRI SR SEC 27   | 2027-02-15      | 4.5000%  | 0.0000% | $2000.00           | $2029.23           | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.3%31 | 2031-02-15      | 5.3000%  | 0.0000% | $2000.00           | $2099.11           | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29 | 2029-07-15      | 3.5000%  | 0.0000% | $1896000.00        | $1871504.73        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.6%34 | 2034-04-01      | 5.6000%  | 0.0000% | $72000.00          | $76211.76          | Corporate Debt Securities |
| UNILEVER CAP CORP              SR GLBL NT5.9%32 | 2032-11-15      | 5.9000%  | 0.0000% | $239000.00         | $262395.84         | Corporate Debt Securities |
| RIO TINTO FIN USA LTD          SR GLBL NT 51    | 2051-11-02      | 2.7500%  | 0.0000% | $53000.00          | $33650.02          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 30  | 2030-04-30      | 2.3000%  | 0.0000% | $50000.00          | $46441.44          | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RG NT 35   | 2035-08-28      | 4.6250%  | 0.0000% | $13156000.00       | $13607941.49       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT2.4%29 | 2029-03-15      | 2.4000%  | 0.0000% | $144000.00         | $137208.48         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-04-15      | 3.3750%  | 0.0000% | $443000.00         | $433693.12         | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.625%27 | 2027-02-15      | 4.6250%  | 0.0000% | $5700000.00        | $5828379.04        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%26 | 2026-04-06      | 5.4000%  | 0.0000% | $55000.00          | $55643.50          | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-06-15      | 5.7500%  | 0.0000% | $387000.00         | $410519.82         | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-10-06      | 6.3750%  | 0.0000% | $478000.00         | $522042.12         | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 28  | 2028-11-15      | 6.5300%  | 0.0000% | $3000000.00        | $3200574.17        | Corporate Debt Securities |
| SUMITOMO LIFE INS CO           SUB GLBL REGS 55 | 2055-09-10      | 5.8750%  | 0.0000% | $15030000.00       | $15431138.18       | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 35    | 2035-02-15      | 5.3750%  | 0.0000% | $211000.00         | $220479.91         | Corporate Debt Securities |
| HENRY J KAISER FAMILY FNDTN    GLBL -2025 BD 30 | 2030-12-01      | 4.2140%  | 0.0000% | $2000000.00        | $2014222.33        | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 32    | 2032-05-20      | 4.7500%  | 0.0000% | $11000.00          | $11259.44          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $11812000.00       | $12589354.28       | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 27    | 2027-09-15      | 3.0940%  | 0.0000% | $31000.00          | $30785.29          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 29    | 2029-12-01      | 2.9500%  | 0.0000% | $408000.00         | $394847.78         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 42    | 2042-06-01      | 4.0500%  | 0.0000% | $700000.00         | $622588.75         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-07-15      | 5.3500%  | 0.0000% | $150000.00         | $155543.29         | Corporate Debt Securities |
| FORTITUDE GLOBAL FDG           144A NT 4.625%28 | 2028-10-06      | 4.6250%  | 0.0000% | $285000.00         | $287305.81         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2025B 31 | 2031-03-15      | 4.8500%  | 0.0000% | $376000.00         | $391147.06         | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT31 | 2031-07-15      | 2.3750%  | 0.0000% | $2000.00           | $1812.11           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 28    | 2028-02-01      | 1.7500%  | 0.0000% | $29000.00          | $27877.92          | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26    | 2026-10-15      | 3.3750%  | 0.0000% | $66000.00          | $65882.60          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 4%46  | 2046-05-10      | 4.0000%  | 0.0000% | $118000.00         | $97846.78          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55 | 2055-08-15      | 6.3750%  | 0.0000% | $14000.00          | $14767.33          | Corporate Debt Securities |
| TYCO ELECTRONICS GROUP S A     SR GLBL NT2.5%32 | 2032-02-04      | 2.5000%  | 0.0000% | $1327000.00        | $1207844.25        | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 41    | 2041-11-15      | 5.7500%  | 0.0000% | $1300000.00        | $1345118.31        | Corporate Debt Securities |
| ANHEUSER BUSCH INBEV FIN INC   SR NT 4%43       | 2043-01-17      | 4.0000%  | 0.0000% | $33000.00          | $28693.35          | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC     SR GLBL NT3.9%29 | 2029-07-15      | 3.9000%  | 0.0000% | $25000.00          | $25061.71          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT5.3%35 | 2035-02-21      | 5.3000%  | 0.0000% | $11000.00          | $11617.22          | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $356000.00         | $334159.50         | Corporate Debt Securities |
| BP CAP MKTS P L C              SR GLBL NT 28    | 2028-11-28      | 3.7230%  | 0.0000% | $79000.00          | $78589.20          | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $114000.00         | $115907.79         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 29    | 2029-03-01      | 5.1500%  | 0.0000% | $189000.00         | $197063.84         | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL 144A NT 30  | 2030-08-11      | 4.5000%  | 0.0000% | $17000.00          | $17365.76          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AO BD 35 | 2035-03-01      | 5.0500%  | 0.0000% | $34000.00          | $35160.56          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34 | 2034-04-10      | 4.9890%  | 0.0000% | $194000.00         | $200753.53         | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 30    | 2030-07-15      | 5.2500%  | 0.0000% | $5535000.00        | $5814148.50        | Corporate Debt Securities |
| CPPIB CAPITAL INC              GLBL REGS NT 30  | 2030-06-10      | 4.1250%  | 0.0000% | $37000000.00       | $38372330.00       | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR PREF GLBL 29 | 2029-05-10      | 5.4140%  | 0.0000% | $784000.00         | $819371.73         | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT3.7%27 | 2027-08-15      | 3.7000%  | 0.0000% | $268000.00         | $268977.16         | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 26    | 2026-12-04      | 5.4880%  | 0.0000% | $2000000.00        | $2080950.67        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL31 | 2031-05-01      | 6.3880%  | 0.0000% | $240000.00         | $262812.24         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT4.6%53 | 2053-05-01      | 4.6000%  | 0.0000% | $32000.00          | $27547.52          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 27 | 2027-09-29      | 4.4500%  | 0.0000% | $200000.00         | $202400.61         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26    | 2026-10-01      | 2.7500%  | 0.0000% | $27000.00          | $26785.46          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2019 B59 | 2059-11-15      | 3.7000%  | 0.0000% | $340000.00         | $243986.08         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $11000.00          | $12008.22          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 34 | 2034-05-25      | 6.1740%  | 0.0000% | $785000.00         | $840032.03         | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 135 BD53 | 2053-02-01      | 5.3000%  | 0.0000% | $30000.00          | $29625.45          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT4.5%31 | 2031-02-15      | 4.5000%  | 0.0000% | $134000.00         | $134983.56         | Corporate Debt Securities |
| CNOOC NEXEN FINANCE ULC        SR NT 4.875%44   | 2044-04-30      | 4.8750%  | 0.0000% | $510000.00         | $515763.85         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.2%54 | 2054-04-15      | 5.2000%  | 0.0000% | $118000.00         | $114745.69         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 48 | 2048-12-01      | 4.6000%  | 0.0000% | $24000.00          | $21661.36          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 53 | 2053-08-15      | 5.7000%  | 0.0000% | $9000.00           | $9219.85           | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.95%30  | 2030-02-15      | 4.9500%  | 0.0000% | $884000.00         | $907879.05         | Corporate Debt Securities |
| CHINA STHRN PWR GRID INTL FIN  GLBL REGS NT 27  | 2027-05-08      | 3.5000%  | 0.0000% | $330000.00         | $329437.17         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 27 | 2027-07-15      | 6.1000%  | 0.0000% | $26000.00          | $27313.16          | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.3%44 | 2044-11-15      | 4.3000%  | 0.0000% | $62000.00          | $53791.37          | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 3%30  | 2030-02-15      | 3.0000%  | 0.0000% | $11404000.00       | $10935333.61       | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 35    | 2035-04-01      | 5.3750%  | 0.0000% | $205000.00         | $215471.49         | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 35    | 2035-05-15      | 5.0500%  | 0.0000% | $23000.00          | $23650.29          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 67 | 2067-06-01      | 7.2103%  | 0.0000% | $13364000.00       | $13465369.30       | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 52    | 2052-03-15      | 3.5500%  | 0.0000% | $50000.00          | $37299.43          | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48 | 2048-03-15      | 4.5000%  | 0.0000% | $4354000.00        | $3823443.33        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 27    | 2027-03-19      | 4.3750%  | 0.0000% | $26246000.00       | $26740354.35       | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 31    | 2031-10-10      | 4.3750%  | 0.0000% | $500000.00         | $520256.67         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT 31    | 2031-06-01      | 2.5500%  | 0.0000% | $3000.00           | $2760.92           | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 65    | 2065-03-14      | 5.8750%  | 0.0000% | $47000.00          | $49892.21          | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 34    | 2034-01-17      | 5.2900%  | 0.0000% | $600000.00         | $625295.83         | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 50    | 2050-04-15      | 3.1500%  | 0.0000% | $15000.00          | $10473.19          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2010C 40 | 2040-09-01      | 4.7500%  | 0.0000% | $13000.00          | $12668.36          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR DEB 7.75%29   | 2029-11-15      | 7.7500%  | 0.0000% | $50000.00          | $56942.93          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%31 | 2031-06-10      | 2.7000%  | 0.0000% | $16000.00          | $14700.48          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $244000.00         | $174071.50         | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT 29    | 2029-08-15      | 4.2500%  | 0.0000% | $2000.00           | $1990.32           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-09-06      | 5.4500%  | 0.0000% | $15000.00          | $15495.81          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40    | 2040-10-01      | 3.3750%  | 0.0000% | $15000.00          | $11175.81          | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED GLBL 144A 28     | 2028-07-10      | 4.8218%  | 0.0000% | $35000.00          | $35405.68          | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $410000.00         | $413744.55         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1MTG BD 5.3%40   | 2040-02-15      | 5.3000%  | 0.0000% | $233000.00         | $243015.25         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD32 | 2032-11-01      | 4.0230%  | 0.0000% | $650000.00         | $636621.21         | Corporate Debt Securities |
| CK HUTCHISON INTL              SR GLBL REGS 33  | 2033-04-21      | 4.8750%  | 0.0000% | $9908000.00        | $10156794.01       | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $18900000.00       | $17590996.50       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         -2014B 4.45%44   | 2044-02-15      | 4.4500%  | 0.0000% | $32000.00          | $28773.50          | Corporate Debt Securities |
| WRKCO INC                      4.2%32           | 2032-06-01      | 4.2000%  | 0.0000% | $3622000.00        | $3612148.16        | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 26    | 2026-01-15      | 4.1250%  | 0.0000% | $75000.00          | $76097.97          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%35  | 2035-08-15      | 6.0000%  | 0.0000% | $240000.00         | $257932.00         | Corporate Debt Securities |
| WILLIAM MARSH RICE UNIV        -2020 SINK BD 50 | 2050-05-15      | 2.5980%  | 0.0000% | $1500000.00        | $968847.25         | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST GROUP IN LW TIER II 36    | 2036-09-11      | 5.4160%  | 0.0000% | $21062000.00       | $21663198.41       | Corporate Debt Securities |
| NORINCHUKIN BANK LTD           SR GLBL REGS 29  | 2029-10-16      | 5.0940%  | 0.0000% | $200000.00         | $205926.60         | Corporate Debt Securities |
| CK HUTCHISON INTL 21 LTD       GLBL REGS NT 31  | 2031-04-15      | 2.5000%  | 0.0000% | $428000.00         | $394640.02         | Corporate Debt Securities |
| CSL FIN PLC                    SR REGS NT 32    | 2032-04-27      | 4.2500%  | 0.0000% | $23225000.00       | $23030135.80       | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR NT 4.447%27   | 2027-10-15      | 4.4470%  | 0.0000% | $2600000.00        | $2622494.41        | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -N  | 2099-12-31      | 7.4594%  | 0.0000% | $3180000.00        | $3236137.34        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33 | 2033-02-28      | 5.0500%  | 0.0000% | $527000.00         | $549105.02         | Corporate Debt Securities |
| NLG GLOBAL FDG                 -20251 144A NT30 | 2030-01-23      | 5.4000%  | 0.0000% | $879000.00         | $926096.82         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FDG       SR SEC GLBL 28   | 2028-04-25      | 4.4000%  | 0.0000% | $4000.00           | $4065.73           | Corporate Debt Securities |
| KOREA DEV BK                   SR GLBL NT0.8%26 | 2026-07-19      | 0.8000%  | 0.0000% | $1000000.00        | $983016.67         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $59000.00          | $41626.17          | Corporate Debt Securities |
| KENTUCKY UTILS CO              1MTG BD 4.375%45 | 2045-10-01      | 4.3750%  | 0.0000% | $600000.00         | $524074.25         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53  | 2053-03-08      | 5.8500%  | 0.0000% | $10000.00          | $10498.20          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT5.2%62 | 2062-06-15      | 5.2000%  | 0.0000% | $4000.00           | $3815.09           | Corporate Debt Securities |
| ONTARIO PROV CDA               GLBL BD 3.9%30   | 2030-09-04      | 3.9000%  | 0.0000% | $31191000.00       | $31687872.63       | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB5.6%35 | 2035-06-29      | 5.6000%  | 0.0000% | $167000.00         | $180228.07         | Corporate Debt Securities |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT4.2%29 | 2029-04-15      | 4.2000%  | 0.0000% | $58000.00          | $57449.97          | Corporate Debt Securities |
| HENNEMAN TR                    SR GLBL 144A 55  | 2055-05-15      | 6.5800%  | 0.0000% | $21087000.00       | $22308487.90       | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR GLBL -N NT 28 | 2028-12-15      | 4.2500%  | 0.0000% | $4175000.00        | $4170725.26        | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31    | 2031-01-15      | 2.8750%  | 0.0000% | $11000.00          | $10315.27          | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 34    | 2034-11-13      | 7.3990%  | 0.0000% | $394000.00         | $452553.49         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL A NT6%37 | 2037-05-15      | 6.0000%  | 0.0000% | $2000.00           | $2177.19           | Corporate Debt Securities |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 30    | 2030-03-13      | 4.3750%  | 0.0000% | $1400000.00        | $1426956.42        | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $6659000.00        | $6383130.58        | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT4.4%29 | 2029-01-15      | 4.4000%  | 0.0000% | $13000.00          | $13289.58          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.8%29 | 2029-09-18      | 3.8000%  | 0.0000% | $4000.00           | $4021.40           | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.3%55 | 2055-11-05      | 5.3000%  | 0.0000% | $10000000.00       | $9977161.11        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -59 DEB 32  | 2032-01-15      | 2.4400%  | 0.0000% | $260000.00         | $234258.56         | Corporate Debt Securities |
| WESTERN ALLIANCE BK PHOENIX    SUB NT 6.537%35  | 2035-11-15      | 6.5370%  | 0.0000% | $4930000.00        | $4951476.72        | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 6.125%54 | 2054-04-01      | 6.1250%  | 0.0000% | $135000.00         | $137096.27         | Corporate Debt Securities |
| NEVADA POWER CO                JR SB GLBL NT 55 | 2055-05-15      | 6.2500%  | 0.0000% | $9000.00           | $9099.78           | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR 144A NT5.1%36 | 2036-03-15      | 5.1000%  | 0.0000% | $13166000.00       | $13414881.29       | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3252000.00        | $2609892.60        | Corporate Debt Securities |
| PACIFICORP                     1MT 6.25%37      | 2037-10-15      | 6.2500%  | 0.0000% | $170000.00         | $180478.00         | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 35    | 2035-04-15      | 5.2500%  | 0.0000% | $5000.00           | $5228.05           | Corporate Debt Securities |
| NORTHWEST PIPELINE CORP        4%27             | 2027-04-01      | 4.0000%  | 0.0000% | $22000.00          | $22105.01          | Corporate Debt Securities |
| BANK AMERICA CORP              SUB GLBL NT 26   | 2026-09-15      | 6.2200%  | 0.0000% | $2122000.00        | $2181549.21        | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 46    | 2046-09-12      | 3.7500%  | 0.0000% | $422000.00         | $338700.01         | Corporate Debt Securities |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30 | 2030-02-15      | 2.5000%  | 0.0000% | $71000.00          | $67223.71          | Corporate Debt Securities |
| BLACKSTONE REG FINANCE CO LLC  SR GLBL NT 36    | 2036-02-15      | 4.9500%  | 0.0000% | $5000.00           | $5004.34           | Corporate Debt Securities |
| BOSTON GAS CO                  SR GLBL 144A 35  | 2035-01-10      | 5.8430%  | 0.0000% | $471000.00         | $512056.21         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50    | 2050-10-15      | 2.8500%  | 0.0000% | $126000.00         | $83801.87          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 51    | 2051-05-15      | 2.8500%  | 0.0000% | $5000.00           | $3178.30           | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $720000.00         | $748770.30         | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 28    | 2028-02-28      | 4.7500%  | 0.0000% | $148000.00         | $152272.02         | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      SR GLBL NT4.1%30 | 2030-04-15      | 4.1000%  | 0.0000% | $123000.00         | $122601.14         | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 29    | 2029-11-07      | 3.1380%  | 0.0000% | $305000.00         | $295566.50         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 2.25%31  | 2031-05-28      | 2.2500%  | 0.0000% | $19000.00          | $17346.05          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 28    | 2028-04-15      | 3.2500%  | 0.0000% | $38000.00          | $37553.95          | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 29    | 2029-01-15      | 6.8750%  | 0.0000% | $80000.00          | $88443.94          | Corporate Debt Securities |
| AON CORP                       SR GLBL NT 29    | 2029-05-02      | 3.7500%  | 0.0000% | $520000.00         | $515537.53         | Corporate Debt Securities |
| BAKER HUGHES HLDGS LLC         SR GLBL NT 27    | 2027-12-15      | 3.3370%  | 0.0000% | $2780000.00        | $2790089.16        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 30    | 2030-02-01      | 4.3500%  | 0.0000% | $118000.00         | $119700.09         | Corporate Debt Securities |
| CHENIERE CORPUS CHRISTI HLDGS  1LIEN GLBL NT 27 | 2027-06-30      | 5.1250%  | 0.0000% | $3000.00           | $3093.99           | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 28    | 2028-08-15      | 6.0420%  | 0.0000% | $78000.00          | $82606.43          | Corporate Debt Securities |
| ATHENE GLOBAL FDG              SR SEC GLBL 30   | 2030-11-19      | 2.5500%  | 0.0000% | $4000000.00        | $3615190.00        | Corporate Debt Securities |
| BELL CDA                       SR GLBL-US1 NT48 | 2048-04-01      | 4.4640%  | 0.0000% | $3000.00           | $2532.44           | Corporate Debt Securities |
| GOODMAN US FIN FIVE LLC        SR REGS NT 32    | 2032-05-04      | 4.6250%  | 0.0000% | $125000.00         | $125277.92         | Corporate Debt Securities |
| BMW US CAP LLC                 SR FL 144A NT 27 | 2027-08-13      | 4.9405%  | 0.0000% | $2679000.00        | $2698769.53        | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLBL DB 54 | 2054-10-15      | 6.6250%  | 0.0000% | $150000.00         | $147757.98         | Corporate Debt Securities |
| NTT FINANCE CORP               GLBL REGS NT 31  | 2031-04-03      | 2.0650%  | 0.0000% | $800000.00         | $714043.89         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50 | 2050-02-01      | 5.2500%  | 0.0000% | $12000.00          | $10655.55          | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $5184000.00        | $4852283.04        | Corporate Debt Securities |
| APA INFRASTRUCTURE LTD         SR REGS NT 34    | 2034-09-16      | 5.1250%  | 0.0000% | $4775000.00        | $4903304.25        | Corporate Debt Securities |
| SCENTRE GROUP TRUST 2          SUB GLBL REGS 80 | 2080-09-24      | 5.1250%  | 0.0000% | $4000000.00        | $4073204.44        | Corporate Debt Securities |
| MITSUBISHI CORP                SR REGS NT 4%28  | 2028-09-09      | 4.0000%  | 0.0000% | $1400000.00        | $1412372.89        | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $42001000.00       | $49791672.15       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 51 | 2051-11-15      | 2.9500%  | 0.0000% | $100000.00         | $64721.53          | Corporate Debt Securities |
| DAI-ICHI LIFE INSURANCE CO LTD PERP SUB GLBL    | 2500-12-31      | 6.2000%  | 0.0000% | $643000.00         | $687600.62         | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 29  | 2029-04-26      | 5.3750%  | 0.0000% | $400000.00         | $418007.11         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR REGS NT 50    | 2050-05-13      | 3.3500%  | 0.0000% | $8046000.00        | $6389455.99        | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 33    | 2033-05-15      | 5.3500%  | 0.0000% | $38000.00          | $39525.39          | Corporate Debt Securities |
| GLENCORE FINANCE CANADA LTD    SR GLBL 144A 37  | 2037-11-15      | 6.9000%  | 0.0000% | $115000.00         | $131582.04         | Corporate Debt Securities |
| WOODSIDE FIN LTD               GLBL NT 5.7%54   | 2054-09-12      | 5.7000%  | 0.0000% | $10000.00          | $9736.73           | Corporate Debt Securities |
| CONOCOPHILLIPS                 SR NT 6.95%29    | 2029-04-15      | 6.9500%  | 0.0000% | $220000.00         | $242345.71         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE GLBL -AI BD 32   | 2032-10-01      | 4.4500%  | 0.0000% | $30000.00          | $30253.37          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36 | 2036-07-15      | 8.1000%  | 0.0000% | $73000.00          | $91251.82          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53 | 2053-11-15      | 5.9000%  | 0.0000% | $25000.00          | $26259.76          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29  | 2029-10-01      | 5.3000%  | 0.0000% | $1247000.00        | $1299064.33        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32  | 2032-05-15      | 3.0000%  | 0.0000% | $3000.00           | $2714.44           | Corporate Debt Securities |
| SAFEHOLD OPER PARTNERSHIP LP   SR GLBL NT2.8%31 | 2031-06-15      | 2.8000%  | 0.0000% | $19000.00          | $17778.07          | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $50000.00          | $53633.54          | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH    2025A BD5.369%32 | 2032-10-01      | 5.3690%  | 0.0000% | $8524000.00        | $8955322.21        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 26    | 2026-10-01      | 3.2500%  | 0.0000% | $12000.00          | $11998.87          | Corporate Debt Securities |
| OHIOHEALTH CORP                SR SEC GLBL 41   | 2041-11-15      | 2.8340%  | 0.0000% | $1000000.00        | $755383.39         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.1%26 | 2026-09-15      | 1.1000%  | 0.0000% | $905000.00         | $886556.60         | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      SR NT 5%43       | 2043-10-16      | 5.0000%  | 0.0000% | $45000.00          | $43224.00          | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD5.2%34 | 2034-04-01      | 5.2000%  | 0.0000% | $5000.00           | $5230.07           | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 32    | 2032-02-03      | 2.4500%  | 0.0000% | $22000.00          | $20109.46          | Corporate Debt Securities |
| UNILEVER CAP CORP              GLBL NT 4.625%34 | 2034-08-12      | 4.6250%  | 0.0000% | $506000.00         | $520612.30         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 48    | 2048-03-01      | 3.9500%  | 0.0000% | $57000.00          | $47118.81          | Corporate Debt Securities |
| UBS AG STAMFORD BRH            SR NT 4.864%28   | 2028-01-10      | 4.8640%  | 0.0000% | $779000.00         | $799998.20         | Corporate Debt Securities |
| NUVEEN LLC                     SR GLBL 144A 30  | 2030-01-15      | 5.5500%  | 0.0000% | $4155000.00        | $4432529.76        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $497000.00         | $515161.84         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT3.8%60 | 2060-10-01      | 3.8000%  | 0.0000% | $400000.00         | $258018.67         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.4%28 | 2028-05-15      | 4.4000%  | 0.0000% | $81000.00          | $82174.41          | Corporate Debt Securities |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31    | 2031-02-01      | 3.3750%  | 0.0000% | $25000.00          | $23207.22          | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 33    | 2033-06-01      | 4.9500%  | 0.0000% | $5000.00           | $5277.24           | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT4.2%46 | 2046-12-15      | 4.2000%  | 0.0000% | $40000.00          | $34408.67          | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 50    | 2050-05-01      | 3.4500%  | 0.0000% | $15000.00          | $10973.21          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      SR GLBL NT 28    | 2028-02-15      | 4.2500%  | 0.0000% | $140000.00         | $141989.36         | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD4.5%49 | 2049-03-15      | 4.5000%  | 0.0000% | $10000.00          | $8794.25           | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 27    | 2027-09-01      | 2.9500%  | 0.0000% | $250000.00         | $247764.79         | Corporate Debt Securities |
| ARCH CAPITAL GROUP INC         SR NT 5.144%43   | 2043-11-01      | 5.1440%  | 0.0000% | $225000.00         | $219356.55         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 52  | 2052-03-16      | 4.7500%  | 0.0000% | $12203000.00       | $10669326.96       | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 55    | 2055-03-01      | 5.6250%  | 0.0000% | $70000.00          | $72431.36          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.97%29  | 2029-10-17      | 4.9700%  | 0.0000% | $268000.00         | $278200.15         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41   | 2041-03-01      | 5.0500%  | 0.0000% | $26000.00          | $26126.47          | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 42  | 2042-06-12      | 6.3500%  | 0.0000% | $670000.00         | $757602.87         | Corporate Debt Securities |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 31  | 2031-02-02      | 3.1000%  | 0.0000% | $13861000.00       | $12394629.41       | Corporate Debt Securities |
| CSL FIN PLC                    GLBL REGS NT 34  | 2034-04-03      | 5.1060%  | 0.0000% | $8181000.00        | $8524854.25        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL BD 30    | 2030-05-17      | 0.8750%  | 0.0000% | $10170000.00       | $9037848.76        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT2.4%31 | 2031-10-15      | 2.4000%  | 0.0000% | $1175000.00        | $1048942.08        | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR GLBL NT 32    | 2032-04-29      | 2.1250%  | 0.0000% | $249000.00         | $218087.10         | Corporate Debt Securities |
| CALIFORNIA ENDOWMENT           SR -2021 BD 51   | 2051-04-01      | 2.4980%  | 0.0000% | $500000.00         | $307437.58         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $18000.00          | $13766.53          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT3.6%50 | 2050-11-15      | 3.6000%  | 0.0000% | $205000.00         | $137019.95         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $2023000.00        | $2024730.23        | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 31 | 2031-03-01      | 2.6250%  | 0.0000% | $273000.00         | $254240.46         | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51 | 2051-12-02      | 3.1000%  | 0.0000% | $124000.00         | $85844.65          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC -2018 E 4.65%48  | 2048-12-01      | 4.6500%  | 0.0000% | $355000.00         | $324254.34         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.5%30   | 2030-03-14      | 4.5000%  | 0.0000% | $38523000.00       | $40260387.30       | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 53   | 2053-01-15      | 4.4500%  | 0.0000% | $121000.00         | $106322.73         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27    | 2027-12-01      | 6.7500%  | 0.0000% | $432000.00         | $466641.00         | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-06-15      | 4.0500%  | 0.0000% | $125000.00         | $105604.69         | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $43000.00          | $43140.12          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         GLBL NT 1.75%26  | 2026-12-02      | 1.7500%  | 0.0000% | $144000.00         | $142040.96         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36   | 2036-01-30      | 6.1830%  | 0.0000% | $3429000.00        | $3672618.45        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 51   | 2051-02-15      | 3.0500%  | 0.0000% | $240000.00         | $165179.13         | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 55    | 2055-03-03      | 5.8130%  | 0.0000% | $3000.00           | $3025.19           | Corporate Debt Securities |
| INTERNATIONAL BK FOR RECON&DEV GLBL 101874 NT26 | 2026-12-22      | 4.7500%  | 0.0000% | $32540000.00       | $33211083.27       | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.7%34     | 2034-02-16      | 4.7000%  | 0.0000% | $8000.00           | $8218.61           | Corporate Debt Securities |
| PRICOA GLOBAL FDG I            144A NT 4.35%30  | 2030-11-25      | 4.3500%  | 0.0000% | $3500000.00        | $3517158.75        | Corporate Debt Securities |
| PRIME HEALTHCARE FOUNDATION    -2018B BD 7%27   | 2027-12-01      | 7.0000%  | 0.0000% | $1930000.00        | $2068586.87        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 53    | 2053-03-09      | 5.1250%  | 0.0000% | $14000.00          | $13478.31          | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK LTD144A  SR REGS NT 34    | 2034-06-11      | 5.1810%  | 0.0000% | $11158000.00       | $12048565.54       | Corporate Debt Securities |
| WYNNTON FDG TR II              SR 144A NT 55    | 2055-08-15      | 5.9910%  | 0.0000% | $19947000.00       | $20601938.14       | Corporate Debt Securities |
| TOTALENERGIES CAP SA           GLBL NT 5.488%54 | 2054-04-05      | 5.4880%  | 0.0000% | $190000.00         | $189416.62         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            3.8%28           | 2028-07-15      | 3.8000%  | 0.0000% | $140000.00         | $141972.44         | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT4.6%28 | 2028-05-01      | 4.6000%  | 0.0000% | $45000.00          | $45830.70          | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            GLBL 2025A BD 35 | 2035-09-01      | 4.9750%  | 0.0000% | $4000000.00        | $4024187.22        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 42    | 2042-03-15      | 3.7580%  | 0.0000% | $5000.00           | $4177.95           | Corporate Debt Securities |
| BERRY GLOBAL INC               SR SEC GLBL NT34 | 2034-01-15      | 5.6500%  | 0.0000% | $70000.00          | $74858.25          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33 | 2033-02-28      | 4.9000%  | 0.0000% | $198000.00         | $205522.02         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 51    | 2051-02-15      | 3.7500%  | 0.0000% | $5000.00           | $3936.55           | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 28    | 2028-12-01      | 3.2760%  | 0.0000% | $119000.00         | $117030.19         | Corporate Debt Securities |
| AIG GLOBAL FDG SR SECD MED     -20232 144A NT28 | 2028-09-19      | 5.9000%  | 0.0000% | $10000000.00       | $10575683.33       | Corporate Debt Securities |
| ALCAN INC                      SR GLBL NT 33    | 2033-12-15      | 6.1250%  | 0.0000% | $45000.00          | $50987.82          | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 5%34  | 2034-03-15      | 5.0000%  | 0.0000% | $85000.00          | $88439.01          | Corporate Debt Securities |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 30    | 2030-10-01      | 1.7500%  | 0.0000% | $203000.00         | $181756.22         | Corporate Debt Securities |
| AMERICO LIFE INC               SR 144A NT 31    | 2031-04-15      | 3.4500%  | 0.0000% | $4154000.00        | $3807310.62        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT 40  | 2040-01-15      | 6.3750%  | 0.0000% | $23000.00          | $26091.71          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT2.9%51 | 2051-08-23      | 2.9000%  | 0.0000% | $38000.00          | $24286.29          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 29    | 2029-01-23      | 4.7500%  | 0.0000% | $459000.00         | $477306.32         | Corporate Debt Securities |
| TRAVELERS INS GROUP HLDGS INC  SR NT 6.375%33   | 2033-03-15      | 6.3750%  | 0.0000% | $10000.00          | $11469.77          | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $455000.00         | $479099.08         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1REF MTG BD 46   | 2046-03-15      | 3.8750%  | 0.0000% | $280000.00         | $229193.34         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1MTG BD 3.4%46   | 2046-10-01      | 3.4000%  | 0.0000% | $237000.00         | $178224.79         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-04-14      | 3.5880%  | 0.0000% | $1839000.00        | $1838347.77        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29 | 2029-11-25      | 4.8680%  | 0.0000% | $54000.00          | $55554.43          | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL-A BD 50  | 2050-04-01      | 4.2000%  | 0.0000% | $10000.00          | $8243.70           | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $26089000.00       | $26243272.95       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.45%40    | 2040-09-01      | 6.4500%  | 0.0000% | $24000.00          | $27483.78          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.7%28 | 2028-04-01      | 5.7000%  | 0.0000% | $202000.00         | $210622.37         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT4.5%32 | 2032-10-15      | 4.5000%  | 0.0000% | $180000.00         | $185157.90         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB NT 4.6%26  | 2026-03-09      | 4.6000%  | 0.0000% | $1735000.00        | $1754196.81        | Corporate Debt Securities |
| EATON CORP OHIO                SR GLBL NT 42    | 2042-11-02      | 4.1500%  | 0.0000% | $29000.00          | $25784.69          | Corporate Debt Securities |
| SOUTHERN CALIF GAS CO          1M GLBL BBB BD54 | 2054-04-01      | 5.6000%  | 0.0000% | $117000.00         | $118343.94         | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31    | 2031-02-01      | 4.8750%  | 0.0000% | $155000.00         | $158308.28         | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST GROUP IN LW TIER II 36    | 2036-09-11      | 5.4160%  | 0.0000% | $6000000.00        | $6171265.33        | Corporate Debt Securities |
| TRUIST BK                      SR -I NT4.671%27 | 2027-05-20      | 4.6710%  | 0.0000% | $595000.00         | $596974.21         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%49 | 2049-10-15      | 4.2000%  | 0.0000% | $490000.00         | $361481.17         | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 36    | 2036-01-15      | 4.7500%  | 0.0000% | $50000.00          | $49392.22          | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31    | 2031-04-16      | 3.3500%  | 0.0000% | $4647000.00        | $4337641.46        | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35 | 2035-08-15      | 5.7000%  | 0.0000% | $414000.00         | $443480.25         | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $304000.00         | $305799.68         | Corporate Debt Securities |
| KOREA DEV BK                   GLBL NT 4.375%33 | 2033-02-15      | 4.3750%  | 0.0000% | $10142000.00       | $10400087.14       | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2020B 50 | 2050-01-30      | 3.7000%  | 0.0000% | $265000.00         | $206548.36         | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS CO       SUB GLBL 144A 54 | 2054-09-11      | 5.8000%  | 0.0000% | $480000.00         | $495645.87         | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2025A FL 26 | 2026-09-15      | 4.4174%  | 0.0000% | $13000.00          | $13118.55          | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $30000.00          | $27436.18          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36   | 2036-05-01      | 6.4500%  | 0.0000% | $509000.00         | $565309.40         | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $195000.00         | $200351.45         | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SB 144A NT4.9%77 | 2077-04-01      | 4.9000%  | 0.0000% | $2900000.00        | $2448581.17        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 51    | 2051-04-27      | 3.8750%  | 0.0000% | $25000.00          | $19014.17          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%27 | 2027-05-08      | 5.4000%  | 0.0000% | $183000.00         | $186597.78         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52 | 2052-09-15      | 4.9500%  | 0.0000% | $112000.00         | $103618.76         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $1000.00           | $1007.31           | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.4%42 | 2042-08-15      | 3.4000%  | 0.0000% | $5000.00           | $4030.39           | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47 | 2047-09-15      | 3.6000%  | 0.0000% | $45000.00          | $34954.20          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            3.99%49          | 2049-03-01      | 3.9900%  | 0.0000% | $45000.00          | $36991.46          | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35 | 2035-09-05      | 5.6000%  | 0.0000% | $29629000.00       | $29985469.79       | Corporate Debt Securities |
| FORT BENNING FAMILY CMNTYS LLC -I FL SNK 144A36 | 2036-01-15      | 4.4230%  | 0.0000% | $6000000.00        | $4299074.98        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR GLBL39 | 2039-01-15      | 8.2000%  | 0.0000% | $71000.00          | $94695.15          | Corporate Debt Securities |
| ASCENSION HEALTH ALLIANCE      GLBL -2025 BD 30 | 2030-11-15      | 4.2940%  | 0.0000% | $8721000.00        | $8799731.73        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            JR SB GLBL NT 38 | 2038-03-01      | 8.2500%  | 0.0000% | $147000.00         | $185303.42         | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT6.1%55 | 2055-03-15      | 6.1000%  | 0.0000% | $9614000.00        | $9894242.76        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54 | 2054-10-15      | 5.6500%  | 0.0000% | $5000.00           | $4974.19           | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2018 B58 | 2058-05-15      | 4.5000%  | 0.0000% | $310000.00         | $259942.75         | Corporate Debt Securities |
| ARIZONA PUB SVC CO             SR GLBL NT5.7%34 | 2034-08-15      | 5.7000%  | 0.0000% | $190000.00         | $204160.38         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.85%29  | 2029-02-26      | 4.8500%  | 0.0000% | $45000.00          | $46858.70          | Corporate Debt Securities |

### Security 634: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.600000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CU4V0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CU4V0
- **C.18 - Value (incl. sponsor support):** $300051246.00
- **C.18.a - Value (excl. sponsor support):** $300051246.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                |
|:---|:---|:---|:---|:---|:---|:---|
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2223855.00        | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $5000000.00        | $5345373.61        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $1500000.00        | $1607092.50        | Asset-Backed Securities |
| CLOVER CLO LTD 2021-1R         E-R    20340424 FLT | 2034-04-24      | 8.2574%  | 0.0000% | $1000000.00        | $996346.72         | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV 2025-2  E      20330214 7.6 | 2033-02-14      | 7.6600%  | 0.0000% | $5200000.00        | $5137087.51        | Asset-Backed Securities |
| INSTAR LEASING 2021-1 LLC      A      20540215 2.3 | 2054-02-15      | 2.3000%  | 0.0000% | $17111000.00       | $12885469.78       | Asset-Backed Securities |
| SYMPHONY CLO XXIX LTD 2021-29R E-R    20351015 FLT | 2035-10-15      | 10.0831% | 0.0000% | $3000000.00        | $3023368.91        | Asset-Backed Securities |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1371170.00        | Asset-Backed Securities |
| AJAX MTG LN TR 2019-F          A-1    20590725 FLT | 2059-07-25      | 2.8600%  | 0.0000% | $2900000.00        | $632914.70         | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2024-A     C      20290215 6.1 | 2029-02-15      | 6.1600%  | 0.0000% | $500000.00         | $502377.72         | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $11582000.00       | $10139664.59       | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $940000.00         | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  E      20320615 7.7 | 2032-06-15      | 7.7400%  | 0.0000% | $25527000.00       | $26202214.68       | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3496262.00        | $788001.51         | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-7    D      20311215 10. | 2031-12-15      | 10.8950% | 0.0000% | $8400000.00        | $5265710.32        | Asset-Backed Securities |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.0261% | 0.0000% | $750000.00         | $667273.67         | Asset-Backed Securities |
| AMERICAN CR ACCPT RE TR 2025-3 E      20330613 6.7 | 2033-06-13      | 6.7700%  | 0.0000% | $11257000.00       | $11274424.59       | Asset-Backed Securities |
| CARVAL CLO LTD 2019-2R2        E-R2   20320420 FLT | 2032-04-20      | 10.3844% | 0.0000% | $1710000.00        | $1700252.68        | Asset-Backed Securities |
| CARMAX SELECT REC TR 2025-B    E      20320915 6.8 | 2032-09-15      | 6.8900%  | 0.0000% | $1030000.00        | $1035375.63        | Asset-Backed Securities |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 7.9688%  | 0.0000% | $212000.00         | $71272.65          | Asset-Backed Securities |
| EXETER AUTO RECEV TR 2024-5    E      20320517 7.2 | 2032-05-17      | 7.2200%  | 0.0000% | $4535000.00        | $4682406.65        | Asset-Backed Securities |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22071289.47       | Asset-Backed Securities |
| CROWN CITY CLO 2021-3          D      20340720 FLT | 2034-07-20      | 10.8961% | 0.0000% | $3000000.00        | $2908302.17        | Asset-Backed Securities |
| DAILYPAY SEC TR 2025-1         D      20280626 8.5 | 2028-06-26      | 8.5300%  | 0.0000% | $2155000.00        | $2179639.91        | Asset-Backed Securities |
| AVIS BUDGET RENT CAR FDG 23-4  D      20290620 7.3 | 2029-06-20      | 7.3100%  | 0.0000% | $2105000.00        | $2155024.16        | Asset-Backed Securities |
| AQUA FIN ISSUER  TR 2025-B     B      20510517 5.0 | 2051-05-17      | 5.0400%  | 0.0000% | $3000000.00        | $3043185.00        | Asset-Backed Securities |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $61123044.60       | Asset-Backed Securities |
| AMSR 2025-SFR2 TRUST           F1     20421119 4.2 | 2042-11-19      | 4.2750%  | 0.0000% | $2000000.00        | $1836875.00        | Asset-Backed Securities |
| AJAX MORTGAGE LN TR 2021-E     A-2    20601225 2.6 | 2060-12-25      | 2.6930%  | 0.0000% | $1708540.00        | $1344746.42        | Asset-Backed Securities |
| AGL CLO LTD 2022-22R           E-R    20370121 FLT | 2037-01-21      | 9.1344%  | 0.0000% | $1000000.00        | $971225.64         | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2354604.92        | Asset-Backed Securities |
| JUNIPER VALLEY PK CLO 2023-1RR E-RR   20360721 FLT | 2036-07-21      | 8.6344%  | 0.0000% | $9410000.00        | $9390558.72        | Asset-Backed Securities |
| TRINITAS CLO  LTD 2021-16      E      20340720 FLT | 2034-07-20      | 11.1461% | 0.0000% | $1000000.00        | $985334.89         | Asset-Backed Securities |
| MADISON PARK FUND LTD 2018-31R E-R    20370723 FLT | 2037-07-23      | 10.2598% | 0.0000% | $375000.00         | $373064.92         | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 9.9190%  | 0.0000% | $5711250.00        | $5630632.78        | Asset-Backed Securities |
| KKR CLO LTD 2019-26R           E-R    20341016 FLT | 2034-10-16      | 11.3162% | 0.0000% | $3500000.00        | $3433747.98        | Asset-Backed Securities |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.3644% | 0.0000% | $4031000.00        | $3995130.05        | Asset-Backed Securities |
| NEW RESI MTG TR 2020-RPL1      B-5    20591125 FLT | 2059-11-25      | 3.8349%  | 0.0000% | $2882900.00        | $2159290.16        | Asset-Backed Securities |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $4000000.00        | $1080468.72        | Asset-Backed Securities |
| OCTAGON LTD 2022-59            E      20350515 FLT | 2035-05-15      | 11.4518% | 0.0000% | $472812.00         | $456395.57         | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10. | 2035-03-19      | 10.0000% | 0.0000% | $1140000.00        | $1166960.49        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2021-1 D      20291115 3.9 | 2029-11-15      | 3.9900%  | 0.0000% | $2000000.00        | $1055458.86        | Asset-Backed Securities |
| BIRCH GROVE CLO LTD 2021-3R    E-R    20380119 FLT | 2038-01-19      | 9.0344%  | 0.0000% | $4000000.00        | $3892989.24        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1800000.00        | Asset-Backed Securities |
| COLT TR 2021-RPL1              A-1    20610925 1.6 | 2061-09-25      | 1.6654%  | 0.0000% | $3325000.00        | $1608178.51        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $10000000.00       | $3873730.00        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $3501000.00        | $3634368.07        | Asset-Backed Securities |
| CONSOLIDATED COMM LLC 2025-1   C      20550520 9.4 | 2055-05-20      | 9.4080%  | 0.0000% | $10000000.00       | $10494736.67       | Asset-Backed Securities |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $560000.00         | Asset-Backed Securities |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 9.8662%  | 0.0000% | $3910000.00        | $3758834.04        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $195000.00         | Asset-Backed Securities |
| OCTAGON INVST LTD 2019-44R     D-R    20341020 FLT | 2034-10-20      | 7.4162%  | 0.0000% | $8000000.00        | $7983713.46        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $84000.00          | Asset-Backed Securities |
| OCTAGON INVST PART 2021-49     SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $4250000.00        | $1232500.00        | Asset-Backed Securities |
| PRPM LLC 2025-3                A-1    20300525 FLT | 2030-05-25      | 6.2550%  | 0.0000% | $4800000.00        | $4380185.78        | Asset-Backed Securities |
| RAD CLO LTD 2022-16R           E-R    20370715 FLT | 2037-07-15      | 10.4045% | 0.0000% | $3000000.00        | $2978359.98        | Asset-Backed Securities |
| FIRST INVES AT OWNER TR 2025-1 C      20311215 4.7 | 2031-12-15      | 4.7500%  | 0.0000% | $1310000.00        | $1318736.61        | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 10.9845% | 0.0000% | $10675000.00       | $10694925.41       | Asset-Backed Securities |
| MILFORD PK CLO,LTD 2022-R      E-R    20380120 FLT | 2038-01-20      | 8.7344%  | 0.0000% | $4000000.00        | $3934289.24        | Asset-Backed Securities |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4048963.11        | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2025-1     E      20320315 7.1 | 2032-03-15      | 7.1900%  | 0.0000% | $3800000.00        | $3899645.08        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2025-3  E      20320816 6.5 | 2032-08-16      | 6.5200%  | 0.0000% | $2250000.00        | $2241525.25        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $43013708.34       | Asset-Backed Securities |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.0561% | 0.0000% | $1300000.00        | $1162872.60        | Asset-Backed Securities |
| MIDOCEAN CR CLO VI 2016-6RR    E-RR   20330420 FLT | 2033-04-20      | 12.1961% | 0.0000% | $2000000.00        | $2002104.77        | Asset-Backed Securities |

### Security 635: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.360000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CULQ2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1CULQ2
- **C.18 - Value (incl. sponsor support):** $2495170472.11
- **C.18.a - Value (excl. sponsor support):** $2495170472.11
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| BERKSHIRE HATHAWAY INC DEL     CL A             | 2500-12-31      | N/A      | 0.0000% | $4.00              | $3071462.60        | Equities   |
| COMMUNITY HEALTH SYS INC NEW   COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $13.80             | Equities   |
| VANGUARD WORLD FD              MEGA GRWTH IND   | 2500-12-31      | N/A      | 0.0000% | $2243.00           | $925730.96         | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $1518.00           | $137667.42         | Equities   |
| VANGUARD WORLD FD              INDUSTRIAL ETF   | 2500-12-31      | N/A      | 0.0000% | $1272.00           | $375379.92         | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $1550.00           | $1157741.50        | Equities   |
| GLOBAL E ONLINE LTD            SHS              | 2500-12-31      | N/A      | 0.0000% | $823691.00         | $32881744.72       | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $2261.00           | $114270.94         | Equities   |
| ADIENT PLC                     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $162283.00         | $3180746.80        | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $330409.00         | $58492305.27       | Equities   |
| WESTAMERICA BANCORPORATION     COM              | 2500-12-31      | N/A      | 0.0000% | $110743.00         | $5358853.77        | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $12173.00          | $127816.50         | Equities   |
| GP-ACT III ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $46302.00          | $493579.32         | Equities   |
| ATKORE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $591303.00         | $39552257.67       | Equities   |
| ASSOCIATED BANC CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $784566.00         | $20641931.46       | Equities   |
| COHEN & STEERS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $155862.00         | $9939319.74        | Equities   |
| COMMERCIAL VEH GROUP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $102034.00         | $175498.48         | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1699291.00        | $124744952.31      | Equities   |
| RIDENOW GROUP INC              COM CL B         | 2500-12-31      | N/A      | 0.0000% | $171981.00         | $870223.86         | Equities   |
| ST JOE CO                      COM              | 2500-12-31      | N/A      | 0.0000% | $31345.00          | $1904208.75        | Equities   |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $30332.00          | $2195733.48        | Equities   |
| LG DISPLAY CO LTD              SPONS ADR REP    | 2500-12-31      | N/A      | 0.0000% | $250.00            | $1090.00           | Equities   |
| GLOBAL X FDS                   GBL X BLOCKCHAIN | 2500-12-31      | N/A      | 0.0000% | $16165.00          | $1250362.75        | Equities   |
| STAR BULK CARRIERS CORP.       SHS PAR          | 2500-12-31      | N/A      | 0.0000% | $24474.00          | $483116.76         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR   | 2500-12-31      | N/A      | 0.0000% | $18498.00          | $2267669.82        | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NASDAQ 100 EX    | 2500-12-31      | N/A      | 0.0000% | $3558.00           | $353981.15         | Equities   |
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $7215129.00        | $39394604.34       | Equities   |
| NCR VOYIX CORPORATION          COM              | 2500-12-31      | N/A      | 0.0000% | $163155.00         | $1633181.55        | Equities   |
| SCHWAB STRATEGIC TR            INTL EQTY ETF    | 2500-12-31      | N/A      | 0.0000% | $41365.00          | $988623.50         | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $61693.00          | $930330.44         | Equities   |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $11398283.00       | $86740933.63       | Equities   |
| SOLAREDGE TECHNOLOGIES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1093214.00        | $38776300.58       | Equities   |
| HUTCHMED CHINA LTD             SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $2108.00           | $30186.56          | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $3159.00           | $143702.91         | Equities   |
| M/I HOMES INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $139.56            | Equities   |
| T ROWE PRICE ETF INC           INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $16175.00          | $550435.25         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $430214.00         | $124744851.44      | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $118649.00         | $80643352.32       | Equities   |
| SPDR INDEX SHS FDS             S&P NORTH AMER   | 2500-12-31      | N/A      | 0.0000% | $1970.00           | $130310.18         | Equities   |
| VANECK ETF TRUST               VIDEO GMNG ESPRT | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $118329.99         | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF | 2500-12-31      | N/A      | 0.0000% | $6279.00           | $339756.69         | Equities   |
| ALCHEMY INVTS ACQUISITN CORP 1 CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $5086.00           | $59404.48          | Equities   |
| UNITED STS OIL FD LP           UNITS            | 2500-12-31      | N/A      | 0.0000% | $941.00            | $65907.64          | Equities   |
| VANGUARD WORLD FD              UTILITIES ETF    | 2500-12-31      | N/A      | 0.0000% | $2620.00           | $510847.60         | Equities   |
| VANGUARD WORLD FD              CONSUM DIS ETF   | 2500-12-31      | N/A      | 0.0000% | $3567.00           | $1384352.70        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US    | 2500-12-31      | N/A      | 0.0000% | $41341.00          | $3005904.11        | Equities   |
| SUZANO S A                     SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $3512.00           | $31467.52          | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $696.00            | $37034.16          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $4269.00           | $290718.90         | Equities   |
| FUELCELL ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $539143.00         | $3353469.46        | Equities   |
| FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX   | 2500-12-31      | N/A      | 0.0000% | $19297.00          | $319365.35         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI CONSM DIS   | 2500-12-31      | N/A      | 0.0000% | $8001.00           | $806340.78         | Equities   |
| SPDR INDEX SHS FDS             S&P EM MKT DIV   | 2500-12-31      | N/A      | 0.0000% | $2251.00           | $87383.82          | Equities   |
| VERIS RESIDENTIAL INC          COM              | 2500-12-31      | N/A      | 0.0000% | $15417.00          | $232025.85         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1140.00           | $105187.80         | Equities   |
| LITHIUM AMERS CORP NEW         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $217046.00         | $1141661.96        | Equities   |
| ISHARES INC                    MSCI TAIWAN ETF  | 2500-12-31      | N/A      | 0.0000% | $16337.00          | $1040013.42        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 LOW VOL   | 2500-12-31      | N/A      | 0.0000% | $95523.00          | $6968402.85        | Equities   |
| ISHARES TR                     SHORT TREAS BD   | 2500-12-31      | N/A      | 0.0000% | $75733.00          | $8362437.86        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3170.00           | $459237.90         | Equities   |
| PACER FDS TR                   US LRG CP CASH   | 2500-12-31      | N/A      | 0.0000% | $4242.00           | $147239.82         | Equities   |
| POTLATCHDELTIC CORPORATION     COM              | 2500-12-31      | N/A      | 0.0000% | $58512.00          | $2341065.12        | Equities   |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $193415.00         | $12038149.60       | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $204337.00         | $7100710.75        | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $2351.00           | $239872.53         | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $13112.00          | $822515.76         | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $12239.00          | $1247766.05        | Equities   |
| MERITAGE HOMES CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $18967.00          | $1402040.64        | Equities   |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $5642.00           | $147594.72         | Equities   |
| ULTRALIFE CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $16878.00          | $97892.40          | Equities   |
| TIM S A                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1321.00           | $30832.14          | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $16466.00          | $34743.26          | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST RANGE NUCLEAR RE | 2500-12-31      | N/A      | 0.0000% | $1672.00           | $109181.60         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $56724.00          | $12801472.32       | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $23472.00          | $228265.20         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NY ARCA BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $799.00            | $171568.47         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $2934.00           | $181139.88         | Equities   |
| FIRST MERCHANTS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $4338.00           | $161069.94         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $43504.00          | $11607737.28       | Equities   |
| INTEGRA LIFESCIENCES HLDGS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $175858.00         | $2307256.96        | Equities   |
| INSIGHT ENTERPRISES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $48650.00          | $4221360.50        | Equities   |
| EDITAS MEDICINE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $115623.00         | $277495.20         | Equities   |
| CENTRAL PUERTO S A             SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $2534.00           | $37680.58          | Equities   |
| CEMEX SAB DE CV                SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $5360753.00        | $56663159.21       | Equities   |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $34273.00          | $773541.61         | Equities   |
| VANECK ETF TRUST               URANIUM AND NUCL | 2500-12-31      | N/A      | 0.0000% | $71371.00          | $9159754.14        | Equities   |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $238793.00         | $30856831.46       | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $6096.00           | $533339.04         | Equities   |
| TITAN INTL INC ILL             COM              | 2500-12-31      | N/A      | 0.0000% | $156287.00         | $1276864.79        | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $297740.00         | $1676276.20        | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $35756.00          | $99044.12          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $397809.00         | $9766210.95        | Equities   |
| ANAVEX LIFE SCIENCES CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $473468.00         | $1827586.48        | Equities   |
| FREIGHTCAR AMER INC            COM              | 2500-12-31      | N/A      | 0.0000% | $76526.00          | $612973.26         | Equities   |
| NEXPOINT DIVERSIFIED REL ET TR COM NEW          | 2500-12-31      | N/A      | 0.0000% | $80147.00          | $226014.54         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $33869.00          | $3100706.95        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  DORSEY WRGT INDS | 2500-12-31      | N/A      | 0.0000% | $2243.00           | $383100.81         | Equities   |
| KENNAMETAL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $12350.00          | $341601.00         | Equities   |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $62.00             | $5767.84           | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $733978.00         | $33373979.66       | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $2649538.00        | $23660374.34       | Equities   |
| GLOBAL X FDS                   DATA CTR & DIGIT | 2500-12-31      | N/A      | 0.0000% | $11365.00          | $233437.10         | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $217939.00         | $13568882.14       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $2654.00           | $149871.38         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL UTL   | 2500-12-31      | N/A      | 0.0000% | $3182.00           | $249436.98         | Equities   |
| LA Z BOY INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $32880.00          | $1299417.60        | Equities   |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $10150.00          | $315969.50         | Equities   |
| GENENTA SCIENCE S P A          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $9700.00           | Equities   |
| SMARTFINANCIAL INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6205.00           | $226854.80         | Equities   |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $31123.00          | $147211.79         | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $2574716.00        | $124744990.20      | Equities   |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $27366.00          | $333044.22         | Equities   |
| ALLETE INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $633186.00         | $42790709.88       | Equities   |
| AMARIN CORP PLC                SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $649.00            | $10474.86          | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $89607.00          | $219537.15         | Equities   |
| AGORA INC                      ADS              | 2500-12-31      | N/A      | 0.0000% | $47003.00          | $166390.62         | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $5428.00           | $496336.32         | Equities   |
| ACHIEVE LIFE SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $101779.00         | $492610.36         | Equities   |
| ANDERSONS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $11.00             | $564.41            | Equities   |
| ABCELLERA BIOLOGICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1304086.00        | $4746873.04        | Equities   |
| DIGITAL TURBINE INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $572332.00         | $2684237.08        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $6818.00           | $458987.76         | Equities   |
| EVERSPIN TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $27478.00          | $215977.08         | Equities   |
| EXAGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $157983.00         | $1222788.42        | Equities   |
| BOYD GROUP SERVICES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $521.00            | $87611.36          | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $174534.00         | $10089810.54       | Equities   |
| C4 THERAPEUTICS INC            COM STK          | 2500-12-31      | N/A      | 0.0000% | $94384.00          | $252949.12         | Equities   |
| BRAINSWAY LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $47490.00          | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $264240.00         | $6954796.80        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $1052.00           | $90795.17          | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $45412.00          | $1481793.56        | Equities   |
| ISHARES INC                    CORE MSCI EMKT   | 2500-12-31      | N/A      | 0.0000% | $7805.00           | $522388.65         | Equities   |
| ISHARES INC                    MSCI EMRG CHN    | 2500-12-31      | N/A      | 0.0000% | $106088.00         | $7547100.32        | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $5937.00           | $1171132.62        | Equities   |
| ISHARES TR                     LATN AMER 40 ETF | 2500-12-31      | N/A      | 0.0000% | $133180.00         | $4120589.20        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS US  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $127692.00         | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $4213468.00        | $96488417.20       | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $77874.00          | $2910930.12        | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $3931.00           | $289856.22         | Equities   |
| ISHARES TR                     MSCI UK ETF NEW  | 2500-12-31      | N/A      | 0.0000% | $63029.00          | $2709616.71        | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $3213.00           | $560572.11         | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $85399.00          | $2401419.88        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $182626.00         | $124744515.56      | Equities   |
| KRANESHARES TRUST              BOSERA MSCI CHIN | 2500-12-31      | N/A      | 0.0000% | $59394.00          | $1766377.56        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV    | 2500-12-31      | N/A      | 0.0000% | $1171.00           | $113270.83         | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $401891.00         | $964538.40         | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $13148.00          | $2229900.80        | Equities   |
| SELECT SECTOR SPDR TR          SBI MATERIALS    | 2500-12-31      | N/A      | 0.0000% | $26629.00          | $2367051.81        | Equities   |
| SPDR INDEX SHS FDS             S&P INTL ETF     | 2500-12-31      | N/A      | 0.0000% | $2530.00           | $110404.39         | Equities   |
| UPBOUND GROUP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $10074.00          | $183951.24         | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $17622.00          | $517734.36         | Equities   |
| TREEHOUSE FOODS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $371831.00         | $8812394.70        | Equities   |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $1547583.00        | $11761630.80       | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $67684.00          | $149581.64         | Equities   |
| ULTRAPAR PARTICIPACOES SA      SP ADR REP COM   | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $28840.00          | Equities   |
| ONDAS HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $548423.00         | $4519005.52        | Equities   |
| NPK INTERNATIONAL INC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $84918.00          | $1031753.70        | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16203.00          | $974448.42         | Equities   |
| UNITED NAT FOODS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $42882.00          | $1613649.66        | Equities   |
| TXNM ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $325494.00         | $18927476.10       | Equities   |
| OIL STS INTL INC               COM              | 2500-12-31      | N/A      | 0.0000% | $120475.00         | $744535.50         | Equities   |
| ISHARES INC                    MSCI GERMANY ETF | 2500-12-31      | N/A      | 0.0000% | $7045.00           | $286027.00         | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $114617.00         | $5994469.10        | Equities   |
| ISHARES INC                    MSCI AUST ETF    | 2500-12-31      | N/A      | 0.0000% | $23051.00          | $595176.82         | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $187808.00         | $14731659.52       | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $32954.00          | $1896502.70        | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $2893.00           | $151998.22         | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $37912.00          | $1955880.08        | Equities   |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $11349.00          | $785577.78         | Equities   |
| HELEN OF TROY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $38.12             | Equities   |
| EGH ACQUISITION CORP.          SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $36946.00          | $373893.52         | Equities   |
| YUM CHINA HLDGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $6799.00           | $328255.72         | Equities   |
| WILEY JOHN & SONS INC          CL A             | 2500-12-31      | N/A      | 0.0000% | $48560.00          | $1748645.60        | Equities   |
| CUREVAC N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $643303.00         | $3525300.44        | Equities   |
| NEWHOLD INVT CORP III          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $20700.00          | $214452.00         | Equities   |
| ZHIHU INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $3.66              | Equities   |
| CARTESIAN GROWTH CORP III      COM CL A         | 2500-12-31      | N/A      | 0.0000% | $48831.00          | $493193.10         | Equities   |
| ASML HOLDING N V               N Y REGISTRY SHS | 2500-12-31      | N/A      | 0.0000% | $119835.00         | $124744639.95      | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $20333.00          | $424146.38         | Equities   |
| COPT DEFENSE PROPERTIES        SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $55481.00          | $1700492.65        | Equities   |
| DOUGLAS EMMETT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $8285.00           | $101574.10         | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $220510.00         | $6948270.10        | Equities   |
| FERROVIAL SE                   ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $707254.00         | $46516095.58       | Equities   |
| SPARK I ACQUISITION CORP       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $9117.00           | $101563.38         | Equities   |
| FEDERATED HERMES INC           CL B             | 2500-12-31      | N/A      | 0.0000% | $6187.00           | $311329.84         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI UTILS INDEX | 2500-12-31      | N/A      | 0.0000% | $5673.00           | $329941.68         | Equities   |
| ETF SER SOLUTIONS              DEFIANCE QUANTUM | 2500-12-31      | N/A      | 0.0000% | $56739.00          | $6064264.32        | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $9071.00           | $259067.76         | Equities   |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $142703.00         | $4861891.21        | Equities   |
| ISHARES TR                     MSCI INDONIA ETF | 2500-12-31      | N/A      | 0.0000% | $97718.00          | $1843938.66        | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $23057.00          | $1483256.81        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $4039.00           | $452569.95         | Equities   |
| ISHARES TR                     U.S. FINLS ETF   | 2500-12-31      | N/A      | 0.0000% | $18319.00          | $2291340.52        | Equities   |
| ISHARES INC                    MSCI EQUAL WEITE | 2500-12-31      | N/A      | 0.0000% | $2304.00           | $236920.32         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    NAT GAS ETF      | 2500-12-31      | N/A      | 0.0000% | $28812.00          | $694081.08         | Equities   |
| GLOBAL X FDS                   GLOBAL X SILVER  | 2500-12-31      | N/A      | 0.0000% | $69984.00          | $5136825.60        | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $43317.00          | $1510463.79        | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $2667.00           | $158019.75         | Equities   |
| NOAH HLDGS LTD                 SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $13035.00          | $135172.95         | Equities   |
| RELMADA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $111038.00         | $465249.22         | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $834999.00         | $22820522.67       | Equities   |
| ISHARES TR                     GL CLEAN ENE ETF | 2500-12-31      | N/A      | 0.0000% | $10370.00          | $174216.00         | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $3066.00           | $189816.06         | Equities   |
| ISHARES TR                     MSCI CHINA ETF   | 2500-12-31      | N/A      | 0.0000% | $455683.00         | $28211334.53       | Equities   |
| ISHARES TR                     MSCI ACWI ETF    | 2500-12-31      | N/A      | 0.0000% | $123306.00         | $17357785.62       | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL ENR   | 2500-12-31      | N/A      | 0.0000% | $2769.00           | $222946.04         | Equities   |
| JBS N.V.                       CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $355694.00         | $5235815.68        | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $915656.00         | $18093362.56       | Equities   |
| PELICAN ACQUISITION CORP       SHS              | 2500-12-31      | N/A      | 0.0000% | $23509.00          | $238146.17         | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $26732.00          | $325595.76         | Equities   |
| GORES HLDGS X INC              SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $113891.00         | $1175355.12        | Equities   |
| VANGUARD INDEX FDS             MCAP GR IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $1443.00           | $406016.91         | Equities   |
| COGNYTE SOFTWARE LTD           ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $200600.00         | $1666986.00        | Equities   |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $274563.00         | $1106488.89        | Equities   |
| PHARVARIS N V                  COM              | 2500-12-31      | N/A      | 0.0000% | $204082.00         | $5657153.04        | Equities   |
| EUROSEAS LTD                   SHS              | 2500-12-31      | N/A      | 0.0000% | $2022.00           | $121057.14         | Equities   |
| DUNE ACQUISITION CORP II       SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $30356.00          | $308416.96         | Equities   |
| MERUS N V                      COM              | 2500-12-31      | N/A      | 0.0000% | $1298210.00        | $124744998.90      | Equities   |
| CMB.TECH NV                    SHS              | 2500-12-31      | N/A      | 0.0000% | $1846178.00        | $18701783.14       | Equities   |
| THAYER VENTURES ACQ CORP II    CL A             | 2500-12-31      | N/A      | 0.0000% | $21581.00          | $217968.10         | Equities   |
| ING GROEP N.V.                 SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1476.87           | Equities   |
| ICICI BANK LIMITED             ADR              | 2500-12-31      | N/A      | 0.0000% | $2616531.00        | $81138626.31       | Equities   |
| IPERIONX LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5.00              | $161.85            | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $195816.00         | $16268393.28       | Equities   |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $49213.00          | $4439996.86        | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $844444.00         | $2406665.40        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  WILDERHIL CLAN   | 2500-12-31      | N/A      | 0.0000% | $188977.00         | $5852617.69        | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $130844.00         | $11355950.76       | Equities   |
| NOVO-NORDISK A S               ADR              | 2500-12-31      | N/A      | 0.0000% | $78613.00          | $3829239.23        | Equities   |
| OATLY GROUP AB                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $540.00            | $6550.20           | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $129230.00         | $785718.40         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $10705.00          | $491252.45         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP400 VL   | 2500-12-31      | N/A      | 0.0000% | $5084.00           | $657844.18         | Equities   |
| KT CORP                        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1741.00           | $31947.35          | Equities   |
| KELLY SVCS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $304612.00         | $2622709.32        | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $3610276.00        | $11913910.80       | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $32108.00          | $1545036.96        | Equities   |
| STEELCASE INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $1732899.00        | $28072963.80       | Equities   |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $17079.00          | $281803.50         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $12729.00          | $560330.58         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $199913.00         | $18481796.92       | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $790.00            | $24592.70          | Equities   |
| FIDELITY COVINGTON TRUST       MSCI FINLS IDX   | 2500-12-31      | N/A      | 0.0000% | $6074.00           | $456096.66         | Equities   |
| CABOT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $256550.00         | $16367890.00       | Equities   |
| COMPANIA CERVECERIAS UNIDAS S  SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3604.00           | $47861.12          | Equities   |
| ABM INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $10152.00          | $436332.96         | Equities   |
| ADVISORSHARES TR               PURE US CANNABIS | 2500-12-31      | N/A      | 0.0000% | $48368.00          | $165902.24         | Equities   |
| AB ACTIVE ETFS INC             DISRUPTORS ETF   | 2500-12-31      | N/A      | 0.0000% | $2197.00           | $226928.13         | Equities   |
| AMN HEALTHCARE SVCS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $6031.00           | $103853.82         | Equities   |
| BLACK DIAMOND THERAPEUTICS INC COM              | 2500-12-31      | N/A      | 0.0000% | $104171.00         | $393766.38         | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $823980.00         | $40259662.80       | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $3044045.00        | $124744964.10      | Equities   |
| BILIBILI INC                   SPONS ADS REP Z  | 2500-12-31      | N/A      | 0.0000% | $6808.00           | $179799.28         | Equities   |
| VANGUARD SCOTTSDALE FDS        INT-TERM CORP    | 2500-12-31      | N/A      | 0.0000% | $2769.00           | $234312.78         | Equities   |
| WATTS WATER TECHNOLOGIES INC   CL A             | 2500-12-31      | N/A      | 0.0000% | $18199.00          | $5054590.26        | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $8907.00           | $343097.64         | Equities   |
| GRANITE CONSTR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $84563.00          | $9010187.65        | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $71.00             | $9768.89           | Equities   |
| GRUPO TELEVISA S A B           SPON ADR REP ORD | 2500-12-31      | N/A      | 0.0000% | $7493.00           | $20306.03          | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $135331.00         | $12902457.54       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $150536.00         | $14352102.24       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $345005.00         | $35052508.00       | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $371.00            | $101104.92         | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $2279.00           | $115043.92         | Equities   |
| BED BATH & BEYOND INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1317.00           | $7691.28           | Equities   |
| RADIAN GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $831946.00         | $29567360.84       | Equities   |
| FRANKLIN ELEC INC              COM              | 2500-12-31      | N/A      | 0.0000% | $38015.00          | $3655522.40        | Equities   |
| GLOBAL X FDS                   GLOBAL X URANIUM | 2500-12-31      | N/A      | 0.0000% | $838458.00         | $37554533.82       | Equities   |
| SIZZLE ACQUISITION CORP. II    USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $17069.00          | $173591.73         | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $37331.00          | $16634506.94       | Equities   |
| CAL REDWOOD ACQUISITION CORP   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $30115.00          | $304763.80         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $30655.00          | $317585.80         | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $242620.00         | $108110258.90      | Equities   |
| WISDOMTREE TR                  EMER MKT HIGH FD | 2500-12-31      | N/A      | 0.0000% | $5393.00           | $250612.71         | Equities   |
| TSAKOS ENERGY NAVIGATION LTD   SHS              | 2500-12-31      | N/A      | 0.0000% | $127466.00         | $3084677.20        | Equities   |
| CREDICORP LTD                  COM              | 2500-12-31      | N/A      | 0.0000% | $954.00            | $244099.98         | Equities   |
| USANA HEALTH SCIENCES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $66896.00          | $1339926.88        | Equities   |
| ZAI LAB LTD                    ADR              | 2500-12-31      | N/A      | 0.0000% | $176028.00         | $3515279.16        | Equities   |
| JFROG LTD                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1312404.00        | $80017271.88       | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $58834.00          | $4326064.02        | Equities   |
| DIMENSIONAL ETF TRUST          US EQUITY MARKET | 2500-12-31      | N/A      | 0.0000% | $5410.00           | $399528.50         | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $3383.00           | $163365.07         | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $26220.00          | $1258822.20        | Equities   |
| DIAMONDROCK HOSPITALITY CO     COM              | 2500-12-31      | N/A      | 0.0000% | $462331.00         | $4211835.41        | Equities   |
| CRITEO S A                     SPONS ADS        | 2500-12-31      | N/A      | 0.0000% | $1336.00           | $26305.84          | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $310706.00         | $736373.22         | Equities   |

### Security 636: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.970000%
- **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: ARP1CWRC3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CWRC3
- **C.18 - Value (incl. sponsor support):** $3648000000.00
- **C.18.a - Value (excl. sponsor support):** $3648000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CIDF0983   | 2040-10-01      | 6.0000%  | 0.0000% | $1001650.00        | $1039002.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0479   | 2055-01-01      | 5.5000%  | 0.0000% | $250000.00         | $240360.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4158   | 2055-11-01      | 5.0000%  | 0.0000% | $1288900.00        | $1301577.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF1828   | 2040-10-01      | 5.5000%  | 0.0000% | $1122628.00        | $1126194.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8498   | 2054-05-01      | 6.0000%  | 0.0000% | $386975.00         | $316055.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1172   | 2055-09-01      | 6.0000%  | 0.0000% | $2331425.00        | $2112485.37        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA0466   | 2052-03-01      | 2.5000%  | 0.0000% | $7640612.00        | $6187668.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5880   | 2055-12-01      | 5.0000%  | 0.0000% | $1859971.00        | $1878626.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA1074   | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $28839.74          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFA1586   | 2040-04-01      | 6.0000%  | 0.0000% | $21266100.00       | $19587874.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CKCA7991   | 2050-12-01      | 2.0000%  | 0.0000% | $50000000.00       | $28739270.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3232   | 2052-01-01      | 2.5000%  | 0.0000% | $9889128.00        | $8481605.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5204   | 2035-12-01      | 2.0000%  | 0.0000% | $450000.00         | $207597.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3460   | 2048-11-01      | 3.5000%  | 0.0000% | $33221064.00       | $31849399.49       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3455   | 2052-06-01      | 3.0000%  | 0.0000% | $16356387.00       | $14783671.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3812   | 2055-10-01      | 6.0000%  | 0.0000% | $68011472.00       | $71089127.13       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3331   | 2048-04-01      | 3.0000%  | 0.0000% | $35824.00          | $5325.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3677   | 2054-12-01      | 5.5000%  | 0.0000% | $35072205.00       | $35784205.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3099   | 2053-03-01      | 3.0000%  | 0.0000% | $301251.00         | $268347.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3332   | 2048-04-01      | 3.5000%  | 0.0000% | $17433338.00       | $2253137.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3635   | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $13075.08          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFA2749   | 2040-05-01      | 6.0000%  | 0.0000% | $28606989.00       | $28695834.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3793   | 2055-08-01      | 6.0000%  | 0.0000% | $45241943.00       | $47454862.16       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1459   | 2033-06-01      | 3.0000%  | 0.0000% | $8000.00           | $855.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB8273   | 2039-11-01      | 4.5000%  | 0.0000% | $1977369.00        | $1838448.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4828   | 2054-11-01      | 4.5000%  | 0.0000% | $612001.00         | $592915.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6016   | 2054-06-01      | 6.0000%  | 0.0000% | $2400469.00        | $1954095.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9828   | 2047-06-01      | 4.5000%  | 0.0000% | $25759432.00       | $6516980.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3150   | 2054-10-01      | 5.0000%  | 0.0000% | $1298262.00        | $1238996.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5273   | 2054-06-01      | 5.5000%  | 0.0000% | $564506.00         | $465501.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735403   | 2035-04-01      | 5.0000%  | 0.0000% | $75000.00          | $581.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5480   | 2054-06-01      | 6.5000%  | 0.0000% | $832000.00         | $620514.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2095   | 2055-11-01      | 6.0000%  | 0.0000% | $2027293.00        | $2138226.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6269   | 2055-11-01      | 5.5000%  | 0.0000% | $1100850.00        | $1135678.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTBM3906   | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $24477.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH5748   | 2047-11-01      | 4.0000%  | 0.0000% | $289600.00         | $125506.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3778   | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $11530284.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257204   | 2028-04-01      | 5.5000%  | 0.0000% | $141000.00         | $519.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4048   | 2050-06-01      | 3.0000%  | 0.0000% | $228000.00         | $60738.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4180   | 2035-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $350701.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA2749   | 2036-09-01      | 2.5000%  | 0.0000% | $600000.00         | $84731.24          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3147   | 2047-10-01      | 3.0000%  | 0.0000% | $25000.00          | $3990.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3087   | 2047-08-01      | 3.5000%  | 0.0000% | $3240000.00        | $364803.63         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA2828   | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8828.27           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4384   | 2036-07-01      | 2.5000%  | 0.0000% | $876000.00         | $449952.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3642   | 2053-10-01      | 6.5000%  | 0.0000% | $1087480.00        | $787546.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3360   | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $202439.17         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4387   | 2041-07-01      | 2.0000%  | 0.0000% | $26250975.00       | $15589056.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8956   | 2055-09-01      | 6.5000%  | 0.0000% | $1247500.00        | $1310234.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV6131   | 2040-08-01      | 5.5000%  | 0.0000% | $154678.00         | $157939.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1272   | 2054-01-01      | 2.0000%  | 0.0000% | $999900.00         | $788165.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA3506   | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $28076.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5414   | 2055-01-01      | 5.0000%  | 0.0000% | $11483745.00       | $11030329.47       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9353   | 2054-10-01      | 6.5000%  | 0.0000% | $38780000.00       | $34743277.29       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL888222   | 2037-02-01      | 6.0000%  | 0.0000% | $1767000.00        | $14205.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9610   | 2054-12-01      | 5.0000%  | 0.0000% | $211000.00         | $205802.65         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC1583   | 2040-11-01      | 6.0000%  | 0.0000% | $6883403.00        | $7215878.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9331   | 2055-10-01      | 6.5000%  | 0.0000% | $1502276.00        | $1337568.65        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0411   | 2055-05-01      | 6.5000%  | 0.0000% | $9593597.00        | $9998293.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0366   | 2055-09-01      | 6.0000%  | 0.0000% | $1679874.00        | $1729147.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0315   | 2055-09-01      | 6.0000%  | 0.0000% | $45916930.00       | $46004683.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6435   | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2487708.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL917946   | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2892.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0171   | 2055-09-01      | 6.5000%  | 0.0000% | $1663368.00        | $1758694.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3967   | 2049-08-01      | 3.5000%  | 0.0000% | $182419827.00      | $54817390.32       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025   | 2054-08-01      | 6.5000%  | 0.0000% | $30617961.00       | $27672449.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE3969   | 2055-08-01      | 4.5000%  | 0.0000% | $248490.00         | $243578.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6093   | 2053-04-01      | 6.0000%  | 0.0000% | $3287036.00        | $2335463.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7703   | 2052-09-01      | 5.0000%  | 0.0000% | $8796496.00        | $6275472.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5859   | 2053-03-01      | 6.0000%  | 0.0000% | $9900000.00        | $7423507.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $35000.00          | $26201.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU4293   | 2043-09-01      | 4.0000%  | 0.0000% | $13000.00          | $754.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U3BF0198   | 2040-11-01      | 4.0000%  | 0.0000% | $440000.00         | $84920.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1992   | 2037-05-01      | 3.0000%  | 0.0000% | $5372545.00        | $3367488.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFS8060   | 2039-05-01      | 6.0000%  | 0.0000% | $3013121.00        | $2196377.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2996   | 2047-07-01      | 5.0000%  | 0.0000% | $226000.00         | $158353.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS2919   | 2035-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1037.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1507   | 2052-02-01      | 3.0000%  | 0.0000% | $21238731.00       | $15267636.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7349   | 2053-10-01      | 6.5000%  | 0.0000% | $57479.00          | $42338.50          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7221   | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $113620.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6742   | 2040-08-01      | 3.0000%  | 0.0000% | $250000.00         | $93643.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9414   | 2047-05-01      | 3.5000%  | 0.0000% | $154691000.00      | $83599565.63       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $24000.00          | $4726.94           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8963   | 2055-09-01      | 7.0000%  | 0.0000% | $1174534.00        | $1244925.72        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL672419   | 2032-09-01      | 7.5000%  | 0.0000% | $917964.00         | $1592.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7495   | 2055-09-01      | 6.0000%  | 0.0000% | $1907708.00        | $1862239.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1787   | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $454120.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1773   | 2055-10-01      | 5.5000%  | 0.0000% | $5098534.00        | $5196948.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB8311   | 2039-12-01      | 4.5000%  | 0.0000% | $2876349.00        | $2630804.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF2930   | 2040-11-01      | 5.0000%  | 0.0000% | $1307021.00        | $1329070.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2188   | 2055-11-01      | 4.5000%  | 0.0000% | $5687884.00        | $5593988.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1860   | 2055-10-01      | 5.0000%  | 0.0000% | $2910683.00        | $2584242.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3026   | 2055-10-01      | 6.0000%  | 0.0000% | $2022775.00        | $2095013.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0334   | 2055-09-01      | 5.0000%  | 0.0000% | $1984014.00        | $1988715.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4984   | 2053-02-01      | 5.0000%  | 0.0000% | $14173619.00       | $9788267.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7999   | 2052-08-01      | 5.0000%  | 0.0000% | $9085872.00        | $6047255.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF6541   | 2040-12-01      | 6.0000%  | 0.0000% | $1833810.00        | $1912652.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3032   | 2055-10-01      | 5.5000%  | 0.0000% | $6161103.00        | $6319763.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CQMA0495   | 2040-07-01      | 4.5000%  | 0.0000% | $1595288.00        | $80888.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAB3172   | 2026-06-01      | 3.5000%  | 0.0000% | $300000.00         | $571.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0457   | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $92499.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4493   | 2051-12-01      | 2.5000%  | 0.0000% | $76000.00          | $48863.52          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $59542400.00       | $60808106.39       | U.S. Treasuries (including strips) |
| FNMS 05.000 CIDD8219   | 2040-04-01      | 5.0000%  | 0.0000% | $2978577.00        | $2932986.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5372   | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $128602.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK6757   | 2042-03-01      | 4.0000%  | 0.0000% | $170000000.00      | $11028344.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605   | 2052-06-01      | 2.0000%  | 0.0000% | $744928.00         | $554279.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4452   | 2053-04-01      | 6.5000%  | 0.0000% | $925216.00         | $669939.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4849   | 2042-01-01      | 6.0000%  | 0.0000% | $64000.00          | $45982.09          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6411   | 2055-04-01      | 6.5000%  | 0.0000% | $1415866.00        | $1268126.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAK0765   | 2042-03-01      | 4.0000%  | 0.0000% | $3590000.00        | $343315.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL4141   | 2043-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $87708.27          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0165   | 2055-09-01      | 6.0000%  | 0.0000% | $8105501.00        | $8331172.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL7548   | 2027-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $1744.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0736   | 2055-10-01      | 6.0000%  | 0.0000% | $4319190.00        | $4465362.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE9988   | 2055-09-01      | 5.0000%  | 0.0000% | $1214392.00        | $1141724.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7652   | 2055-08-01      | 6.0000%  | 0.0000% | $45178822.00       | $43633321.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3857   | 2050-03-01      | 2.5000%  | 0.0000% | $12645601.00       | $3623982.14        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3216   | 2052-02-01      | 2.5000%  | 0.0000% | $512763.00         | $326168.55         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0264   | 2055-09-01      | 6.0000%  | 0.0000% | $2590699.00        | $2706458.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CICC0777   | 2040-07-01      | 5.5000%  | 0.0000% | $1457037.00        | $1210845.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0110   | 2053-04-01      | 5.0000%  | 0.0000% | $2755386.00        | $1937686.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS7577   | 2054-01-01      | 2.5000%  | 0.0000% | $1366277.00        | $1037243.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9196   | 2051-01-01      | 3.5000%  | 0.0000% | $6421869.00        | $5482370.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5738   | 2053-08-01      | 6.5000%  | 0.0000% | $1800000.00        | $1232908.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY7082   | 2053-08-01      | 5.0000%  | 0.0000% | $2276108.00        | $2219189.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9144   | 2053-04-01      | 5.0000%  | 0.0000% | $112183.00         | $107793.97         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD8707   | 2040-09-01      | 5.5000%  | 0.0000% | $2763431.00        | $2841990.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 NPAC2358   | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $102385.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CI890400   | 2026-08-01      | 5.0000%  | 0.0000% | $270000.00         | $671.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890587   | 2042-05-01      | 4.5000%  | 0.0000% | $44900000.00       | $4244650.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL4298   | 2032-04-01      | 4.0000%  | 0.0000% | $20000000.00       | $1227464.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8944   | 2050-01-01      | 3.0000%  | 0.0000% | $322000.00         | $69882.39          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7131   | 2054-02-01      | 5.0000%  | 0.0000% | $164000.00         | $143258.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL4434   | 2043-02-01      | 3.5000%  | 0.0000% | $59194740.00       | $10191252.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL7468   | 2045-02-01      | 5.0000%  | 0.0000% | $84000.00          | $11704.75          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAL1470   | 2037-04-01      | 7.0000%  | 0.0000% | $7369985.00        | $264161.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8017   | 2054-02-01      | 6.5000%  | 0.0000% | $52458025.00       | $33975591.27       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3165   | 2047-12-01      | 2.5000%  | 0.0000% | $25000.00          | $8369.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV6013   | 2055-08-01      | 6.5000%  | 0.0000% | $10643372.00       | $11051233.59       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4212   | 2052-07-01      | 4.5000%  | 0.0000% | $135300.00         | $107064.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1634   | 2051-09-01      | 3.0000%  | 0.0000% | $74015497.00       | $51935053.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4746   | 2053-05-01      | 6.5000%  | 0.0000% | $275000.00         | $183745.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFS1677   | 2040-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1719.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5468   | 2054-09-01      | 4.5000%  | 0.0000% | $1016438.00        | $931408.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5885   | 2040-11-01      | 4.5000%  | 0.0000% | $53570253.00       | $53242512.67       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0174   | 2052-01-01      | 2.5000%  | 0.0000% | $15232000.00       | $10483175.13       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL256851   | 2037-07-01      | 7.0000%  | 0.0000% | $630000.00         | $2175.48           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL254480   | 2032-10-01      | 7.0000%  | 0.0000% | $270000.00         | $812.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBP3454   | 2036-05-01      | 2.0000%  | 0.0000% | $2450000.00        | $1363932.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5347   | 2055-03-01      | 6.0000%  | 0.0000% | $1294000.00        | $557647.75         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9964   | 2055-01-01      | 6.5000%  | 0.0000% | $1142070.00        | $1192746.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7368   | 2055-04-01      | 6.5000%  | 0.0000% | $8127373.00        | $7443205.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0907   | 2028-11-01      | 3.5000%  | 0.0000% | $134000.00         | $4630.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE4711   | 2055-07-01      | 6.5000%  | 0.0000% | $1235240.00        | $1306035.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8940   | 2055-10-01      | 6.0000%  | 0.0000% | $1326522.00        | $1379458.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDD4969   | 2040-04-01      | 5.0000%  | 0.0000% | $566118.00         | $560083.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS5831   | 2045-09-01      | 4.0000%  | 0.0000% | $16760000.00       | $2006777.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2120   | 2055-07-01      | 6.0000%  | 0.0000% | $10712741.00       | $11070494.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT257326   | 2028-08-01      | 6.0000%  | 0.0000% | $2000000.00        | $8008.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3070   | 2055-07-01      | 6.5000%  | 0.0000% | $2040934.00        | $2099108.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4119   | 2055-03-01      | 6.5000%  | 0.0000% | $1855059.00        | $1786651.57        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL564478   | 2030-12-01      | 7.5000%  | 0.0000% | $20000000.00       | $23759.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL8118   | 2045-03-01      | 3.0000%  | 0.0000% | $50000000.00       | $10752302.90       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0895   | 2055-08-01      | 6.5000%  | 0.0000% | $14537259.00       | $15116521.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5359   | 2039-05-01      | 5.0000%  | 0.0000% | $35000.00          | $22017.80          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLMA5275   | 2054-02-01      | 7.5000%  | 0.0000% | $2490299.00        | $1043865.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3042   | 2055-09-01      | 5.5000%  | 0.0000% | $79657041.00       | $80845556.46       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4354   | 2051-06-01      | 1.5000%  | 0.0000% | $93243.00          | $56372.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4017   | 2040-05-01      | 3.0000%  | 0.0000% | $87000.00          | $23513.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4547   | 2052-02-01      | 2.0000%  | 0.0000% | $69000.00          | $45953.54          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA4928   | 2053-02-01      | 6.5000%  | 0.0000% | $75899299.00       | $40471901.00       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9635   | 2054-12-01      | 4.5000%  | 0.0000% | $162000.00         | $150259.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3415   | 2048-07-01      | 4.0000%  | 0.0000% | $51000.00          | $4276.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3631   | 2034-04-01      | 3.0000%  | 0.0000% | $1315000.00        | $96987.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5396   | 2053-07-01      | 5.0000%  | 0.0000% | $1700000.00        | $1404897.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT3132   | 2051-10-01      | 3.0000%  | 0.0000% | $98375.00          | $80551.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2367   | 2052-09-01      | 4.5000%  | 0.0000% | $34744811.00       | $33940550.76       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3032   | 2052-02-01      | 3.5000%  | 0.0000% | $17308540.00       | $16002761.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6178   | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $5028191.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3472   | 2055-08-01      | 4.0000%  | 0.0000% | $34926019.00       | $33601449.73       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1112   | 2052-03-01      | 2.0000%  | 0.0000% | $856000.00         | $534004.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1522.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3284   | 2054-09-01      | 6.5000%  | 0.0000% | $224000.00         | $187957.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2661   | 2052-07-01      | 4.5000%  | 0.0000% | $2380818.00        | $1802144.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4564   | 2052-03-01      | 3.0000%  | 0.0000% | $174579.00         | $117080.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6707   | 2051-03-01      | 2.5000%  | 0.0000% | $754610.00         | $421026.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $43000.00          | $29176.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7070   | 2051-04-01      | 3.0000%  | 0.0000% | $1553064.00        | $795126.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4333   | 2041-05-01      | 2.0000%  | 0.0000% | $2789000.00        | $1651182.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9760   | 2051-11-01      | 3.5000%  | 0.0000% | $200000.00         | $72891.79          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0916   | 2052-03-01      | 3.0000%  | 0.0000% | $7634957.00        | $5293789.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562   | 2052-03-01      | 2.0000%  | 0.0000% | $11000.00          | $7355.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA5384   | 2039-04-01      | 4.0000%  | 0.0000% | $318865.00         | $262300.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0008   | 2036-12-01      | 2.0000%  | 0.0000% | $14667830.00       | $9161261.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDB8822   | 2039-07-01      | 5.5000%  | 0.0000% | $1076556.00        | $861139.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876   | 2052-12-01      | 6.0000%  | 0.0000% | $317000.00         | $229828.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5207   | 2053-11-01      | 4.0000%  | 0.0000% | $1000.00           | $869.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5175   | 2043-10-01      | 5.5000%  | 0.0000% | $187500.00         | $128461.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $271000.00         | $217991.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA4992   | 2038-04-01      | 5.0000%  | 0.0000% | $7000.00           | $3923.12           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1808   | 2051-10-01      | 2.5000%  | 0.0000% | $450000.00         | $282699.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4703   | 2037-06-01      | 4.0000%  | 0.0000% | $198168.00         | $106099.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190   | 2053-11-01      | 5.5000%  | 0.0000% | $4542382.00        | $3814040.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5311   | 2039-03-01      | 5.0000%  | 0.0000% | $266747.00         | $162439.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165   | 2053-10-01      | 5.5000%  | 0.0000% | $16763000.00       | $13560238.07       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5442   | 2054-08-01      | 4.5000%  | 0.0000% | $35448698.00       | $32652216.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA5827   | 2040-09-01      | 4.0000%  | 0.0000% | $455739.00         | $445273.88         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9446   | 2036-03-01      | 2.5000%  | 0.0000% | $4025000.00        | $1798135.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0341   | 2036-04-01      | 2.5000%  | 0.0000% | $780057.00         | $456565.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5859   | 2040-10-01      | 4.5000%  | 0.0000% | $18465966.00       | $18165464.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5032   | 2055-11-01      | 6.5000%  | 0.0000% | $1000000.00        | $1050793.00        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV2340   | 2052-02-01      | 2.0000%  | 0.0000% | $141258.00         | $104398.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4138   | 2052-03-01      | 2.5000%  | 0.0000% | $46054.00          | $29624.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $14000.00          | $9566.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5057   | 2053-11-01      | 6.0000%  | 0.0000% | $1681709.00        | $1135032.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0858   | 2051-06-01      | 3.0000%  | 0.0000% | $70775966.00       | $49645367.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5888   | 2044-07-01      | 5.0000%  | 0.0000% | $8000.00           | $3059.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1501   | 2047-07-01      | 4.0000%  | 0.0000% | $99937401.00       | $22207302.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICB4256   | 2037-08-01      | 4.0000%  | 0.0000% | $308303.00         | $187028.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6110   | 2053-04-01      | 6.5000%  | 0.0000% | $200000.00         | $125014.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6360   | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2525457.85        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8162   | 2051-07-01      | 2.5000%  | 0.0000% | $284000.00         | $172216.77         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7616   | 2036-06-01      | 2.0000%  | 0.0000% | $14518258.00       | $8472859.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8662   | 2051-08-01      | 3.0000%  | 0.0000% | $405804.00         | $263187.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3282   | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $67029.56          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3690   | 2055-11-01      | 5.5000%  | 0.0000% | $36639926.00       | $37525146.61       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3265   | 2047-11-01      | 4.0000%  | 0.0000% | $30007.00          | $4406.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3169   | 2052-03-01      | 3.0000%  | 0.0000% | $2342000.00        | $1643852.78        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM4951   | 2035-11-01      | 1.5000%  | 0.0000% | $200000.00         | $90438.57          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBK6133   | 2048-07-01      | 5.0000%  | 0.0000% | $6196808.00        | $226505.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB4493   | 2037-08-01      | 3.5000%  | 0.0000% | $102657.00         | $79436.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDC8987   | 2040-01-01      | 5.0000%  | 0.0000% | $1115365.00        | $1075949.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1055   | 2047-04-01      | 4.0000%  | 0.0000% | $5050000.00        | $1004361.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $37810589.00       | $6606533.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2171   | 2055-06-01      | 6.5000%  | 0.0000% | $1041250.00        | $1098981.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0919   | 2055-05-01      | 5.5000%  | 0.0000% | $3414430.00        | $3287020.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8393   | 2055-05-01      | 6.5000%  | 0.0000% | $1003533.00        | $956109.67         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW7430   | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $2000.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9610   | 2047-05-01      | 4.5000%  | 0.0000% | $622000.00         | $86120.92          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL2134   | 2027-07-01      | 4.0000%  | 0.0000% | $75000.00          | $838.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3507   | 2054-10-01      | 5.0000%  | 0.0000% | $700000.00         | $638249.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4218   | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $4036987.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBQ7482   | 2052-04-01      | 4.5000%  | 0.0000% | $1054266.00        | $841068.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKCA7009   | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $153331.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV5436   | 2040-09-01      | 5.5000%  | 0.0000% | $1045205.00        | $1067432.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1760   | 2055-07-01      | 6.5000%  | 0.0000% | $2879391.00        | $3041397.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT5004   | 2051-07-01      | 3.0000%  | 0.0000% | $1081320.00        | $785048.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBW6323   | 2037-08-01      | 4.0000%  | 0.0000% | $541830.00         | $281755.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA2370   | 2052-06-01      | 3.5000%  | 0.0000% | $18291746.00       | $16732998.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8685   | 2051-09-01      | 3.0000%  | 0.0000% | $200000.00         | $116590.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT256713   | 2027-05-01      | 5.0000%  | 0.0000% | $2723000.00        | $6988.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2986   | 2048-11-01      | 4.5000%  | 0.0000% | $4964928.00        | $1482322.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4599   | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $13211340.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3815   | 2051-09-01      | 3.5000%  | 0.0000% | $256000.00         | $192440.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5701   | 2055-05-01      | 6.0000%  | 0.0000% | $23051826.00       | $20691903.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7449   | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3786074.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3436   | 2052-12-01      | 5.5000%  | 0.0000% | $33200508.00       | $24169718.96       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0675   | 2055-06-01      | 6.0000%  | 0.0000% | $2314811.00        | $2157025.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN3949   | 2049-01-01      | 5.0000%  | 0.0000% | $1597689.00        | $134306.46         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7468   | 2055-04-01      | 6.5000%  | 0.0000% | $1118085.00        | $974313.45         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9800   | 2055-09-01      | 6.0000%  | 0.0000% | $1823058.00        | $1882720.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4315   | 2054-11-01      | 5.0000%  | 0.0000% | $1030641.00        | $947915.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0767   | 2055-03-01      | 6.5000%  | 0.0000% | $1000462.00        | $1043060.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT256628   | 2027-01-01      | 6.5000%  | 0.0000% | $4777688.00        | $9332.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT831759   | 2026-09-01      | 6.0000%  | 0.0000% | $1100000.00        | $949.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL255499   | 2034-11-01      | 6.0000%  | 0.0000% | $1349000.00        | $19150.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1345   | 2054-09-01      | 6.5000%  | 0.0000% | $3252961.00        | $2368856.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH7036   | 2041-03-01      | 4.5000%  | 0.0000% | $522000.00         | $41326.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIDB8312   | 2039-12-01      | 3.5000%  | 0.0000% | $2576547.00        | $2317695.43        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL535627   | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $6622.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2348   | 2055-06-01      | 6.0000%  | 0.0000% | $1689733.00        | $1753696.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDD8752   | 2040-10-01      | 5.0000%  | 0.0000% | $3592423.00        | $3658151.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8191   | 2055-09-01      | 6.0000%  | 0.0000% | $19639889.00       | $20266379.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6884   | 2055-11-01      | 5.5000%  | 0.0000% | $66130902.00       | $67386132.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRBM7879   | 2043-04-01      | 3.0000%  | 0.0000% | $2295673.00        | $2142418.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9087   | 2055-09-01      | 6.0000%  | 0.0000% | $2694577.00        | $2810168.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5610   | 2055-02-01      | 5.0000%  | 0.0000% | $2509307.00        | $2449971.82        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBV6270   | 2040-10-01      | 4.0000%  | 0.0000% | $268384.00         | $264709.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE7885   | 2040-09-01      | 5.5000%  | 0.0000% | $1375286.00        | $1403737.39        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6393   | 2055-09-01      | 5.5000%  | 0.0000% | $12525392.00       | $12723858.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4868   | 2053-01-01      | 5.0000%  | 0.0000% | $8943932.00        | $7186703.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4520   | 2042-01-01      | 2.0000%  | 0.0000% | $56000000.00       | $35824231.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5331   | 2054-04-01      | 5.5000%  | 0.0000% | $10793163.00       | $9100149.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA4545   | 2052-02-01      | 2.5000%  | 0.0000% | $49234417.00       | $33261923.69       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4632   | 2042-06-01      | 3.0000%  | 0.0000% | $1987123.00        | $1428930.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $16597794.00       | $14991867.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4709   | 2052-07-01      | 5.0000%  | 0.0000% | $1400000.00        | $1027313.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237   | 2051-01-01      | 2.0000%  | 0.0000% | $95427.00          | $52480.23          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS3857   | 2043-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $2057930.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3478   | 2055-01-01      | 4.5000%  | 0.0000% | $13047475.00       | $12844260.58       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3678   | 2055-03-01      | 5.5000%  | 0.0000% | $33942770.00       | $34691547.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0273   | 2052-01-01      | 3.0000%  | 0.0000% | $774758.00         | $554341.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV2286   | 2037-02-01      | 2.0000%  | 0.0000% | $138776.00         | $88039.96          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1574   | 2055-05-01      | 6.0000%  | 0.0000% | $30547345.00       | $29334623.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3038   | 2055-10-01      | 5.5000%  | 0.0000% | $112382393.00      | $114304391.67      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0434   | 2037-03-01      | 6.0000%  | 0.0000% | $155000.00         | $2304.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAD2398   | 2040-03-01      | 5.0000%  | 0.0000% | $500410.00         | $17483.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5785   | 2040-07-01      | 3.5000%  | 0.0000% | $2185640.00        | $2047687.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5929   | 2045-10-01      | 6.5000%  | 0.0000% | $1152950.00        | $1197771.16        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4573   | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $268694.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4932   | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $463001.87         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2784   | 2052-01-01      | 2.0000%  | 0.0000% | $1036803.00        | $665288.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5618   | 2040-02-01      | 5.5000%  | 0.0000% | $92404.00          | $70307.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5853   | 2055-10-01      | 5.5000%  | 0.0000% | $249050608.00      | $250000000.04      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3272   | 2037-09-01      | 3.0000%  | 0.0000% | $701710.00         | $499934.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5797   | 2040-08-01      | 3.5000%  | 0.0000% | $8004037.00        | $7669104.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5714   | 2040-04-01      | 6.5000%  | 0.0000% | $3714551.00        | $3357037.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS3216   | 2037-10-01      | 4.0000%  | 0.0000% | $500000.00         | $306642.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS4274   | 2037-05-01      | 3.0000%  | 0.0000% | $120722618.00      | $80373304.43       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5131   | 2052-02-01      | 2.0000%  | 0.0000% | $80000.00          | $55326.78          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5381   | 2044-05-01      | 6.5000%  | 0.0000% | $399286.00         | $198806.15         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM1152   | 2033-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1992.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3443   | 2052-05-01      | 2.0000%  | 0.0000% | $10641796.00       | $8851622.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9565   | 2046-09-01      | 3.5000%  | 0.0000% | $150000.00         | $39141.97          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQAK8657   | 2032-04-01      | 3.5000%  | 0.0000% | $1746913.00        | $52979.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8732   | 2054-08-01      | 6.5000%  | 0.0000% | $108000.00         | $103747.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL0308   | 2026-06-01      | 4.5000%  | 0.0000% | $7749000.00        | $18234.86          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3532   | 2055-08-01      | 6.0000%  | 0.0000% | $4875332.00        | $5031625.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9090   | 2055-09-01      | 6.0000%  | 0.0000% | $4694067.00        | $4699300.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP5904   | 2050-06-01      | 3.5000%  | 0.0000% | $1110989.00        | $469081.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8700   | 2055-09-01      | 6.0000%  | 0.0000% | $61398423.00       | $58104400.07       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8117   | 2055-08-01      | 6.0000%  | 0.0000% | $19762245.00       | $19863354.28       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8729   | 2055-10-01      | 6.0000%  | 0.0000% | $3803574.00        | $3933020.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9862   | 2055-11-01      | 6.5000%  | 0.0000% | $1174767.00        | $1250031.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5177   | 2055-07-01      | 6.0000%  | 0.0000% | $3529072.00        | $3165802.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9526   | 2055-09-01      | 6.0000%  | 0.0000% | $1888397.00        | $1946580.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7449   | 2052-11-01      | 5.0000%  | 0.0000% | $644299.00         | $582569.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW4996   | 2053-03-01      | 3.0000%  | 0.0000% | $3157043.00        | $2176618.47        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7044   | 2054-12-01      | 4.5000%  | 0.0000% | $1213039.00        | $1179270.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4831   | 2052-02-01      | 3.0000%  | 0.0000% | $95000.00          | $78267.20          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2469   | 2051-12-01      | 2.5000%  | 0.0000% | $450050.00         | $294098.55         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBV7704   | 2042-04-01      | 2.0000%  | 0.0000% | $6700000.00        | $4486225.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3506   | 2055-03-01      | 6.5000%  | 0.0000% | $1841761.00        | $1659036.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD0609   | 2040-07-01      | 5.5000%  | 0.0000% | $2127841.00        | $2076504.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV8985   | 2037-04-01      | 2.0000%  | 0.0000% | $50000.00          | $30804.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8933   | 2052-04-01      | 3.0000%  | 0.0000% | $394587.00         | $288591.53         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU4395   | 2054-03-01      | 7.0000%  | 0.0000% | $5828215.00        | $4617308.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6475   | 2053-06-01      | 5.0000%  | 0.0000% | $93470.00          | $82594.39          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6250   | 2053-11-01      | 6.5000%  | 0.0000% | $13119398.00       | $10112436.30       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFS5077   | 2042-08-01      | 3.0000%  | 0.0000% | $200000.00         | $128852.63         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5175   | 2055-03-01      | 6.0000%  | 0.0000% | $6763295.00        | $6598266.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7259   | 2055-04-01      | 6.5000%  | 0.0000% | $1141661.00        | $1206289.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4701   | 2053-04-01      | 4.5000%  | 0.0000% | $1775000.00        | $1489691.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6788   | 2052-06-01      | 3.0000%  | 0.0000% | $134160.00         | $108212.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7302   | 2054-02-01      | 5.0000%  | 0.0000% | $214000.00         | $195960.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $153000.00         | $124778.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5474   | 2053-01-01      | 6.0000%  | 0.0000% | $490000.00         | $402969.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3795   | 2052-06-01      | 3.5000%  | 0.0000% | $100006429.00      | $72271642.52       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4327   | 2052-08-01      | 3.5000%  | 0.0000% | $2380000.00        | $1818708.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM8726   | 2034-11-01      | 3.0000%  | 0.0000% | $2886178.00        | $318960.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7523   | 2053-11-01      | 6.5000%  | 0.0000% | $1651065.00        | $1137893.34        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS4059   | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $128764.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2676   | 2052-06-01      | 3.0000%  | 0.0000% | $501000.00         | $363529.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1878   | 2051-10-01      | 3.0000%  | 0.0000% | $1610000.00        | $960692.31         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CTMA5226   | 2043-11-01      | 7.0000%  | 0.0000% | $300046.00         | $195956.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419   | 2054-07-01      | 5.0000%  | 0.0000% | $142000.00         | $132189.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3058   | 2055-07-01      | 6.0000%  | 0.0000% | $1877658.00        | $1953764.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0353   | 2030-03-01      | 4.5000%  | 0.0000% | $3000000.00        | $42276.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3561   | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $517616.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA3448   | 2048-08-01      | 5.0000%  | 0.0000% | $1637000.00        | $145676.10         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3621   | 2039-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1650.81           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9992   | 2054-10-01      | 6.5000%  | 0.0000% | $12959018.00       | $12198444.34       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6810   | 2055-09-01      | 6.0000%  | 0.0000% | $1060583.00        | $1108522.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CI890696   | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $77599.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL931997   | 2039-09-01      | 5.0000%  | 0.0000% | $750000.00         | $24873.60          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0299   | 2055-04-01      | 7.0000%  | 0.0000% | $36977625.00       | $34236769.67       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL1188   | 2026-09-01      | 4.0000%  | 0.0000% | $650000.00         | $1941.05           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA0961   | 2049-07-01      | 3.0000%  | 0.0000% | $16262000.00       | $13969822.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CT890827   | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $111507.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5276   | 2055-11-01      | 5.5000%  | 0.0000% | $1710800.00        | $1751323.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBU5642   | 2040-02-01      | 5.0000%  | 0.0000% | $1783405.00        | $1596671.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8371   | 2046-05-01      | 3.5000%  | 0.0000% | $95914890.00       | $20058811.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4214   | 2055-11-01      | 5.5000%  | 0.0000% | $2871816.00        | $2943753.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBC5991   | 2031-04-01      | 3.0000%  | 0.0000% | $44671.00          | $1501.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9977   | 2052-06-01      | 3.5000%  | 0.0000% | $13325000.00       | $9984118.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL5853   | 2044-09-01      | 5.0000%  | 0.0000% | $329345.00         | $25132.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9212   | 2055-09-01      | 6.5000%  | 0.0000% | $1000000.00        | $1046885.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8672   | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $29845668.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE6893   | 2040-11-01      | 5.5000%  | 0.0000% | $1642012.00        | $1701196.68        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL7808   | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $3548.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3102   | 2055-07-01      | 6.5000%  | 0.0000% | $2024326.00        | $2007139.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAS7877   | 2046-09-01      | 2.5000%  | 0.0000% | $136000.00         | $33422.56          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735503   | 2035-04-01      | 6.0000%  | 0.0000% | $1014000.00        | $9032.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS7022   | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $26693565.15       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4094   | 2055-11-01      | 5.5000%  | 0.0000% | $1945385.00        | $1996336.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAS7530   | 2046-07-01      | 2.5000%  | 0.0000% | $157000.00         | $32500.61          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9340   | 2053-08-01      | 5.5000%  | 0.0000% | $50533.00          | $38939.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBU2213   | 2036-10-01      | 2.0000%  | 0.0000% | $281440.00         | $165872.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4302   | 2054-11-01      | 5.0000%  | 0.0000% | $1000932.00        | $976537.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3275   | 2054-09-01      | 6.5000%  | 0.0000% | $6518625.00        | $4893154.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5292   | 2054-06-01      | 6.0000%  | 0.0000% | $26074370.00       | $21810927.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD6524   | 2055-03-01      | 5.0000%  | 0.0000% | $1012319.00        | $935906.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6558   | 2055-12-01      | 6.0000%  | 0.0000% | $3946014.00        | $4080273.18        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0268   | 2058-05-01      | 4.5000%  | 0.0000% | $72000000.00       | $22175674.01       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDB6505   | 2039-07-01      | 5.0000%  | 0.0000% | $2293379.00        | $1888698.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBQ4966   | 2035-10-01      | 2.0000%  | 0.0000% | $500000.00         | $224119.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN0993   | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $688845.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL772646   | 2034-03-01      | 5.5000%  | 0.0000% | $147093.00         | $1316.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1877   | 2048-06-01      | 4.0000%  | 0.0000% | $75017920.00       | $20407249.58       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO8961   | 2050-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $462263.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP6715   | 2050-09-01      | 2.0000%  | 0.0000% | $1250000.00        | $686173.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBR0963   | 2036-04-01      | 2.0000%  | 0.0000% | $1511420.00        | $945836.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBQ6615   | 2041-10-01      | 2.0000%  | 0.0000% | $420868.00         | $274555.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBN8620   | 2034-07-01      | 3.0000%  | 0.0000% | $320000.00         | $34305.17          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CZ257147   | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6922.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CWAL4919   | 2029-03-01      | 3.5000%  | 0.0000% | $5350000.00        | $258181.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3229   | 2047-02-01      | 3.5000%  | 0.0000% | $3461126.00        | $1270793.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBW9623   | 2038-06-01      | 3.0000%  | 0.0000% | $623570.00         | $479622.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8117   | 2052-04-01      | 3.0000%  | 0.0000% | $743225.00         | $557746.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9916   | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $214749.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6781   | 2053-03-01      | 5.5000%  | 0.0000% | $2060726.00        | $1666074.03        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4412   | 2051-09-01      | 1.5000%  | 0.0000% | $250000.00         | $157004.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8988   | 2054-08-01      | 5.5000%  | 0.0000% | $138222354.00      | $130908843.72      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7420   | 2054-01-01      | 6.0000%  | 0.0000% | $248000.00         | $226224.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $15000.00          | $11684.97          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5615   | 2055-02-01      | 6.0000%  | 0.0000% | $501531.00         | $424438.52         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0755   | 2037-03-01      | 2.0000%  | 0.0000% | $160000.00         | $91398.21          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5772   | 2040-07-01      | 5.5000%  | 0.0000% | $19000.00          | $17243.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5711   | 2040-05-01      | 5.0000%  | 0.0000% | $61047693.00       | $51660956.12       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4308   | 2031-04-01      | 1.5000%  | 0.0000% | $24208999.00       | $8957626.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2245   | 2049-10-01      | 3.5000%  | 0.0000% | $14265406.00       | $6063952.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTCB9298   | 2044-10-01      | 6.0000%  | 0.0000% | $5247765.00        | $4737423.31        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFA0251   | 2054-08-01      | 7.0000%  | 0.0000% | $695549.00         | $526225.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4477   | 2031-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $818174.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4173   | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $416966.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7853   | 2055-09-01      | 6.0000%  | 0.0000% | $5839546.00        | $5946380.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3695   | 2034-07-01      | 3.0000%  | 0.0000% | $497000.00         | $49275.63          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $731050.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF2696   | 2055-10-01      | 5.0000%  | 0.0000% | $2178810.00        | $2182648.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9305   | 2055-09-01      | 6.0000%  | 0.0000% | $4350025.00        | $4526542.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058   | 2047-07-01      | 4.0000%  | 0.0000% | $127000.00         | $12553.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3897   | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $172605.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0237   | 2055-04-01      | 5.5000%  | 0.0000% | $24089767.00       | $23694899.03       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9372   | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $445412.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTCC0337   | 2045-03-01      | 6.0000%  | 0.0000% | $2107126.00        | $2047638.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7952   | 2054-02-01      | 4.5000%  | 0.0000% | $9930000.00        | $8576463.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1073   | 2052-03-01      | 3.0000%  | 0.0000% | $3625477.00        | $2517887.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0370   | 2052-01-01      | 2.5000%  | 0.0000% | $678970.00         | $468744.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFS1947   | 2038-08-01      | 3.0000%  | 0.0000% | $7000.00           | $4128.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1337   | 2052-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $1325697.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM8297   | 2035-12-01      | 3.0000%  | 0.0000% | $374000.00         | $132038.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAD6438   | 2040-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $34021.98          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4399   | 2051-08-01      | 2.5000%  | 0.0000% | $1934391.00        | $1153337.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA1976   | 2034-06-01      | 4.5000%  | 0.0000% | $555000.00         | $67910.82          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL890101   | 2039-02-01      | 6.0000%  | 0.0000% | $2080000.00        | $32487.10          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL929567   | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2106.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1490   | 2033-07-01      | 3.0000%  | 0.0000% | $7999.00           | $895.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3075   | 2027-07-01      | 3.5000%  | 0.0000% | $84133.00          | $2909.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA3386   | 2048-06-01      | 5.0000%  | 0.0000% | $89211.00          | $6178.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1017   | 2048-01-01      | 4.5000%  | 0.0000% | $12186060.00       | $3436852.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD6405   | 2046-09-01      | 4.0000%  | 0.0000% | $3837784.00        | $821826.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2665   | 2052-01-01      | 3.0000%  | 0.0000% | $1229000.00        | $848421.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8871   | 2051-02-01      | 3.0000%  | 0.0000% | $100000.00         | $67795.64          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3397   | 2055-10-01      | 5.5000%  | 0.0000% | $163537755.00      | $162574495.10      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2932   | 2046-12-01      | 4.0000%  | 0.0000% | $14089571.00       | $2859956.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2441   | 2050-07-01      | 3.0000%  | 0.0000% | $52092416.00       | $46767567.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7082   | 2051-04-01      | 2.0000%  | 0.0000% | $2070000.00        | $1260329.81        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6148   | 2035-10-01      | 2.0000%  | 0.0000% | $2157000.00        | $938269.13         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6887   | 2051-05-01      | 2.5000%  | 0.0000% | $2722000.00        | $1530739.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5283   | 2054-02-01      | 4.0000%  | 0.0000% | $14714000.00       | $13169991.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM2761   | 2050-03-01      | 5.0000%  | 0.0000% | $1460000.00        | $278107.38         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3633   | 2055-04-01      | 5.0000%  | 0.0000% | $74823391.00       | $75029753.91       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7213   | 2052-04-01      | 3.0000%  | 0.0000% | $400664.00         | $324044.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3362   | 2054-12-01      | 5.0000%  | 0.0000% | $30399319.00       | $30431599.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1405   | 2054-04-01      | 6.5000%  | 0.0000% | $23695007.00       | $16575233.85       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8968   | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $42827.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048   | 2052-07-01      | 5.0000%  | 0.0000% | $700000.00         | $475147.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3851   | 2049-11-01      | 4.5000%  | 0.0000% | $119000.00         | $14568.24          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDB7469   | 2040-03-01      | 4.5000%  | 0.0000% | $1057628.00        | $1020023.49        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4517   | 2035-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $740764.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFM1550   | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $2760.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3918   | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $9298343.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9906   | 2051-12-01      | 3.0000%  | 0.0000% | $1468620.00        | $1062802.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4076   | 2035-07-01      | 3.0000%  | 0.0000% | $550000.00         | $128411.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654   | 2052-07-01      | 3.5000%  | 0.0000% | $4278000.00        | $3225577.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4583   | 2037-04-01      | 2.5000%  | 0.0000% | $42608756.00       | $26053152.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4866   | 2053-01-01      | 4.0000%  | 0.0000% | $715000.00         | $568208.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4513   | 2052-01-01      | 3.0000%  | 0.0000% | $24000.00          | $14973.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1767   | 2055-01-01      | 5.5000%  | 0.0000% | $236729443.00      | $232805327.52      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6470   | 2051-03-01      | 2.5000%  | 0.0000% | $128000.00         | $68319.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4802   | 2052-11-01      | 3.0000%  | 0.0000% | $410172.00         | $325257.06         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA9692   | 2054-02-01      | 6.5000%  | 0.0000% | $512460.00         | $280273.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GLAB0462   | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $17536.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA2211   | 2035-03-01      | 4.0000%  | 0.0000% | $54000.00          | $6377.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0723   | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $339088.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3489   | 2033-10-01      | 3.5000%  | 0.0000% | $9000.00           | $648.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CICB9561   | 2039-11-01      | 5.5000%  | 0.0000% | $6654041.00        | $5963520.52        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA2590   | 2046-03-01      | 3.5000%  | 0.0000% | $154850.00         | $30870.37          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2368   | 2048-09-01      | 4.0000%  | 0.0000% | $818000.00         | $107720.16         | Agency Mortgage-Backed Securities  |

### Security 637: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CWWY9, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1CWWY9
- **C.18 - Value (incl. sponsor support):** $703000000.00
- **C.18.a - Value (excl. sponsor support):** $703000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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? 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 | 2028-10-31      | 1.3750%  | 0.0000% | $50000000.00       | $47127726.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $89540400.00       | $85572025.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $86000000.00       | $44044490.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $26011800.00       | $23243766.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $50000000.00       | $51991794.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49411736.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $50000000.00       | $51379906.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $113000000.00      | $99801253.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51448623.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $42857900.00       | $44109285.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $50000000.00       | $48669400.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $57000000.00       | $57901736.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $36000000.00       | $36469236.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $6000000.00        | $6025882.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $22586100.00       | $19863220.24       | U.S. Treasuries (including strips) |

### Security 638: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.500000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CWYB7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CWYB7
- **C.18 - Value (incl. sponsor support):** $200626774.00
- **C.18.a - Value (excl. sponsor support):** $200626774.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GLOBAL PMTS INC                SR GLBL NT3.2%29 | 2029-08-15      | 3.2000%  | 0.0000% | $267000.00         | $256473.67         | Corporate Debt Securities |
| SCHLUMBERGER HLDGS CORP        SR 144A NT 30    | 2030-06-26      | 2.6500%  | 0.0000% | $113000.00         | $107512.59         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36    | 2036-04-24      | 5.6150%  | 0.0000% | $3879000.00        | $4120091.70        | Corporate Debt Securities |
| MASTERCARD INCORPORATED        SR GLBL NT 29    | 2029-06-01      | 2.9500%  | 0.0000% | $150000.00         | $147785.13         | Corporate Debt Securities |
| MARQUETTE UNIVERSITY           -2020 BD 2.73%28 | 2028-10-01      | 2.7300%  | 0.0000% | $500000.00         | $476631.25         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 39    | 2039-03-07      | 4.1530%  | 0.0000% | $7103000.00        | $6784460.64        | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR GLBL NT 34    | 2034-01-29      | 4.5500%  | 0.0000% | $101000.00         | $104881.46         | Corporate Debt Securities |
| PIONEER NAT RES CO             SR GLBL NT1.9%30 | 2030-08-15      | 1.9000%  | 0.0000% | $462000.00         | $421000.32         | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 49    | 2049-07-12      | 3.4610%  | 0.0000% | $44000.00          | $32905.18          | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II 36    | 2036-09-10      | 5.7410%  | 0.0000% | $2950000.00        | $3075017.56        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 5%33  | 2033-03-01      | 5.0000%  | 0.0000% | $30000.00          | $30677.80          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR NT 5.15%43    | 2043-11-15      | 5.1500%  | 0.0000% | $229000.00         | $223879.50         | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $59000.00          | $59942.42          | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51    | 2051-11-30      | 3.2500%  | 0.0000% | $207000.00         | $142972.71         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $5000000.00        | $5505983.33        | Corporate Debt Securities |
| PACIFIC LIFE GLOBAL FDG II MED 144A NT 4.5%29   | 2029-08-28      | 4.5000%  | 0.0000% | $1000000.00        | $1025000.00        | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT4.7%44 | 2044-06-15      | 4.7000%  | 0.0000% | $2000.00           | $1767.12           | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 38    | 2038-12-15      | 6.3750%  | 0.0000% | $3000.00           | $3443.29           | Corporate Debt Securities |
| METLIFE INC                    SR GLBL -E DB 44 | 2044-12-15      | 4.7210%  | 0.0000% | $2400000.00        | $2225095.53        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 33    | 2033-10-15      | 6.9500%  | 0.0000% | $349000.00         | $392545.21         | Corporate Debt Securities |
| BEAM INC                       SR GLBL NT 36    | 2036-01-15      | 5.8750%  | 0.0000% | $27000.00          | $29049.43          | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB 144A NT 70   | 2070-10-15      | 3.7290%  | 0.0000% | $2795000.00        | $1875037.16        | Corporate Debt Securities |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 36  | 2036-01-15      | 5.1500%  | 0.0000% | $135000.00         | $139311.45         | Corporate Debt Securities |
| RGA GLOBAL FUNDING             144A NT 5.5%31   | 2031-01-11      | 5.5000%  | 0.0000% | $200000.00         | $213306.11         | Corporate Debt Securities |
| INTER-AMERICAN INVESTMENT CORP GLBL BD 3.625%28 | 2028-11-20      | 3.6250%  | 0.0000% | $11550000.00       | $11569352.67       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT 4%31  | 2031-09-18      | 4.0000%  | 0.0000% | $10000.00          | $10077.58          | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33    | 2033-03-03      | 5.2500%  | 0.0000% | $776000.00         | $822448.13         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.7%33 | 2033-05-08      | 5.7000%  | 0.0000% | $424000.00         | $450388.35         | Corporate Debt Securities |
| SUMITOMO LIFE INS CO           SUB GLBL 144A 55 | 2055-09-10      | 5.8750%  | 0.0000% | $5400000.00        | $5544121.50        | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 3.9%29    | 2029-04-13      | 3.9000%  | 0.0000% | $462000.00         | $456721.65         | Corporate Debt Securities |
| REALTY INCOME CORP             SR GLBL NT 27    | 2027-08-15      | 3.9500%  | 0.0000% | $58000.00          | $58609.66          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 26    | 2026-03-26      | 0.3750%  | 0.0000% | $200000.00         | $197839.17         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.75%28  | 2028-02-15      | 4.7500%  | 0.0000% | $161000.00         | $164920.39         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 40    | 2040-11-20      | 2.6500%  | 0.0000% | $1314000.00        | $956498.56         | Corporate Debt Securities |
| CK HUTCHISON INTL 24 LTD       SR GLBL REGS 34  | 2034-04-26      | 5.5000%  | 0.0000% | $47958000.00       | $50931822.29       | Corporate Debt Securities |
| WEC ENERGY GROUP INC           SR GLBL NT2.2%28 | 2028-12-15      | 2.2000%  | 0.0000% | $199000.00         | $190437.25         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 30    | 2030-08-02      | 6.3430%  | 0.0000% | $2000.00           | $2208.24           | Corporate Debt Securities |
| ATHENE GLOBAL FDG              144A NT 5.583%29 | 2029-01-09      | 5.5830%  | 0.0000% | $2300000.00        | $2417522.14        | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 32    | 2032-02-15      | 5.3750%  | 0.0000% | $1320000.00        | $1376045.18        | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 27    | 2027-03-01      | 5.1250%  | 0.0000% | $6538000.00        | $6697431.85        | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 28    | 2028-11-01      | 6.2500%  | 0.0000% | $75000.00          | $79889.06          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 30    | 2030-03-05      | 2.0500%  | 0.0000% | $8000.00           | $7386.85           | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 30    | 2030-04-30      | 3.2500%  | 0.0000% | $144000.00         | $137750.08         | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD2.4%31 | 2031-12-15      | 2.4000%  | 0.0000% | $59000.00          | $54085.10          | Corporate Debt Securities |
| DIAGEO INVT CORP               SR NT 4.25%42    | 2042-05-11      | 4.2500%  | 0.0000% | $178000.00         | $156214.04         | Corporate Debt Securities |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT5.4%33 | 2033-03-01      | 5.4000%  | 0.0000% | $2000.00           | $2108.70           | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT1.8%27 | 2027-07-15      | 1.8000%  | 0.0000% | $672000.00         | $652270.08         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL FL NT 29 | 2029-08-14      | 4.3377%  | 0.0000% | $5618000.00        | $5631378.07        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 29    | 2029-01-17      | 5.6500%  | 0.0000% | $90000.00          | $95263.17          | Corporate Debt Securities |
| RGA GLOBAL FUNDING             144A NT 4.6%30   | 2030-11-25      | 4.6000%  | 0.0000% | $2500000.00        | $2508508.33        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM JR SB GLBL 50    | 2050-05-15      | 3.3000%  | 0.0000% | $4000.00           | $2797.69           | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 35    | 2035-03-01      | 4.8500%  | 0.0000% | $9054000.00        | $9186286.48        | Corporate Debt Securities |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT 43    | 2043-06-15      | 5.7500%  | 0.0000% | $25000.00          | $27127.62          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            SR GLBL NT 47    | 2047-12-07      | 3.9050%  | 0.0000% | $2037000.00        | $1665530.13        | Corporate Debt Securities |
| TSMC ARIZ CORP                 SR GLBL NT2.5%31 | 2031-10-25      | 2.5000%  | 0.0000% | $3600000.00        | $3308658.00        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK N Y BRH  SR NT 4.75%25    | 2025-12-10      | 4.7500%  | 0.0000% | $485000.00         | $495779.93         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 28    | 2028-08-01      | 6.0500%  | 0.0000% | $15000.00          | $15964.54          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $5045000.00        | $3769436.21        | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29 | 2029-12-15      | 3.3750%  | 0.0000% | $927000.00         | $902658.14         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 29    | 2029-08-15      | 3.3750%  | 0.0000% | $20000.00          | $19722.33          | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV2013 GLBL REGS NT 43  | 2043-10-17      | 5.3750%  | 0.0000% | $926000.00         | $995831.07         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT4.5%28 | 2028-09-15      | 4.5000%  | 0.0000% | $217000.00         | $220772.55         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $2000.00           | $1997.62           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-04-15      | 2.6250%  | 0.0000% | $44000.00          | $43892.44          | Corporate Debt Securities |
| CSL FIN PLC                    SR REGS NT 29    | 2029-04-27      | 4.0500%  | 0.0000% | $1900000.00        | $1908203.25        | Corporate Debt Securities |
| CPPIB CAPITAL INC              144A NT 4.375%27 | 2027-01-30      | 4.3750%  | 0.0000% | $1375000.00        | $1405167.88        | Corporate Debt Securities |
| CUBESMART L P                  SR GLBL NT 28    | 2028-12-15      | 2.2500%  | 0.0000% | $7000.00           | $6701.08           | Corporate Debt Securities |
| COMMONWEALTH EDISON CO         1M GLBL 121 BD46 | 2046-06-15      | 3.6500%  | 0.0000% | $56000.00          | $44814.36          | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2025 A DB 55 | 2055-11-15      | 5.7500%  | 0.0000% | $1000000.00        | $1027147.50        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT4.5%47 | 2047-05-09      | 4.5000%  | 0.0000% | $13000.00          | $11036.28          | Corporate Debt Securities |
| COCA COLA CO                   SR GLBL NT 32    | 2032-01-05      | 2.2500%  | 0.0000% | $39000.00          | $35712.98          | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR GLBL NT 2%30  | 2030-04-29      | 2.0000%  | 0.0000% | $613000.00         | $562017.47         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26 | 2026-06-15      | 6.0200%  | 0.0000% | $53000.00          | $54779.59          | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $20000.00          | $21668.86          | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 28 | 2028-02-26      | 4.4996%  | 0.0000% | $2000.00           | $2004.09           | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             LW TIER II GLBL  | 2033-01-07      | 3.7420%  | 0.0000% | $283000.00         | $268319.71         | Corporate Debt Securities |
| COBANK ACB                     PERP GLBL -L NT  | 2079-12-31      | 7.2500%  | 0.0000% | $289000.00         | $299025.17         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 33 | 2033-04-01      | 5.2000%  | 0.0000% | $5000.00           | $5278.27           | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  GLBL 144A NT 42  | 2042-03-06      | 4.8750%  | 0.0000% | $500000.00         | $473267.08         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 33    | 2033-03-17      | 3.7850%  | 0.0000% | $150000.00         | $144944.23         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR GLBL 144A 29  | 2029-10-15      | 4.4000%  | 0.0000% | $80000.00          | $79131.64          | Corporate Debt Securities |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 40  | 2040-01-15      | 5.2560%  | 0.0000% | $1000000.00        | $1054208.00        | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT2.5%31 | 2031-04-01      | 2.5000%  | 0.0000% | $43000.00          | $39377.61          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 47   | 2047-06-15      | 4.1250%  | 0.0000% | $106000.00         | $90969.95          | Corporate Debt Securities |
| DELL INC                       SR NT 5.4%40     | 2040-09-10      | 5.4000%  | 0.0000% | $15000.00          | $14962.65          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 30    | 2030-07-26      | 5.2470%  | 0.0000% | $4000.00           | $4197.53           | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33 | 2033-09-11      | 4.8930%  | 0.0000% | $4000.00           | $4139.74           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 29    | 2029-04-15      | 4.7500%  | 0.0000% | $848000.00         | $871204.34         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -M NT 50 | 2050-04-01      | 3.6500%  | 0.0000% | $10000.00          | $7653.39           | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 35   | 2035-04-25      | 5.9150%  | 0.0000% | $1958000.00        | $2110688.92        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $5599000.00        | $4527401.17        | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 27    | 2027-06-15      | 4.6500%  | 0.0000% | $240000.00         | $246723.40         | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL BCUSG-19 30 | 2030-08-27      | 3.9000%  | 0.0000% | $38290000.00       | $38924401.48       | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB3.9%46 | 2046-08-01      | 3.9000%  | 0.0000% | $294000.00         | $243995.01         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30    | 2030-03-12      | 1.8500%  | 0.0000% | $280000.00         | $258948.36         | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 44  | 2044-06-15      | 5.0000%  | 0.0000% | $500000.00         | $483664.44         | Corporate Debt Securities |
| AGILENT TECHNOLOGIES INC       SR GLBL NT2.3%31 | 2031-03-12      | 2.3000%  | 0.0000% | $11000.00          | $10026.23          | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT3.1%51 | 2051-05-12      | 3.1000%  | 0.0000% | $961000.00         | $667796.76         | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          SR NT 4%28       | 2028-08-08      | 4.0000%  | 0.0000% | $50000.00          | $50906.11          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 26    | 2026-02-15      | 0.8750%  | 0.0000% | $110000.00         | $109460.28         | Corporate Debt Securities |
| CK HUTCHISON INTERNATIONAL 19  SR REGS NT 29    | 2029-04-11      | 3.6250%  | 0.0000% | $280000.00         | $277307.14         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 38    | 2038-01-15      | 6.9500%  | 0.0000% | $3000.00           | $3499.61           | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024B 34 | 2034-06-01      | 5.2000%  | 0.0000% | $2000.00           | $2071.73           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 27    | 2027-04-15      | 3.7500%  | 0.0000% | $67000.00          | $66965.77          | Corporate Debt Securities |
| GENERAL MILLS INC              SR GLBL NT3.2%27 | 2027-02-10      | 3.2000%  | 0.0000% | $21000.00          | $20998.53          | Corporate Debt Securities |
| LEIDOS INC                     SR GLBL NT 32    | 2032-07-01      | 7.1250%  | 0.0000% | $64000.00          | $73577.84          | Corporate Debt Securities |
| KILROY RLTY L P                SR GLBL NT2.5%32 | 2032-11-15      | 2.5000%  | 0.0000% | $1076000.00        | $904090.47         | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT 26    | 2026-06-15      | 4.1250%  | 0.0000% | $11000.00          | $11197.64          | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 4.05%30  | 2030-07-01      | 4.0500%  | 0.0000% | $2979000.00        | $2991325.61        | Corporate Debt Securities |
| CHEVRON PHILLIPS CHEM CO LLC   SR 144A NT3.7%28 | 2028-06-01      | 3.7000%  | 0.0000% | $30000.00          | $30252.05          | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34    | 2034-04-05      | 5.7500%  | 0.0000% | $220000.00         | $234248.36         | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52 | 2052-02-28      | 3.9000%  | 0.0000% | $31000.00          | $23951.53          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 31    | 2031-08-23      | 2.0500%  | 0.0000% | $24000.00          | $21368.63          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 35    | 2035-06-15      | 5.8750%  | 0.0000% | $62000.00          | $70154.90          | Corporate Debt Securities |
| FLOWERS FOODS INC              CR SEN SR GLBL26 | 2026-10-01      | 3.5000%  | 0.0000% | $183000.00         | $182842.93         | Corporate Debt Securities |
| FIVE CORNERS FDG TR III        SR 144A NT 33    | 2033-02-15      | 5.7910%  | 0.0000% | $400000.00         | $428843.48         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL BD5.6%42 | 2042-06-15      | 5.6000%  | 0.0000% | $6000.00           | $6235.41           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 36 | 2036-01-24      | 6.0200%  | 0.0000% | $205000.00         | $220476.59         | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $5000.00           | $5103.29           | Corporate Debt Securities |
| CHENIERE CORPUS CHRISTI HLDGS  1LIEN GLBL NT 29 | 2029-11-15      | 3.7000%  | 0.0000% | $100000.00         | $97997.61          | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33 | 2033-01-15      | 4.9000%  | 0.0000% | $8902000.00        | $9035099.74        | Corporate Debt Securities |

### Security 639: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.600000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CWYD3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CWYD3
- **C.18 - Value (incl. sponsor support):** $350064165.50
- **C.18.a - Value (excl. sponsor support):** $350064165.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 5.7735%  | 0.0000% | $6800000.00        | $694042.38         | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $975607.65         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SEASONED 2025-1    A-1    20350525 3.0 | 2035-05-25      | 3.0000%  | 0.0000% | $24000.00          | $21239.44          | Private Label Collateralized Mortgage Obligations |
| HOMEWARD OPTU FD TR 2025-RRTL1 M2     20400325 FLT | 2040-03-25      | 8.0890%  | 0.0000% | $8000000.00        | $8130200.66        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS CORP TR 2018-RIVR  G      20350716 FLT | 2035-07-16      | 6.8560%  | 0.0000% | $995000.00         | $3219.60           | Private Label Collateralized Mortgage Obligations |
| HALSEYPOINT CLO IV LTD 2021-04 E      20340420 FLT | 2034-04-20      | 10.8561% | 0.0000% | $2000000.00        | $1962281.44        | Asset-Backed Securities                           |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.3734%  | 0.0000% | $7750000.00        | $7765402.66        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8226%  | 0.0000% | $3850000.00        | $3692161.33        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE27        E      20481013 3.2 | 2048-10-13      | 3.2500%  | 0.0000% | $1450000.00        | $1086684.38        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   B      20381215 FLT | 2038-12-15      | 5.5223%  | 0.0000% | $11177000.00       | $10444843.69       | Private Label Collateralized Mortgage Obligations |
| SCULPTOR CLO LTD 2021-29R      E-R    20380722 FLT | 2038-07-22      | 10.8874% | 0.0000% | $3640000.00        | $3633447.18        | Asset-Backed Securities                           |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $2080000.00        | $1586372.25        | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           A      20380812 FLT | 2038-08-12      | 2.7865%  | 0.0000% | $1270000.00        | $1044026.18        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.2992%  | 0.0000% | $500000.00         | $492567.91         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $2000000.00        | $1513881.00        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-3    20640125 FLT | 2064-01-25      | 7.8820%  | 0.0000% | $1090000.00        | $803213.93         | Private Label Collateralized Mortgage Obligations |
| PRPM LLC 2024-RCF2             M-2    20540325 FLT | 2054-03-25      | 3.7500%  | 0.0000% | $4316000.00        | $4079550.10        | Asset-Backed Securities                           |
| PMT LOAN TRUST 2025-INV10      B-6    20561025 FLT | 2056-10-25      | 6.7832%  | 0.0000% | $2130453.00        | $1140521.57        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMERICA FIN TR 2021-3 D      20541019 3.4 | 2054-10-19      | 3.4690%  | 0.0000% | $100000.00         | $92464.27          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1768958.81        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       D      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $1570000.00        | $169325.85         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5236%  | 0.0000% | $57193357.00       | $34084956.83       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.4980%  | 0.0000% | $8469000.00        | $7605607.56        | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.7137%  | 0.0000% | $3700000.00        | $2496202.35        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1844465.58        | Private Label Collateralized Mortgage Obligations |
| CHNGE MTG TR 2023-4            B-1    20580925 FLT | 2058-09-25      | 8.3974%  | 0.0000% | $1000000.00        | $1017076.84        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO LTD 22-15R         E-R    20350423 FLT | 2035-04-23      | 9.8574%  | 0.0000% | $2880000.00        | $2890947.36        | Asset-Backed Securities                           |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.4235%  | 0.0000% | $8181000.00        | $63207.60          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT | 2033-07-08      | 6.8470%  | 0.0000% | $3000000.00        | $1153182.96        | Private Label Collateralized Mortgage Obligations |
| GS MTG SEC CORP TR 2018-LAUA   D      20321115 FLT | 2032-11-15      | 6.2560%  | 0.0000% | $4540000.00        | $4500721.28        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.8388%  | 0.0000% | $2886000.00        | $2443524.52        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.2997%  | 0.0000% | $2000000.00        | $1829683.47        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.4258%  | 0.0000% | $8927000.00        | $8400381.84        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      B-6    20521025 FLT | 2052-10-25      | 2.2082%  | 0.0000% | $1753173.00        | $279831.64         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH E      20380615 FLT | 2038-06-15      | 6.1635%  | 0.0000% | $1000000.00        | $850403.89         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 5.8718%  | 0.0000% | $2000000.00        | $1834241.18        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.8569%  | 0.0000% | $3290000.00        | $3069397.83        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $4500000.00        | $758811.38         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 10.1560% | 0.0000% | $8363000.00        | $5678581.07        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  E      20340615 FLT | 2034-06-15      | 6.1060%  | 0.0000% | $5000000.00        | $4061024.74        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $537616.01         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 4.0332%  | 0.0000% | $4021000.00        | $3712267.23        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $7189999.00        | $5787400.78        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.1735%  | 0.0000% | $4000000.00        | $168878.00         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           E      20360616 FLT | 2036-06-16      | 7.2235%  | 0.0000% | $7372000.00        | $6815660.81        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 D      20390118 FLT | 2039-01-18      | 6.3990%  | 0.0000% | $14442000.00       | $14430240.40       | Private Label Collateralized Mortgage Obligations |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $247447.50         | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1109473.08        | Asset-Backed Securities                           |
| BX TRUST 2021-LBA              G-JV   20360215 FLT | 2036-02-15      | 7.0735%  | 0.0000% | $799425.00         | $799468.28         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.8340%  | 0.0000% | $1158000.00        | $611527.67         | Private Label Collateralized Mortgage Obligations |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $2015211.18        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2680%  | 0.0000% | $10505000.00       | $10634357.81       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-5 B-2    20690625 FLT | 2069-06-25      | 7.7753%  | 0.0000% | $1807000.00        | $1831030.39        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-1    20650525 FLT | 2065-05-25      | 7.1930%  | 0.0000% | $18852000.00       | $18187518.84       | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.2116%  | 0.0000% | $215000.00         | $12703.32          | Private Label Collateralized Mortgage Obligations |
| MULTIFAMILY CONNECT TR 2024-01 B-1    20540727 FLT | 2054-07-27      | 10.8218% | 0.0000% | $9565093.00        | $10506382.48       | Private Label Collateralized Mortgage Obligations |
| RFR TRUST 2025-SGRM            E      20410313 7.5 | 2041-03-13      | 7.5128%  | 0.0000% | $6892000.00        | $7093401.98        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   D      20480218 3.7 | 2048-02-18      | 3.7680%  | 0.0000% | $14008000.00       | $7450098.77        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-INV2         B-1    20680825 FLT | 2068-08-25      | 8.0252%  | 0.0000% | $476000.00         | $482401.96         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.6979%  | 0.0000% | $286000.00         | $197648.72         | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FUND MTG TR 2020-NQM1 B-2    20551025 FLT | 2055-10-25      | 5.6953%  | 0.0000% | $742000.00         | $746894.36         | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     D      20421113 FLT | 2042-11-13      | 6.8064%  | 0.0000% | $3500000.00        | $3589102.22        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2020-RPL1      B-3    20591125 FLT | 2059-11-25      | 3.8349%  | 0.0000% | $2199350.00        | $1771344.02        | Asset-Backed Securities                           |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83016.20          | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1500000.00        | $1139766.23        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV1                 B-2    20700325 FLT | 2070-03-25      | 7.3075%  | 0.0000% | $1662000.00        | $1657526.54        | Private Label Collateralized Mortgage Obligations |
| CIP COMMERCIAL MORTGAGE 2025-S E      20371015 FLT | 2037-10-15      | 7.7090%  | 0.0000% | $8500000.00        | $8528974.72        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 E      20340615 FLT | 2034-06-15      | 7.5403%  | 0.0000% | $6420000.00        | $3644022.37        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $761128.62         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            F      20351015 FLT | 2035-10-15      | 8.2735%  | 0.0000% | $1000000.00        | $7608.83           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  D      20500415 FLT | 2050-04-15      | 4.8431%  | 0.0000% | $7203000.00        | $6761184.91        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-NXS6  D      20491118 3.0 | 2049-11-18      | 3.0590%  | 0.0000% | $5597102.00        | $4772851.77        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 12.9590% | 0.0000% | $4000000.00        | $4017698.56        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2016-SS1     B      20351217 3.7 | 2035-12-17      | 3.7960%  | 0.0000% | $4400000.00        | $3840526.80        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $4500000.00        | $3499080.77        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2025-180W          E      20420812 FLT | 2042-08-12      | 7.6090%  | 0.0000% | $1786000.00        | $1807810.13        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-8   B-6    20560625 FLT | 2056-06-25      | 6.5699%  | 0.0000% | $700000.00         | $391084.69         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       B-2    20681226 FLT | 2068-12-26      | 8.1192%  | 0.0000% | $5310000.00        | $4893268.14        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2013-HYB1           B-5    20430425 FLT | 2043-04-25      | 5.9016%  | 0.0000% | $1370000.00        | $1346852.74        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65C    20520517 4.1 | 2052-05-17      | 4.1226%  | 0.0000% | $240000.00         | $31928.39          | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $478938.91         | Private Label Collateralized Mortgage Obligations |
| BXP TRUST 2017-CC              D      20370813 FLT | 2037-08-13      | 3.6699%  | 0.0000% | $7523000.00        | $6315666.92        | Private Label Collateralized Mortgage Obligations |
| REDWOOD FDG TRUST 2025-3       A      20561228 FLT | 2056-12-28      | 6.2310%  | 0.0000% | $58000000.00       | $56251552.57       | Private Label Collateralized Mortgage Obligations |
| REPUBLIC FIN ISSUANC TR 2024-A A      20320820 5.9 | 2032-08-20      | 5.9100%  | 0.0000% | $1454000.00        | $1471865.78        | Asset-Backed Securities                           |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 6.0160%  | 0.0000% | $10000000.00       | $3920311.11        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3448%  | 0.0000% | $4707650.00        | $3199060.66        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 7.7235%  | 0.0000% | $5000000.00        | $101495.17         | Private Label Collateralized Mortgage Obligations |
| SYCA COMMERCIALTR 2025-WAG     G      20421113 FLT | 2042-11-13      | 10.4472% | 0.0000% | $2000000.00        | $1936208.72        | Private Label Collateralized Mortgage Obligations |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $181890.79         | Asset-Backed Securities                           |
| MSBAM COMM MTG 2012-CKSV       A-2    20301018 3.2 | 2030-10-18      | 3.2770%  | 0.0000% | $15000000.00       | $11595863.72       | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  F      20361215 2.7 | 2036-12-15      | 2.7175%  | 0.0000% | $4608000.00        | $2810594.95        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       D      20470612 FLT | 2047-06-12      | 4.7242%  | 0.0000% | $12884000.00       | $1720569.96        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ8    B-6    20560225 FLT | 2056-02-25      | 6.5626%  | 0.0000% | $432451.00         | $219678.17         | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 7.7135%  | 0.0000% | $3880000.00        | $2455898.81        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-12       B-5    20520225 FLT | 2052-02-25      | 3.1584%  | 0.0000% | $6587000.00        | $5002966.72        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  B      20490617 3.9 | 2049-06-17      | 3.9901%  | 0.0000% | $4500000.00        | $4076075.59        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-6    20520925 FLT | 2052-09-25      | 3.0505%  | 0.0000% | $2659000.00        | $1141014.02        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              C      20390913 FLT | 2039-09-13      | 3.8648%  | 0.0000% | $6495000.00        | $6042984.40        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $630000.00         | $362658.68         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11330036.14       | Private Label Collateralized Mortgage Obligations |

### Security 640: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CYFF5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1CYFF5
- **C.18 - Value (incl. sponsor support):** $39999483.60
- **C.18.a - Value (excl. sponsor support):** $39999483.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| WESTPAC NZ LIMITED             FR 4.902%021528  | 2028-02-15      | 4.9020%  | 0.0000% | $500000.00         | $516867.58         | Corporate Debt Securities |
| ORANGE S A                     SR GLBL NT5.5%44 | 2044-02-06      | 5.5000%  | 0.0000% | $30000.00          | $30399.63          | Corporate Debt Securities |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30 | 2030-09-01      | 2.5000%  | 0.0000% | $7000.00           | $6425.94           | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 34    | 2034-02-22      | 5.4410%  | 0.0000% | $490000.00         | $523491.17         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 3.3%41   | 2041-06-15      | 3.3000%  | 0.0000% | $133000.00         | $105896.15         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-05-01      | 2.5610%  | 0.0000% | $3000.00           | $2738.07           | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.192%041731  | 2031-04-17      | 5.1920%  | 0.0000% | $3475000.00        | $3619362.31        | Corporate Debt Securities |
| SIEMENS FIN NV                 SR GLBL REGS 31  | 2031-03-11      | 2.1500%  | 0.0000% | $35763000.00       | $32712366.43       | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT 35    | 2035-11-15      | 5.3500%  | 0.0000% | $1000.00           | $1007.64           | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -C BD 55 | 2055-05-15      | 5.8500%  | 0.0000% | $67000.00          | $70756.86          | Corporate Debt Securities |
| CAIXABANK S A                  FR 4.885%070331  | 2031-07-03      | 4.8850%  | 0.0000% | $3850000.00        | $3998477.92        | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 4.65%30  | 2030-05-19      | 4.6500%  | 0.0000% | $434000.00         | $445267.73         | Corporate Debt Securities |

### Security 641: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZMP2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1CZMP2
- **C.18 - Value (incl. sponsor support):** $2013708000.00
- **C.18.a - Value (excl. sponsor support):** $2013708000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $480460800.00      | $478155945.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $29533800.00       | $29966576.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $500000000.00      | $489945461.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $500000000.00      | $489928538.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $112206700.00      | $112150771.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $500000000.00      | $495329418.48      | U.S. Treasuries (including strips) |

### Security 642: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZNP1, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP1CZNP1
- **C.18 - Value (incl. sponsor support):** $949985731.00
- **C.18.a - Value (excl. sponsor support):** $949985731.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| PHILIP MORRIS INTL INC         SR GLBL NT 29    | 2029-11-17      | 5.6250%  | 0.0000% | $163000.00         | $172129.43         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 27    | 2027-11-17      | 5.1250%  | 0.0000% | $420000.00         | $429469.31         | Corporate Debt Securities |
| RALPH LAUREN CORP              SR GLBL NT 30    | 2030-06-15      | 2.9500%  | 0.0000% | $2000.00           | $1930.29           | Corporate Debt Securities |
| PUBLIC SVC CO OKLA             SR GLBL -M NT 35 | 2035-01-15      | 5.2000%  | 0.0000% | $205000.00         | $212669.28         | Corporate Debt Securities |
| PARTNERRE FINANCE B LLC        SR GLBL NT3.7%29 | 2029-07-02      | 3.7000%  | 0.0000% | $1540000.00        | $1532169.96        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50 | 2050-07-01      | 4.9500%  | 0.0000% | $1000.00           | $885.35            | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 53    | 2053-02-06      | 5.5500%  | 0.0000% | $290000.00         | $259844.83         | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT4.1%29 | 2029-03-15      | 4.1000%  | 0.0000% | $20000.00          | $20252.08          | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT 32    | 2032-07-15      | 4.6500%  | 0.0000% | $5000.00           | $5193.10           | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 32    | 2032-11-01      | 5.6500%  | 0.0000% | $121000.00         | $128038.27         | Corporate Debt Securities |
| MARTIN MARIETTA MATLS INC      SR GLBL NT 27    | 2027-06-01      | 3.4500%  | 0.0000% | $7184000.00        | $7254636.68        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%070127    | 2027-07-01      | 3.5000%  | 0.0000% | $242000.00         | $243812.98         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%101537    | 2037-10-15      | 6.3000%  | 0.0000% | $18000.00          | $20324.07          | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 34    | 2034-03-15      | 6.7500%  | 0.0000% | $240000.00         | $269632.20         | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 5.05%29  | 2029-03-15      | 5.0500%  | 0.0000% | $815000.00         | $840843.88         | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT 44    | 2044-09-15      | 4.7500%  | 0.0000% | $1000000.00        | $878731.94         | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL 55    | 2055-04-01      | 6.6250%  | 0.0000% | $1488000.00        | $1517030.26        | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $2347000.00        | $2500699.16        | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34 | 2034-10-15      | 4.9000%  | 0.0000% | $2690000.00        | $2720000.97        | Corporate Debt Securities |
| REPUBLIC SVCS INC              GLBL NT 4.875%29 | 2029-04-01      | 4.8750%  | 0.0000% | $243000.00         | $251631.06         | Corporate Debt Securities |
| ROSS STORES INC                SR GLBL NT 31    | 2031-04-15      | 1.8750%  | 0.0000% | $2341000.00        | $2069606.89        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.572%021131  | 2031-02-11      | 2.5720%  | 0.0000% | $8845000.00        | $8355557.99        | Corporate Debt Securities |
| WESTPAC BKG CORP               VR 030625-030628 | 2028-03-06      | 4.6634%  | 0.0000% | $2097000.00        | $2122380.40        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      SR NT 5.85%36    | 2036-03-15      | 5.8500%  | 0.0000% | $253000.00         | $269539.24         | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 2%31  | 2031-10-15      | 2.0000%  | 0.0000% | $301000.00         | $270192.32         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 32    | 2032-03-15      | 2.3550%  | 0.0000% | $13295000.00       | $11821188.31       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 56    | 2056-10-30      | 2.9870%  | 0.0000% | $84000.00          | $51676.23          | Corporate Debt Securities |
| VAR ENERGI ASA                 SR 144A NT 8%32  | 2032-11-15      | 8.0000%  | 0.0000% | $6732000.00        | $7823653.64        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT3.5%51 | 2051-10-15      | 3.5000%  | 0.0000% | $274000.00         | $196008.79         | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          SR GLBL NT4.3%30 | 2030-01-15      | 4.3000%  | 0.0000% | $74000.00          | $75584.79          | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 31 | 2031-03-03      | 2.2000%  | 0.0000% | $6583000.00        | $5959092.52        | Corporate Debt Securities |
| METLIFE INC                    SR NT 5.7%35     | 2035-06-15      | 5.7000%  | 0.0000% | $93000.00          | $102296.12         | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT 35    | 2035-05-30      | 5.2500%  | 0.0000% | $494000.00         | $528386.52         | Corporate Debt Securities |
| EXPAND ENERGY CORPORATION      SR GLBL NT 30    | 2030-03-15      | 5.3750%  | 0.0000% | $1250000.00        | $1281324.13        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 52    | 2052-03-14      | 4.9500%  | 0.0000% | $43507000.00       | $37598096.80       | Corporate Debt Securities |
| MCKESSON CORP                  GLBL NT 4.25%29  | 2029-09-15      | 4.2500%  | 0.0000% | $2712000.00        | $2758722.49        | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 51    | 2051-01-15      | 4.0000%  | 0.0000% | $100000.00         | $101193.78         | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT3.5%50 | 2050-11-15      | 3.5000%  | 0.0000% | $202000.00         | $145056.99         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 4%28  | 2028-03-15      | 4.0000%  | 0.0000% | $3000.00           | $3017.31           | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 32    | 2032-01-15      | 2.2500%  | 0.0000% | $1062000.00        | $947667.73         | Corporate Debt Securities |
| MARKEL GROUP INC               GLBL NT 6%54     | 2054-05-16      | 6.0000%  | 0.0000% | $3051000.00        | $3157052.76        | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.734%31   | 2031-07-18      | 4.7340%  | 0.0000% | $13402000.00       | $13874561.22       | Corporate Debt Securities |
| GUARDIAN LIFE GLOBAL FDG MTN   FR 5.737%100228  | 2028-10-02      | 5.7370%  | 0.0000% | $3040000.00        | $3208307.24        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT5.3%31 | 2031-01-15      | 5.3000%  | 0.0000% | $74000.00          | $78218.78          | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL NT 29    | 2029-05-15      | 6.3750%  | 0.0000% | $54000.00          | $58266.11          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        VR 040524-040527 | 2027-04-05      | 4.8131%  | 0.0000% | $66000.00          | $66746.49          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 34    | 2034-03-15      | 5.1500%  | 0.0000% | $515000.00         | $531733.92         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $6589000.00        | $7178342.12        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT30 | 2030-01-25      | 5.9000%  | 0.0000% | $340000.00         | $364360.43         | Corporate Debt Securities |
| NETFLIX INC.                   SR GLBL NT4.9%34 | 2034-08-15      | 4.9000%  | 0.0000% | $31000.00          | $32567.03          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $399000.00         | $420140.68         | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT2.9%30 | 2030-05-15      | 2.9000%  | 0.0000% | $385000.00         | $357094.13         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT4.8%29 | 2029-11-15      | 4.8000%  | 0.0000% | $396000.00         | $409021.80         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31    | 2031-05-24      | 2.7500%  | 0.0000% | $736000.00         | $674371.45         | Corporate Debt Securities |
| KINROSS GOLD CORP              SR GLBL NT 33    | 2033-07-15      | 6.2500%  | 0.0000% | $1967000.00        | $2202863.52        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.125%030130  | 2030-03-01      | 2.1250%  | 0.0000% | $93000.00          | $86396.57          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $3510000.00        | $3785109.90        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $3978000.00        | $3193049.99        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT FXD/FLT 37 | 2037-12-28      | 5.2226%  | 0.0000% | $300000.00         | $257058.00         | Corporate Debt Securities |
| OTIS WORLDWIDE CORP            GLBL NT 2.565%30 | 2030-02-15      | 2.5650%  | 0.0000% | $2879000.00        | $2719989.23        | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.3%47 | 2047-07-15      | 4.3000%  | 0.0000% | $3897000.00        | $3271867.07        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.7%34 | 2034-09-27      | 4.7000%  | 0.0000% | $7724000.00        | $7405724.00        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 29    | 2029-11-09      | 6.1500%  | 0.0000% | $2641000.00        | $2783391.72        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $55000.00          | $55401.87          | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 35    | 2035-03-15      | 4.1250%  | 0.0000% | $790000.00         | $744270.52         | Corporate Debt Securities |
| SEMPRA                         3.4%28           | 2028-02-01      | 3.4000%  | 0.0000% | $65000.00          | $64753.00          | Corporate Debt Securities |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT 28    | 2028-06-11      | 2.8750%  | 0.0000% | $7000.00           | $6692.19           | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 33    | 2033-02-15      | 5.3750%  | 0.0000% | $4000.00           | $4259.39           | Corporate Debt Securities |
| OTIS WORLDWIDE CORP            GLBL NT 5.125%31 | 2031-11-19      | 5.1250%  | 0.0000% | $42000.00          | $43807.31          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 40    | 2040-07-15      | 5.3750%  | 0.0000% | $150000.00         | $143020.15         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 6%35  | 2035-06-15      | 6.0000%  | 0.0000% | $682000.00         | $739128.87         | Corporate Debt Securities |
| PAYPAL HLDGS INC               SR GLBL NT 29    | 2029-10-01      | 2.8500%  | 0.0000% | $267000.00         | $257033.56         | Corporate Debt Securities |
| PARKER-HANNIFIN CORP           SR GLBL NT 29    | 2029-06-14      | 3.2500%  | 0.0000% | $1634000.00        | $1619940.34        | Corporate Debt Securities |
| PAYCHEX INC                    SR GLBL NT5.1%30 | 2030-04-15      | 5.1000%  | 0.0000% | $84000.00          | $86946.86          | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 27    | 2027-03-15      | 5.1500%  | 0.0000% | $63000.00          | $64235.62          | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 49    | 2049-01-25      | 5.5760%  | 0.0000% | $10000.00          | $9962.51           | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 33    | 2033-01-15      | 4.7500%  | 0.0000% | $308000.00         | $314250.60         | Corporate Debt Securities |
| SYNCHRONY FINANCIAL            SR GLBL NT 31    | 2031-10-28      | 2.8750%  | 0.0000% | $21000.00          | $18858.96          | Corporate Debt Securities |
| VERISK ANALYTICS INC           SR GLBL NT4.5%30 | 2030-08-15      | 4.5000%  | 0.0000% | $128000.00         | $130638.72         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46    | 2046-08-21      | 4.8620%  | 0.0000% | $97000.00          | $89144.98          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 28 | 2028-02-24      | 5.1459%  | 0.0000% | $94000.00          | $94589.51          | Corporate Debt Securities |
| TRUIST BK                      SR NT 4.136%29   | 2029-10-23      | 4.1360%  | 0.0000% | $1149000.00        | $1153333.01        | Corporate Debt Securities |
| 3M CO                          SR GLBL NT 35    | 2035-03-15      | 5.1500%  | 0.0000% | $718000.00         | $751762.55         | Corporate Debt Securities |
| SYSCO CORP                     CR SEN SR GLBL30 | 2030-04-01      | 5.9500%  | 0.0000% | $751000.00         | $804411.75         | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT5.2%34 | 2034-01-31      | 5.2000%  | 0.0000% | $210000.00         | $223793.73         | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT5.7%35 | 2035-03-01      | 5.7000%  | 0.0000% | $629000.00         | $662340.15         | Corporate Debt Securities |
| STORE CAP LLC                  SR GLBL 144A 30  | 2030-04-30      | 5.4000%  | 0.0000% | $741000.00         | $760325.28         | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT4.5%28 | 2028-05-15      | 4.5000%  | 0.0000% | $39000.00          | $39472.88          | Corporate Debt Securities |
| MARVELL TECHNOLOGY INC         SR GLBL NT 33    | 2033-09-15      | 5.9500%  | 0.0000% | $2562000.00        | $2779552.94        | Corporate Debt Securities |
| MOODYS CORP                    SR GLBL NT 32    | 2032-08-08      | 4.2500%  | 0.0000% | $530000.00         | $531672.74         | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL 2020A 30 | 2030-04-30      | 3.7000%  | 0.0000% | $121000.00         | $118853.19         | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 5.9%28   | 2028-11-15      | 5.9000%  | 0.0000% | $804000.00         | $845326.05         | Corporate Debt Securities |
| SOCIETE GENERALE               SUB COCO 55      | 2055-01-19      | 7.1320%  | 0.0000% | $3921000.00        | $4281129.47        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.2%051734    | 2034-05-17      | 5.2000%  | 0.0000% | $20000.00          | $20974.98          | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR NT 6.875%28   | 2028-11-15      | 6.8750%  | 0.0000% | $7870000.00        | $8501509.57        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.95%081433   | 2033-08-14      | 4.9500%  | 0.0000% | $6000.00           | $6311.94           | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34    | 2034-10-01      | 5.5840%  | 0.0000% | $39000.00          | $39866.24          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.6%051530    | 2030-05-15      | 4.6000%  | 0.0000% | $1000.00           | $1022.12           | Corporate Debt Securities |
| SIGNATURE BK NEW YORK N Y      LW TIER II 30    | 2030-10-15      | 9.3323%  | 0.0000% | $9777000.00        | $6423842.15        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-10-21      | 4.9390%  | 0.0000% | $1500000.00        | $1516239.29        | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 54 | 2054-10-01      | 6.8750%  | 0.0000% | $40000.00          | $41479.42          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | 0.0000% | $2219000.00        | $2271856.58        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 6.1861%  | 0.0000% | $10148000.00       | $8361967.77        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       GLBL -R NT5.2%29 | 2029-01-15      | 5.2000%  | 0.0000% | $68000.00          | $71612.92          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 3.194%072330  | 2030-07-23      | 3.1940%  | 0.0000% | $9318000.00        | $9130431.25        | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $1359000.00        | $1275625.73        | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.6%30 | 2030-02-15      | 5.6000%  | 0.0000% | $689000.00         | $703801.25         | Corporate Debt Securities |
| AT&T INC                       NT 5.35%40       | 2040-09-01      | 5.3500%  | 0.0000% | $360000.00         | $363862.50         | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $19697000.00       | $18306024.12       | Corporate Debt Securities |
| BANK AMERICA CORP              VR 012425-012431 | 2031-01-24      | 5.0507%  | 0.0000% | $35000.00          | $35159.88          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 1.734%072227  | 2027-07-22      | 1.7340%  | 0.0000% | $795000.00         | $787287.70         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 32    | 2032-07-23      | 5.7180%  | 0.0000% | $937000.00         | $1002275.32        | Corporate Debt Securities |
| DEUTSCHE TELEKOM INTL FIN B V  CR SEN SR GLBL30 | 2030-06-15      | 8.7500%  | 0.0000% | $7042000.00        | $8560734.45        | Corporate Debt Securities |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.7%34 | 2034-09-10      | 4.7000%  | 0.0000% | $55000.00          | $55950.58          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%32  | 2032-09-15      | 5.0000%  | 0.0000% | $35000.00          | $36402.99          | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 31    | 2031-03-15      | 2.3750%  | 0.0000% | $1007000.00        | $906144.89         | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT 50    | 2050-04-24      | 3.1250%  | 0.0000% | $515000.00         | $348722.67         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 29 | 2029-03-04      | 5.0384%  | 0.0000% | $21000.00          | $21265.14          | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.3%54 | 2054-02-26      | 5.3000%  | 0.0000% | $10863000.00       | $10826331.34       | Corporate Debt Securities |
| WASTE MGMT INC DEL             SR GLBL NT1.5%31 | 2031-03-15      | 1.5000%  | 0.0000% | $6652000.00        | $5847850.81        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 50    | 2050-11-20      | 2.8750%  | 0.0000% | $2506000.00        | $1598023.30        | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%40 | 2040-06-21      | 6.2000%  | 0.0000% | $162000.00         | $171627.48         | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT 37    | 2037-06-15      | 6.6250%  | 0.0000% | $9479000.00        | $10877309.17       | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.95%30  | 2030-02-15      | 4.9500%  | 0.0000% | $616000.00         | $632639.70         | Corporate Debt Securities |
| VERISK ANALYTICS INC           GLBL NT 5.25%34  | 2034-06-05      | 5.2500%  | 0.0000% | $15643000.00       | $16533386.52       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 3.875%020829  | 2029-02-08      | 3.8750%  | 0.0000% | $526000.00         | $530123.99         | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT7.5%32 | 2032-04-15      | 7.5000%  | 0.0000% | $505000.00         | $588753.41         | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 6%54  | 2054-06-15      | 6.0000%  | 0.0000% | $1000000.00        | $1024826.67        | Corporate Debt Securities |
| SK HYNIX INC                   SR REGS BD 28    | 2028-09-11      | 4.2500%  | 0.0000% | $700000.00         | $707301.19         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 49    | 2049-04-15      | 5.0120%  | 0.0000% | $955000.00         | $880774.11         | Corporate Debt Securities |
| XCEL ENERGY INC                GLBL NT 4.6%32   | 2032-06-01      | 4.6000%  | 0.0000% | $251000.00         | $256566.34         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 32    | 2032-08-15      | 4.6500%  | 0.0000% | $25000.00          | $25513.10          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.6%35 | 2035-03-15      | 5.6000%  | 0.0000% | $3000.00           | $3173.81           | Corporate Debt Securities |
| WESTLAKE CORPORATION           SR GLBL NT 51    | 2051-08-15      | 3.1250%  | 0.0000% | $3100000.00        | $1943548.01        | Corporate Debt Securities |
| WORKDAY INC                    SR GLBL NT3.7%29 | 2029-04-01      | 3.7000%  | 0.0000% | $80000.00          | $79461.47          | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT 33    | 2033-08-15      | 5.4500%  | 0.0000% | $14000.00          | $14794.40          | Corporate Debt Securities |
| VERISIGN INC                   SR GLBL NT 27    | 2027-07-15      | 4.7500%  | 0.0000% | $1550000.00        | $1577200.35        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT2.6%31 | 2031-03-15      | 2.6000%  | 0.0000% | $15000.00          | $13803.78          | Corporate Debt Securities |
| WASTE CONNECTIONS INC          SR GLBL NT 5%34  | 2034-03-01      | 5.0000%  | 0.0000% | $812000.00         | $842249.71         | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27  | 2027-10-31      | 13.0000% | 0.0000% | $1057711.00        | $1311297.21        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL 144A 31  | 2031-02-01      | 7.3750%  | 0.0000% | $1000000.00        | $1064858.75        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.8%34 | 2034-03-01      | 5.8000%  | 0.0000% | $167000.00         | $178387.17         | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.1%33 | 2033-05-01      | 5.1000%  | 0.0000% | $5000.00           | $5095.48           | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50  | 2050-10-01      | 2.9500%  | 0.0000% | $5000000.00        | $2860754.17        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 4.9%35     | 2035-03-15      | 4.9000%  | 0.0000% | $2199000.00        | $2183554.47        | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 29  | 2029-04-30      | 4.2500%  | 0.0000% | $2917000.00        | $2851850.43        | Corporate Debt Securities |
| ENBRIDGE INC                   SR GLBL NT 29    | 2029-11-15      | 3.1250%  | 0.0000% | $1116000.00        | $1071492.21        | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT3.2%29 | 2029-11-18      | 3.2000%  | 0.0000% | $157000.00         | $151038.54         | Corporate Debt Securities |
| ENTERGY CORP NEW               JR SB GLBL 56    | 2056-06-15      | 6.1000%  | 0.0000% | $1975000.00        | $1992021.21        | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 30    | 2030-07-15      | 2.1500%  | 0.0000% | $2243000.00        | $2055828.50        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 5.45%34  | 2034-06-15      | 5.4500%  | 0.0000% | $1391000.00        | $1494068.08        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 46    | 2046-09-01      | 3.7500%  | 0.0000% | $36000.00          | $28205.73          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -B 66 | 2066-10-01      | 6.3144%  | 0.0000% | $53000.00          | $47187.13          | Corporate Debt Securities |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55 | 2055-03-28      | 6.7000%  | 0.0000% | $3000.00           | $3161.00           | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 55    | 2055-09-30      | 5.7500%  | 0.0000% | $500000.00         | $499381.94         | Corporate Debt Securities |
| DOMINION ENERGY INC            SR -B NT 7%38    | 2038-06-15      | 7.0000%  | 0.0000% | $800000.00         | $950971.56         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 29    | 2029-08-15      | 3.2500%  | 0.0000% | $422000.00         | $411833.43         | Corporate Debt Securities |
| CANADIAN NAT RES LTD MED TERM  GLBL NT 5%29     | 2029-12-15      | 5.0000%  | 0.0000% | $6386000.00        | $6680259.78        | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 2.722%30 | 2030-02-15      | 2.7220%  | 0.0000% | $198000.00         | $188166.91         | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 35  | 2035-02-20      | 5.7380%  | 0.0000% | $1750000.00        | $1883017.69        | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29 | 2029-03-21      | 5.2000%  | 0.0000% | $37000.00          | $38469.19          | Corporate Debt Securities |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34 | 2034-03-21      | 5.4000%  | 0.0000% | $260000.00         | $270849.80         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-01      | 2.7500%  | 0.0000% | $858000.00         | $863034.31         | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT5.4%34 | 2034-05-21      | 5.4000%  | 0.0000% | $369000.00         | $385298.73         | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT5.2%33 | 2033-11-15      | 5.2000%  | 0.0000% | $4000.00           | $4203.71           | Corporate Debt Securities |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31 | 2031-02-09      | 4.4000%  | 0.0000% | $210000.00         | $211854.07         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $3610000.00        | $3154350.31        | Corporate Debt Securities |
| CAMDEN PPTY TR                 SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $234000.00         | $221577.20         | Corporate Debt Securities |
| EVERSOURCE ENERGY              SR GLBL -P NT 50 | 2050-01-15      | 3.4500%  | 0.0000% | $2477000.00        | $1810379.44        | Corporate Debt Securities |
| FS KKR CAP CORP                SR GLBL NT 29    | 2029-08-15      | 6.8750%  | 0.0000% | $120000.00         | $123891.62         | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 46    | 2046-04-15      | 4.4500%  | 0.0000% | $380000.00         | $329264.41         | Corporate Debt Securities |
| ENSTAR GROUP LTD               SR GLBL NT 29    | 2029-06-01      | 4.9500%  | 0.0000% | $150000.00         | $155492.62         | Corporate Debt Securities |
| TYSON FOODS INC                4.35%29          | 2029-03-01      | 4.3500%  | 0.0000% | $4000.00           | $4056.45           | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT5.2%54 | 2054-06-01      | 5.2000%  | 0.0000% | $65000.00          | $63870.73          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL DEB 97   | 2097-10-01      | 5.2200%  | 0.0000% | $11000.00          | $9222.90           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 6%55  | 2055-08-03      | 6.0000%  | 0.0000% | $15000.00          | $14287.15          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.8%30 | 2030-11-01      | 5.8000%  | 0.0000% | $1073000.00        | $1138367.16        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 30    | 2030-07-15      | 2.6500%  | 0.0000% | $110000.00         | $104347.13         | Corporate Debt Securities |
| STRYKER CORPORATION            SR GLBL NT 34    | 2034-09-11      | 4.6250%  | 0.0000% | $307000.00         | $311160.57         | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.8%31 | 2031-09-01      | 4.8000%  | 0.0000% | $204000.00         | $211764.24         | Corporate Debt Securities |
| SPIRE INC                      JR SB -A NT 56   | 2056-06-01      | 6.2500%  | 0.0000% | $4820000.00        | $4802187.42        | Corporate Debt Securities |
| REGENERON PHARMACEUTICALS      SR GLBL NT 30    | 2030-09-15      | 1.7500%  | 0.0000% | $146000.00         | $131001.22         | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 53    | 2053-02-27      | 5.3750%  | 0.0000% | $90000.00          | $89601.91          | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT1.4%27 | 2027-09-15      | 1.4000%  | 0.0000% | $3000.00           | $2874.00           | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT 6.5%43     | 2043-01-20      | 6.5000%  | 0.0000% | $1838000.00        | $1986696.24        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30  | 2030-02-04      | 2.5500%  | 0.0000% | $8000.00           | $7521.08           | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 30    | 2030-07-01      | 2.2500%  | 0.0000% | $164000.00         | $152829.55         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28    | 2028-04-04      | 5.0500%  | 0.0000% | $156000.00         | $160069.26         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-07-15      | 5.3500%  | 0.0000% | $89000.00          | $92289.02          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%030127    | 2027-03-01      | 3.5000%  | 0.0000% | $334000.00         | $334961.36         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT35 | 2035-01-25      | 6.2500%  | 0.0000% | $16061000.00       | $17567749.33       | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2023A 28 | 2028-05-16      | 4.6500%  | 0.0000% | $199000.00         | $202627.77         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%27 | 2027-05-08      | 5.4000%  | 0.0000% | $81000.00          | $82592.46          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 6.3%030138    | 2038-03-01      | 6.3000%  | 0.0000% | $2226000.00        | $2529236.85        | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SR GLBL NT 32    | 2032-01-29      | 5.6310%  | 0.0000% | $1441000.00        | $1543993.43        | Corporate Debt Securities |
| FIDELITY NATL FINL INC         SR GLBL NT 31    | 2031-03-15      | 2.4500%  | 0.0000% | $1000000.00        | $898438.06         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-01-28      | 5.5360%  | 0.0000% | $10247000.00       | $10938809.13       | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT5.6%32 | 2032-10-15      | 5.6000%  | 0.0000% | $47000.00          | $49561.45          | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31    | 2031-06-01      | 5.2500%  | 0.0000% | $24000.00          | $25666.14          | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.4%44 | 2044-09-01      | 5.4000%  | 0.0000% | $710000.00         | $692157.70         | Corporate Debt Securities |
| GENUINE PARTS CO               SR GLBL NT 32    | 2032-02-01      | 2.7500%  | 0.0000% | $3000000.00        | $2692342.50        | Corporate Debt Securities |
| LENNAR CORP                    SR GLBL NT5.2%30 | 2030-07-30      | 5.2000%  | 0.0000% | $546000.00         | $578776.38         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $11000000.00       | $11653081.00       | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT4.2%27 | 2027-10-01      | 4.2000%  | 0.0000% | $313000.00         | $315331.85         | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     SUB GLBL DEB 55  | 2055-09-15      | 6.6500%  | 0.0000% | $14000.00          | $14607.67          | Corporate Debt Securities |
| PHILLIPS 66                    SR GLBL NT 42    | 2042-05-01      | 5.8750%  | 0.0000% | $2444000.00        | $2501424.83        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30    | 2030-01-23      | 4.1500%  | 0.0000% | $25000.00          | $24946.99          | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT 41    | 2041-10-01      | 3.0500%  | 0.0000% | $1042000.00        | $788032.47         | Corporate Debt Securities |
| JACKSON FINANCIAL INC          SR GLBL NT 32    | 2032-06-08      | 5.6700%  | 0.0000% | $25000.00          | $26641.62          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55 | 2055-03-01      | 5.9000%  | 0.0000% | $814000.00         | $815626.64         | Corporate Debt Securities |
| SOLVENTUM CORP                 SR GLBL NT5.4%29 | 2029-03-01      | 5.4000%  | 0.0000% | $5427000.00        | $5688038.70        | Corporate Debt Securities |
| REPUBLIC SVCS INC              GLBL NT 5%29     | 2029-11-15      | 5.0000%  | 0.0000% | $12000.00          | $12505.15          | Corporate Debt Securities |
| SOUTHWEST AIRLS CO             SR GLBL NT 27    | 2027-06-15      | 5.1250%  | 0.0000% | $176000.00         | $182104.54         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M -2010A BD 40  | 2040-03-15      | 5.5000%  | 0.0000% | $2575000.00        | $2597564.15        | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34    | 2034-04-03      | 5.4380%  | 0.0000% | $8310000.00        | $8704791.94        | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT2.2%32 | 2032-03-15      | 2.2000%  | 0.0000% | $121000.00         | $107166.20         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT 31    | 2031-02-15      | 1.7500%  | 0.0000% | $202000.00         | $178320.94         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT 32    | 2032-05-09      | 4.7500%  | 0.0000% | $30000.00          | $30421.71          | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT4.9%33 | 2033-05-01      | 4.9000%  | 0.0000% | $4000.00           | $4054.34           | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49 | 2049-10-01      | 4.5000%  | 0.0000% | $667000.00         | $436995.05         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 6.05%41    | 2041-06-01      | 6.0500%  | 0.0000% | $316000.00         | $331944.04         | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     LW TIER II 26    | 2026-07-21      | 3.7500%  | 0.0000% | $534000.00         | $539093.92         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT 34    | 2034-09-01      | 5.4500%  | 0.0000% | $835000.00         | $835376.45         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT3.6%51 | 2051-06-15      | 3.6000%  | 0.0000% | $460000.00         | $297863.80         | Corporate Debt Securities |
| BROWN FORMAN CORP              SR GLBL NT 33    | 2033-04-15      | 4.7500%  | 0.0000% | $20000.00          | $20512.67          | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34   | 2034-03-15      | 5.9000%  | 0.0000% | $435000.00         | $475226.14         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 36    | 2036-09-11      | 5.1970%  | 0.0000% | $1880000.00        | $1900314.91        | Corporate Debt Securities |
| COCA COLA CONS INC             SR GLBL NT 29    | 2029-06-01      | 5.2500%  | 0.0000% | $768000.00         | $816869.76         | Corporate Debt Securities |
| CARLISLE COS INC               SR GLBL NT 40    | 2040-09-15      | 5.5500%  | 0.0000% | $3721000.00        | $3841368.15        | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47 | 2047-06-22      | 4.7000%  | 0.0000% | $186000.00         | $143078.02         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT4.3%32 | 2032-11-15      | 4.3000%  | 0.0000% | $25000.00          | $24922.32          | Corporate Debt Securities |
| CONCENTRIX CORP                GLBL NT 6.85%33  | 2033-08-02      | 6.8500%  | 0.0000% | $915000.00         | $932478.53         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 34    | 2034-06-11      | 5.6500%  | 0.0000% | $193000.00         | $205463.89         | Corporate Debt Securities |
| BRIGHTHOUSE FINL INC           SR GLBL NT 51    | 2051-12-22      | 3.8500%  | 0.0000% | $430000.00         | $274754.23         | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 5.05%27  | 2027-07-12      | 5.0500%  | 0.0000% | $4000.00           | $4145.39           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 34    | 2034-04-15      | 3.4690%  | 0.0000% | $5493000.00        | $5092744.47        | Corporate Debt Securities |
| CHURCH & DWIGHT CO INC         SR GLBL NT5.6%32 | 2032-11-15      | 5.6000%  | 0.0000% | $1500000.00        | $1606893.33        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 2%32  | 2032-01-15      | 2.0000%  | 0.0000% | $31000.00          | $27335.77          | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 28  | 2028-03-17      | 2.2500%  | 0.0000% | $600000.00         | $576586.50         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $3494000.00        | $2478361.17        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 51    | 2051-06-15      | 4.6630%  | 0.0000% | $8000.00           | $7196.02           | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 6%34     | 2034-02-20      | 6.0000%  | 0.0000% | $1895000.00        | $2073572.17        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 28    | 2028-03-02      | 5.1500%  | 0.0000% | $18000.00          | $18652.73          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 3.125%50 | 2050-05-15      | 3.1250%  | 0.0000% | $257000.00         | $171595.94         | Corporate Debt Securities |
| ALTRIA GROUP INC               CR SEN SR GLBL39 | 2039-02-06      | 10.2000% | 0.0000% | $2540000.00        | $3684837.27        | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR GLBL NT 30    | 2030-05-07      | 4.8500%  | 0.0000% | $73000.00          | $75035.18          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 27    | 2027-07-15      | 3.5500%  | 0.0000% | $3000.00           | $3012.08           | Corporate Debt Securities |
| AUTODESK INC                   SR GLBL NT2.4%31 | 2031-12-15      | 2.4000%  | 0.0000% | $1000000.00        | $906006.67         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT4.2%52 | 2052-02-22      | 4.2000%  | 0.0000% | $1195000.00        | $982612.65         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT3.8%29 | 2029-08-15      | 3.8000%  | 0.0000% | $12000.00          | $11954.43          | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 27    | 2027-06-01      | 3.7500%  | 0.0000% | $22000.00          | $22298.04          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 27    | 2027-01-15      | 2.7500%  | 0.0000% | $56000.00          | $55767.58          | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 32    | 2032-03-15      | 4.0500%  | 0.0000% | $139000.00         | $136765.23         | Corporate Debt Securities |
| ARIZONA PUB SVC CO             4.25%49          | 2049-03-01      | 4.2500%  | 0.0000% | $683000.00         | $569991.39         | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 34    | 2034-04-05      | 5.2500%  | 0.0000% | $3000000.00        | $3171147.50        | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT2.4%31 | 2031-03-15      | 2.4000%  | 0.0000% | $5925000.00        | $5303921.75        | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 6.375%040830  | 2030-04-08      | 6.3750%  | 0.0000% | $2413000.00        | $2607087.64        | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR -A FL REGS 27 | 2027-01-08      | 5.5755%  | 0.0000% | $5000.00           | $5085.08           | Corporate Debt Securities |
| HORMEL FOODS CORP              SR GLBL NT1.8%30 | 2030-06-11      | 1.8000%  | 0.0000% | $19000.00          | $17362.77          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL31 | 2031-05-01      | 6.3880%  | 0.0000% | $115000.00         | $125930.87         | Corporate Debt Securities |
| CANADIAN NATL RY CO            SR GLBL NT 32    | 2032-08-05      | 3.8500%  | 0.0000% | $571000.00         | $561889.54         | Corporate Debt Securities |
| BLACKSTONE SECD LENDING FD     SR GLBL NT5.3%30 | 2030-06-30      | 5.3000%  | 0.0000% | $79000.00          | $80914.87          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          GLBL NT 2.618%32 | 2032-11-02      | 2.6180%  | 0.0000% | $4141000.00        | $3720981.59        | Corporate Debt Securities |
| ESSENT GROUP LTD               SR GLBL NT 29    | 2029-07-01      | 6.2500%  | 0.0000% | $894000.00         | $957966.44         | Corporate Debt Securities |
| ELECTRONIC ARTS INC            SR GLBL NT 31    | 2031-02-15      | 1.8500%  | 0.0000% | $1240000.00        | $1208668.99        | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT3.9%27 | 2027-10-01      | 3.9000%  | 0.0000% | $12000.00          | $12004.86          | Corporate Debt Securities |
| EQT CORP                       SR GLBL NT4.5%29 | 2029-01-15      | 4.5000%  | 0.0000% | $5173000.00        | $5265829.49        | Corporate Debt Securities |
| HCA INC.                       SR DEB 7.5%95    | 2095-11-15      | 7.5000%  | 0.0000% | $9000.00           | $10089.97          | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT3.6%27 | 2027-06-05      | 3.6000%  | 0.0000% | $72000.00          | $72797.76          | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR NT 4.7%42     | 2042-11-01      | 4.7000%  | 0.0000% | $637000.00         | $570659.64         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55 | 2055-04-01      | 6.2000%  | 0.0000% | $1175000.00        | $1186851.83        | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35 | 2035-01-15      | 5.8000%  | 0.0000% | $330000.00         | $356597.27         | Corporate Debt Securities |
| OVINTIV INC                    SR NT 7.375%31   | 2031-11-01      | 7.3750%  | 0.0000% | $993000.00         | $1116341.77        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 071024-070927 | 2027-07-09      | 4.7832%  | 0.0000% | $96000.00          | $96654.90          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 28    | 2028-08-15      | 1.6500%  | 0.0000% | $178000.00         | $168324.07         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.9%30 | 2030-01-15      | 2.9000%  | 0.0000% | $155000.00         | $148422.40         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.125%070728  | 2028-07-07      | 5.1250%  | 0.0000% | $2354000.00        | $2464291.77        | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT3.2%31 | 2031-11-15      | 3.2000%  | 0.0000% | $13000.00          | $11534.06          | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 34    | 2034-04-05      | 5.7500%  | 0.0000% | $2098000.00        | $2233877.55        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031   | 2031-07-10      | 5.0500%  | 0.0000% | $70000.00          | $73486.58          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 39    | 2039-09-15      | 6.1250%  | 0.0000% | $292000.00         | $312679.48         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 32    | 2032-04-01      | 2.5500%  | 0.0000% | $401000.00         | $351295.05         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 27 | 2027-06-09      | 4.9339%  | 0.0000% | $672000.00         | $680265.09         | Corporate Debt Securities |
| CVS HEALTH CORP                4.78%38          | 2038-03-25      | 4.7800%  | 0.0000% | $400000.00         | $384290.00         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.3%31 | 2031-09-15      | 2.3000%  | 0.0000% | $553000.00         | $495805.36         | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 43    | 2043-04-15      | 4.7500%  | 0.0000% | $1725000.00        | $1363687.73        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%070927    | 2027-07-09      | 4.9000%  | 0.0000% | $68000.00          | $70232.40          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $9825000.00        | $9539747.50        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 34    | 2034-01-15      | 5.8750%  | 0.0000% | $43000.00          | $45532.05          | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT3.1%51 | 2051-12-01      | 3.1000%  | 0.0000% | $5000000.00        | $3337458.33        | Corporate Debt Securities |
| APA CORPORATION                SR NT 5.25%42    | 2042-02-01      | 5.2500%  | 0.0000% | $720000.00         | $661321.80         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 030525-030328 | 2028-03-03      | 5.0070%  | 0.0000% | $2150000.00        | $2179917.44        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1440000.00        | $1243851.60        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $90000.00          | $89553.53          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.375%34 | 2034-06-15      | 5.3750%  | 0.0000% | $8000.00           | $8504.77           | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.7%011228    | 2028-01-12      | 4.7000%  | 0.0000% | $240000.00         | $247561.33         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031227    | 2027-03-12      | 4.9000%  | 0.0000% | $176000.00         | $179649.26         | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 29    | 2029-07-15      | 5.9500%  | 0.0000% | $1073000.00        | $1126973.99        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    VR 090524-100526 | 2026-10-05      | 4.8031%  | 0.0000% | $50000.00          | $50478.77          | Corporate Debt Securities |
| ALTRIA GROUP INC               4.4%26           | 2026-02-14      | 4.4000%  | 0.0000% | $930000.00         | $941719.03         | Corporate Debt Securities |
| RTX CORPORATION                4.625%48         | 2048-11-16      | 4.6250%  | 0.0000% | $2805000.00        | $2506777.08        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54    | 2054-07-15      | 5.6250%  | 0.0000% | $4625000.00        | $4741509.53        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT2.4%30 | 2030-02-05      | 2.4000%  | 0.0000% | $8000.00           | $7565.71           | Corporate Debt Securities |
| UNIVERSAL HLTH SVCS INC        SR SEC GLBL NT34 | 2034-10-15      | 5.0500%  | 0.0000% | $1860000.00        | $1845570.02        | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT 27    | 2027-05-04      | 3.1250%  | 0.0000% | $143000.00         | $141564.76         | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        VR 062321-092327 | 2027-09-23      | 5.0107%  | 0.0000% | $3226000.00        | $3263966.34        | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL REGS NT 33  | 2033-10-06      | 6.5000%  | 0.0000% | $80000.00          | $89620.71          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 2%091031      | 2031-09-10      | 2.0000%  | 0.0000% | $35000.00          | $31522.87          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 3%41  | 2041-02-15      | 3.0000%  | 0.0000% | $825000.00         | $630583.25         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 29    | 2029-04-15      | 3.3750%  | 0.0000% | $676000.00         | $661798.08         | Corporate Debt Securities |
| CARLYLE SECURED LENDING INC    GLBL NT 5.75%31  | 2031-02-15      | 5.7500%  | 0.0000% | $3000000.00        | $2968127.50        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 32    | 2032-02-01      | 2.6500%  | 0.0000% | $2039000.00        | $1860001.29        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-04-15      | 5.6250%  | 0.0000% | $30000.00          | $29949.26          | Corporate Debt Securities |
| SMUCKER J M CO                 SR GLBL NT 35    | 2035-03-15      | 4.2500%  | 0.0000% | $220000.00         | $210750.77         | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 29    | 2029-04-05      | 3.6500%  | 0.0000% | $80000.00          | $79319.49          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2009A 39 | 2039-03-15      | 6.0500%  | 0.0000% | $1172000.00        | $1237289.84        | Corporate Debt Securities |
| RADIAN GROUP INC               SR GLBL NT6.2%29 | 2029-05-15      | 6.2000%  | 0.0000% | $72000.00          | $75631.60          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT 34    | 2034-03-15      | 5.8520%  | 0.0000% | $12000.00          | $12789.08          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT 33    | 2033-01-15      | 5.2500%  | 0.0000% | $78000.00          | $84025.17          | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50  | 2050-10-15      | 3.9510%  | 0.0000% | $2607000.00        | $1993518.80        | Corporate Debt Securities |
| GLOBAL PMTS INC                GLBL NT 5.3%29   | 2029-08-15      | 5.3000%  | 0.0000% | $64000.00          | $66441.85          | Corporate Debt Securities |
| KELLANOVA                      GLBL NT 5.75%54  | 2054-05-16      | 5.7500%  | 0.0000% | $1457000.00        | $1481560.16        | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT2.8%41 | 2041-09-15      | 2.8000%  | 0.0000% | $246000.00         | $180374.03         | Corporate Debt Securities |
| GENUINE PARTS CO               GLBL NT 4.95%29  | 2029-08-15      | 4.9500%  | 0.0000% | $4000.00           | $4119.21           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31 | 2031-10-21      | 5.1349%  | 0.0000% | $100000.00         | $100339.27         | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $645000.00         | $648818.40         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL 144A 31  | 2031-05-15      | 4.3750%  | 0.0000% | $3000000.00        | $2928869.58        | Corporate Debt Securities |
| KROGER CO                      SR GLBL NT 5%34  | 2034-09-15      | 5.0000%  | 0.0000% | $58000.00          | $59553.76          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%29 | 2029-04-06      | 4.3000%  | 0.0000% | $70000.00          | $70341.68          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.8%30 | 2030-03-15      | 3.8000%  | 0.0000% | $71000.00          | $70705.03          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 52    | 2052-04-01      | 4.2500%  | 0.0000% | $200000.00         | $162423.83         | Corporate Debt Securities |
| GENERAL MILLS INC              SR GLBL NT 35    | 2035-01-30      | 5.2500%  | 0.0000% | $141000.00         | $147626.76         | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 35    | 2035-10-07      | 4.7940%  | 0.0000% | $8000000.00        | $8140972.00        | Corporate Debt Securities |
| GE AEROSPACE                   FR 6.75%031532   | 2032-03-15      | 6.7500%  | 0.0000% | $1000.00           | $1155.71           | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 5%28  | 2028-10-01      | 5.0000%  | 0.0000% | $189000.00         | $194332.95         | Corporate Debt Securities |
| STARBUCKS CORP                 SR GLBL NT4.8%33 | 2033-02-15      | 4.8000%  | 0.0000% | $33000.00          | $34107.92          | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL 55    | 2055-04-01      | 6.5500%  | 0.0000% | $670000.00         | $685839.36         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 34    | 2034-11-01      | 5.0500%  | 0.0000% | $5896000.00        | $5898874.30        | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.7%32 | 2032-06-15      | 4.7000%  | 0.0000% | $145000.00         | $149792.33         | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30 | 2030-04-01      | 4.2000%  | 0.0000% | $929000.00         | $934806.25         | Corporate Debt Securities |
| SK HYNIX INC                   SR 144A BD 28    | 2028-09-11      | 4.2500%  | 0.0000% | $250000.00         | $252607.57         | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 3.5%27   | 2027-03-15      | 3.5000%  | 0.0000% | $2460000.00        | $2462280.97        | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DEB 54   | 2054-09-30      | 5.4500%  | 0.0000% | $1763000.00        | $1723950.53        | Corporate Debt Securities |
| INTEL CORP                     SR NT 4%32       | 2032-12-15      | 4.0000%  | 0.0000% | $45000.00          | $43999.70          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34 | 2034-03-01      | 5.5000%  | 0.0000% | $2175000.00        | $2201060.13        | Corporate Debt Securities |
| MSCI INC                       SR GLBL NT 35    | 2035-09-01      | 5.2500%  | 0.0000% | $23000.00          | $23654.85          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT3.8%28 | 2028-03-01      | 3.8000%  | 0.0000% | $2000.00           | $2024.83           | Corporate Debt Securities |
| KEYSIGHT TECHNOLOGIES INC      SR GLBL NT4.6%27 | 2027-04-06      | 4.6000%  | 0.0000% | $5000.00           | $5054.57           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-24      | 3.1020%  | 0.0000% | $9000.00           | $8407.17           | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT 3%32  | 2032-03-17      | 3.0000%  | 0.0000% | $3696000.00        | $3420081.28        | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    -2018C SNK BD 48 | 2048-11-01      | 5.2460%  | 0.0000% | $2747000.00        | $2303234.51        | Corporate Debt Securities |
| METLIFE INC                    SR GLBL NT 54    | 2054-01-15      | 5.2500%  | 0.0000% | $1989000.00        | $1966058.54        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR BD 6.125%36   | 2036-04-01      | 6.1250%  | 0.0000% | $2120000.00        | $2340030.38        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.875%120945  | 2045-12-09      | 4.8750%  | 0.0000% | $3000.00           | $2863.82           | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT2.6%29 | 2029-12-01      | 2.6000%  | 0.0000% | $10000.00          | $9513.43           | Corporate Debt Securities |
| NTT FINANCE CORP               SR GLBL REGS 30  | 2030-07-16      | 4.8760%  | 0.0000% | $10700000.00       | $11127878.73       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 29    | 2029-05-15      | 5.5500%  | 0.0000% | $1500000.00        | $1554516.25        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 28    | 2028-02-15      | 4.8750%  | 0.0000% | $223000.00         | $230376.38         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 30    | 2030-11-01      | 1.7500%  | 0.0000% | $155000.00         | $138528.54         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL FL NT 28 | 2028-04-28      | 4.8629%  | 0.0000% | $36000.00          | $36384.44          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 55    | 2055-05-15      | 4.3750%  | 0.0000% | $522000.00         | $385256.81         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 32    | 2032-11-17      | 5.7500%  | 0.0000% | $183000.00         | $197095.93         | Corporate Debt Securities |
| PNC BK N A PITTSBURGH PA DISC  FR 2.7%102229    | 2029-10-22      | 2.7000%  | 0.0000% | $334000.00         | $317296.66         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 45    | 2045-05-15      | 4.1250%  | 0.0000% | $14000.00          | $10630.61          | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 30    | 2030-02-15      | 5.1250%  | 0.0000% | $541000.00         | $568917.33         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $178000.00         | $184780.66         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.3%34 | 2034-07-08      | 4.3000%  | 0.0000% | $1662000.00        | $1564178.37        | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT 31    | 2031-03-15      | 6.6500%  | 0.0000% | $432000.00         | $450979.80         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.45%102227   | 2027-10-22      | 4.4500%  | 0.0000% | $366000.00         | $370618.92         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430   | 2030-10-04      | 5.8500%  | 0.0000% | $2447000.00        | $2631344.75        | Corporate Debt Securities |
| AFFILIATED MANAGERS GROUP      GLBL NT 5.5%34   | 2034-08-20      | 5.5000%  | 0.0000% | $2864000.00        | $2988103.48        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 28    | 2028-03-15      | 4.6500%  | 0.0000% | $100000.00         | $102611.92         | Corporate Debt Securities |
| AIR LEASE CORP                 SR GLBL NT 28    | 2028-10-01      | 4.6250%  | 0.0000% | $20000.00          | $20257.06          | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -K NT 49 | 2049-06-15      | 3.8000%  | 0.0000% | $565000.00         | $447138.49         | Corporate Debt Securities |
| ALLSTATE CORP                  SR NT 4.5%43     | 2043-06-15      | 4.5000%  | 0.0000% | $475000.00         | $432993.38         | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.25%100129   | 2029-10-01      | 3.2500%  | 0.0000% | $4000.00           | $3841.82           | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.5%53 | 2053-09-15      | 3.5000%  | 0.0000% | $7414000.00        | $5167240.85        | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9794583.33        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%27 | 2027-02-15      | 3.8000%  | 0.0000% | $53000.00          | $53399.21          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 27    | 2027-03-01      | 4.2500%  | 0.0000% | $38000.00          | $38458.69          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT2.2%27 | 2027-02-21      | 2.2000%  | 0.0000% | $589000.00         | $579686.60         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 40    | 2040-02-21      | 3.1500%  | 0.0000% | $2143000.00        | $1734688.85        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.5%41   | 2041-06-01      | 3.5000%  | 0.0000% | $150000.00         | $122471.75         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT 28    | 2028-07-15      | 5.2500%  | 0.0000% | $115000.00         | $120434.42         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 4.25%42    | 2042-08-09      | 4.2500%  | 0.0000% | $2502000.00        | $2157144.48        | Corporate Debt Securities |
| AIR LEASE CORP                 FR 5.2%071531    | 2031-07-15      | 5.2000%  | 0.0000% | $2716000.00        | $2825702.26        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 45    | 2045-06-15      | 4.3500%  | 0.0000% | $2656000.00        | $2294135.49        | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT2.7%31 | 2031-04-15      | 2.7000%  | 0.0000% | $10000.00          | $9209.35           | Corporate Debt Securities |
| ALBEMARLE CORP                 SR GLBL NT 27    | 2027-06-01      | 4.6500%  | 0.0000% | $91000.00          | $93303.44          | Corporate Debt Securities |
| AMERIPRISE FINL INC            SR GLBL NT5.2%35 | 2035-04-15      | 5.2000%  | 0.0000% | $40000.00          | $41388.44          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $7886000.00        | $8959554.04        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 54    | 2054-09-01      | 6.0500%  | 0.0000% | $2065000.00        | $2055192.97        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $2200000.00        | $1782505.69        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46 | 2046-07-15      | 8.3500%  | 0.0000% | $3913000.00        | $5170241.47        | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 57    | 2057-11-15      | 4.3750%  | 0.0000% | $1915000.00        | $1588683.73        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $1900000.00        | $2053795.50        | Corporate Debt Securities |
| DELTA AIR LINES INC            GLBL NT 3.75%29  | 2029-10-28      | 3.7500%  | 0.0000% | $50000.00          | $49036.75          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT5.6%54 | 2054-02-15      | 5.6000%  | 0.0000% | $2400000.00        | $2185253.33        | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.2%49 | 2049-02-15      | 5.2000%  | 0.0000% | $605000.00         | $564584.66         | Corporate Debt Securities |
| DOVER CORP                     SR GLBL DEB 35   | 2035-10-15      | 5.3750%  | 0.0000% | $531000.00         | $561500.71         | Corporate Debt Securities |
| DOLLAR GEN CORP                SR GLBL NT 5%32  | 2032-11-01      | 5.0000%  | 0.0000% | $124000.00         | $126182.40         | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL NT 5%29  | 2029-11-15      | 5.0000%  | 0.0000% | $974000.00         | $1005076.01        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 25    | 2025-11-30      | 4.5500%  | 0.0000% | $19000.00          | $19427.64          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30  | 2030-07-15      | 6.2000%  | 0.0000% | $2249000.00        | $2462060.26        | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          GLBL NT 4.5%30   | 2030-01-15      | 4.5000%  | 0.0000% | $3000.00           | $3054.43           | Corporate Debt Securities |
| ECOLAB INC                     GLBL NT 2.125%32 | 2032-02-01      | 2.1250%  | 0.0000% | $2000.00           | $1786.03           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $3735000.00        | $3706826.69        | Corporate Debt Securities |
| UBS AG N Y BRH                 FR 5%070927      | 2027-07-09      | 5.0000%  | 0.0000% | $900000.00         | $934439.00         | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.9%071247    | 2047-07-12      | 3.9000%  | 0.0000% | $14482000.00       | $12297148.93       | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 5%50  | 2050-05-15      | 5.0000%  | 0.0000% | $786000.00         | $671051.87         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 27    | 2027-01-05      | 4.8500%  | 0.0000% | $6000.00           | $6164.43           | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT5.2%34 | 2034-09-01      | 5.2000%  | 0.0000% | $5000.00           | $5139.53           | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 35    | 2035-09-15      | 4.9500%  | 0.0000% | $6028000.00        | $6098452.25        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 34    | 2034-10-01      | 4.2500%  | 0.0000% | $950000.00         | $882359.21         | Corporate Debt Securities |
| CROWN CASTLE INC               SR GLBL NT2.9%27 | 2027-03-15      | 2.9000%  | 0.0000% | $55000.00          | $54379.63          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $2945000.00        | $3376423.36        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $305000.00         | $315703.21         | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   4.5%28           | 2028-12-01      | 4.5000%  | 0.0000% | $21000.00          | $21571.10          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33    | 2033-10-01      | 2.4500%  | 0.0000% | $2000.00           | $1666.06           | Corporate Debt Securities |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34  | 2034-09-17      | 4.6500%  | 0.0000% | $725000.00         | $726015.60         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 30    | 2030-05-20      | 2.8230%  | 0.0000% | $102000.00         | $96373.41          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 28    | 2028-09-15      | 4.1100%  | 0.0000% | $6000.00           | $6076.29           | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $10879000.00       | $9754183.62        | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL NT5.5%32 | 2032-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3116.00           | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 31    | 2031-04-01      | 2.6250%  | 0.0000% | $252000.00         | $232673.17         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%31 | 2031-06-10      | 2.7000%  | 0.0000% | $199000.00         | $182837.22         | Corporate Debt Securities |
| REPSOL E&P CAPITAL MARKETS US  SR REGS NT 28    | 2028-09-16      | 4.8050%  | 0.0000% | $70000.00          | $71210.30          | Corporate Debt Securities |
| BOEING CO                      SR GLBL NT 50    | 2050-02-01      | 3.7500%  | 0.0000% | $1890000.00        | $1428173.77        | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT5.7%55 | 2055-09-01      | 5.7000%  | 0.0000% | $100000.00         | $103829.67         | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31    | 2031-03-15      | 2.5500%  | 0.0000% | $126000.00         | $116047.36         | Corporate Debt Securities |
| AMEREN CORP                    SR GLBL NT 35    | 2035-03-15      | 5.3750%  | 0.0000% | $491000.00         | $511631.48         | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT 36    | 2036-02-15      | 4.6250%  | 0.0000% | $18979000.00       | $18849610.67       | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR NT 5.9%27     | 2027-02-01      | 5.9000%  | 0.0000% | $13000.00          | $13529.82          | Corporate Debt Securities |
| AMPHENOL CORP                  SR GLBL NT2.2%31 | 2031-09-15      | 2.2000%  | 0.0000% | $130000.00         | $116989.74         | Corporate Debt Securities |
| AIR LEASE CORP                 FR 3.125%120130  | 2030-12-01      | 3.1250%  | 0.0000% | $24000.00          | $22666.91          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 4%61  | 2061-02-04      | 4.0000%  | 0.0000% | $193000.00         | $144108.60         | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        EXT JR SB GLBL67 | 2067-05-01      | 6.4984%  | 0.0000% | $266000.00         | $251627.13         | Corporate Debt Securities |
| BEIGNET INV LLC                SR SEC 144A 49   | 2049-05-30      | 6.5810%  | 0.0000% | $10902000.00       | $11789028.21       | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT1.3%27 | 2027-08-21      | 1.3000%  | 0.0000% | $415000.00         | $396915.45         | Corporate Debt Securities |
| CNO FINL GROUP INC             SR GLBL NT 34    | 2034-06-15      | 6.4500%  | 0.0000% | $1204000.00        | $1313159.66        | Corporate Debt Securities |
| BELROSE FDG TR II              SR 144A NT 55    | 2055-05-15      | 6.7920%  | 0.0000% | $2000000.00        | $2095285.33        | Corporate Debt Securities |
| CADENCE DESIGN SYSTEM INC      SR GLBL NT4.3%29 | 2029-09-10      | 4.3000%  | 0.0000% | $224000.00         | $227410.77         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 47    | 2047-06-06      | 4.6690%  | 0.0000% | $90000.00          | $81947.47          | Corporate Debt Securities |
| BERRY GLOBAL INC               1LIEN GLBL NT 31 | 2031-06-15      | 5.8000%  | 0.0000% | $3543000.00        | $3847241.35        | Corporate Debt Securities |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28    | 2028-09-30      | 2.8500%  | 0.0000% | $200000.00         | $189994.33         | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%29 | 2029-04-01      | 5.5000%  | 0.0000% | $1329000.00        | $1392191.73        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL40 | 2040-05-01      | 5.7050%  | 0.0000% | $167000.00         | $172522.48         | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 6.7%53   | 2053-11-15      | 6.7000%  | 0.0000% | $1578000.00        | $1768779.32        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 5%52     | 2052-08-15      | 5.0000%  | 0.0000% | $12000.00          | $11025.19          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 27    | 2027-03-09      | 3.7500%  | 0.0000% | $10000.00          | $10040.29          | Corporate Debt Securities |
| ENGIE SA                       SR 144A NT 34    | 2034-04-10      | 5.6250%  | 0.0000% | $1420000.00        | $1505313.60        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $206000.00         | $235567.98         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT2.8%30 | 2030-01-31      | 2.8000%  | 0.0000% | $501000.00         | $481149.27         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32  | 2032-05-15      | 3.0000%  | 0.0000% | $3099000.00        | $2804016.52        | Corporate Debt Securities |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 33    | 2033-10-01      | 7.1500%  | 0.0000% | $105000.00         | $113428.44         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 31    | 2031-02-13      | 5.1250%  | 0.0000% | $368000.00         | $388507.87         | Corporate Debt Securities |
| POSCO                          SR 144A NT 28    | 2028-01-17      | 5.7500%  | 0.0000% | $3500000.00        | $3683167.64        | Corporate Debt Securities |
| WELLTOWER INC                  SR GLBL NT2.8%31 | 2031-06-01      | 2.8000%  | 0.0000% | $437000.00         | $412308.04         | Corporate Debt Securities |
| REGIONS BK BIRMINGHAM ALA      NT 6.45%37       | 2037-06-26      | 6.4500%  | 0.0000% | $9000000.00        | $10093440.00       | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 52 | 2052-04-01      | 4.1250%  | 0.0000% | $65000.00          | $63783.28          | Corporate Debt Securities |
| SCHWAB CHARLES CORP            SR GLBL NT 27    | 2027-03-03      | 2.4500%  | 0.0000% | $190000.00         | $187578.40         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30 | 2030-05-01      | 4.4000%  | 0.0000% | $2000.00           | $2031.18           | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 5.75%26  | 2026-11-08      | 5.7500%  | 0.0000% | $37000.00          | $37662.83          | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT2.3%30 | 2030-05-15      | 2.3000%  | 0.0000% | $77000.00          | $71245.83          | Corporate Debt Securities |
| MARSH & MCLENNAN COS INC       SR GLBL NT 29    | 2029-03-15      | 4.3750%  | 0.0000% | $31000.00          | $31644.23          | Corporate Debt Securities |
| FIRSTENERGY CORP               CR SEN SR GLBL27 | 2027-07-15      | 3.9000%  | 0.0000% | $77000.00          | $77725.21          | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD      SR NT 4.625%34   | 2034-03-01      | 4.6250%  | 0.0000% | $3805000.00        | $3781131.55        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 30    | 2030-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3067.77           | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 29    | 2029-01-25      | 4.7090%  | 0.0000% | $223000.00         | $230082.28         | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 5.55%112030   | 2030-11-20      | 5.5500%  | 0.0000% | $24000.00          | $25562.24          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 35    | 2035-11-01      | 6.0500%  | 0.0000% | $3621000.00        | $3905130.82        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32 | 2032-10-15      | 3.5000%  | 0.0000% | $11000.00          | $10361.02          | Corporate Debt Securities |
| METLIFE INC                    JR SB GLBL DB 55 | 2055-03-15      | 6.3500%  | 0.0000% | $210000.00         | $224256.14         | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33    | 2033-03-03      | 5.2500%  | 0.0000% | $29000.00          | $30735.82          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 6.6954%  | 0.0000% | $20000.00          | $20288.39          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 34    | 2034-02-21      | 5.1500%  | 0.0000% | $200000.00         | $206633.28         | Corporate Debt Securities |
| GLOBAL PMTS INC                SR GLBL NT 49    | 2049-08-15      | 4.1500%  | 0.0000% | $1081000.00        | $824515.03         | Corporate Debt Securities |
| GE AEROSPACE                   VR 050506-050526 | 2026-05-05      | 4.5422%  | 0.0000% | $27000.00          | $27121.01          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 33    | 2033-07-01      | 5.1500%  | 0.0000% | $9000.00           | $9529.10           | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32 | 2032-03-24      | 3.6250%  | 0.0000% | $432000.00         | $414963.84         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 4.3%28   | 2028-03-15      | 4.3000%  | 0.0000% | $30000.00          | $30417.88          | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.75%33  | 2033-02-15      | 4.7500%  | 0.0000% | $180000.00         | $184206.65         | Corporate Debt Securities |
| CONSOLIDATED EDISON CO N Y INC SR -2025 A DB 55 | 2055-11-15      | 5.7500%  | 0.0000% | $1000.00           | $1027.15           | Corporate Debt Securities |
| DAIMLER TRUCKS FIN NORTH AMER  GLBL 144A NT 34  | 2034-01-18      | 5.3750%  | 0.0000% | $698000.00         | $729402.83         | Corporate Debt Securities |
| EASTMAN CHEM CO                GLBL NT 5%29     | 2029-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15552.00          | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 36    | 2036-08-15      | 7.2500%  | 0.0000% | $50000.00          | $52210.65          | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT6.5%53 | 2053-10-01      | 6.5000%  | 0.0000% | $335000.00         | $373441.81         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52    | 2052-03-15      | 4.2500%  | 0.0000% | $800000.00         | $641582.44         | Corporate Debt Securities |
| COBANK ACB                     PERP GLBL -L NT  | 2079-12-31      | 7.2500%  | 0.0000% | $390000.00         | $403528.78         | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $1200000.00        | $1209316.00        | Corporate Debt Securities |
| DEVON ENERGY CORP NEW          SR NT 5.6%41     | 2041-07-15      | 5.6000%  | 0.0000% | $234000.00         | $233145.64         | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -A 55 | 2055-02-01      | 6.8750%  | 0.0000% | $6000.00           | $6381.62           | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT2.7%30 | 2030-03-11      | 2.7000%  | 0.0000% | $470000.00         | $444641.15         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 29    | 2029-02-08      | 4.8740%  | 0.0000% | $43000.00          | $44556.72          | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 35    | 2035-05-15      | 5.7500%  | 0.0000% | $270000.00         | $288051.23         | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 31    | 2031-01-15      | 1.6500%  | 0.0000% | $29000.00          | $25619.64          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 33    | 2033-03-22      | 4.6250%  | 0.0000% | $1000000.00        | $1007929.17        | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 28    | 2028-07-10      | 4.9500%  | 0.0000% | $200000.00         | $207738.00         | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT 34    | 2034-02-15      | 5.1250%  | 0.0000% | $3096000.00        | $3174307.73        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%29  | 2029-01-30      | 5.0000%  | 0.0000% | $320000.00         | $332812.44         | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 30    | 2030-07-10      | 5.2500%  | 0.0000% | $29000.00          | $30503.07          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 31    | 2031-03-24      | 3.1250%  | 0.0000% | $282000.00         | $265372.03         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 5.1%041134    | 2034-04-11      | 5.1000%  | 0.0000% | $5000.00           | $5255.39           | Corporate Debt Securities |
| AIR LEASE CORP                 FR 1.875%081526  | 2026-08-15      | 1.8750%  | 0.0000% | $431000.00         | $426079.96         | Corporate Debt Securities |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 34    | 2034-09-09      | 4.7500%  | 0.0000% | $100000.00         | $101543.36         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 53    | 2053-08-02      | 7.0810%  | 0.0000% | $580000.00         | $678528.40         | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL NT 32    | 2032-02-01      | 2.5390%  | 0.0000% | $60000.00          | $52935.71          | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 7%27  | 2027-01-15      | 7.0000%  | 0.0000% | $593000.00         | $623978.98         | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT6.5%33 | 2033-11-21      | 6.5000%  | 0.0000% | $2120000.00        | $2298406.24        | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 31     | 2031-02-25      | 5.3670%  | 0.0000% | $1015000.00        | $1066414.57        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31    | 2031-01-25      | 6.2500%  | 0.0000% | $1301000.00        | $1374941.25        | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL NT 28    | 2028-12-01      | 2.2720%  | 0.0000% | $22000.00          | $20963.59          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $30000.00          | $31198.76          | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR NT 3.7%27     | 2027-06-06      | 3.7000%  | 0.0000% | $118000.00         | $119385.06         | Corporate Debt Securities |
| BLACK HILLS CORP               SR GLBL NT 33    | 2033-05-01      | 4.3500%  | 0.0000% | $975000.00         | $947166.19         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 2.55%33  | 2033-12-01      | 2.5500%  | 0.0000% | $184000.00         | $160131.06         | Corporate Debt Securities |
| AIA GROUP LTD HONG KONG        FR 4.5%031646    | 2046-03-16      | 4.5000%  | 0.0000% | $647000.00         | $598688.51         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.3%52   | 2052-02-01      | 3.3000%  | 0.0000% | $1690000.00        | $1146098.85        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 55    | 2055-09-15      | 3.5500%  | 0.0000% | $6625000.00        | $4604432.05        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32 | 2032-01-30      | 3.3000%  | 0.0000% | $3175000.00        | $2979345.92        | Corporate Debt Securities |
| ABBVIE INC                     GLBL NT 5.05%34  | 2034-03-15      | 5.0500%  | 0.0000% | $5302000.00        | $5557610.89        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 35    | 2035-03-15      | 4.5500%  | 0.0000% | $141000.00         | $141903.30         | Corporate Debt Securities |
| AEP TEX INC                    SR GLBL -J NT 51 | 2051-05-15      | 3.4500%  | 0.0000% | $337000.00         | $233785.61         | Corporate Debt Securities |
| AES CORP                       GLBL NT 2.45%31  | 2031-01-15      | 2.4500%  | 0.0000% | $89000.00          | $81658.51          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT4.3%30 | 2030-02-15      | 4.3000%  | 0.0000% | $556000.00         | $566042.90         | Corporate Debt Securities |
| HERCULES CAPITAL INC           SR GLBL NT 26    | 2026-09-16      | 2.6250%  | 0.0000% | $13000.00          | $12849.46          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.9%52 | 2052-11-09      | 6.9000%  | 0.0000% | $850000.00         | $886695.92         | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $2059000.00        | $2144750.49        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 31    | 2031-10-15      | 4.8500%  | 0.0000% | $10000.00          | $10374.83          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $14342000.00       | $12400919.86       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.5%44 | 2044-07-08      | 4.5000%  | 0.0000% | $206000.00         | $169894.38         | Corporate Debt Securities |
| LOWES COS INC                  SR DEB 6.5%29    | 2029-03-15      | 6.5000%  | 0.0000% | $1704000.00        | $1853918.87        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 34    | 2034-03-15      | 5.9500%  | 0.0000% | $3000.00           | $3206.93           | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT5.6%54 | 2054-10-15      | 5.6000%  | 0.0000% | $7651000.00        | $7213507.32        | Corporate Debt Securities |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT5.2%30 | 2030-07-01      | 5.2000%  | 0.0000% | $3000000.00        | $3127146.67        | Corporate Debt Securities |
| HCA INC.                       SR SEC GLBL NT42 | 2042-03-15      | 4.3750%  | 0.0000% | $1635000.00        | $1438655.35        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 36 | 2036-05-02      | 6.5000%  | 0.0000% | $555000.00         | $606101.32         | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 30  | 2030-06-01      | 2.2000%  | 0.0000% | $1000000.00        | $921846.67         | Corporate Debt Securities |
| OMNICOM GROUP INC              SR GLBL NT4.2%30 | 2030-06-01      | 4.2000%  | 0.0000% | $62000.00          | $62929.38          | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT 34    | 2034-02-20      | 6.3500%  | 0.0000% | $2030000.00        | $2186220.91        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR NT 7%40       | 2040-06-15      | 7.0000%  | 0.0000% | $4928000.00        | $5728723.34        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 55    | 2055-04-01      | 5.9500%  | 0.0000% | $12000.00          | $11902.33          | Corporate Debt Securities |
| LOCKHEED MARTIN CORP           SR GLBL NT3.9%32 | 2032-06-15      | 3.9000%  | 0.0000% | $210000.00         | $210232.75         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-09-15      | 5.4000%  | 0.0000% | $450000.00         | $463819.50         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT2.3%30 | 2030-11-15      | 2.3000%  | 0.0000% | $57000.00          | $51775.98          | Corporate Debt Securities |
| TAPESTRY INC                   SR GLBL NT5.5%35 | 2035-03-11      | 5.5000%  | 0.0000% | $2060000.00        | $2140595.21        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46    | 2046-06-01      | 4.3750%  | 0.0000% | $985000.00         | $849277.26         | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -I NT  | 2500-12-31      | 6.7000%  | 0.0000% | $404000.00         | $424254.99         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49 | 2049-11-15      | 3.7000%  | 0.0000% | $30000.00          | $22069.08          | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.5%29 | 2029-10-15      | 4.5000%  | 0.0000% | $241000.00         | $245259.67         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 27    | 2027-11-01      | 4.3750%  | 0.0000% | $226000.00         | $228750.70         | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 32    | 2032-10-29      | 4.2500%  | 0.0000% | $2495000.00        | $2472304.51        | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     FR 1.106%022427  | 2027-02-24      | 1.1060%  | 0.0000% | $5313000.00        | $5288548.98        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT4.4%30 | 2030-10-15      | 4.4000%  | 0.0000% | $405000.00         | $408115.35         | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $60000.00          | $62891.95          | Corporate Debt Securities |
| HP INC                         SR GLBL NT 31    | 2031-06-17      | 2.6500%  | 0.0000% | $336000.00         | $308092.31         | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34    | 2034-03-15      | 5.3500%  | 0.0000% | $1113000.00        | $1181347.78        | Corporate Debt Securities |
| HASBRO INC                     SR GLBL NT 34    | 2034-05-14      | 6.0500%  | 0.0000% | $1975000.00        | $2099489.74        | Corporate Debt Securities |
| 3M CO                          SR GLBL NT 49    | 2049-08-26      | 3.2500%  | 0.0000% | $110000.00         | $78694.61          | Corporate Debt Securities |
| NATIONAL HEALTH INVS INC       SR GLBL NT 33    | 2033-02-01      | 5.3500%  | 0.0000% | $2635000.00        | $2650425.00        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 31    | 2031-01-15      | 6.3500%  | 0.0000% | $154000.00         | $169090.42         | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30 | 2030-03-15      | 4.8000%  | 0.0000% | $4000.00           | $4127.97           | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR 144A NT5.1%36 | 2036-03-15      | 5.1000%  | 0.0000% | $8985000.00        | $9154846.45        | Corporate Debt Securities |
| VICI PROPERTIES LP             SR GLBL NT 35    | 2035-04-01      | 5.6250%  | 0.0000% | $7816000.00        | $8068271.17        | Corporate Debt Securities |
| TOLL BROS FIN CORP             SR GLBL NT5.6%35 | 2035-06-15      | 5.6000%  | 0.0000% | $264000.00         | $280572.16         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT5.2%34 | 2034-09-15      | 5.2000%  | 0.0000% | $191000.00         | $198300.87         | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $7015000.00        | $7597537.29        | Corporate Debt Securities |
| KEYCORP                        FR 6.401%030635  | 2035-03-06      | 6.4010%  | 0.0000% | $1995000.00        | $2207208.26        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 5.8710%  | 0.0000% | $84000.00          | $85547.75          | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2022A 32 | 2032-05-15      | 4.7000%  | 0.0000% | $209000.00         | $213377.97         | Corporate Debt Securities |
| DELL INC                       6.5%38           | 2038-04-15      | 6.5000%  | 0.0000% | $5000.00           | $5485.07           | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $110000.00         | $102077.98         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-06-03      | 2.5720%  | 0.0000% | $1565000.00        | $1473013.65        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 5%26  | 2026-02-20      | 5.0000%  | 0.0000% | $6000.00           | $6088.09           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30    | 2030-03-22      | 3.1500%  | 0.0000% | $171000.00         | $165089.39         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 37 | 2037-11-30      | 6.3500%  | 0.0000% | $457000.00         | $524397.09         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 29    | 2029-12-03      | 4.0160%  | 0.0000% | $117000.00         | $118699.10         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT3.5%30 | 2030-11-15      | 3.5000%  | 0.0000% | $183000.00         | $176006.45         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 34    | 2034-11-15      | 5.4500%  | 0.0000% | $11000.00          | $11139.90          | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%36 | 2036-11-17      | 6.2000%  | 0.0000% | $30000.00          | $31525.33          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL B NT6%36 | 2036-01-15      | 6.0000%  | 0.0000% | $1038000.00        | $1147588.58        | Corporate Debt Securities |
| WP CAREY INC                   SR GLBL NT2.4%31 | 2031-02-01      | 2.4000%  | 0.0000% | $495000.00         | $449801.55         | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $533000.00         | $575486.20         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $4539000.00        | $4857147.34        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.2%103030    | 2030-10-30      | 4.2000%  | 0.0000% | $15000.00          | $15071.65          | Corporate Debt Securities |
| XCEL ENERGY INC                SR NT 6.5%36     | 2036-07-01      | 6.5000%  | 0.0000% | $10000.00          | $11368.92          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT1.5%30 | 2030-09-18      | 1.5000%  | 0.0000% | $72000.00          | $63686.64          | Corporate Debt Securities |
| KOOKMIN BANK                   FR 4.375%050828  | 2028-05-08      | 4.3750%  | 0.0000% | $1800000.00        | $1823095.00        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 33    | 2033-04-01      | 6.1500%  | 0.0000% | $59000.00          | $63283.84          | Corporate Debt Securities |
| XYLEM INC                      SR GLBL NT 31    | 2031-01-30      | 2.2500%  | 0.0000% | $43000.00          | $39496.14          | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT5.6%35 | 2035-04-15      | 5.6000%  | 0.0000% | $305000.00         | $320206.96         | Corporate Debt Securities |
| XCEL ENERGY INC                GLBL NT 5.5%34   | 2034-03-15      | 5.5000%  | 0.0000% | $424000.00         | $445650.62         | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT2.6%31 | 2031-05-10      | 2.6000%  | 0.0000% | $155000.00         | $142317.90         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 31    | 2031-07-12      | 2.5000%  | 0.0000% | $2500000.00        | $2280211.11        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT3.3%26 | 2026-12-01      | 3.3000%  | 0.0000% | $1000000.00        | $1010155.00        | Corporate Debt Securities |
| DOLLAR GEN CORP                SR GLBL NT 50    | 2050-04-03      | 4.1250%  | 0.0000% | $4500000.00        | $3618414.37        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $20000.00          | $20536.84          | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT 35    | 2035-06-15      | 5.9500%  | 0.0000% | $136000.00         | $146424.44         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.6%30 | 2030-06-21      | 3.6000%  | 0.0000% | $190000.00         | $185962.50         | Corporate Debt Securities |
| PFIZER INC                     SR FLT NT 27     | 2027-11-15      | 4.5228%  | 0.0000% | $10000000.00       | $10032910.36       | Corporate Debt Securities |
| GLOBAL PMTS INC                GLBL NT 5.95%52  | 2052-08-15      | 5.9500%  | 0.0000% | $500000.00         | $490941.81         | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 33  | 2033-10-06      | 6.5000%  | 0.0000% | $320000.00         | $358482.84         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40    | 2040-10-01      | 3.3750%  | 0.0000% | $500000.00         | $372526.88         | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%27   | 2027-01-15      | 5.4000%  | 0.0000% | $7000.00           | $7244.72           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-09-06      | 5.4500%  | 0.0000% | $50000.00          | $51652.69          | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT5.1%35 | 2035-08-09      | 5.1000%  | 0.0000% | $1838000.00        | $1891476.61        | Corporate Debt Securities |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT5.6%34 | 2034-06-12      | 5.6000%  | 0.0000% | $1147000.00        | $1233646.93        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36    | 2036-01-15      | 5.3750%  | 0.0000% | $300000.00         | $306312.13         | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          CR SEN GLBL JJ27 | 2027-10-15      | 5.0000%  | 0.0000% | $208000.00         | $212873.90         | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT5.1%33 | 2033-07-15      | 5.1000%  | 0.0000% | $142000.00         | $150702.00         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  FR 4.45%031326   | 2026-03-13      | 4.4500%  | 0.0000% | $2000000.00        | $2019441.67        | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 29    | 2029-01-15      | 6.8750%  | 0.0000% | $750000.00         | $779931.98         | Corporate Debt Securities |
| GTE CALIF INC                  DEB-F MBIA    27 | 2027-05-15      | 6.7500%  | 0.0000% | $65000.00          | $67051.89          | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 28  | 2028-09-25      | 5.7500%  | 0.0000% | $7800000.00        | $8152813.50        | Corporate Debt Securities |
| WEYERHAEUSER CO                SR GLBL DEB 27   | 2027-10-01      | 6.9500%  | 0.0000% | $10000.00          | $10628.14          | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT5.9%54 | 2054-03-05      | 5.9000%  | 0.0000% | $2000000.00        | $2057945.56        | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT3.7%29 | 2029-03-01      | 3.7000%  | 0.0000% | $18000.00          | $18028.11          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT35 | 2035-10-15      | 5.2500%  | 0.0000% | $1618000.00        | $1626721.02        | Corporate Debt Securities |
| WRKCO INC                      4.2%32           | 2032-06-01      | 4.2000%  | 0.0000% | $505000.00         | $503626.40         | Corporate Debt Securities |
| WILLIAMS COS INC               SR -A DEB 7.5%31 | 2031-01-15      | 7.5000%  | 0.0000% | $260000.00         | $302018.17         | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 49    | 2049-09-15      | 3.8750%  | 0.0000% | $2955000.00        | $2274220.12        | Corporate Debt Securities |
| WELLS FARGO BANK NATL ASSN     FR 6.6%011538    | 2038-01-15      | 6.6000%  | 0.0000% | $538000.00         | $624060.27         | Corporate Debt Securities |
| WEC ENERGY GROUP INC           SR GLBL NT1.8%30 | 2030-10-15      | 1.8000%  | 0.0000% | $269000.00         | $240421.44         | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -N NT 48 | 2048-04-01      | 4.1500%  | 0.0000% | $1018000.00        | $820559.75         | Corporate Debt Securities |
| PAYCHEX INC                    SR GLBL NT 32    | 2032-04-15      | 5.3500%  | 0.0000% | $226000.00         | $236920.38         | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT2.8%32 | 2032-02-14      | 2.8000%  | 0.0000% | $217000.00         | $201660.03         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%47 | 2047-05-11      | 4.1000%  | 0.0000% | $1000000.00        | $776516.11         | Corporate Debt Securities |
| REPUBLIC SVCS INC              GLBL NT 2.375%33 | 2033-03-15      | 2.3750%  | 0.0000% | $3000.00           | $2651.39           | Corporate Debt Securities |
| POLARIS INC                    SR GLBL NT 29    | 2029-03-15      | 6.9500%  | 0.0000% | $1500000.00        | $1617109.58        | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT2.9%30 | 2030-10-01      | 2.9000%  | 0.0000% | $304000.00         | $287240.99         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            FR 5.2%031435    | 2035-03-14      | 5.2000%  | 0.0000% | $335000.00         | $349454.88         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29    | 2029-10-15      | 4.5500%  | 0.0000% | $370000.00         | $374804.35         | Corporate Debt Securities |
| NNN REIT INC                   SR GLBL NT4.6%31 | 2031-02-15      | 4.6000%  | 0.0000% | $10000.00          | $10288.83          | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34    | 2034-07-01      | 6.3750%  | 0.0000% | $1664000.00        | $1745355.04        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         GLBL NT 5%29     | 2029-04-15      | 5.0000%  | 0.0000% | $2000.00           | $2064.74           | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT3.9%26 | 2026-07-15      | 3.9000%  | 0.0000% | $235000.00         | $238094.56         | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 31    | 2031-12-15      | 5.3750%  | 0.0000% | $2667000.00        | $2814156.54        | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR GLBL -M NT 32 | 2032-06-15      | 5.7000%  | 0.0000% | $121000.00         | $130066.13         | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL COCO 29  | 2029-03-25      | 5.1082%  | 0.0000% | $490000.00         | $495769.00         | Corporate Debt Securities |
| IPALCO ENTERPRISES INC         SR SEC GLBL NT34 | 2034-04-01      | 5.7500%  | 0.0000% | $455000.00         | $469925.90         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $380000.00         | $268455.75         | Corporate Debt Securities |
| HYUNDAI CAP SVCS INC           SR 65 144A NT 29 | 2029-02-05      | 5.1250%  | 0.0000% | $11000000.00       | $11449424.86       | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         SR GLBL DB5.7%33 | 2033-10-15      | 5.7000%  | 0.0000% | $7500000.00        | $8002337.50        | Corporate Debt Securities |
| ILLUMINA INC                   SR GLBL NT 31    | 2031-03-23      | 2.5500%  | 0.0000% | $1950000.00        | $1776341.13        | Corporate Debt Securities |
| HALLIBURTON CO                 SR GLBL NT 35    | 2035-11-15      | 4.8500%  | 0.0000% | $53000.00          | $52871.28          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR GLBL NT 4%46  | 2046-12-01      | 4.0000%  | 0.0000% | $2665000.00        | $2091722.97        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR NT 5.625%33   | 2033-09-07      | 5.6250%  | 0.0000% | $30000.00          | $32389.09          | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 30    | 2030-06-01      | 2.6500%  | 0.0000% | $116000.00         | $108252.26         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 3.155%55 | 2055-05-15      | 3.1550%  | 0.0000% | $2634000.00        | $1744259.31        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.375%012247  | 2047-01-22      | 4.3750%  | 0.0000% | $8641000.00        | $7757479.35        | Corporate Debt Securities |
| SUNCOR ENERGY INC NEW          SR GLBL NT 32    | 2032-02-01      | 7.1500%  | 0.0000% | $876000.00         | $1007196.33        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT2.1%30 | 2030-05-01      | 2.1000%  | 0.0000% | $50000.00          | $45951.25          | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 32   | 2032-11-29      | 5.8750%  | 0.0000% | $2100000.00        | $2349546.79        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 34    | 2034-02-13      | 5.2500%  | 0.0000% | $11306000.00       | $11927745.21       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.3%51 | 2051-02-15      | 3.3000%  | 0.0000% | $5153000.00        | $3574438.57        | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  FR 4.15%082528   | 2028-08-25      | 4.1500%  | 0.0000% | $4963000.00        | $5045489.20        | Corporate Debt Securities |
| GENERAL MILLS INC              GLBL NT 3%51     | 2051-02-01      | 3.0000%  | 0.0000% | $2000000.00        | $1346500.00        | Corporate Debt Securities |
| FEDEX CORP                     GLBL NT 2.4%31   | 2031-05-15      | 2.4000%  | 0.0000% | $3861000.00        | $3503188.26        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT6.6%36 | 2036-04-01      | 6.6000%  | 0.0000% | $35000.00          | $38656.45          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-02-26      | 2.3500%  | 0.0000% | $40000.00          | $39347.02          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT 8%37       | 2037-08-31      | 2.5599%  | 0.0000% | $17000.00          | $13564.61          | Corporate Debt Securities |
| GOLUB CAP BDC INC              SR GLBL NT 6%29  | 2029-07-15      | 6.0000%  | 0.0000% | $330000.00         | $343746.70         | Corporate Debt Securities |

### Security 643: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZON5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1CZON5
- **C.18 - Value (incl. sponsor support):** $888900000.00
- **C.18.a - Value (excl. sponsor support):** $888900000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2054-08-15      | 4.2500%  | 0.0000% | $747600.00         | $708398.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $400.00            | $400.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $164900.00         | $173064.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $21000000.00       | $20537835.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $200.00            | $205.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $975900.00         | $1021890.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $3845200.00        | $3653887.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $13383100.00       | $13300795.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $798000.00         | $708762.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $181161400.00      | $204649953.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $11922000.00       | $12199618.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $167294500.00      | $171796020.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $36198300.00       | $37346881.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $12501400.00       | $12454644.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $152501500.00      | $147038576.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $87.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $44011200.00       | $41861694.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1392600.00        | $717207.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $13876200.00       | $10874913.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1000.00           | $1015.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $1000.00           | $1057.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $300.00            | $264.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $7101500.00        | $6213139.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $27085400.00       | $25675519.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $89717200.00       | $91864424.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $558700.00         | $588855.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $92.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $111600000.00      | $103997404.66      | U.S. Treasuries (including strips) |

### Security 644: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZPB0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1CZPB0
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2043-08-15      | 4.3750%  | 0.0000% | $4410600.00        | $4355017.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $334600.00         | $331193.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $98.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $1323400.00        | $1308945.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $663700.00         | $670750.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $4000.00           | $8605.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $198.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1958700.00        | $2048253.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $90.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $119000.00         | $146429.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $5000100.00        | $5112313.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $400.00            | $409.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $62000.00          | $68780.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $25918400.00       | $26525127.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $191.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $94.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $889800.00         | $1008489.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $900.00            | $892.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $16829500.00       | $17095741.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $5228500.00        | $5265307.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $3424900.00        | $3459783.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $7693000.00        | $7136286.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $300.00            | $287.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $999900.00         | $951898.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $12000.00          | $11095.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $168000.00         | $157238.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $961900.00         | $843323.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $108.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $205.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1247900.00        | $1294361.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $19749800.00       | $19297490.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $1171900.00        | $1156022.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $600.00            | $594.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1801000.00        | $1784475.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $24000.00          | $23644.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1500.00           | $1542.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $3000.00           | $3072.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $215900.00         | $226383.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $19528900.00       | $20098951.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $200.00            | $204.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $25000.00          | $26584.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $187600.00         | $190302.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $3132100.00        | $3319329.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $844600.00         | $855608.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $435700.00         | $435588.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $2400.00           | $2411.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $26337300.00       | $25999051.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $150.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $4352500.00        | $4442018.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $3608500.00        | $3508010.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $323500.00         | $285714.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $200.00            | $210.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $600.00            | $945.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $879900.00         | $1393471.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $1299200.00        | $1381033.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $500.00            | $494.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $4527800.00        | $4876141.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $800.00            | $856.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $600.00            | $588.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $300500.00         | $309571.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $382600.00         | $397931.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $220900.00         | $220013.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $263500.00         | $267302.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $188.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $271800.00         | $267153.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $3027300.00        | $3274010.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $395000.00         | $465364.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1938400.00        | $1940341.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $3863100.00        | $3868728.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $274300.00         | $274974.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $357300.00         | $409205.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $190.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $13500.00          | $13348.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $797200.00         | $790818.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $2700.00           | $2737.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $29200.00          | $30108.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $361400.00         | $252156.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $63700.00          | $66587.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $92.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $1900.00           | $1995.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $184300.00         | $185004.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $102.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $1800.00           | $1833.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $1700.00           | $1606.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $376300.00         | $375688.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | 0.0000% | $25749900.00       | $25614198.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $1504900.00        | $1485973.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $20400.00          | $20053.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $187400.00         | $193788.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2100.00           | $2233.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $2200.00           | $2171.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $527900.00         | $502353.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $500.00            | $487.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $3100.00           | $3187.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $1900.00           | $1951.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $14124100.00       | $14225728.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $300.00            | $319.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $991600.00         | $1027828.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $2972000.00        | $3954272.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $343200.00         | $300019.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $343200.00         | $352029.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $8931000.00        | $8902935.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $245.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $369.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $999600.00         | $992333.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $13100.00          | $13537.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $449600.00         | $494716.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $15035600.00       | $15436437.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $841700.00         | $885884.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $54900.00          | $56492.60          | U.S. Treasuries (including strips) |

### Security 645: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZQO1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CZQO1
- **C.18 - Value (incl. sponsor support):** $800549752.00
- **C.18.a - Value (excl. sponsor support):** $800549752.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AB ACTIVE ETFS INC             INTL LOW VOLATLT | 2500-12-31      | N/A      | 0.0000% | $34196.00          | $1444781.00        | Equities   |
| WISDOMTREE TR                  INFLATION PLUS F | 2500-12-31      | N/A      | 0.0000% | $1274.00           | $41468.70          | Equities   |
| GMO ETF TRUST                  GMO BEYOND CHNA  | 2500-12-31      | N/A      | 0.0000% | $2449.00           | $73837.59          | Equities   |
| NACCO INDS INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $54649.22          | Equities   |
| SPDR INDEX SHS FDS             S&P INTL SMLCP   | 2500-12-31      | N/A      | 0.0000% | $30331.00          | $1210813.52        | Equities   |
| ECHOSTAR CORP                  CL A             | 2500-12-31      | N/A      | 0.0000% | $393870.00         | $27917505.60       | Equities   |
| DIVERSIFIED HEALTHCARE TR      COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $213377.00         | $1039145.99        | Equities   |
| ABIVAX SA                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $318344.00         | $40009473.92       | Equities   |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $134650.00         | $2894975.00        | Equities   |
| BITWISE BITCOIN ETF TR         SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $408522.00         | $19960384.92       | Equities   |
| BP PLC                         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $1113544.00        | $40009635.92       | Equities   |
| GLOBAL X FDS                   INVESTMENT GRADE | 2500-12-31      | N/A      | 0.0000% | $38645.00          | $1004770.00        | Equities   |
| JANUS DETROIT STR TR           HENDERSON CORPOR | 2500-12-31      | N/A      | 0.0000% | $298.00            | $12654.78          | Equities   |
| VIRIDIAN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $560400.00         | $17775888.00       | Equities   |
| STELLAR V CAP CORP             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1773.00           | $18421.47          | Equities   |
| COCA-COLA FEMSA SAB DE CV      SPONS ADS REP    | 2500-12-31      | N/A      | 0.0000% | $59795.00          | $5256578.45        | Equities   |
| DIMENSIONAL ETF TRUST          US CORE EQUITY 1 | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6812.25           | Equities   |
| CALIFORNIA RES CORP            COM STOCK        | 2500-12-31      | N/A      | 0.0000% | $268714.00         | $12602686.60       | Equities   |
| DIMENSIONAL ETF TRUST          EMERGING MKTS HI | 2500-12-31      | N/A      | 0.0000% | $14274.00          | $447438.51         | Equities   |
| ISHARES TR                     10-20 YR TRS ETF | 2500-12-31      | N/A      | 0.0000% | $6060.00           | $633027.60         | Equities   |
| INVENTIVA SA                   ADS              | 2500-12-31      | N/A      | 0.0000% | $173176.00         | $796609.60         | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $84258.00          | $14632244.28       | Equities   |
| ISHARES TR                     3 7 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $69417.00          | $8355724.29        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO 30 CORP   | 2500-12-31      | N/A      | 0.0000% | $199594.00         | $3385114.24        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $25678.00          | $3154542.30        | Equities   |
| SL GREEN RLTY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $27307.00          | $1290528.82        | Equities   |
| ISHARES TR                     IBONDS OCT 2028  | 2500-12-31      | N/A      | 0.0000% | $11594.00          | $304342.50         | Equities   |
| TIDAL TRUST II                 YIELDMAX XYZ OPT | 2500-12-31      | N/A      | 0.0000% | $10123.00          | $72889.65          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI CLIMATE 500 | 2500-12-31      | N/A      | 0.0000% | $5298.00           | $162959.59         | Equities   |
| ISHARES INC                    MSCI FRANCE ETF  | 2500-12-31      | N/A      | 0.0000% | $2122.00           | $94280.46          | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $874.00            | $16116.56          | Equities   |
| PAMT CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $9559.00           | $86795.72          | Equities   |
| VICTORY PORTFOLIOS II          VCTRYSHS INTL MO | 2500-12-31      | N/A      | 0.0000% | $5641.00           | $353041.98         | Equities   |
| JBS N.V.                       CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $481470.00         | $7087238.40        | Equities   |
| TEEKAY TANKERS LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $15621.00          | $907736.31         | Equities   |
| WISDOMTREE TR                  TRUE EMERGING MK | 2500-12-31      | N/A      | 0.0000% | $8779.00           | $312230.40         | Equities   |
| TEXAS VENTURES ACQUISITION III USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $135054.00         | $1443727.26        | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2500-12-31      | N/A      | 0.0000% | $132840.00         | $1428030.00        | Equities   |
| CHARLTON ARIA ACQUISITION CORP ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $6576.00           | $68521.92          | Equities   |
| PROQR THRAPEUTICS N V          SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $186106.00         | $439210.16         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P 500 MOMNTM   | 2500-12-31      | N/A      | 0.0000% | $678.00            | $80871.84          | Equities   |
| FIRST TR EXCHANGE-TRADED FD    WCM INTL EQUITY  | 2500-12-31      | N/A      | 0.0000% | $312453.00         | $5152349.97        | Equities   |
| T ROWE PRICE ETF INC           QM US BOND ETF   | 2500-12-31      | N/A      | 0.0000% | $17323.00          | $751298.51         | Equities   |
| INNOVATOR ETFS TRUST           EQUITY MNGD 100  | 2500-12-31      | N/A      | 0.0000% | $6615.00           | $177152.35         | Equities   |
| PB BANKSHARES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $9184.00           | $199476.48         | Equities   |
| GALAPAGOS NV                   SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $244198.00         | $7601883.74        | Equities   |
| GRUPO CIBEST SA                SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $319315.00         | $20021050.50       | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $327860.00         | $2809760.20        | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $187116.00         | $686715.72         | Equities   |
| DUOLINGO INC                   CL A COM         | 2500-12-31      | N/A      | 0.0000% | $110172.00         | $20759709.96       | Equities   |
| GLOBAL INDUSTRIAL COMPANY      COM              | 2500-12-31      | N/A      | 0.0000% | $54928.00          | $1569292.96        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $7281.00           | $708549.06         | Equities   |
| LATAM AIRLINES GROUP SA        SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $40071.00          | $1923808.71        | Equities   |
| TENAX THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $74262.00          | $703261.14         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $633364.00         | $40009603.88       | Equities   |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $7440.00           | $692140.97         | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $80723.00          | $7805914.10        | Equities   |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $312931.00         | $4790973.61        | Equities   |
| LISTED FDS TR                  WAHED DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $35821.00          | $1021256.71        | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $590239.00         | $5270834.27        | Equities   |
| FIRST TR EXCH TRADED FD III    INSTL PFD SECS   | 2500-12-31      | N/A      | 0.0000% | $569.00            | $11024.38          | Equities   |
| COLUMBIA ETF TR I              INTERNATIONAL EQ | 2500-12-31      | N/A      | 0.0000% | $11460.00          | $446880.41         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS US MID C | 2500-12-31      | N/A      | 0.0000% | $8037.00           | $562590.00         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $8625.00           | $307595.10         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $2798.00           | $172743.48         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II INDIA NFTY50 EQW | 2500-12-31      | N/A      | 0.0000% | $9988.00           | $591739.06         | Equities   |
| FLEXSHARES TR                  MSTAR EMKT FAC   | 2500-12-31      | N/A      | 0.0000% | $6675.00           | $425163.46         | Equities   |
| FLEXSHARES TR                  INTL QLTDV IDX   | 2500-12-31      | N/A      | 0.0000% | $8337.00           | $246029.87         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE TAIWAN      | 2500-12-31      | N/A      | 0.0000% | $70989.00          | $4225975.17        | Equities   |
| LIONHEART HOLDINGS             SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $22303.00          | $236523.32         | Equities   |
| PERCEPTIVE CAP SOLUTIONS CORP  CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $1987.00           | $21161.55          | Equities   |
| WEN ACQUISITION CORP           COM CL A         | 2500-12-31      | N/A      | 0.0000% | $89123.00          | $901479.15         | Equities   |
| ISHARES TR                     INTL DEV RE ETF  | 2500-12-31      | N/A      | 0.0000% | $10978.00          | $253427.13         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $784032.00         | $40009152.96       | Equities   |
| ITAU UNIBANCO HLDG S A         SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $5223184.00        | $40009589.44       | Equities   |
| PROSHARES TR                   SHT 7-10 YR TR   | 2500-12-31      | N/A      | 0.0000% | $4009.00           | $110949.07         | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $6646.00           | $1099846.54        | Equities   |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $13041.00          | $736555.68         | Equities   |
| ISHARES TR                     FUTURE EXPONENTI | 2500-12-31      | N/A      | 0.0000% | $189.00            | $13936.10          | Equities   |
| PIMCO ETF TR                   SHTRM MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $20294.00          | $1025455.82        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $58574.00          | $40009556.44       | Equities   |
| ISHARES TR                     ESG MSCI EM LDRS | 2500-12-31      | N/A      | 0.0000% | $2166.00           | $127109.76         | Equities   |
| ISHARES TR                     U.S. MED DVC ETF | 2500-12-31      | N/A      | 0.0000% | $79133.00          | $5090625.89        | Equities   |
| FRESENIUS MEDICAL CARE AG      SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $90606.00          | $2158234.92        | Equities   |
| SCHWAB STRATEGIC TR            US DIVIDEND EQ   | 2500-12-31      | N/A      | 0.0000% | $65881.00          | $1808433.45        | Equities   |
| ALTO INGREDIENTS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $120210.00         | $294514.50         | Equities   |
| BRAG HSE HLDGS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $423489.00         | $397783.22         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $4857.00           | $185901.67         | Equities   |
| EXCHANGE LISTED FDS TR         ETC CABANA TARGT | 2500-12-31      | N/A      | 0.0000% | $6049.00           | $141526.03         | Equities   |
| DBX ETF TR                     DALY HOM B&S BUL | 2500-12-31      | N/A      | 0.0000% | $32819.00          | $2083350.12        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ARTIF   | 2500-12-31      | N/A      | 0.0000% | $19529.00          | $1243020.85        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $65133.00          | $40009247.91       | Equities   |
| ISHARES INC                    MSCI EM ASIA ETF | 2500-12-31      | N/A      | 0.0000% | $65314.00          | $6067187.28        | Equities   |
| IB ACQUISITION CORP            COM SHS          | 2500-12-31      | N/A      | 0.0000% | $29992.00          | $314916.00         | Equities   |
| NEXA RES S A                   COM              | 2500-12-31      | N/A      | 0.0000% | $92845.00          | $626703.75         | Equities   |
| CRANE HBR ACQUISITION CORP     CL A             | 2500-12-31      | N/A      | 0.0000% | $296117.00         | $3349083.27        | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $132126.00         | $1399214.34        | Equities   |
| QUARTZSEA ACQUISITION CORP     ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $9003.00           | $92100.69          | Equities   |
| THE ONE GROUP HOSPITALITY INC  COM              | 2500-12-31      | N/A      | 0.0000% | $90802.00          | $182512.02         | Equities   |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $10924.00          | $1411599.28        | Equities   |
| VANGUARD SPECIALIZED FUNDS     DIV APP ETF      | 2500-12-31      | N/A      | 0.0000% | $20931.00          | $4638309.60        | Equities   |
| PACIFIC BIOSCIENCES CALIF INC  COM              | 2500-12-31      | N/A      | 0.0000% | $786127.00         | $1878843.53        | Equities   |
| SERVICE PPTYS TR               COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $1411040.00        | $2441099.20        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $137980.00         | $40008680.80       | Equities   |
| SELECT SECTOR SPDR TR          SBI HEALTHCARE   | 2500-12-31      | N/A      | 0.0000% | $52217.00          | $8272217.14        | Equities   |
| SCHWAB STRATEGIC TR            US LRG CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $56896.00          | $1526519.68        | Equities   |
| SAP SE                         SPON ADR         | 2500-12-31      | N/A      | 0.0000% | $83390.00          | $20015267.80       | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $47234.00          | $2179849.10        | Equities   |
| ISHARES TR                     IBONDS 27 ETF    | 2500-12-31      | N/A      | 0.0000% | $105549.00         | $2569062.66        | Equities   |
| ORION PROPERTIES INC           COM              | 2500-12-31      | N/A      | 0.0000% | $271508.00         | $610893.00         | Equities   |
| ISHARES TR                     CORE US AGGBD ET | 2500-12-31      | N/A      | 0.0000% | $396292.00         | $40009640.32       | Equities   |
| GRAYSCALE FUNDS TRUST          BITCOIN MINERS   | 2500-12-31      | N/A      | 0.0000% | $606.00            | $21903.87          | Equities   |
| TSCAN THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $261805.00         | $290603.55         | Equities   |
| TETRA TECH INC NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $18500.00          | $643430.00         | Equities   |
| PROSHARES TR                   ULSH 20YRTRE NEW | 2500-12-31      | N/A      | 0.0000% | $5394.00           | $351465.49         | Equities   |
| SCHWAB STRATEGIC TR            ULTRA SHORT INCM | 2500-12-31      | N/A      | 0.0000% | $18237.00          | $460301.88         | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $296429.00         | $18594991.17       | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $21014.00          | $1425379.62        | Equities   |
| SIBANYE STILLWATER LTD         SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3180416.00        | $40009633.28       | Equities   |
| INSPIREMD INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $123177.00         | $257439.93         | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $262300.00         | $4351557.00        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $3434.00           | $193917.98         | Equities   |
| INVESCO EXCH TRADED FD TR II   KBW HIG DV YLD   | 2500-12-31      | N/A      | 0.0000% | $28084.00          | $385874.16         | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $3381.00           | $479784.19         | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $1604.00           | $121628.43         | Equities   |
| PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $3160320.00        | $40009651.20       | Equities   |
| KRANESHARES TRUST              HANG SENG TECH   | 2500-12-31      | N/A      | 0.0000% | $25097.00          | $415104.38         | Equities   |
| PROSHARES TR                   INFLATN EXPECTNS | 2500-12-31      | N/A      | 0.0000% | $4916.00           | $158688.48         | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $352000.00         | $10799360.00       | Equities   |
| CAPITAL GROUP GLOBAL EQUITY ET SHS              | 2500-12-31      | N/A      | 0.0000% | $75414.00          | $2369507.88        | Equities   |
| CAMECO CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $450508.00         | $40009615.48       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $64020.00          | $40009299.00       | Equities   |
| WISDOMTREE TR                  EUROPE SMCP DV   | 2500-12-31      | N/A      | 0.0000% | $3863.00           | $267294.88         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $12173.00          | $127816.50         | Equities   |
| APOLLO COML REAL EST FIN INC   COM              | 2500-12-31      | N/A      | 0.0000% | $35300.00          | $361472.00         | Equities   |

### Security 646: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.040000%
- **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: ARP1CZS43, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1CZS43
- **C.18 - Value (incl. sponsor support):** $2026000000.00
- **C.18.a - Value (excl. sponsor support):** $2026000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLFS4827     | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $48445040.26       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLFS4522     | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $178704.03         | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5701     | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1389261.04        | Agency Mortgage-Backed Securities   |
| TVIN 09/15/27            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1229384.22        | Agency Debentures and Agency Strips |
| FKAR 03.600 WEWE5046     | 2038-02-01      | 3.6000%  | 0.0000% | $2226000.00        | $2102154.26        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2031-03-15      | 0.0000%  | 0.0000% | $2580000.00        | $2113910.10        | Agency Debentures and Agency Strips |
| FNMS 06.000 CLDC3465     | 2054-09-01      | 6.0000%  | 0.0000% | $18594910.00       | $15252776.50       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC7035     | 2054-12-01      | 6.0000%  | 0.0000% | $9027051.00        | $8014882.38        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2032-07-15      | 0.0000%  | 0.0000% | $10000000.00       | $7685460.00        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-01-15      | 0.0000%  | 0.0000% | $1995000.00        | $1985673.38        | Agency Debentures and Agency Strips |
| FNMS 04.500 CLCB6510     | 2053-06-01      | 4.5000%  | 0.0000% | $35790860.00       | $29612410.16       | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $493984.72         | Agency Debentures and Agency Strips |
| FNMS 04.500 CLCB7084     | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $27347413.52       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5498     | 2054-10-01      | 6.0000%  | 0.0000% | $23536216.00       | $19123932.38       | Agency Mortgage-Backed Securities   |
| TVIN 03/15/26            | 2026-03-15      | 0.0000%  | 0.0000% | $1364000.00        | $1347614.27        | Agency Debentures and Agency Strips |
| TVIN 10/01/27            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $291656.04         | Agency Debentures and Agency Strips |
| FNMS 02.500 CLCB1024     | 2051-07-01      | 2.5000%  | 0.0000% | $4763000.00        | $2930203.61        | Agency Mortgage-Backed Securities   |
| FHDN 12/10/25            | 2025-12-10      | 0.0000%  | 0.0000% | $1330000.00        | $1328733.84        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6258724.73        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4687482.50        | Agency Debentures and Agency Strips |
| FNMS 06.000 CLDA5003     | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $222279.82         | Agency Mortgage-Backed Securities   |
| 3.125 FHLB 37 AW         | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3401755.30        | Agency Debentures and Agency Strips |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $600382.03         | Agency Debentures and Agency Strips |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9514828.33        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-26      | 3.1250%  | 0.0000% | $6000000.00        | $5444820.67        | Agency Debentures and Agency Strips |
| FNMS 06.000 CLDC3459     | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $6894420.64        | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2026-01-22      | 2.6600%  | 0.0000% | $564000.00         | $568174.73         | Agency Debentures and Agency Strips |
| FNAR XX.XXX H2AN3800     | 2027-04-01      | 2.6200%  | 0.0000% | $3000000.00        | $2475977.03        | Agency Mortgage-Backed Securities   |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6474040.15        | Agency Debentures and Agency Strips |
| FNMS 05.500 CLFA1562     | 2055-04-01      | 5.5000%  | 0.0000% | $63283862.00       | $61761612.36       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2026-06-23      | 4.3750%  | 0.0000% | $834000.00         | $852716.47         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $504261.12         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $21350436.11       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-09-27      | 2.4000%  | 0.0000% | $721000.00         | $636831.66         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1449814.00        | Agency Debentures and Agency Strips |
| FNMS 04.500 CLFS3812     | 2053-01-01      | 4.5000%  | 0.0000% | $1563000.00        | $1293173.73        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5647     | 2055-03-01      | 6.0000%  | 0.0000% | $1837467.00        | $1585103.54        | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLMA4493     | 2051-12-01      | 2.5000%  | 0.0000% | $388838148.00      | $249999999.97      | Agency Mortgage-Backed Securities   |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $35000000.00       | $36527694.58       | Agency Debentures and Agency Strips |
| TVIN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $987000.00         | $973611.34         | Agency Debentures and Agency Strips |
| TVIN 03/15/32            | 2032-03-15      | 0.0000%  | 0.0000% | $110000.00         | $84824.63          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $25434000.00       | $29002676.33       | Agency Debentures and Agency Strips |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4889682.50        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-02-25      | 0.6600%  | 0.0000% | $2000000.00        | $1988216.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-04-28      | 3.3300%  | 0.0000% | $7500000.00        | $6863160.00        | Agency Debentures and Agency Strips |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16927285.10       | Agency Debentures and Agency Strips |
| 4.75 FHLB 25 35          | 2025-12-12      | 4.7500%  | 0.0000% | $105000.00         | $107306.93         | Agency Debentures and Agency Strips |
| FKAR 04.750 WNWN0179     | 2045-01-01      | 4.7500%  | 0.0000% | $10000000.00       | $9722125.00        | Agency Mortgage-Backed Securities   |
| 3.625 FHLB 37 BE         | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6525452.99        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $30000000.00       | $24451543.33       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4643318.62        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1992535.91        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6388419.33        | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $21237153.33       | Agency Debentures and Agency Strips |
| FNMS 05.500 CLCB8147     | 2054-03-01      | 5.5000%  | 0.0000% | $129522448.00      | $110459909.47      | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFS7086     | 2053-09-01      | 5.5000%  | 0.0000% | $29176828.00       | $21819123.23       | Agency Mortgage-Backed Securities   |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $17585211.23       | Agency Debentures and Agency Strips |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11763540.08       | Agency Debentures and Agency Strips |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13788960.00       | Agency Debentures and Agency Strips |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $58935000.00       | $62330625.15       | Agency Debentures and Agency Strips |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2334439.08        | Agency Debentures and Agency Strips |
| 3.25 FHLB 28 G4973       | 2028-11-16      | 3.2500%  | 0.0000% | $10000000.00       | $9958973.33        | Agency Debentures and Agency Strips |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5793524.00        | Agency Debentures and Agency Strips |
| FKAR 04.250 WNWN2623     | 2031-09-01      | 4.2500%  | 0.0000% | $3000000.00        | $3019582.50        | Agency Mortgage-Backed Securities   |
| FNMS 06.500 CLDA4246     | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $3465092.76        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB9057     | 2054-08-01      | 6.0000%  | 0.0000% | $125000000.00      | $113740530.47      | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFA2432     | 2055-06-01      | 5.5000%  | 0.0000% | $43690499.00       | $42210482.24       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLBV1687     | 2055-05-01      | 6.0000%  | 0.0000% | $2710213.00        | $2776753.14        | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $398167.18         | Agency Debentures and Agency Strips |
| FNMS 06.000 CLCB9008     | 2054-08-01      | 6.0000%  | 0.0000% | $200811352.00      | $182605018.98      | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX HYAN3417     | 2026-11-01      | 2.4400%  | 0.0000% | $2000000.00        | $1974540.00        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLFS5833     | 2053-10-01      | 6.0000%  | 0.0000% | $11901249.00       | $9512067.93        | Agency Mortgage-Backed Securities   |
| FKAR 05.250 WAWA4853     | 2055-05-01      | 5.2500%  | 0.0000% | $6294110.00        | $6221879.13        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLMA5674     | 2055-04-01      | 6.0000%  | 0.0000% | $948062.00         | $834135.10         | Agency Mortgage-Backed Securities   |
| Fannie Mae               | 2026-01-15      | 0.0000%  | 0.0000% | $436000.00         | $433627.29         | Agency Debentures and Agency Strips |
| TVIN 06/15/32            | 2032-06-15      | 0.0000%  | 0.0000% | $662000.00         | $505250.32         | Agency Debentures and Agency Strips |
| TVIN 03/15/36            | 2036-03-15      | 0.0000%  | 0.0000% | $4954000.00        | $3132889.78        | Agency Debentures and Agency Strips |
| 4.250 TVBD 52 A          | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $4160302.01        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $756387.18         | Agency Debentures and Agency Strips |
| FHDN 01/30/26            | 2026-01-30      | 0.0000%  | 0.0000% | $15550000.00       | $15455269.40       | Agency Debentures and Agency Strips |
| FNMS 06.000 CLDE0751     | 2055-06-01      | 6.0000%  | 0.0000% | $25031032.00       | $23751955.66       | Agency Mortgage-Backed Securities   |
| FHDN 02/17/26            | 2026-02-17      | 0.0000%  | 0.0000% | $17619000.00       | $17477484.19       | Agency Debentures and Agency Strips |
| FNMS 06.000 CLFS9980     | 2054-09-01      | 6.0000%  | 0.0000% | $29139552.00       | $23930246.07       | Agency Mortgage-Backed Securities   |
| FKAR 04.500 WAWA4852     | 2042-04-01      | 4.5000%  | 0.0000% | $4000000.00        | $3845328.60        | Agency Mortgage-Backed Securities   |
| FNMS 02.500 ZLFP0135     | 2044-07-25      | 2.5000%  | 0.0000% | $41300744.00       | $36502422.69       | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDD0835     | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $1969572.89        | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLDC8824     | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $204733.38         | Agency Mortgage-Backed Securities   |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $84698.58          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2768811.16        | Agency Debentures and Agency Strips |
| 2.98 FHLB 25 YQ          | 2025-12-03      | 2.9800%  | 0.0000% | $985000.00         | $999217.60         | Agency Debentures and Agency Strips |
| 2.60 FHLB 25 VJ          | 2025-12-04      | 2.6000%  | 0.0000% | $11975000.00       | $12124168.58       | Agency Debentures and Agency Strips |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $5000000.00        | $3710596.67        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6407001.15        | Agency Debentures and Agency Strips |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5415016.53        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2025-12-19      | 4.2500%  | 0.0000% | $227000.00         | $231301.61         | Agency Debentures and Agency Strips |
| FNMS 03.000 CLAB6495     | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $271318.40         | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLBY7307     | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $550892.34         | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLBN9019     | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $38933435.80       | Agency Mortgage-Backed Securities   |
| Farm Federal Credit Bank | 2037-09-08      | 4.0000%  | 0.0000% | $6716000.00        | $6510637.41        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2038-01-26      | 3.3100%  | 0.0000% | $7300000.00        | $6573483.72        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2037-03-30      | 3.0800%  | 0.0000% | $10000000.00       | $8897612.22        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $5136123.96        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4612515.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-02-02      | 0.0000%  | 0.0000% | $50910000.00       | $50583208.71       | Agency Debentures and Agency Strips |
| FNMS 06.500 CLDA4708     | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $2388665.92        | Agency Mortgage-Backed Securities   |
| 3.315 FHLB 35 Y          | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11910405.53       | Agency Debentures and Agency Strips |
| 4.875 FHLB 37 CA         | 2037-09-11      | 4.8750%  | 0.0000% | $5000000.00        | $5254210.42        | Agency Debentures and Agency Strips |
| FNMS 06.000 CLFS8400     | 2054-07-01      | 6.0000%  | 0.0000% | $142600476.00      | $125508475.97      | Agency Mortgage-Backed Securities   |
| FNMS 06.000 CLCB8160     | 2054-03-01      | 6.0000%  | 0.0000% | $81473059.00       | $69671492.24       | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLMA4306     | 2051-04-01      | 2.5000%  | 0.0000% | $104605142.00      | $58136314.76       | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLMA3522     | 2048-11-01      | 4.5000%  | 0.0000% | $500000000.00      | $40934011.31       | Agency Mortgage-Backed Securities   |
| TVIN 03/15/33            | 2033-03-15      | 0.0000%  | 0.0000% | $2535000.00        | $1877129.48        | Agency Debentures and Agency Strips |
| FNMS 04.500 CLCA7778     | 2050-11-01      | 4.5000%  | 0.0000% | $5333505.00        | $2471657.37        | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA7916     | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $497034.10         | Agency Mortgage-Backed Securities   |
| FNMS 02.000 CLCA7861     | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $820986.95         | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLFM3149     | 2044-02-01      | 4.0000%  | 0.0000% | $5166103.00        | $1748118.45        | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFA0988     | 2055-03-01      | 5.5000%  | 0.0000% | $143898100.00      | $140785685.87      | Agency Mortgage-Backed Securities   |
| TVIN 01/15/37            | 2037-01-15      | 0.0000%  | 0.0000% | $2322000.00        | $1414966.43        | Agency Debentures and Agency Strips |
| TVIN 01/15/34            | 2034-01-15      | 0.0000%  | 0.0000% | $469000.00         | $328700.06         | Agency Debentures and Agency Strips |
| TVIN 12/15/31            | 2031-12-15      | 0.0000%  | 0.0000% | $421000.00         | $328208.65         | Agency Debentures and Agency Strips |

### Security 647: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.040000%
- **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: ARP1CZS84, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CZS84
- **C.18 - Value (incl. sponsor support):** $2432000000.00
- **C.18.a - Value (excl. sponsor support):** $2432000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $5460238.00        | $4518914.86        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4172 | 2030-11-01      | 1.5000%  | 0.0000% | $534581.00         | $148099.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZ971839 | 2048-02-01      | 5.0000%  | 0.0000% | $3927343.00        | $157329.58         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3527 | 2048-11-01      | 5.0000%  | 0.0000% | $33000.00          | $2754.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAA7376 | 2027-03-01      | 5.0000%  | 0.0000% | $17612602.00       | $19855.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  | 0.0000% | $3678075.00        | $62593.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT929274 | 2028-03-01      | 5.0000%  | 0.0000% | $7008670.00        | $8130.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $753000.00         | $701876.77         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CJMA4272 | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $430458.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDF0646 | 2040-09-01      | 4.5000%  | 0.0000% | $615787.00         | $549351.60         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  | 0.0000% | $51000.00          | $27991.14          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0693 | 2052-06-01      | 4.5000%  | 0.0000% | $28280.00          | $20551.09          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6013 | 2036-01-01      | 2.0000%  | 0.0000% | $475000.00         | $233715.83         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6089 | 2036-02-01      | 2.0000%  | 0.0000% | $66847301.00       | $27176453.28       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3385 | 2049-04-01      | 4.0000%  | 0.0000% | $68412783.00       | $20593515.33       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  | 0.0000% | $149000.00         | $97659.75          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6035 | 2036-02-01      | 2.0000%  | 0.0000% | $1500000.00        | $709068.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8796 | 2051-09-01      | 3.0000%  | 0.0000% | $55832132.00       | $33687775.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $38330479.00       | $35259902.67       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3646 | 2049-02-01      | 4.0000%  | 0.0000% | $40578542.00       | $8216492.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6267 | 2055-11-01      | 6.0000%  | 0.0000% | $1118577.00        | $1170084.12        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA7403 | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $7935316.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2865 | 2055-07-01      | 6.5000%  | 0.0000% | $12526511.00       | $13138281.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2745 | 2039-05-01      | 5.5000%  | 0.0000% | $41603982.00       | $40346853.07       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH4100 | 2047-10-01      | 3.5000%  | 0.0000% | $130000.00         | $35923.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1128 | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $48414.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1119 | 2042-07-01      | 4.0000%  | 0.0000% | $600000.00         | $50579.64          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5925 | 2035-10-01      | 6.0000%  | 0.0000% | $2536121.00        | $2636846.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5913 | 2040-11-01      | 3.5000%  | 0.0000% | $970169.00         | $946482.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2418 | 2052-07-01      | 3.5000%  | 0.0000% | $189000.00         | $140221.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2339 | 2048-09-01      | 4.5000%  | 0.0000% | $123583786.00      | $26168089.03       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2696 | 2051-12-01      | 3.0000%  | 0.0000% | $5650000.00        | $3718440.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  | 0.0000% | $12530242.00       | $11249285.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $1189563.00        | $795108.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0007 | 2055-02-01      | 6.5000%  | 0.0000% | $61411705.00       | $56049841.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $1035744.00        | $766292.36         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  | 0.0000% | $8158628.00        | $4850177.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9083 | 2055-09-01      | 5.5000%  | 0.0000% | $1968343.00        | $2021041.26        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  | 0.0000% | $142000.00         | $60646.37          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1261 | 2051-08-01      | 2.0000%  | 0.0000% | $236000.00         | $143617.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  | 0.0000% | $135000.00         | $115122.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0465 | 2054-08-01      | 6.5000%  | 0.0000% | $22726636.00       | $18066380.27       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BM7884 | 2060-09-01      | 3.5000%  | 0.0000% | $9577333.00        | $8764140.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL924041 | 2037-05-01      | 6.0000%  | 0.0000% | $12575729.00       | $82050.76          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1178 | 2055-10-01      | 4.5000%  | 0.0000% | $8020763.00        | $7933557.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0051 | 2040-02-01      | 5.5000%  | 0.0000% | $4171393.00        | $3865924.19        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $1236000.00        | $857477.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $147225070.00      | $138912404.84      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5987 | 2053-01-01      | 5.0000%  | 0.0000% | $25535279.00       | $20052661.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5679 | 2053-08-01      | 5.5000%  | 0.0000% | $14456.00          | $12423.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7494 | 2052-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3072.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4994 | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $90924.53          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM5721 | 2040-12-01      | 3.0000%  | 0.0000% | $136000.00         | $71177.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0766 | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1883274.88        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3727 | 2050-07-01      | 3.0000%  | 0.0000% | $145000.00         | $48926.92          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX1132 | 2052-11-01      | 4.5000%  | 0.0000% | $3116412.00        | $2312895.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6074 | 2053-03-01      | 5.0000%  | 0.0000% | $45122675.00       | $35382557.09       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAJ2889 | 2026-09-01      | 4.0000%  | 0.0000% | $4505472.00        | $50436.16          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL609142 | 2031-03-01      | 7.0000%  | 0.0000% | $3051400.00        | $22919.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL735502 | 2035-04-01      | 6.0000%  | 0.0000% | $1423000.00        | $10702.70          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2784 | 2036-11-01      | 2.0000%  | 0.0000% | $408600.00         | $168098.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3457 | 2054-09-01      | 6.0000%  | 0.0000% | $718960.00         | $582787.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5708 | 2054-11-01      | 4.5000%  | 0.0000% | $796356.00         | $777363.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6161 | 2053-07-01      | 5.5000%  | 0.0000% | $2971666.00        | $2375596.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $477137.00         | $48858.76          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9282 | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $18177362.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD0669 | 2040-08-01      | 6.0000%  | 0.0000% | $2927396.00        | $3028624.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3877 | 2055-02-01      | 6.0000%  | 0.0000% | $1284922.00        | $1140555.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5694 | 2040-12-01      | 5.0000%  | 0.0000% | $1084215.00        | $1103692.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDB8307 | 2039-12-01      | 5.0000%  | 0.0000% | $2491452.00        | $2415552.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  | 0.0000% | $8279.00           | $6978.06           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0204 | 2055-03-01      | 6.5000%  | 0.0000% | $1660519.00        | $1743856.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL535131 | 2029-03-01      | 6.0000%  | 0.0000% | $1000000.00        | $568.26            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6110 | 2055-08-01      | 5.0000%  | 0.0000% | $148876.00         | $148809.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5256 | 2040-07-01      | 5.0000%  | 0.0000% | $493330.00         | $493425.65         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAL2518 | 2039-11-01      | 5.5000%  | 0.0000% | $10197840.00       | $154641.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6303 | 2055-11-01      | 5.0000%  | 0.0000% | $1024664.00        | $1030462.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $18977.11          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $499424.00         | $400478.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6103 | 2055-08-01      | 6.0000%  | 0.0000% | $43187653.00       | $40967235.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3278 | 2052-04-01      | 3.0000%  | 0.0000% | $1814280.00        | $1298390.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2769 | 2040-06-01      | 6.0000%  | 0.0000% | $1629177.00        | $1664940.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7577 | 2055-08-01      | 6.5000%  | 0.0000% | $3661818.00        | $3569546.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1354 | 2048-03-01      | 3.5000%  | 0.0000% | $94000.00          | $22953.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6896 | 2040-11-01      | 5.0000%  | 0.0000% | $12872131.00       | $13087056.97       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7535 | 2040-09-01      | 5.0000%  | 0.0000% | $1147213.00        | $1147186.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1802 | 2055-06-01      | 6.0000%  | 0.0000% | $7537378.00        | $7004196.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6537 | 2055-12-01      | 5.5000%  | 0.0000% | $3080313.00        | $3148871.53        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV7265 | 2052-05-01      | 3.0000%  | 0.0000% | $73940.00          | $55857.81          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6001 | 2055-11-01      | 5.5000%  | 0.0000% | $1347529.00        | $1390577.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6008 | 2055-12-01      | 5.5000%  | 0.0000% | $1083627.00        | $1116945.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5883 | 2055-12-01      | 5.5000%  | 0.0000% | $3341224.00        | $3424069.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8110 | 2046-10-01      | 3.0000%  | 0.0000% | $1350000.00        | $347782.86         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU6685 | 2028-09-01      | 3.5000%  | 0.0000% | $2620365.00        | $107671.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1910 | 2055-11-01      | 5.5000%  | 0.0000% | $2654999.00        | $2712894.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1766 | 2055-10-01      | 5.5000%  | 0.0000% | $16665840.00       | $17020005.59       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1364 | 2055-04-01      | 4.5000%  | 0.0000% | $245909.00         | $236038.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9281 | 2054-10-01      | 4.5000%  | 0.0000% | $87839.00          | $81653.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9426 | 2054-11-01      | 4.5000%  | 0.0000% | $5306081.00        | $5028664.50        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6611 | 2053-12-01      | 7.0000%  | 0.0000% | $1100000.00        | $593975.52         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0603 | 2055-06-01      | 6.5000%  | 0.0000% | $185000.00         | $185560.66         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBQ6743 | 2041-11-01      | 2.0000%  | 0.0000% | $1906766.00        | $1250533.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8521 | 2054-05-01      | 5.0000%  | 0.0000% | $44121922.00       | $39993825.78       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1058 | 2032-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $281507.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9780 | 2053-06-01      | 5.5000%  | 0.0000% | $3632991.00        | $2871265.65        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE5958 | 2040-07-01      | 5.0000%  | 0.0000% | $6789572.00        | $6566239.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $570000.00         | $20703.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959984 | 2037-11-01      | 6.0000%  | 0.0000% | $516900.00         | $1800.36           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2100 | 2055-07-01      | 6.5000%  | 0.0000% | $11159075.00       | $11568479.80       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3304 | 2055-07-01      | 6.5000%  | 0.0000% | $1109250.00        | $931474.02         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $1840000.00        | $16561.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7057 | 2052-07-01      | 2.5000%  | 0.0000% | $116230.00         | $89620.99          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS8582 | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $4716992.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $1422.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0767 | 2040-03-01      | 6.0000%  | 0.0000% | $28725590.00       | $26094868.28       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3475 | 2051-09-01      | 4.5000%  | 0.0000% | $16113553.00       | $16110443.08       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $41000.00          | $32498.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3683 | 2055-03-01      | 5.5000%  | 0.0000% | $20227214.00       | $20811861.39       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  | 0.0000% | $76000.00          | $17173.29          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM2741 | 2034-02-01      | 4.0000%  | 0.0000% | $79000.00          | $9680.89           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5846 | 2051-01-01      | 1.5000%  | 0.0000% | $1005000.00        | $499975.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2247 | 2036-11-01      | 2.5000%  | 0.0000% | $7918301.00        | $5055179.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $1024362.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2120 | 2052-06-01      | 4.0000%  | 0.0000% | $3930000.00        | $2695608.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $50000000.00       | $42599981.24       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS2873 | 2042-08-01      | 3.5000%  | 0.0000% | $200000.00         | $142230.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256687 | 2037-03-01      | 5.5000%  | 0.0000% | $6250000.00        | $18715.01          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6755 | 2053-07-01      | 6.0000%  | 0.0000% | $67000.00          | $51151.71          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $21000.00          | $17436.26          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5794 | 2055-04-01      | 6.5000%  | 0.0000% | $1362300.00        | $1431885.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5743 | 2038-02-01      | 4.5000%  | 0.0000% | $1718351.00        | $953194.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE7714 | 2040-11-01      | 3.5000%  | 0.0000% | $97999992.00       | $5581195.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5471 | 2053-01-01      | 6.0000%  | 0.0000% | $42960945.00       | $33811911.69       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4539 | 2052-03-01      | 3.0000%  | 0.0000% | $3107541.00        | $1845739.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5727 | 2052-05-01      | 5.0000%  | 0.0000% | $6947000.00        | $5120399.99        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3451 | 2052-02-01      | 2.5000%  | 0.0000% | $18086708.00       | $15572528.98       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1162 | 2032-07-01      | 2.5000%  | 0.0000% | $10195889.00       | $1837975.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6552 | 2055-04-01      | 6.5000%  | 0.0000% | $1508069.00        | $1437127.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW8084 | 2037-08-01      | 3.0000%  | 0.0000% | $162603.00         | $96521.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1121457.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9250 | 2039-12-01      | 5.0000%  | 0.0000% | $1684832.00        | $1539224.67        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2838 | 2052-02-01      | 2.0000%  | 0.0000% | $34972.00          | $22556.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $371100.00         | $263190.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6889 | 2040-11-01      | 5.0000%  | 0.0000% | $1987101.00        | $2035765.10        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR1611 | 2036-01-01      | 2.0000%  | 0.0000% | $1895000.00        | $998848.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257101 | 2028-02-01      | 5.0000%  | 0.0000% | $444735.00         | $1087.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9061 | 2055-08-01      | 6.0000%  | 0.0000% | $1092531.00        | $1140589.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5843 | 2055-07-01      | 6.0000%  | 0.0000% | $2099852.00        | $2180612.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT257252 | 2028-06-01      | 6.0000%  | 0.0000% | $500000.00         | $2050.44           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3312 | 2055-02-01      | 6.5000%  | 0.0000% | $1574700.00        | $1355437.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2622 | 2055-03-01      | 6.0000%  | 0.0000% | $1060096.00        | $960520.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  | 0.0000% | $10609690.00       | $29714.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1116 | 2054-09-01      | 6.0000%  | 0.0000% | $2720932.00        | $2075991.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC2640 | 2055-05-01      | 5.0000%  | 0.0000% | $1228244.00        | $1230704.48        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $105000.00         | $10571.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9928 | 2040-01-01      | 5.0000%  | 0.0000% | $1175255.00        | $1076850.32        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745336 | 2036-03-01      | 5.0000%  | 0.0000% | $4500000.00        | $41496.91          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1245 | 2026-12-01      | 4.5000%  | 0.0000% | $555000.00         | $866.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3523 | 2053-10-01      | 5.5000%  | 0.0000% | $2085832.00        | $1057027.26        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL735215 | 2034-10-01      | 7.0000%  | 0.0000% | $123001.00         | $1029.85           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8486 | 2054-12-01      | 6.0000%  | 0.0000% | $100000.00         | $102470.03         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0192 | 2054-08-01      | 6.5000%  | 0.0000% | $14000.00          | $9942.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  | 0.0000% | $34745995.00       | $34418515.88       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $18108342.00       | $5792099.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4287 | 2041-03-01      | 2.0000%  | 0.0000% | $479000.00         | $266318.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4840 | 2052-12-01      | 4.5000%  | 0.0000% | $7498336.00        | $6099487.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5521 | 2039-08-01      | 3.5000%  | 0.0000% | $1925231.00        | $1761647.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  | 0.0000% | $12204983.00       | $11011609.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS6393 | 2038-10-01      | 6.0000%  | 0.0000% | $2011834.00        | $1433535.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6294 | 2053-11-01      | 6.5000%  | 0.0000% | $223000.00         | $184257.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $100000.00         | $72976.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $23000.00          | $17995.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $14880534.00       | $13711333.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8547 | 2054-12-01      | 5.5000%  | 0.0000% | $1159702.00        | $1169188.14        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | 0.0000% | $109601.00         | $103338.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTFS3831 | 2037-12-01      | 4.0000%  | 0.0000% | $1100000.00        | $592996.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7940 | 2054-12-01      | 5.0000%  | 0.0000% | $2877619.00        | $2844811.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $80615122.00       | $49320025.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2473 | 2052-07-01      | 5.0000%  | 0.0000% | $371726.00         | $277592.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $4000.00           | $2805.66           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8934 | 2055-09-01      | 6.5000%  | 0.0000% | $1813661.00        | $1909389.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7060 | 2052-05-01      | 3.0000%  | 0.0000% | $1326866.00        | $1043198.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6062 | 2053-04-01      | 5.0000%  | 0.0000% | $12400000.00       | $9313861.49        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4542 | 2037-06-01      | 3.0000%  | 0.0000% | $987316.00         | $625471.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $285000.00         | $4243.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6699 | 2053-07-01      | 6.0000%  | 0.0000% | $6250000.00        | $5075217.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3117 | 2052-03-01      | 3.0000%  | 0.0000% | $847983.00         | $584568.18         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCB1095 | 2051-07-01      | 1.5000%  | 0.0000% | $775000.00         | $471562.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1198 | 2055-09-01      | 5.5000%  | 0.0000% | $1347750.00        | $1377153.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6219 | 2055-10-01      | 5.5000%  | 0.0000% | $2027287.00        | $2064589.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4685 | 2055-07-01      | 5.0000%  | 0.0000% | $1169965.00        | $1175867.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBT8064 | 2053-03-01      | 6.5000%  | 0.0000% | $400000.00         | $275765.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1387 | 2054-08-01      | 6.0000%  | 0.0000% | $1553364.00        | $1477060.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3140 | 2055-06-01      | 6.5000%  | 0.0000% | $2499990.00        | $2643934.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0903 | 2048-11-01      | 4.0000%  | 0.0000% | $9072127.00        | $2102990.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725704 | 2034-08-01      | 6.0000%  | 0.0000% | $150000.00         | $980.46            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL0677 | 2041-07-01      | 5.0000%  | 0.0000% | $746811.00         | $46871.06          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5116 | 2048-12-01      | 4.5000%  | 0.0000% | $436000.00         | $60935.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $1000.00           | $703.46            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4958 | 2052-10-01      | 4.0000%  | 0.0000% | $125743.00         | $102483.48         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252568 | 2029-04-01      | 7.5000%  | 0.0000% | $406179.00         | $978.43            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5316 | 2052-12-01      | 6.0000%  | 0.0000% | $15600000.00       | $11200417.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  | 0.0000% | $100000.00         | $64008.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBU5638 | 2040-03-01      | 6.0000%  | 0.0000% | $1212698.00        | $1087158.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5585 | 2048-11-01      | 3.0000%  | 0.0000% | $165000.00         | $37867.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 ZT310122 | 2028-06-01      | 5.0000%  | 0.0000% | $203607.00         | $3076.48           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6011 | 2052-07-01      | 4.0000%  | 0.0000% | $27000.00          | $19468.07          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU9322 | 2051-12-01      | 2.0000%  | 0.0000% | $111169.00         | $82363.08          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8553 | 2051-01-01      | 1.5000%  | 0.0000% | $2337855.00        | $1298977.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2381 | 2055-04-01      | 5.0000%  | 0.0000% | $1841090.00        | $1829590.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6103 | 2055-04-01      | 6.0000%  | 0.0000% | $3513385.00        | $3414716.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3325 | 2054-09-01      | 5.0000%  | 0.0000% | $2037953.00        | $2010530.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0676 | 2055-09-01      | 5.0000%  | 0.0000% | $14198439.00       | $14185189.84       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX8579 | 2044-11-01      | 4.0000%  | 0.0000% | $3000000.00        | $273002.56         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL254982 | 2033-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $10302.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5235 | 2048-09-01      | 5.0000%  | 0.0000% | $3178409.00        | $321445.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD2310 | 2055-02-01      | 4.5000%  | 0.0000% | $357691.00         | $346982.04         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7934 | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $75126.24          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5679 | 2050-04-01      | 5.5000%  | 0.0000% | $1243000.00        | $296936.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  | 0.0000% | $3000.00           | $1796.51           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2800 | 2052-02-01      | 3.0000%  | 0.0000% | $29786681.00       | $21302117.44       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7808 | 2050-11-01      | 4.0000%  | 0.0000% | $30000.00          | $13066.73          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8393 | 2041-08-01      | 2.0000%  | 0.0000% | $13084875.00       | $8596867.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1579 | 2034-10-01      | 3.5000%  | 0.0000% | $372279.00         | $59184.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2789 | 2049-07-01      | 4.0000%  | 0.0000% | $175000.00         | $31359.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7136 | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $812.60            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU2591 | 2051-12-01      | 2.0000%  | 0.0000% | $1405330.00        | $909040.03         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4151 | 2052-03-01      | 3.0000%  | 0.0000% | $27272956.00       | $18430360.21       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $10000.00          | $6146.24           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5741 | 2055-02-01      | 5.0000%  | 0.0000% | $1943019.00        | $1933117.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU9251 | 2052-04-01      | 3.0000%  | 0.0000% | $389391.00         | $273552.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBU5481 | 2040-01-01      | 5.0000%  | 0.0000% | $1471549.00        | $1439671.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $3000.00           | $1687.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4129 | 2055-11-01      | 5.5000%  | 0.0000% | $4816296.00        | $4898410.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  | 0.0000% | $105000.00         | $54817.43          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $34606773.00       | $28345666.48       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $197760912.00      | $182158117.28      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  | 0.0000% | $3940000.00        | $3639079.54        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA4895 | 2053-01-01      | 6.5000%  | 0.0000% | $143297.00         | $78595.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5707 | 2045-05-01      | 6.0000%  | 0.0000% | $1045408.00        | $968024.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  | 0.0000% | $2180929.00        | $2092546.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6342 | 2055-12-01      | 5.0000%  | 0.0000% | $1958349.00        | $1974051.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  | 0.0000% | $10108125.00       | $9813259.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  | 0.0000% | $1300000.00        | $1184044.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $207754.30         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $42000.00          | $28974.59          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6792.19           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $117126394.00      | $106297916.29      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $140000.00         | $109789.39         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBW5083 | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3271885.44        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3393 | 2052-10-01      | 4.0000%  | 0.0000% | $207663.00         | $173285.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBW4938 | 2053-05-01      | 2.5000%  | 0.0000% | $372483.00         | $301969.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $50000.00          | $32668.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2937 | 2043-04-01      | 4.0000%  | 0.0000% | $339407.00         | $235087.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3445 | 2052-03-01      | 2.5000%  | 0.0000% | $19543188.00       | $17033236.82       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8527 | 2054-05-01      | 5.0000%  | 0.0000% | $14409922.00       | $11356789.82       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9005 | 2050-02-01      | 3.0000%  | 0.0000% | $61000.00          | $19468.13          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBT4423 | 2036-11-01      | 3.0000%  | 0.0000% | $482182.00         | $345853.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  | 0.0000% | $20000000.00       | $5119924.64        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9381 | 2051-03-01      | 2.0000%  | 0.0000% | $3250000.00        | $1957003.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $319000.00         | $211898.49         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0180 | 2053-07-01      | 6.5000%  | 0.0000% | $9023593.00        | $7620492.48        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0475 | 2054-12-01      | 5.5000%  | 0.0000% | $14050000.00       | $13571292.96       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3468 | 2048-04-01      | 4.0000%  | 0.0000% | $12981651.00       | $12814797.84       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2565 | 2055-08-01      | 6.5000%  | 0.0000% | $6439311.00        | $6587607.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9510 | 2049-09-01      | 5.0000%  | 0.0000% | $165000.00         | $143809.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9324 | 2052-09-01      | 3.5000%  | 0.0000% | $26000.00          | $22591.27          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0333 | 2045-04-01      | 5.5000%  | 0.0000% | $2874454.00        | $2637976.81        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2004 | 2055-07-01      | 6.5000%  | 0.0000% | $1013236.00        | $924170.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD6723 | 2040-04-01      | 5.0000%  | 0.0000% | $1006897.00        | $1002770.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5535 | 2055-06-01      | 6.0000%  | 0.0000% | $18335532.00       | $17959324.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0374 | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3369145.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3757 | 2055-11-01      | 5.0000%  | 0.0000% | $3744235.00        | $3800791.67        | Agency Mortgage-Backed Securities |
| FNMS 08.000 K0635051 | 2032-05-01      | 8.0000%  | 0.0000% | $173538.00         | $3222.75           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7651 | 2054-04-01      | 6.5000%  | 0.0000% | $815000.00         | $576778.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $1843074.00        | $1693955.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5422 | 2054-07-01      | 6.5000%  | 0.0000% | $109441.00         | $72317.80          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4105 | 2052-07-01      | 5.0000%  | 0.0000% | $1534000.00        | $1127455.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBW9876 | 2052-09-01      | 6.0000%  | 0.0000% | $2195598.00        | $1382663.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1377 | 2052-12-01      | 4.0000%  | 0.0000% | $2084258.00        | $1817040.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9461 | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $2994533.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV9190 | 2052-04-01      | 3.0000%  | 0.0000% | $691071.00         | $571269.62         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAL5711 | 2029-09-01      | 3.0000%  | 0.0000% | $4400000.00        | $122422.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5413 | 2053-07-01      | 5.0000%  | 0.0000% | $22000.00          | $17461.95          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ5112 | 2050-11-01      | 2.0000%  | 0.0000% | $7650822.00        | $4058873.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $1500000.00        | $1369909.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP5725 | 2050-06-01      | 4.5000%  | 0.0000% | $3320100.00        | $831204.55         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR3319 | 2051-03-01      | 2.0000%  | 0.0000% | $1288479.00        | $742150.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $133000.00         | $18125.67          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $9000.00           | $7010.52           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $22000.00          | $16859.84          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7348 | 2055-04-01      | 6.0000%  | 0.0000% | $5308384.00        | $5109188.81        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX5114 | 2053-02-01      | 5.0000%  | 0.0000% | $11000000.00       | $9216763.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0593 | 2055-06-01      | 6.5000%  | 0.0000% | $64616063.00       | $66847743.07       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS7336 | 2054-01-01      | 7.0000%  | 0.0000% | $19014232.00       | $13666958.85       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1416 | 2055-11-01      | 4.5000%  | 0.0000% | $17343448.00       | $17172360.47       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0279 | 2055-04-01      | 6.5000%  | 0.0000% | $4989035.00        | $4827808.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0941 | 2040-10-01      | 5.0000%  | 0.0000% | $1010573.00        | $986284.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY5341 | 2053-07-01      | 5.0000%  | 0.0000% | $2845237.00        | $2207043.57        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1620 | 2051-09-01      | 2.0000%  | 0.0000% | $1030881.00        | $652765.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7862 | 2054-01-01      | 6.0000%  | 0.0000% | $29374000.00       | $22537322.99       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4158 | 2041-01-01      | 4.0000%  | 0.0000% | $5000000.00        | $234892.81         | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL545045 | 2031-05-01      | 8.0000%  | 0.0000% | $24631550.00       | $28432.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  | 0.0000% | $450000.00         | $1790.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7220 | 2053-09-01      | 5.5000%  | 0.0000% | $300000.00         | $249552.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9809 | 2055-01-01      | 6.0000%  | 0.0000% | $33277000.00       | $32169847.69       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8725 | 2055-10-01      | 5.0000%  | 0.0000% | $2191945.00        | $2216025.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4134 | 2052-07-01      | 5.0000%  | 0.0000% | $82513512.00       | $54848748.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL900299 | 2036-09-01      | 6.0000%  | 0.0000% | $679788.00         | $3934.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ889073 | 2048-01-01      | 5.5000%  | 0.0000% | $3000000.00        | $38031.79          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888367 | 2037-03-01      | 7.0000%  | 0.0000% | $1069000.00        | $7522.87           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9806 | 2055-08-01      | 7.0000%  | 0.0000% | $642350.00         | $683837.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $56663.00          | $7825.23           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7238 | 2046-05-01      | 3.0000%  | 0.0000% | $75328.00          | $8358.01           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5764 | 2053-12-01      | 7.5000%  | 0.0000% | $448679.00         | $186779.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $306936.00         | $155810.90         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9995 | 2054-09-01      | 6.5000%  | 0.0000% | $11495312.00       | $9827365.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  | 0.0000% | $597000.00         | $432795.72         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8376 | 2053-09-01      | 6.5000%  | 0.0000% | $300000.00         | $213924.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0900 | 2043-07-01      | 3.5000%  | 0.0000% | $15829952.00       | $9758157.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3280 | 2047-11-01      | 4.5000%  | 0.0000% | $667000.00         | $95212.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5162 | 2048-04-01      | 4.0000%  | 0.0000% | $6386485.00        | $2165565.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0321 | 2045-04-01      | 5.5000%  | 0.0000% | $2004353.00        | $2043047.66        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | 0.0000% | $1743500.00        | $23914.02          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1448 | 2055-11-01      | 5.5000%  | 0.0000% | $107250238.00      | $109274803.07      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2170 | 2055-06-01      | 6.5000%  | 0.0000% | $1060225.00        | $1123451.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA4847 | 2049-09-01      | 5.0000%  | 0.0000% | $9053123.00        | $603189.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7663 | 2055-08-01      | 5.0000%  | 0.0000% | $1479881.00        | $1489072.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8135 | 2052-04-01      | 3.0000%  | 0.0000% | $28516.00          | $23382.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  | 0.0000% | $168000.00         | $36711.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX9215 | 2029-12-01      | 3.5000%  | 0.0000% | $249905.00         | $14179.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  | 0.0000% | $194000.00         | $40945.24          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5952 | 2055-07-01      | 6.5000%  | 0.0000% | $2712370.00        | $2783681.92        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6645 | 2050-08-01      | 3.0000%  | 0.0000% | $73750.00          | $33606.05          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $22648621.00       | $16371430.27       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA0678 | 2050-11-01      | 4.0000%  | 0.0000% | $98956678.00       | $87852416.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1730 | 2055-05-01      | 6.0000%  | 0.0000% | $16618253.00       | $14759208.67       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6918 | 2053-08-01      | 6.0000%  | 0.0000% | $28556353.00       | $20274586.67       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  | 0.0000% | $14540000.00       | $14011649.32       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | 0.0000% | $9755441.00        | $8868711.99        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB8993 | 2028-04-01      | 2.5000%  | 0.0000% | $16000.00          | $549.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  | 0.0000% | $613356.00         | $415679.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL968520 | 2038-01-01      | 6.0000%  | 0.0000% | $340000.00         | $994.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3483 | 2050-03-01      | 4.5000%  | 0.0000% | $47973649.00       | $48650893.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3034 | 2052-02-01      | 3.0000%  | 0.0000% | $15124148.00       | $13447514.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1546 | 2043-08-01      | 3.5000%  | 0.0000% | $400000.00         | $68805.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE7837 | 2040-08-01      | 6.0000%  | 0.0000% | $1659909.00        | $1711327.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3388 | 2038-06-01      | 3.5000%  | 0.0000% | $4200000.00        | $520475.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3590 | 2039-02-01      | 4.0000%  | 0.0000% | $6225000.00        | $636827.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $2562950.00        | $294381.49         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7470 | 2035-10-01      | 2.0000%  | 0.0000% | $75000.00          | $30383.36          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC1020 | 2039-09-01      | 6.0000%  | 0.0000% | $1053462.00        | $759319.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3356 | 2054-06-01      | 5.5000%  | 0.0000% | $3508225.00        | $3385562.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA4283 | 2053-11-01      | 5.5000%  | 0.0000% | $1173280.00        | $1021535.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL741846 | 2033-09-01      | 5.0000%  | 0.0000% | $142000.00         | $3861.60           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL485289 | 2029-03-01      | 7.0000%  | 0.0000% | $213534.00         | $1317.30           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL667561 | 2032-10-01      | 7.5000%  | 0.0000% | $1766000.00        | $18919.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBM5090 | 2031-04-01      | 5.5000%  | 0.0000% | $44695.00          | $549.42            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $55000.00          | $20863.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  | 0.0000% | $5000.00           | $1197.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9199 | 2054-09-01      | 4.5000%  | 0.0000% | $209546.00         | $200964.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9959 | 2055-09-01      | 5.5000%  | 0.0000% | $4029433.00        | $4111752.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9006 | 2054-08-01      | 6.0000%  | 0.0000% | $12500000.00       | $11411420.35       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0616 | 2055-09-01      | 6.5000%  | 0.0000% | $1318419.00        | $1381581.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5080 | 2055-11-01      | 5.5000%  | 0.0000% | $6574097.00        | $6740079.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3439 | 2053-11-01      | 6.5000%  | 0.0000% | $326337.00         | $171308.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5687 | 2055-12-01      | 4.5000%  | 0.0000% | $1524183.00        | $1502327.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3853 | 2053-12-01      | 6.5000%  | 0.0000% | $326949.00         | $105250.86         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  | 0.0000% | $3753478.00        | $1854705.63        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882310 | 2036-07-01      | 6.0000%  | 0.0000% | $5000000.00        | $15839.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7680 | 2055-08-01      | 6.5000%  | 0.0000% | $2514017.00        | $470966.53         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4471 | 2048-07-01      | 4.5000%  | 0.0000% | $52000.00          | $11018.96          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3764 | 2055-10-01      | 6.0000%  | 0.0000% | $88964392.00       | $92147715.87       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  | 0.0000% | $742000.00         | $154840.19         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3796 | 2055-04-01      | 6.0000%  | 0.0000% | $27954744.00       | $29296459.89       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4735 | 2047-04-01      | 3.0000%  | 0.0000% | $49500.00          | $22960.61          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  | 0.0000% | $5000000.00        | $2799042.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKMA4057 | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $219413.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL826005 | 2035-07-01      | 5.0000%  | 0.0000% | $9660141.00        | $68919.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $327000.00         | $51808.03          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1466 | 2055-04-01      | 6.5000%  | 0.0000% | $2594562.00        | $2735613.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $171000.00         | $13426.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1842 | 2034-06-01      | 3.5000%  | 0.0000% | $717000.00         | $54873.76          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3060 | 2039-07-01      | 6.0000%  | 0.0000% | $10030910.00       | $10307513.10       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3464 | 2050-08-01      | 3.5000%  | 0.0000% | $39530255.00       | $37488240.62       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2580 | 2048-11-01      | 4.5000%  | 0.0000% | $113477.00         | $31664.44          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF4727 | 2055-11-01      | 6.5000%  | 0.0000% | $1298900.00        | $1364161.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1560 | 2055-04-01      | 5.5000%  | 0.0000% | $32725342.00       | $31920427.37       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3866 | 2055-11-01      | 5.5000%  | 0.0000% | $4516494.00        | $4502903.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4360 | 2055-11-01      | 5.5000%  | 0.0000% | $12025000.00       | $12256053.52       | Agency Mortgage-Backed Securities |

### Security 648: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.040000%
- **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: ARP1CZSA9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1CZSA9
- **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:** 4.0400%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DI8900 C | 2055-08-20      | 6.0000%  | 0.0000% | $462638.00         | $478968.10         | Agency Mortgage-Backed Securities |
| GNII SF DM5685 C | 2055-11-20      | 6.0000%  | 0.0000% | $1055955.00        | $1101427.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M | 2055-06-20      | 6.0000%  | 0.0000% | $200000000.00      | $201867097.35      | Agency Mortgage-Backed Securities |
| GNII SF DN3091 C | 2055-11-20      | 5.5000%  | 0.0000% | $10070462.00       | $10317349.45       | Agency Mortgage-Backed Securities |
| GNII SF DK9275 C | 2055-07-20      | 6.0000%  | 0.0000% | $3060884.00        | $3138006.84        | Agency Mortgage-Backed Securities |
| GNII SF DL5298 C | 2055-11-20      | 5.5000%  | 0.0000% | $2014657.00        | $2066292.66        | Agency Mortgage-Backed Securities |
| GNII SF DL9280 C | 2055-09-20      | 6.0000%  | 0.0000% | $7722272.00        | $7967623.16        | Agency Mortgage-Backed Securities |
| GNII SF DN3041 C | 2055-10-20      | 5.5000%  | 0.0000% | $3751425.00        | $3826914.67        | Agency Mortgage-Backed Securities |
| GNII SF DN4421 C | 2055-11-20      | 5.5000%  | 0.0000% | $1197526.00        | $1221825.00        | Agency Mortgage-Backed Securities |
| GNII SF 005280 M | 2042-01-20      | 4.0000%  | 0.0000% | $12157000.00       | $648334.63         | Agency Mortgage-Backed Securities |
| GNII SF DL3470 C | 2055-08-20      | 6.0000%  | 0.0000% | $991321.00         | $1029517.47        | Agency Mortgage-Backed Securities |
| GNII SF DK9446 C | 2055-07-20      | 6.0000%  | 0.0000% | $5602987.00        | $5762808.59        | Agency Mortgage-Backed Securities |
| GNII SF DL9277 C | 2055-09-20      | 6.0000%  | 0.0000% | $4959376.00        | $5132205.10        | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M | 2053-01-20      | 5.5000%  | 0.0000% | $285310183.00      | $194785715.71      | Agency Mortgage-Backed Securities |
| GNII SF DJ9560 C | 2055-08-20      | 6.0000%  | 0.0000% | $459830.00         | $478145.06         | Agency Mortgage-Backed Securities |
| GNII SF DI8961 C | 2055-09-20      | 6.5000%  | 0.0000% | $1121369.00        | $1178264.62        | Agency Mortgage-Backed Securities |
| GNII SF MB0745 M | 2055-11-20      | 5.0000%  | 0.0000% | $200000000.00      | $200833600.00      | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M | 2054-03-20      | 6.0000%  | 0.0000% | $25000000.00       | $15690441.38       | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $344537920.00      | $249999999.93      | Agency Mortgage-Backed Securities |
| GNII SF DJ4644 C | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $9990552.50        | Agency Mortgage-Backed Securities |
| GNII SF DL7966 C | 2055-08-20      | 6.5000%  | 0.0000% | $1438842.00        | $1502063.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ3114 C | 2055-08-20      | 6.0000%  | 0.0000% | $5460019.00        | $5630575.02        | Agency Mortgage-Backed Securities |
| GNII SF DL8372 C | 2055-07-20      | 6.0000%  | 0.0000% | $658366.00         | $683113.71         | Agency Mortgage-Backed Securities |
| GNII SF DM5671 C | 2055-11-20      | 6.0000%  | 0.0000% | $1286994.00        | $1342409.39        | Agency Mortgage-Backed Securities |
| GNII SF DM6229 C | 2055-09-20      | 5.5000%  | 0.0000% | $6910660.00        | $7039237.54        | Agency Mortgage-Backed Securities |
| GNII SF DM5687 C | 2055-11-20      | 5.5000%  | 0.0000% | $1067865.00        | $1093223.59        | Agency Mortgage-Backed Securities |
| GNII SF DK6220 C | 2055-08-20      | 6.0000%  | 0.0000% | $578098.00         | $601117.90         | Agency Mortgage-Backed Securities |
| GNII SF DL2137 C | 2055-08-20      | 6.0000%  | 0.0000% | $478741.00         | $494680.60         | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M | 2052-04-20      | 3.5000%  | 0.0000% | $25577000.00       | $17854935.47       | Agency Mortgage-Backed Securities |
| GNII SF DL2135 C | 2055-08-20      | 6.0000%  | 0.0000% | $448540.00         | $462810.42         | Agency Mortgage-Backed Securities |
| GNII SF DK1726 C | 2055-08-20      | 6.0000%  | 0.0000% | $896010.00         | $925807.53         | Agency Mortgage-Backed Securities |
| GNII SF DJ3177 C | 2055-08-20      | 6.0000%  | 0.0000% | $4944887.00        | $5092670.75        | Agency Mortgage-Backed Securities |
| GNII SF DF0570 C | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $1958184.30        | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M | 2051-12-20      | 3.0000%  | 0.0000% | $50000000.00       | $31074465.80       | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M | 2051-10-20      | 3.0000%  | 0.0000% | $25000000.00       | $14709196.01       | Agency Mortgage-Backed Securities |
| GNII SF DE4879 C | 2055-07-20      | 6.0000%  | 0.0000% | $482926.00         | $501614.42         | Agency Mortgage-Backed Securities |
| GNII SF DK9359 C | 2055-07-20      | 6.0000%  | 0.0000% | $6683186.00        | $6870414.42        | Agency Mortgage-Backed Securities |
| GNII SF DI6213 C | 2055-04-20      | 6.0000%  | 0.0000% | $166515.00         | $170656.30         | Agency Mortgage-Backed Securities |
| GNII SF MB0686 M | 2055-09-20      | 5.5000%  | 0.0000% | $24149748.00       | $24477733.31       | Agency Mortgage-Backed Securities |

### Security 649: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.040000%
- **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: ARP1CZSE1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1CZSE1
- **C.18 - Value (incl. sponsor support):** $2837000000.00
- **C.18.a - Value (excl. sponsor support):** $2837000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CIDE9382   | 2040-09-01      | 6.5000%  | 0.0000% | $1010602.00        | $1051381.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5993   | 2053-01-01      | 6.0000%  | 0.0000% | $225240.00         | $159458.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE9186   | 2055-09-01      | 5.0000%  | 0.0000% | $2056859.00        | $2064331.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDF1003   | 2040-10-01      | 6.5000%  | 0.0000% | $1012713.00        | $1061676.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0668   | 2055-09-01      | 6.0000%  | 0.0000% | $5832680.00        | $6070605.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $27351379.00       | $19770792.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9324   | 2054-10-01      | 5.5000%  | 0.0000% | $2380000.00        | $2264761.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3441   | 2038-08-01      | 4.0000%  | 0.0000% | $529954.00         | $52807.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3041   | 2055-10-01      | 5.5000%  | 0.0000% | $68085466.00       | $68879278.40       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM2154   | 2033-12-01      | 4.0000%  | 0.0000% | $350123.00         | $1508.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA2839   | 2052-07-01      | 2.5000%  | 0.0000% | $295497967.00      | $249999999.60      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3461   | 2047-07-01      | 3.5000%  | 0.0000% | $34224966.00       | $32861409.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3028   | 2049-01-01      | 4.0000%  | 0.0000% | $43048556.00       | $41262220.41       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA3987   | 2040-04-01      | 2.5000%  | 0.0000% | $12500000.00       | $2566903.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV4099   | 2052-02-01      | 2.5000%  | 0.0000% | $121713.00         | $83228.62          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB3855   | 2054-05-01      | 5.5000%  | 0.0000% | $3991297.00        | $3919608.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB4680   | 2054-05-01      | 5.0000%  | 0.0000% | $10659621.00       | $10434034.13       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0298   | 2054-08-01      | 5.5000%  | 0.0000% | $14412000.00       | $14094060.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6611   | 2055-08-01      | 5.0000%  | 0.0000% | $1015723.00        | $1015222.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725232   | 2034-03-01      | 5.0000%  | 0.0000% | $245000.00         | $2059.81           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN2190   | 2048-11-01      | 4.0000%  | 0.0000% | $198655.00         | $7826.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4820   | 2053-06-01      | 5.5000%  | 0.0000% | $3132000.00        | $2917336.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3090   | 2055-11-01      | 6.0000%  | 0.0000% | $2559489.00        | $2644136.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL745355   | 2036-03-01      | 5.0000%  | 0.0000% | $654250.00         | $6453.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2135   | 2055-10-01      | 4.5000%  | 0.0000% | $885537.00         | $869921.75         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNAS8431   | 2026-12-01      | 2.5000%  | 0.0000% | $68682035.00       | $1556362.32        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL257243   | 2038-05-01      | 7.0000%  | 0.0000% | $3329000.00        | $17679.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257047   | 2028-01-01      | 5.5000%  | 0.0000% | $15000000.00       | $30636.51          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDE8060   | 2040-08-01      | 4.5000%  | 0.0000% | $1000000.00        | $983676.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7433   | 2055-08-01      | 6.0000%  | 0.0000% | $11547010.00       | $11140577.12       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4016   | 2049-08-01      | 3.0000%  | 0.0000% | $81000.00          | $19123.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT979552   | 2028-04-01      | 5.0000%  | 0.0000% | $2707474.00        | $20872.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 NPMA0594   | 2040-10-01      | 4.5000%  | 0.0000% | $1170937.00        | $76642.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAB1585   | 2030-10-01      | 4.5000%  | 0.0000% | $5100000.00        | $141693.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7276   | 2055-09-01      | 6.0000%  | 0.0000% | $1441257.00        | $1501617.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $733434.00         | $102139.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7791   | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $376695.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2720   | 2052-11-01      | 4.5000%  | 0.0000% | $33403618.00       | $32540451.78       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9846   | 2050-12-01      | 3.0000%  | 0.0000% | $11948543.00       | $9746930.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFA0462   | 2039-09-01      | 6.0000%  | 0.0000% | $20035905.00       | $14814759.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2871   | 2055-09-01      | 6.5000%  | 0.0000% | $9495938.00        | $9537013.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8690   | 2054-06-01      | 5.5000%  | 0.0000% | $30017396.00       | $26522725.47       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0472   | 2047-02-01      | 3.5000%  | 0.0000% | $7879881.00        | $6859289.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9389   | 2055-09-01      | 6.5000%  | 0.0000% | $3125494.00        | $3254365.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0320   | 2047-09-01      | 4.0000%  | 0.0000% | $1136000.00        | $209582.48         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB4639   | 2052-09-01      | 6.0000%  | 0.0000% | $500000.00         | $338701.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2941   | 2046-12-01      | 4.0000%  | 0.0000% | $3709071.00        | $956896.66         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJBJ6649   | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $220693.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7112   | 2053-09-01      | 5.5000%  | 0.0000% | $699000.00         | $639399.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0200   | 2051-11-01      | 3.5000%  | 0.0000% | $97594.00          | $26679.69          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7702   | 2053-02-01      | 6.5000%  | 0.0000% | $300000.00         | $178811.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7034   | 2053-05-01      | 5.5000%  | 0.0000% | $102466.00         | $96233.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4241   | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $120864.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1365   | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $24891434.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5868   | 2035-10-01      | 5.0000%  | 0.0000% | $2372133.00        | $2147196.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5746   | 2040-06-01      | 5.5000%  | 0.0000% | $105779548.00      | $97294071.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5104   | 2052-11-01      | 4.5000%  | 0.0000% | $18000.00          | $14577.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2969   | 2037-03-01      | 2.0000%  | 0.0000% | $2921180.00        | $1657929.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICC0173   | 2040-03-01      | 5.0000%  | 0.0000% | $1022142.00        | $1008925.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9894   | 2051-12-01      | 2.5000%  | 0.0000% | $11000.00          | $7078.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9813   | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $11469581.57       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW8955   | 2029-07-01      | 3.5000%  | 0.0000% | $6851421.00        | $101131.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725027   | 2033-11-01      | 5.0000%  | 0.0000% | $450000.00         | $3851.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAI9958   | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $31087.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8950   | 2055-09-01      | 6.5000%  | 0.0000% | $1020982.00        | $1083250.96        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $14300.00          | $14603.98          | U.S. Treasuries (including strips) |
| FNMS 06.500 CLDE1166   | 2055-06-01      | 6.5000%  | 0.0000% | $5475584.00        | $5550281.85        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBW3079   | 2042-06-01      | 3.0000%  | 0.0000% | $16608.00          | $6349.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8287   | 2054-12-01      | 6.5000%  | 0.0000% | $1271214.00        | $1233067.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1666   | 2051-09-01      | 2.5000%  | 0.0000% | $40000.00          | $25452.42          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3474   | 2054-09-01      | 6.5000%  | 0.0000% | $300000.00         | $232789.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2797   | 2052-02-01      | 3.0000%  | 0.0000% | $47852.00          | $30594.40          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3247   | 2055-10-01      | 6.0000%  | 0.0000% | $1074332.00        | $1112862.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE9757   | 2040-09-01      | 5.5000%  | 0.0000% | $1245425.00        | $1259343.38        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL254218   | 2032-01-01      | 7.0000%  | 0.0000% | $565000.00         | $965.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9164   | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $41683133.59       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0004   | 2055-02-01      | 6.5000%  | 0.0000% | $40215249.00       | $40133119.60       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0600   | 2055-06-01      | 6.5000%  | 0.0000% | $32217914.00       | $32818905.57       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9763   | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $2978596.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9557   | 2055-10-01      | 5.5000%  | 0.0000% | $1968272.00        | $2003395.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS8335   | 2051-01-01      | 4.5000%  | 0.0000% | $814000.00         | $699125.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5734   | 2047-12-01      | 5.0000%  | 0.0000% | $10345664.00       | $7548763.18        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9189   | 2052-05-01      | 2.0000%  | 0.0000% | $33000.00          | $25091.73          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9221   | 2054-09-01      | 6.0000%  | 0.0000% | $255000.00         | $246335.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB9872   | 2040-01-01      | 5.0000%  | 0.0000% | $6080692.00        | $5386192.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0822   | 2041-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $155280.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7056   | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $14311655.19       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP4963   | 2050-05-01      | 3.0000%  | 0.0000% | $830700.00         | $312301.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4552   | 2052-09-01      | 4.5000%  | 0.0000% | $15000.00          | $11273.99          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5709   | 2053-08-01      | 5.0000%  | 0.0000% | $1400000.00        | $1155778.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7751   | 2051-05-01      | 2.0000%  | 0.0000% | $104972.00         | $68656.03          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5535   | 2039-11-01      | 5.0000%  | 0.0000% | $10000.00          | $8157.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0144   | 2055-03-01      | 6.5000%  | 0.0000% | $4288797.00        | $4299137.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL190396   | 2039-06-01      | 4.5000%  | 0.0000% | $32000.00          | $636.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP6750   | 2050-09-01      | 2.0000%  | 0.0000% | $1600000.00        | $834684.81         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6629   | 2055-06-01      | 6.5000%  | 0.0000% | $1501547.00        | $1495188.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8207   | 2055-09-01      | 5.0000%  | 0.0000% | $2201270.00        | $2214450.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2675   | 2055-11-01      | 6.0000%  | 0.0000% | $4501551.00        | $4651106.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAB3495   | 2026-09-01      | 3.5000%  | 0.0000% | $14000000.00       | $70921.99          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $2368000.00        | $1459061.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD4918   | 2055-04-01      | 5.0000%  | 0.0000% | $1048404.00        | $1049114.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4919   | 2054-10-01      | 6.0000%  | 0.0000% | $201000.00         | $179626.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0541   | 2055-02-01      | 6.5000%  | 0.0000% | $200000.00         | $183478.86         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0300   | 2055-04-01      | 7.0000%  | 0.0000% | $31251883.00       | $28482947.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8790   | 2054-07-01      | 6.5000%  | 0.0000% | $1470007.00        | $991184.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3680   | 2055-11-01      | 5.5000%  | 0.0000% | $66926985.00       | $69426507.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1388   | 2033-09-01      | 3.5000%  | 0.0000% | $18068949.00       | $2474624.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0704   | 2047-03-01      | 4.0000%  | 0.0000% | $5542000.00        | $3514383.22        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2232   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $651.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS2752   | 2037-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $1757253.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS3564   | 2038-07-01      | 3.5000%  | 0.0000% | $2173663.00        | $1533528.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4437   | 2052-10-01      | 4.5000%  | 0.0000% | $182828.00         | $144109.19         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTFS3314   | 2042-11-01      | 4.0000%  | 0.0000% | $5000000.00        | $3370620.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0108   | 2055-02-01      | 6.5000%  | 0.0000% | $2362873.00        | $2234638.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5733   | 2055-06-01      | 4.5000%  | 0.0000% | $12784285.00       | $12140277.05       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5775   | 2035-07-01      | 5.0000%  | 0.0000% | $1070843.00        | $952406.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CNMA5619   | 2035-01-01      | 4.5000%  | 0.0000% | $1107328.00        | $904396.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4962   | 2053-03-01      | 4.0000%  | 0.0000% | $27284603.00       | $22633705.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5683   | 2040-04-01      | 5.0000%  | 0.0000% | $1723823.00        | $1268991.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA5889   | 2045-11-01      | 4.5000%  | 0.0000% | $285250.00         | $283170.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5861   | 2040-10-01      | 5.5000%  | 0.0000% | $10458272.00       | $10418128.41       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $1630500.00        | $1522515.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5829   | 2040-09-01      | 5.0000%  | 0.0000% | $47336242.00       | $45829158.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4097   | 2053-08-01      | 6.5000%  | 0.0000% | $19105240.00       | $17350199.67       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6620   | 2035-08-01      | 2.5000%  | 0.0000% | $55000.00          | $23163.02          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9866   | 2055-06-01      | 6.5000%  | 0.0000% | $1026840.00        | $1084100.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB1486   | 2036-06-01      | 3.0000%  | 0.0000% | $382647.00         | $139581.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3629   | 2053-03-01      | 4.0000%  | 0.0000% | $18255507.00       | $17585110.02       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD4561   | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5584504.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7387   | 2055-04-01      | 5.0000%  | 0.0000% | $1021822.00        | $766316.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3862   | 2055-03-01      | 6.5000%  | 0.0000% | $1606475.00        | $1685260.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDC2925   | 2039-09-01      | 5.0000%  | 0.0000% | $2053294.00        | $1096753.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD1109   | 2040-02-01      | 5.5000%  | 0.0000% | $1160400.00        | $1150319.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1964   | 2055-02-01      | 6.5000%  | 0.0000% | $1079860.00        | $1138050.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735061   | 2034-11-01      | 6.0000%  | 0.0000% | $185000.00         | $941.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL6275   | 2044-03-01      | 5.0000%  | 0.0000% | $680468.00         | $64370.54          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $2300000.00        | $1357657.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBV1877   | 2040-07-01      | 5.0000%  | 0.0000% | $1306140.00        | $1314351.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC6090   | 2055-04-01      | 6.5000%  | 0.0000% | $2822568.00        | $2601762.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV5996   | 2040-09-01      | 5.5000%  | 0.0000% | $1252057.00        | $1268768.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW5297   | 2053-06-01      | 5.5000%  | 0.0000% | $1012659.00        | $831861.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1156   | 2051-07-01      | 3.5000%  | 0.0000% | $17811303.00       | $9904754.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BM7881   | 2049-02-01      | 3.0000%  | 0.0000% | $3342333.00        | $3007915.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM6623   | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $70174.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5789   | 2055-08-01      | 4.0000%  | 0.0000% | $11000.00          | $10381.62          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6571   | 2055-05-01      | 6.5000%  | 0.0000% | $1027224.00        | $1087346.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CZ257345   | 2048-07-01      | 5.0000%  | 0.0000% | $569797.00         | $6347.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4902   | 2054-10-01      | 5.5000%  | 0.0000% | $10379000.00       | $10108773.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1424   | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $74953.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2081   | 2055-07-01      | 5.5000%  | 0.0000% | $1960198.00        | $1994597.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDD6588   | 2040-06-01      | 6.0000%  | 0.0000% | $1098301.00        | $1130666.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0716   | 2055-06-01      | 6.0000%  | 0.0000% | $1445665.00        | $1484602.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3317   | 2055-07-01      | 6.5000%  | 0.0000% | $1788955.00        | $1885254.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4573   | 2055-08-01      | 5.5000%  | 0.0000% | $4024890.00        | $4102314.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5168   | 2038-10-01      | 5.0000%  | 0.0000% | $3000.00           | $1932.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $6993861.00        | $5016556.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5503   | 2044-10-01      | 5.5000%  | 0.0000% | $1550000.00        | $1205274.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $272047504.00      | $217028207.90      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB1492   | 2036-08-01      | 3.5000%  | 0.0000% | $241396.00         | $121787.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB0960   | 2036-06-01      | 3.5000%  | 0.0000% | $2460325.00        | $1342433.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA2737   | 2036-09-01      | 2.5000%  | 0.0000% | $17576095.00       | $16297805.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1104   | 2049-05-01      | 3.5000%  | 0.0000% | $56000.00          | $13579.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFA3066   | 2039-07-01      | 6.0000%  | 0.0000% | $26385218.00       | $26343488.01       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIFA3058   | 2039-07-01      | 6.5000%  | 0.0000% | $7162635.00        | $7438866.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5807   | 2045-08-01      | 6.0000%  | 0.0000% | $10241148.00       | $9772593.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1149   | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $21170.24          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5878   | 2055-11-01      | 5.0000%  | 0.0000% | $135134.00         | $135275.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0028   | 2039-10-01      | 6.0000%  | 0.0000% | $6015000.00        | $89228.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2345   | 2046-01-01      | 3.5000%  | 0.0000% | $4255000.00        | $2543728.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4110   | 2052-03-01      | 2.5000%  | 0.0000% | $5112361.00        | $3568432.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4940   | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $160104.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5644   | 2055-03-01      | 4.5000%  | 0.0000% | $4095207.00        | $3880272.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4121   | 2055-03-01      | 6.5000%  | 0.0000% | $1045319.00        | $889235.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CNMA5923   | 2035-11-01      | 5.0000%  | 0.0000% | $3134774.00        | $3190435.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6211   | 2053-11-01      | 6.0000%  | 0.0000% | $21424322.00       | $18663143.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1972   | 2055-06-01      | 6.5000%  | 0.0000% | $6224423.00        | $6213948.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA2779   | 2026-10-01      | 2.0000%  | 0.0000% | $481135.00         | $8520.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5682   | 2040-04-01      | 4.5000%  | 0.0000% | $157643.00         | $138837.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5672   | 2055-04-01      | 5.0000%  | 0.0000% | $4315000.00        | $4162455.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE1513   | 2040-06-01      | 5.5000%  | 0.0000% | $1172517.00        | $1170474.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9496   | 2055-08-01      | 5.0000%  | 0.0000% | $5125405.00        | $5122236.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAI5981   | 2026-07-01      | 4.0000%  | 0.0000% | $7782401.00        | $10468.57          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8774   | 2055-11-01      | 6.5000%  | 0.0000% | $7162702.00        | $7476557.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDE5975   | 2040-07-01      | 6.0000%  | 0.0000% | $1088862.00        | $1106807.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE7888   | 2055-09-01      | 5.5000%  | 0.0000% | $9072465.00        | $9107924.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6598   | 2055-08-01      | 5.0000%  | 0.0000% | $1015803.00        | $1019055.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT1254   | 2051-06-01      | 3.0000%  | 0.0000% | $5322749.00        | $2567255.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0985   | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2834916.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBJ3807   | 2038-01-01      | 3.5000%  | 0.0000% | $46000.00          | $9017.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD6963   | 2055-04-01      | 5.0000%  | 0.0000% | $1235654.00        | $1236324.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601   | 2053-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3353.36           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFS4267   | 2038-03-01      | 4.5000%  | 0.0000% | $150000.00         | $94823.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7313   | 2055-06-01      | 6.0000%  | 0.0000% | $2502322.00        | $1589645.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256   | 2052-08-01      | 3.5000%  | 0.0000% | $57000.00          | $46187.37          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1168   | 2052-11-01      | 5.5000%  | 0.0000% | $5761818.00        | $4060511.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6414   | 2055-03-01      | 6.5000%  | 0.0000% | $116756.00         | $98314.83          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5831   | 2040-09-01      | 6.0000%  | 0.0000% | $866372.00         | $828150.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7751   | 2053-03-01      | 4.0000%  | 0.0000% | $398000.00         | $344476.48         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAE0972   | 2041-02-01      | 5.0000%  | 0.0000% | $544000.00         | $23534.96          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5710   | 2040-05-01      | 4.5000%  | 0.0000% | $346978.00         | $299424.53         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS6129   | 2042-06-01      | 2.0000%  | 0.0000% | $100000.00         | $74344.49          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD7069   | 2055-04-01      | 4.5000%  | 0.0000% | $1411065.00        | $1376783.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7430   | 2052-09-01      | 3.5000%  | 0.0000% | $1611000.00        | $1294351.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0735   | 2055-07-01      | 6.5000%  | 0.0000% | $5851887.00        | $6101162.43        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS8273   | 2042-02-01      | 1.5000%  | 0.0000% | $200000.00         | $147717.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3978   | 2053-01-01      | 5.0000%  | 0.0000% | $300000.00         | $245741.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5996   | 2048-12-01      | 5.0000%  | 0.0000% | $922265.00         | $98150.74          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8222   | 2050-12-01      | 1.5000%  | 0.0000% | $1005000.00        | $544152.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0247   | 2036-04-01      | 2.0000%  | 0.0000% | $2500000.00        | $1339741.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2430   | 2051-12-01      | 3.0000%  | 0.0000% | $12422305.00       | $8141410.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1146   | 2051-07-01      | 3.0000%  | 0.0000% | $500510.00         | $279022.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $84000.00          | $61942.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761   | 2052-09-01      | 5.0000%  | 0.0000% | $22106000.00       | $16589949.42       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870   | 2050-03-01      | 3.0000%  | 0.0000% | $89506361.00       | $33404266.48       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3647.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783   | 2052-10-01      | 4.0000%  | 0.0000% | $3736361.00        | $2923035.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5214   | 2053-12-01      | 5.0000%  | 0.0000% | $55000.00          | $49618.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM5474   | 2035-10-01      | 2.5000%  | 0.0000% | $758500.00         | $312844.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $2432.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7744   | 2054-04-01      | 6.5000%  | 0.0000% | $3000.00           | $2568.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7423   | 2054-03-01      | 5.5000%  | 0.0000% | $34853825.00       | $31538916.49       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CNMA5653   | 2035-02-01      | 4.5000%  | 0.0000% | $2292700.00        | $1966415.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5891   | 2045-11-01      | 5.5000%  | 0.0000% | $13611105.00       | $13803181.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA5036   | 2053-04-01      | 3.0000%  | 0.0000% | $2368136.00        | $1849033.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIBY7965   | 2039-08-01      | 6.0000%  | 0.0000% | $1666708.00        | $1252352.32        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CVAB6965   | 2027-11-01      | 2.5000%  | 0.0000% | $2175000.00        | $50764.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL930757   | 2039-03-01      | 5.0000%  | 0.0000% | $1115000.00        | $32292.13          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0886   | 2055-08-01      | 6.5000%  | 0.0000% | $17719025.00       | $18493777.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6643   | 2055-08-01      | 6.0000%  | 0.0000% | $1682895.00        | $1718704.35        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY5399   | 2053-07-01      | 5.0000%  | 0.0000% | $2454517.00        | $1813055.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0257   | 2055-04-01      | 6.0000%  | 0.0000% | $13201896.00       | $13094753.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA0280   | 2029-11-01      | 5.5000%  | 0.0000% | $164000.00         | $2906.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889691   | 2038-07-01      | 6.0000%  | 0.0000% | $210000.00         | $1515.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7042   | 2054-01-01      | 6.5000%  | 0.0000% | $4289000.00        | $3445406.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6542   | 2053-12-01      | 6.5000%  | 0.0000% | $16215216.00       | $9814680.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP9315   | 2042-10-01      | 3.5000%  | 0.0000% | $1387917.00        | $111369.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1519   | 2052-07-01      | 3.0000%  | 0.0000% | $3792017.00        | $3271752.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1278   | 2052-08-01      | 3.0000%  | 0.0000% | $20077245.00       | $17238226.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA0764   | 2040-02-01      | 5.5000%  | 0.0000% | $28058437.00       | $24985729.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA2743   | 2039-10-01      | 5.5000%  | 0.0000% | $34230346.00       | $33059214.04       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7901   | 2044-01-01      | 4.0000%  | 0.0000% | $510256.00         | $431366.97         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA0504   | 2042-01-01      | 2.0000%  | 0.0000% | $31950592.00       | $26185163.86       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR2026   | 2051-06-01      | 3.0000%  | 0.0000% | $827406.00         | $516444.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9234   | 2045-04-01      | 4.0000%  | 0.0000% | $17211121.00       | $14617768.33       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMB0303   | 2055-02-01      | 6.0000%  | 0.0000% | $9051071.00        | $7250673.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8111   | 2055-08-01      | 6.0000%  | 0.0000% | $19603889.00       | $19876411.91       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV6334   | 2055-09-01      | 6.0000%  | 0.0000% | $3938609.00        | $4086763.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF6522   | 2040-12-01      | 5.5000%  | 0.0000% | $1210625.00        | $1247487.32        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1410   | 2052-01-01      | 3.0000%  | 0.0000% | $586808.00         | $405024.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDF3744   | 2055-11-01      | 4.0000%  | 0.0000% | $1421719.00        | $1361122.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6535   | 2055-12-01      | 5.5000%  | 0.0000% | $8694458.00        | $8879067.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6304   | 2045-12-01      | 4.0000%  | 0.0000% | $1756023.00        | $151446.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5662   | 2055-12-01      | 5.0000%  | 0.0000% | $7887594.00        | $7910412.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7838   | 2046-08-01      | 3.0000%  | 0.0000% | $7359000.00        | $1737559.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF4152   | 2055-11-01      | 6.0000%  | 0.0000% | $1159356.00        | $1207766.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5918   | 2055-08-01      | 6.0000%  | 0.0000% | $1392285.00        | $1406428.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8524   | 2053-08-01      | 6.5000%  | 0.0000% | $13195924.00       | $8642265.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9478   | 2053-09-01      | 6.5000%  | 0.0000% | $5235592.00        | $3933547.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2675   | 2055-06-01      | 6.5000%  | 0.0000% | $2861678.00        | $2469943.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9982   | 2053-04-01      | 5.0000%  | 0.0000% | $5184163.00        | $3340246.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5495   | 2055-02-01      | 5.0000%  | 0.0000% | $3757619.00        | $3728428.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP9351   | 2050-06-01      | 3.5000%  | 0.0000% | $1048224.00        | $363885.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6105   | 2029-12-01      | 4.0000%  | 0.0000% | $281000.00         | $4317.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CJAJ7712   | 2026-12-01      | 3.0000%  | 0.0000% | $1424475.00        | $15865.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3208   | 2055-07-01      | 5.0000%  | 0.0000% | $1898796.00        | $1807994.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA1079   | 2053-11-01      | 5.5000%  | 0.0000% | $150156.00         | $133740.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDF6544   | 2040-12-01      | 6.0000%  | 0.0000% | $1026187.00        | $1071508.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6913   | 2054-11-01      | 5.0000%  | 0.0000% | $20174906.00       | $18627750.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDB9926   | 2039-08-01      | 5.0000%  | 0.0000% | $1088442.00        | $751511.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD2413   | 2047-05-01      | 4.5000%  | 0.0000% | $16389357.00       | $4339369.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKBM7887   | 2050-12-01      | 4.0000%  | 0.0000% | $1528148.00        | $1447938.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBN5968   | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $52091.19          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5861   | 2047-05-01      | 4.5000%  | 0.0000% | $300000.00         | $59980.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT1979   | 2052-02-01      | 3.0000%  | 0.0000% | $170579.00         | $137766.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5256   | 2054-12-01      | 4.5000%  | 0.0000% | $8242514.00        | $7747505.33        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBU4981   | 2039-09-01      | 3.5000%  | 0.0000% | $1348578.00        | $1239462.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO5032   | 2049-12-01      | 3.0000%  | 0.0000% | $81616.00          | $29929.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM3174   | 2032-05-01      | 3.5000%  | 0.0000% | $6000.00           | $569.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL7079   | 2035-07-01      | 4.0000%  | 0.0000% | $3319735.00        | $495168.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL2688   | 2040-10-01      | 6.0000%  | 0.0000% | $110000.00         | $3582.82           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL602615   | 2031-10-01      | 7.0000%  | 0.0000% | $460003.00         | $26181.23          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5040   | 2053-01-01      | 6.0000%  | 0.0000% | $31427893.00       | $22075888.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW8987   | 2052-10-01      | 4.0000%  | 0.0000% | $1147684.00        | $890528.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM6080   | 2044-05-01      | 5.5000%  | 0.0000% | $85000.00          | $35952.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5642   | 2040-02-01      | 3.5000%  | 0.0000% | $388144.00         | $343312.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5910   | 2055-11-01      | 5.5000%  | 0.0000% | $208405084.00      | $212042169.53      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM7259   | 2036-05-01      | 2.5000%  | 0.0000% | $1942149.00        | $929269.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5679   | 2045-04-01      | 5.5000%  | 0.0000% | $475000.00         | $435763.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5697   | 2055-05-01      | 4.0000%  | 0.0000% | $117480996.00      | $109149942.27      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2841   | 2052-09-01      | 4.0000%  | 0.0000% | $12884644.00       | $10332770.25       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS8579   | 2042-08-01      | 2.0000%  | 0.0000% | $60000000.00       | $46948978.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9298   | 2054-09-01      | 6.0000%  | 0.0000% | $4555000.00        | $4198515.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL887651   | 2036-07-01      | 6.0000%  | 0.0000% | $6120400.00        | $61250.54          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFA0055   | 2039-11-01      | 5.0000%  | 0.0000% | $46210.00          | $36391.36          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0971   | 2055-03-01      | 6.0000%  | 0.0000% | $600000.00         | $528541.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBO1821   | 2034-07-01      | 3.0000%  | 0.0000% | $380000.00         | $77466.25          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM3784   | 2045-06-01      | 5.0000%  | 0.0000% | $205000.00         | $37236.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4195   | 2050-10-01      | 4.5000%  | 0.0000% | $78000.00          | $20165.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF2177   | 2040-10-01      | 5.0000%  | 0.0000% | $1009400.00        | $1039253.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1285   | 2055-10-01      | 6.0000%  | 0.0000% | $1072276.00        | $1119192.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3544   | 2055-12-01      | 5.0000%  | 0.0000% | $1347089.00        | $1367685.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626   | 2052-06-01      | 4.0000%  | 0.0000% | $3432000.00        | $2569965.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8099   | 2055-08-01      | 6.0000%  | 0.0000% | $19719415.00       | $20429893.34       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4112   | 2035-08-01      | 3.0000%  | 0.0000% | $100000.00         | $26564.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAB5823   | 2027-08-01      | 3.5000%  | 0.0000% | $794000.00         | $17664.96          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3088   | 2047-08-01      | 4.0000%  | 0.0000% | $113000.00         | $11950.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0816   | 2055-10-01      | 5.5000%  | 0.0000% | $2377283.00        | $2422128.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0951   | 2055-10-01      | 5.0000%  | 0.0000% | $3734596.00        | $3746597.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8752   | 2054-06-01      | 5.0000%  | 0.0000% | $29600000.00       | $27662369.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8546   | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $61734.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5197   | 2050-03-01      | 3.5000%  | 0.0000% | $4000.00           | $1132.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS1446   | 2051-01-01      | 5.0000%  | 0.0000% | $492000.00         | $279371.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM9645   | 2049-11-01      | 4.5000%  | 0.0000% | $1498780.00        | $728947.92         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM9510   | 2036-11-01      | 2.0000%  | 0.0000% | $642000.00         | $418239.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0633   | 2052-02-01      | 3.0000%  | 0.0000% | $992000.00         | $667260.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3277   | 2048-01-01      | 4.0000%  | 0.0000% | $107000.00         | $13059.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120   | 2047-09-01      | 3.5000%  | 0.0000% | $25000.00          | $3107.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL923749   | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $20140.88          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL888637   | 2037-09-01      | 6.0000%  | 0.0000% | $1525000.00        | $9531.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2807   | 2049-01-01      | 4.0000%  | 0.0000% | $1009390.00        | $967834.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2373   | 2055-07-01      | 5.0000%  | 0.0000% | $87310942.00       | $84808307.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5944   | 2055-12-01      | 5.0000%  | 0.0000% | $1560104.00        | $1574424.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA3458   | 2045-04-01      | 3.5000%  | 0.0000% | $16832748.00       | $16067817.43       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2170   | 2051-11-01      | 3.0000%  | 0.0000% | $325000.00         | $204185.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0912   | 2051-07-01      | 3.0000%  | 0.0000% | $39000.00          | $26937.10          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1107   | 2046-07-01      | 2.0000%  | 0.0000% | $75398000.00       | $48503918.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0189   | 2051-04-01      | 3.0000%  | 0.0000% | $2319000.00        | $1228030.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6291   | 2050-07-01      | 3.0000%  | 0.0000% | $150000.00         | $39235.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2118   | 2033-08-01      | 4.0000%  | 0.0000% | $3695652.00        | $613878.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5574   | 2055-12-01      | 5.5000%  | 0.0000% | $1594194.00        | $1631912.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5831   | 2055-11-01      | 4.5000%  | 0.0000% | $2307812.00        | $2280081.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0614   | 2055-09-01      | 6.5000%  | 0.0000% | $1068810.00        | $1128338.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF4849   | 2055-11-01      | 5.0000%  | 0.0000% | $11215000.00       | $11248970.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7801   | 2054-01-01      | 6.5000%  | 0.0000% | $77916051.00       | $60961430.14       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $7907162.00        | $4822415.67        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4501   | 2041-12-01      | 2.0000%  | 0.0000% | $69824000.00       | $44192142.57       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4311   | 2041-04-01      | 2.0000%  | 0.0000% | $10000.00          | $5856.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4847   | 2052-11-01      | 6.0000%  | 0.0000% | $300000.00         | $208301.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM9321   | 2036-11-01      | 2.0000%  | 0.0000% | $50287.00          | $29048.89          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1169   | 2052-03-01      | 3.0000%  | 0.0000% | $8480893.00        | $6205356.92        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCB0810   | 2051-06-01      | 1.5000%  | 0.0000% | $160645.00         | $91747.21          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3397   | 2055-10-01      | 5.5000%  | 0.0000% | $87943504.00       | $87425504.65       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4417   | 2036-09-01      | 1.5000%  | 0.0000% | $700000.00         | $397833.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1646   | 2034-06-01      | 3.5000%  | 0.0000% | $12800000.00       | $1303410.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4212   | 2047-12-01      | 5.0000%  | 0.0000% | $780000.00         | $271402.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3663   | 2050-03-01      | 4.0000%  | 0.0000% | $266000.00         | $43196.37          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA4025   | 2050-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $175643.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4516   | 2037-01-01      | 2.0000%  | 0.0000% | $22524521.00       | $13111762.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5043   | 2038-06-01      | 5.0000%  | 0.0000% | $5069642.00        | $3059987.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $31000.00          | $20907.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5082   | 2048-11-01      | 4.5000%  | 0.0000% | $175000.00         | $47769.33          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6424   | 2050-07-01      | 3.0000%  | 0.0000% | $12732648.00       | $5181802.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0911   | 2047-12-01      | 4.0000%  | 0.0000% | $99084452.00       | $22233616.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDA9949   | 2054-02-01      | 5.0000%  | 0.0000% | $2652278.00        | $2601951.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0771   | 2050-07-01      | 4.0000%  | 0.0000% | $3190000.00        | $2845885.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7865   | 2054-01-01      | 6.5000%  | 0.0000% | $182000.00         | $126652.51         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA0586   | 2032-10-01      | 2.5000%  | 0.0000% | $138145.00         | $21980.03          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2044   | 2048-07-01      | 4.5000%  | 0.0000% | $7000.00           | $1531.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3717   | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $38261588.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4142   | 2053-03-01      | 5.0000%  | 0.0000% | $39969573.00       | $31030852.16       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3736   | 2029-07-01      | 3.5000%  | 0.0000% | $151439.00         | $12041.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA1983   | 2034-08-01      | 4.0000%  | 0.0000% | $25000.00          | $2450.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3906   | 2050-01-01      | 3.5000%  | 0.0000% | $6000.00           | $828.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4095   | 2035-08-01      | 2.0000%  | 0.0000% | $11415916.00       | $3757950.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $5377476.00        | $4321872.40        | Agency Mortgage-Backed Securities  |

### Security 650: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.040000%
- **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: ARP1CZVL1, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1CZVL1
- **C.18 - Value (incl. sponsor support):** $1300609000.00
- **C.18.a - Value (excl. sponsor support):** $1300609000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF 521285 X       | 2035-04-15      | 5.5000%  | 0.0000% | $10960000.00       | $284052.03         | Agency Mortgage-Backed Securities         |
| GNII SF MA7315 M       | 2051-04-20      | 4.0000%  | 0.0000% | $89105280.00       | $35194411.57       | Agency Mortgage-Backed Securities         |
| GNII SF DL5169 C       | 2055-10-20      | 6.0000%  | 0.0000% | $3931908.00        | $4062453.01        | Agency Mortgage-Backed Securities         |
| GNII SF DN7925 C       | 2055-11-20      | 6.0000%  | 0.0000% | $5974560.00        | $6228419.05        | Agency Mortgage-Backed Securities         |
| GNRM 2019-033 NA       | 2049-03-20      | 4.0000%  | 0.0000% | $7000000.00        | $1808431.59        | Agency Collateralized Mortgage Obligation |
| GNII ET DE7605 C       | 2064-04-20      | 4.0000%  | 0.0000% | $155487.00         | $146085.18         | Agency Mortgage-Backed Securities         |
| GNII SF DO3488 C       | 2055-11-20      | 5.5000%  | 0.0000% | $13632784.00       | $13923012.34       | Agency Mortgage-Backed Securities         |
| GNRM 2013-86 V         | 2042-12-20      | 2.5000%  | 0.0000% | $29927520.00       | $2658663.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-099 AN       | 2059-09-16      | 3.2000%  | 0.0000% | $15800000.00       | $2923781.76        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $13286128.00       | $6449113.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0947   | 2038-10-01      | 6.0000%  | 0.0000% | $1144913.00        | $20901.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA7623 M       | 2036-10-20      | 3.5000%  | 0.0000% | $124638.00         | $50765.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA7471 M       | 2051-07-20      | 2.0000%  | 0.0000% | $425528.00         | $239183.83         | Agency Mortgage-Backed Securities         |
| GNII ET DG8885 C       | 2064-12-20      | 4.5000%  | 0.0000% | $194889.00         | $189418.59         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3732 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1400214.00        | $1355112.25        | Agency Mortgage-Backed Securities         |
| GNII ET DC2647 C       | 2063-05-20      | 3.0000%  | 0.0000% | $527874.00         | $462826.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6935   | 2053-08-01      | 6.5000%  | 0.0000% | $57416960.00       | $45286887.35       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCB4646   | 2042-09-01      | 4.5000%  | 0.0000% | $2635776.00        | $1915849.52        | Agency Mortgage-Backed Securities         |
| GNII SF MA5817 M       | 2049-03-20      | 4.0000%  | 0.0000% | $2581080.00        | $212007.40         | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $2642000.00        | $668080.04         | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M       | 2051-01-20      | 3.5000%  | 0.0000% | $197332480.00      | $73332917.70       | Agency Mortgage-Backed Securities         |
| GNMI SF 604389 X       | 2033-06-15      | 5.0000%  | 0.0000% | $11131616.00       | $246909.96         | Agency Mortgage-Backed Securities         |
| GNII JM 004462 M       | 2039-06-20      | 5.0000%  | 0.0000% | $10615344.00       | $188687.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA7340 M       | 2036-05-20      | 2.5000%  | 0.0000% | $1989226.00        | $893742.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9443   | 2054-11-01      | 6.0000%  | 0.0000% | $50933300.00       | $48125377.07       | Agency Mortgage-Backed Securities         |
| GNII SF MA6064 M       | 2034-08-20      | 3.0000%  | 0.0000% | $348000.00         | $42139.00          | Agency Mortgage-Backed Securities         |
| GNMI SF 515965 X       | 2041-11-15      | 4.0000%  | 0.0000% | $161715.00         | $10390.90          | Agency Mortgage-Backed Securities         |
| GNMI SF 391705 X       | 2038-01-15      | 5.5000%  | 0.0000% | $498832.00         | $7147.18           | Agency Mortgage-Backed Securities         |
| GNII SF 738175 C       | 2041-02-20      | 4.0000%  | 0.0000% | $15000000.00       | $390354.89         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS4253   | 2036-08-01      | 6.5000%  | 0.0000% | $4977000.00        | $39831.71          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ5143   | 2042-11-01      | 3.5000%  | 0.0000% | $100000000.00      | $17041735.34       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 GLAS8749   | 2047-01-01      | 3.0000%  | 0.0000% | $1825000.00        | $534878.17         | Agency Mortgage-Backed Securities         |
| GNII SP 782511 M       | 2038-12-20      | 6.0000%  | 0.0000% | $3215000.00        | $45208.53          | Agency Mortgage-Backed Securities         |
| GNMI SF 723189 X       | 2039-10-15      | 5.0000%  | 0.0000% | $1021164.00        | $68315.72          | Agency Mortgage-Backed Securities         |
| GNHA AL CX2326 H       | 2073-09-20      | 6.4510%  | 0.0000% | $3462996.00        | $2761521.47        | Agency Mortgage-Backed Securities         |
| GNPL PN CI3582         | 2057-05-15      | 2.5300%  | 0.0000% | $3350660.00        | $2966715.67        | Agency Mortgage-Backed Securities         |
| GNMI SF AA8255 X       | 2027-07-15      | 3.0000%  | 0.0000% | $3014648.00        | $31963.97          | Agency Mortgage-Backed Securities         |
| GNII JM MA1004 M       | 2043-05-20      | 3.0000%  | 0.0000% | $4690440.00        | $254107.00         | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $500448768.00      | $186063708.92      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3339   | 2052-06-01      | 3.5000%  | 0.0000% | $201000.00         | $146681.94         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6620   | 2052-01-01      | 2.5000%  | 0.0000% | $34745720.00       | $22656396.82       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL630408   | 2032-03-01      | 6.0000%  | 0.0000% | $12999990.00       | $15903.85          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA1054   | 2053-10-01      | 5.5000%  | 0.0000% | $4902904.00        | $4116543.60        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA6695   | 2049-04-01      | 4.0000%  | 0.0000% | $17000000.00       | $1665820.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZA3583   | 2042-07-01      | 3.5000%  | 0.0000% | $7682632.00        | $834787.02         | Agency Mortgage-Backed Securities         |
| GNII SF DO3397 C       | 2055-10-20      | 5.5000%  | 0.0000% | $26174304.00       | $26762990.42       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $4843900.00        | $4855673.35        | U.S. Treasuries (including strips)        |
| GNPL PN CO3177         | 2057-08-15      | 3.8500%  | 0.0000% | $237314.00         | $218653.26         | Agency Mortgage-Backed Securities         |
| GNII SF DK8036 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1033906.00        | $1058324.02        | Agency Mortgage-Backed Securities         |
| GNII SF DH2761 C       | 2055-04-20      | 6.5000%  | 0.0000% | $769531.00         | $801327.56         | Agency Mortgage-Backed Securities         |
| GNRA 2009-110 CF       | 2039-11-16      | 4.6834%  | 0.0000% | $200000000.00      | $4136163.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-05 P         | 2048-07-20      | 3.5000%  | 0.0000% | $14000000.00       | $2124506.12        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $8776000.00        | $4833653.56        | Agency Mortgage-Backed Securities         |
| GNII ET DL8361 C       | 2065-05-20      | 3.5000%  | 0.0000% | $196603.00         | $178763.47         | Agency Mortgage-Backed Securities         |
| GNII SF DG6750 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1481006.00        | $1535297.16        | Agency Mortgage-Backed Securities         |
| GNII SF DG2215 C       | 2044-12-20      | 6.0000%  | 0.0000% | $1044506.00        | $966449.61         | Agency Mortgage-Backed Securities         |
| GNMI SP 782637 X       | 2039-04-15      | 5.5000%  | 0.0000% | $3500000.00        | $83276.38          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $17072300.00       | $17433943.27       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSD2487   | 2053-03-01      | 6.0000%  | 0.0000% | $750000.00         | $577383.31         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0529   | 2046-10-01      | 3.0000%  | 0.0000% | $3600000.00        | $902860.68         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G61390 G   | 2047-06-01      | 3.0000%  | 0.0000% | $1424386.00        | $581076.53         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99124 G   | 2045-03-01      | 3.5000%  | 0.0000% | $11476500.00       | $1803627.96        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1132   | 2037-06-01      | 2.5000%  | 0.0000% | $8882000.00        | $6607177.86        | Agency Mortgage-Backed Securities         |
| GNRM 2023-063 MA       | 2050-05-20      | 3.5000%  | 0.0000% | $9095000.00        | $6873380.58        | Agency Collateralized Mortgage Obligation |
| GNII SF DF4903 C       | 2054-11-20      | 6.5000%  | 0.0000% | $942473.00         | $799028.96         | Agency Mortgage-Backed Securities         |
| GNPL PN DF4295         | 2041-04-15      | 5.4500%  | 0.0000% | $4886400.00        | $5001873.89        | Agency Mortgage-Backed Securities         |
| GNMI SF 587425 X       | 2032-11-15      | 6.5000%  | 0.0000% | $3490200.00        | $23084.69          | Agency Mortgage-Backed Securities         |
| GNII ET DG8861 C       | 2064-08-20      | 4.5000%  | 0.0000% | $374447.00         | $363903.84         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190342   | 2033-10-01      | 6.0000%  | 0.0000% | $95773696.00       | $441821.13         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $113000.00         | $80665.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634301   | 2032-02-01      | 6.0000%  | 0.0000% | $14510500.00       | $22010.71          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1183   | 2052-01-01      | 3.0000%  | 0.0000% | $281526.00         | $189619.90         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1465   | 2052-08-01      | 5.0000%  | 0.0000% | $112968.00         | $87215.93          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAW8960   | 2029-07-01      | 4.0000%  | 0.0000% | $1348370.00        | $43023.77          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0795   | 2046-02-01      | 4.0000%  | 0.0000% | $17859488.00       | $6197080.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2337   | 2038-09-01      | 6.0000%  | 0.0000% | $4815000.00        | $43208.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9063   | 2053-05-01      | 5.5000%  | 0.0000% | $1755630.00        | $1380358.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL759153   | 2034-01-01      | 5.5000%  | 0.0000% | $5900000.00        | $155512.92         | Agency Mortgage-Backed Securities         |
| GNII SF DM1738 C       | 2055-09-20      | 6.5000%  | 0.0000% | $895627.00         | $936834.40         | Agency Mortgage-Backed Securities         |
| GNPL PN CN7012         | 2057-09-15      | 3.4300%  | 0.0000% | $16113600.00       | $14433335.21       | Agency Mortgage-Backed Securities         |
| GNPL PN CM4389         | 2057-08-15      | 3.5000%  | 0.0000% | $9264240.00        | $8344900.09        | Agency Mortgage-Backed Securities         |
| GNII RG CF0936 C       | 2050-05-20      | 2.5000%  | 0.0000% | $2655192.00        | $1443785.76        | Agency Mortgage-Backed Securities         |
| GNII RG CF2629 C       | 2050-05-20      | 2.5000%  | 0.0000% | $1822292.00        | $693956.81         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08715 G   | 2046-08-01      | 3.0000%  | 0.0000% | $2363988.00        | $370597.04         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC K35039 G   | 2047-11-01      | 6.0000%  | 0.0000% | $19855420.00       | $491564.26         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ2318   | 2054-08-01      | 5.0000%  | 0.0000% | $2334592.00        | $2332560.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7429   | 2055-08-01      | 5.5000%  | 0.0000% | $1783420.00        | $1810267.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0215   | 2053-09-01      | 5.5000%  | 0.0000% | $1390324.00        | $1372688.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735227   | 2035-02-01      | 5.5000%  | 0.0000% | $76420480.00       | $653729.90         | Agency Mortgage-Backed Securities         |
| GNRM 2022-050 DC       | 2051-08-20      | 2.5000%  | 0.0000% | $23252160.00       | $16716485.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-080 AK       | 2062-05-16      | 1.8000%  | 0.0000% | $12160000.00       | $4810613.41        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-099 CP       | 2043-03-20      | 2.5000%  | 0.0000% | $150000000.00      | $8832378.24        | Agency Collateralized Mortgage Obligation |
| GNII SF DN7923 C       | 2055-11-20      | 6.0000%  | 0.0000% | $2896900.00        | $3035383.41        | Agency Mortgage-Backed Securities         |
| GNRM 2013-148 BP       | 2043-10-20      | 3.5000%  | 0.0000% | $7595008.00        | $5991210.50        | Agency Collateralized Mortgage Obligation |
| GNII SF DL2769 C       | 2055-07-20      | 6.5000%  | 0.0000% | $14467392.00       | $15088389.36       | Agency Mortgage-Backed Securities         |
| GNII SF 625497 C       | 2054-10-20      | 5.0000%  | 0.0000% | $1105340.00        | $1091538.06        | Agency Mortgage-Backed Securities         |
| GNMI SF 710697 X       | 2039-07-15      | 5.5000%  | 0.0000% | $5794536.00        | $177116.79         | Agency Mortgage-Backed Securities         |
| GNRM 2019-20 LA        | 2049-02-20      | 3.0000%  | 0.0000% | $8000000.00        | $4947798.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-140 TA       | 2064-06-16      | 4.0000%  | 0.0000% | $112272512.00      | $103946871.11      | Agency Collateralized Mortgage Obligation |
| GNMI SF 796307 X       | 2042-11-15      | 4.0000%  | 0.0000% | $4708520.00        | $691985.70         | Agency Mortgage-Backed Securities         |
| GNMI SF AB2892 X       | 2042-09-15      | 3.0000%  | 0.0000% | $4941216.00        | $384292.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA8645 M       | 2053-02-20      | 4.0000%  | 0.0000% | $2000000.00        | $1562147.38        | Agency Mortgage-Backed Securities         |
| GNII SF 762738 C       | 2041-02-20      | 4.0000%  | 0.0000% | $1475060.00        | $114786.54         | Agency Mortgage-Backed Securities         |
| GNMI SF 470009 X       | 2041-09-15      | 4.0000%  | 0.0000% | $5905000.00        | $532173.42         | Agency Mortgage-Backed Securities         |
| GNII RG CE6476 C       | 2049-05-20      | 5.0000%  | 0.0000% | $1930272.00        | $484833.29         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8117   | 2052-04-01      | 3.0000%  | 0.0000% | $8260272.00        | $6198851.60        | Agency Mortgage-Backed Securities         |
| GNMI SF AO3856 X       | 2045-08-15      | 4.0000%  | 0.0000% | $75000.00          | $13433.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK5358   | 2048-05-01      | 4.0000%  | 0.0000% | $5700000.00        | $406618.10         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4679   | 2055-08-01      | 5.0000%  | 0.0000% | $17937536.00       | $18057203.38       | Agency Mortgage-Backed Securities         |
| GNII SF MA9724 M       | 2054-06-20      | 5.0000%  | 0.0000% | $70550.00          | $65878.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA9242 M       | 2053-09-20      | 6.0000%  | 0.0000% | $2560000.00        | $1636727.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7238   | 2053-10-01      | 6.0000%  | 0.0000% | $75464320.00       | $66399451.05       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4405   | 2053-06-01      | 5.0000%  | 0.0000% | $9199696.00        | $7668010.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3718   | 2049-06-01      | 4.0000%  | 0.0000% | $2479292.00        | $507460.87         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY6763   | 2053-07-01      | 5.0000%  | 0.0000% | $3279448.00        | $3115587.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7263   | 2053-08-01      | 6.0000%  | 0.0000% | $929455.00         | $682249.84         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2219   | 2031-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $83093.70          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $31053300.00       | $30345750.90       | U.S. Treasuries (including strips)        |
| GNRA 2023-152 FA       | 2053-10-20      | 5.3989%  | 0.0000% | $25824096.00       | $19342251.57       | Agency Collateralized Mortgage Obligation |
| GNII SF DN7926 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3005184.00        | $3128618.93        | Agency Mortgage-Backed Securities         |
| GNII SF DI8107 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1720856.00        | $1642530.34        | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $80317600.00       | $80663433.26       | Agency Mortgage-Backed Securities         |
| GNPL LM CG6116         | 2061-02-15      | 3.3800%  | 0.0000% | $2665290.00        | $2401235.32        | Agency Mortgage-Backed Securities         |
| GNII SF DN0714 C       | 2055-09-20      | 6.5000%  | 0.0000% | $2657016.00        | $2763338.83        | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C       | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5619161.87        | Agency Mortgage-Backed Securities         |
| GNII SF AQ3441 C       | 2046-02-20      | 4.0000%  | 0.0000% | $110000.00         | $24419.76          | Agency Mortgage-Backed Securities         |
| GNII RG CF4599 C       | 2049-06-20      | 5.0000%  | 0.0000% | $2274276.00        | $758271.70         | Agency Mortgage-Backed Securities         |
| GNII ET DL3434 C       | 2065-07-20      | 2.0000%  | 0.0000% | $427645.00         | $336472.82         | Agency Mortgage-Backed Securities         |
| GNMI SF 616874 X       | 2035-01-15      | 4.0000%  | 0.0000% | $4471832.00        | $407914.90         | Agency Mortgage-Backed Securities         |
| GNMI SF 670220 X       | 2038-04-15      | 5.0000%  | 0.0000% | $5000000.00        | $220805.62         | Agency Mortgage-Backed Securities         |
| GNII SF DM1736 C       | 2055-09-20      | 6.5000%  | 0.0000% | $682498.00         | $719659.62         | Agency Mortgage-Backed Securities         |
| GNII SF AA6263 C       | 2043-04-20      | 3.0000%  | 0.0000% | $1821596.00        | $340331.42         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158         | 2057-07-15      | 3.2400%  | 0.0000% | $27632896.00       | $24418897.27       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFA0221   | 2036-03-01      | 3.5000%  | 0.0000% | $53414976.00       | $42981255.33       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA9183   | 2036-02-01      | 2.0000%  | 0.0000% | $20000000.00       | $9565667.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $150000.00         | $116975.00         | Agency Mortgage-Backed Securities         |
| GNRA 2021-153 FA       | 2061-08-16      | 4.0000%  | 0.0000% | $50000000.00       | $41652791.98       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-141 LT       | 2047-09-20      | 2.7500%  | 0.0000% | $39986000.00       | $8093402.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 XF       | 2054-02-20      | 5.2989%  | 0.0000% | $100000000.00      | $61990506.80       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIMA3439   | 2033-08-01      | 4.0000%  | 0.0000% | $80000000.00       | $5898226.14        | Agency Mortgage-Backed Securities         |
| GNRA 2022-159 JF       | 2052-09-20      | 4.8489%  | 0.0000% | $50000000.00       | $36406522.96       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-058 LC       | 2066-06-16      | 4.5000%  | 0.0000% | $6377168.00        | $5500823.95        | Agency Collateralized Mortgage Obligation |
| GNMI SF AB2104 X       | 2042-11-15      | 3.2500%  | 0.0000% | $3718572.00        | $763810.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA4452 M       | 2047-05-20      | 4.0000%  | 0.0000% | $6566000.00        | $607251.63         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC4718   | 2054-10-01      | 4.5000%  | 0.0000% | $2037708.00        | $1965698.09        | Agency Mortgage-Backed Securities         |
| GNMI SF 792502 X       | 2041-12-15      | 3.1000%  | 0.0000% | $494705.00         | $103740.13         | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $2143976.00        | $22178.74          | Agency Mortgage-Backed Securities         |
| GNII SF MA1090 M       | 2043-03-20      | 3.5000%  | 0.0000% | $944000.00         | $96359.45          | Agency Mortgage-Backed Securities         |
| GNPL PN CL2726         | 2057-06-15      | 3.2000%  | 0.0000% | $7105160.00        | $6267242.09        | Agency Mortgage-Backed Securities         |
| GNMI SF AN9975 X       | 2045-08-15      | 4.0000%  | 0.0000% | $2078628.00        | $328643.62         | Agency Mortgage-Backed Securities         |
| GNRM 2024-167 HA       | 2047-01-20      | 2.5000%  | 0.0000% | $46254000.00       | $37793508.00       | Agency Collateralized Mortgage Obligation |
| GNII SF DN7927 C       | 2055-11-20      | 6.0000%  | 0.0000% | $3623012.00        | $3772935.86        | Agency Mortgage-Backed Securities         |
| GNMI SF AV1853 X       | 2047-12-15      | 3.5000%  | 0.0000% | $267096.00         | $62210.49          | Agency Mortgage-Backed Securities         |
| GNII SF DG1742 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3280904.00        | $3303189.36        | Agency Mortgage-Backed Securities         |

### Security 651: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0NJ1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NJ1
- **C.18 - Value (incl. sponsor support):** $4948000000.00
- **C.18.a - Value (excl. sponsor support):** $4948000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2034-11-15      | 4.2500%  | 0.0000% | $1798753000.00     | $1845208032.24     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1842304000.00     | $1865060678.47     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $389394700.00      | $417498198.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $929776000.00      | $919193188.51      | U.S. Treasuries (including strips) |

### Security 652: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.090000%
- **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: ARP1D0NK8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NK8
- **C.18 - Value (incl. sponsor support):** $6084000000.00
- **C.18.a - Value (excl. sponsor support):** $6084000000.00
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLCB7516   | 2053-11-01      | 6.5000%  | 0.0000% | $7026508.00        | $5642597.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8013   | 2050-12-01      | 2.0000%  | 0.0000% | $1148.00           | $652.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944054   | 2037-07-01      | 6.5000%  | 0.0000% | $3072.00           | $5.88              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9346   | 2054-10-01      | 6.0000%  | 0.0000% | $61984545.00       | $57996299.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7301   | 2053-10-01      | 5.5000%  | 0.0000% | $120100000.00      | $106163849.98      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9780   | 2055-01-01      | 5.0000%  | 0.0000% | $43239922.00       | $41339999.93       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942487   | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $6.35              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899810   | 2037-08-01      | 6.5000%  | 0.0000% | $12198.00          | $29.77             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL928603   | 2037-08-01      | 7.0000%  | 0.0000% | $12088688.00       | $363330.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2592   | 2046-04-01      | 3.5000%  | 0.0000% | $2000.00           | $474.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA4064   | 2034-08-01      | 3.0000%  | 0.0000% | $1001.00           | $258.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6984   | 2050-09-01      | 2.0000%  | 0.0000% | $198714952.00      | $103578602.11      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2734   | 2046-08-01      | 3.5000%  | 0.0000% | $9000.00           | $2426.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP913968   | 2037-02-01      | 6.5000%  | 0.0000% | $2170.00           | $17.03             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7344   | 2050-10-01      | 2.0000%  | 0.0000% | $227439101.00      | $123944096.00      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $23014.00          | $4447.84           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0158   | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $175.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2333   | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $260.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6341   | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $108.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0502   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $599.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7234   | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $430.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3697   | 2047-06-01      | 4.0000%  | 0.0000% | $1049.00           | $256.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CKCA7991   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $574.79            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343   | 2050-10-01      | 2.0000%  | 0.0000% | $221214730.00      | $115246136.84      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0830   | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $589.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1081   | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3497.77           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1973.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH5370   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $205.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7346   | 2050-10-01      | 2.0000%  | 0.0000% | $37006144.00       | $21086404.02       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7980   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $552.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA9146   | 2036-02-01      | 2.0000%  | 0.0000% | $1000.00           | $476.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7331   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $460.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH3356   | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $561.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7667   | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $359.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0983   | 2051-07-01      | 2.5000%  | 0.0000% | $1159000.00        | $677411.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8001   | 2052-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2204.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1248   | 2055-09-01      | 6.5000%  | 0.0000% | $1349222.00        | $1414498.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBQ4522   | 2036-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1049.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP5140   | 2050-04-01      | 4.0000%  | 0.0000% | $1282791.00        | $625414.26         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBP8820   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $225.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8271   | 2049-11-01      | 3.5000%  | 0.0000% | $9000.00           | $1584.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9987   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2231   | 2051-08-01      | 2.0000%  | 0.0000% | $1750000.00        | $1123900.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0944   | 2040-04-01      | 5.5000%  | 0.0000% | $2240.00           | $102.29            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887660   | 2036-08-01      | 6.0000%  | 0.0000% | $15074525.00       | $90027.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891142   | 2036-06-01      | 6.0000%  | 0.0000% | $8847.00           | $40.92             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9074   | 2054-08-01      | 4.5000%  | 0.0000% | $26312289.00       | $24752419.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB7955   | 2054-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1905.24           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP888880   | 2037-12-01      | 7.0000%  | 0.0000% | $109997968.00      | $383124.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7052   | 2053-09-01      | 6.0000%  | 0.0000% | $29805360.00       | $24429103.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAC6616   | 2039-11-01      | 5.5000%  | 0.0000% | $13188.00          | $350.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL903793   | 2036-10-01      | 6.5000%  | 0.0000% | $5113.00           | $50.06             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8538   | 2054-05-01      | 5.5000%  | 0.0000% | $38617684.00       | $35236275.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995301   | 2038-11-01      | 6.0000%  | 0.0000% | $15372.00          | $217.24            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030   | 2054-02-01      | 7.0000%  | 0.0000% | $6132.00           | $4901.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887038   | 2036-08-01      | 6.0000%  | 0.0000% | $11240.00          | $65.94             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7601   | 2053-12-01      | 6.0000%  | 0.0000% | $149764777.00      | $124322368.97      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9013   | 2053-08-01      | 6.0000%  | 0.0000% | $1001.00           | $725.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0853   | 2047-12-01      | 3.5000%  | 0.0000% | $121000.00         | $31762.36          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0984   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $672.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1492   | 2033-11-01      | 3.0000%  | 0.0000% | $1000.00           | $442.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2375   | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $71.20             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8092   | 2049-03-01      | 4.5000%  | 0.0000% | $7002.00           | $2252.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $582645008.00      | $80166380.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN3678   | 2049-02-01      | 5.0000%  | 0.0000% | $1196160.00        | $220863.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7822   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $200.09            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $8072954.00        | $5124012.72        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6987   | 2050-09-01      | 2.0000%  | 0.0000% | $684880.00         | $418657.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0883   | 2055-10-01      | 6.0000%  | 0.0000% | $1357694.00        | $1398914.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7338   | 2050-10-01      | 2.0000%  | 0.0000% | $221724928.00      | $117406663.54      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8701   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.90           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $2929700.00        | $2974021.20        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLRJ3640   | 2055-03-01      | 5.5000%  | 0.0000% | $5094.00           | $4846.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $894.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $799.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7218   | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $876.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714   | 2054-06-01      | 6.0000%  | 0.0000% | $98424356.00       | $94627452.26       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7051   | 2053-09-01      | 6.0000%  | 0.0000% | $2067.00           | $1684.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6181   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $487.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3468   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $982.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6438   | 2053-02-01      | 6.0000%  | 0.0000% | $5902834.00        | $4613663.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0687   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $673.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9135   | 2053-04-01      | 5.0000%  | 0.0000% | $202124.00         | $159259.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6497   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $714.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8394   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $877.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8303   | 2054-06-01      | 6.0000%  | 0.0000% | $1002631.00        | $915317.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5592   | 2053-02-01      | 5.5000%  | 0.0000% | $996000.00         | $772128.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $74108797.00       | $59608598.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6545   | 2053-12-01      | 6.0000%  | 0.0000% | $1048.00           | $904.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $122914544.00      | $95194195.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $886.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9761   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $755.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4538   | 2052-08-01      | 5.0000%  | 0.0000% | $544786.00         | $382543.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5541   | 2053-01-01      | 5.5000%  | 0.0000% | $424000.00         | $321958.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6008   | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $879.78            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01749 G   | 2035-01-01      | 5.5000%  | 0.0000% | $28797.00          | $220.83            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0041   | 2047-04-01      | 3.5000%  | 0.0000% | $7208.00           | $2003.89           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7272   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8376   | 2054-06-01      | 6.0000%  | 0.0000% | $1006.00           | $1031.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5272   | 2054-09-01      | 5.5000%  | 0.0000% | $1008.00           | $897.76            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48725 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3263   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.06           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8967   | 2050-04-01      | 3.0000%  | 0.0000% | $209180.00         | $63114.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5233   | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $1349.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1030   | 2052-10-01      | 5.0000%  | 0.0000% | $1846839.00        | $1770524.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR6496   | 2051-04-01      | 2.5000%  | 0.0000% | $699000.00         | $350253.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9626   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $314.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG0506   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5471   | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $178.13            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3248   | 2053-05-01      | 6.0000%  | 0.0000% | $1050489.00        | $842801.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9736   | 2049-04-01      | 4.5000%  | 0.0000% | $6001.00           | $2922.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8662   | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $329.53            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4690   | 2051-08-01      | 2.5000%  | 0.0000% | $313000.00         | $196953.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO6164   | 2050-01-01      | 3.0000%  | 0.0000% | $2005.00           | $337.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8465   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $572.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5385   | 2049-12-01      | 3.5000%  | 0.0000% | $4047.00           | $1269.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6682   | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1149.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBO5799   | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $543.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR2103   | 2051-07-01      | 2.5000%  | 0.0000% | $159844352.00      | $95153577.51       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP6118   | 2050-05-01      | 4.0000%  | 0.0000% | $2000.00           | $435.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3685   | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $3825.88           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5613   | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $795.49            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7091   | 2052-03-01      | 2.5000%  | 0.0000% | $495019.00         | $343619.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9431   | 2053-07-01      | 5.5000%  | 0.0000% | $1474000.00        | $1260288.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC1999   | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $484.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5514   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.24           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD7578   | 2052-03-01      | 2.5000%  | 0.0000% | $770000.00         | $529338.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6905   | 2054-07-01      | 6.0000%  | 0.0000% | $4794000.00        | $4067343.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783   | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1988.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3596   | 2048-08-01      | 4.5000%  | 0.0000% | $4000.00           | $454.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891423   | 2036-03-01      | 6.0000%  | 0.0000% | $37392.00          | $43.60             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4305   | 2047-09-01      | 3.5000%  | 0.0000% | $645000.00         | $120863.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBD8428   | 2046-09-01      | 2.5000%  | 0.0000% | $2000.00           | $558.68            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5091   | 2055-11-01      | 6.0000%  | 0.0000% | $2109099.00        | $2188668.98        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5793   | 2051-08-01      | 3.0000%  | 0.0000% | $1145000.00        | $614062.76         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1829   | 2053-04-01      | 5.0000%  | 0.0000% | $794515.00         | $675981.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1902   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3883   | 2054-09-01      | 5.5000%  | 0.0000% | $1074738.00        | $1054702.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8761   | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1387.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0806   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3601   | 2048-11-01      | 4.5000%  | 0.0000% | $1001.00           | $217.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6727   | 2042-03-01      | 3.5000%  | 0.0000% | $717056.00         | $104416.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5566   | 2045-08-01      | 3.5000%  | 0.0000% | $1113384.00        | $250192.04         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5819   | 2045-09-01      | 3.5000%  | 0.0000% | $238599168.00      | $26700606.88       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4244   | 2055-11-01      | 5.5000%  | 0.0000% | $4387806.00        | $4493280.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5403   | 2055-11-01      | 5.5000%  | 0.0000% | $1400704.00        | $1431376.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9004   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $768.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4941   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $729.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4051   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $923.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL5359   | 2044-05-01      | 4.0000%  | 0.0000% | $36753240.00       | $5881867.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9886   | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $441.48            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7398   | 2047-08-01      | 3.5000%  | 0.0000% | $1040.00           | $151.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3605   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $810.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5280   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3600   | 2048-11-01      | 4.5000%  | 0.0000% | $9000.00           | $4519.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR8635   | 2043-03-01      | 3.0000%  | 0.0000% | $1027.00           | $210.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD7724   | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $305.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8609   | 2047-03-01      | 4.0000%  | 0.0000% | $1001.00           | $154.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3067   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $338.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2634   | 2048-11-01      | 4.5000%  | 0.0000% | $20311.00          | $4723.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9026   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $708.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4845   | 2052-10-01      | 5.5000%  | 0.0000% | $12300.00          | $10713.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4423   | 2052-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1437.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6209   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $806.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4553   | 2052-09-01      | 4.5000%  | 0.0000% | $46129131.00       | $36097641.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE9147   | 2055-09-01      | 5.0000%  | 0.0000% | $1992688.00        | $2000037.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288   | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $835.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8318   | 2053-08-01      | 6.0000%  | 0.0000% | $1022.00           | $772.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4619   | 2052-09-01      | 4.5000%  | 0.0000% | $1001.00           | $780.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2380   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2167   | 2048-08-01      | 4.5000%  | 0.0000% | $70072192.00       | $21337900.67       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3855   | 2052-06-01      | 4.0000%  | 0.0000% | $2024.00           | $1514.80           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3254   | 2048-02-01      | 4.0000%  | 0.0000% | $10885461.00       | $3271484.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5289   | 2052-12-01      | 5.5000%  | 0.0000% | $1045.00           | $814.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA5379   | 2050-03-01      | 4.5000%  | 0.0000% | $1729000.00        | $563196.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6342   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1042.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $4096.00           | $3821.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0821   | 2051-07-01      | 2.0000%  | 0.0000% | $1008.00           | $788.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0386   | 2051-01-01      | 2.0000%  | 0.0000% | $3655.00           | $2276.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9792   | 2055-01-01      | 5.5000%  | 0.0000% | $2395354.00        | $2304701.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP4450   | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $103.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3065   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $235.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9268   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $242.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4651   | 2045-03-01      | 3.5000%  | 0.0000% | $1795.00           | $170.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125   | 2039-04-01      | 5.5000%  | 0.0000% | $2007.00           | $32.35             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177   | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1630.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4364   | 2054-02-01      | 6.0000%  | 0.0000% | $2003.00           | $2043.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5911   | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $115.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102   | 2049-11-01      | 3.5000%  | 0.0000% | $1003.00           | $182.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBT6626   | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $573.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2728   | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $191.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4136   | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1676.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $34708208.00       | $31107141.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB2479   | 2041-03-01      | 4.5000%  | 0.0000% | $2031.00           | $132.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942511   | 2037-08-01      | 6.5000%  | 0.0000% | $49925760.00       | $138552.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CZAB4026   | 2051-12-01      | 4.0000%  | 0.0000% | $8000.00           | $2187.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL940537   | 2037-07-01      | 6.5000%  | 0.0000% | $4674.00           | $38.13             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7126   | 2042-12-01      | 3.5000%  | 0.0000% | $32136500.00       | $4135678.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995941   | 2039-07-01      | 6.5000%  | 0.0000% | $2077.00           | $38.74             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP913248   | 2037-03-01      | 5.5000%  | 0.0000% | $13513.00          | $12.96             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940659   | 2037-09-01      | 6.5000%  | 0.0000% | $1090.00           | $2.39              | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL940644   | 2037-08-01      | 7.0000%  | 0.0000% | $33387.00          | $162.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 GLCA1146   | 2048-02-01      | 3.5000%  | 0.0000% | $300000.00         | $113108.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP943997   | 2037-08-01      | 6.5000%  | 0.0000% | $18336.00          | $44.91             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4566   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $687.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP995509   | 2039-01-01      | 5.5000%  | 0.0000% | $225543935.00      | $1017125.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2002   | 2055-06-01      | 6.5000%  | 0.0000% | $1230556.00        | $876665.82         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7696   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3390   | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $292.68            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59601 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $173.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1753   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $866.49            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81946 G   | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $549.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $2001.00           | $281.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ4616   | 2042-11-01      | 3.0000%  | 0.0000% | $1001.00           | $65.87             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81756 G   | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $366.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882005   | 2036-04-01      | 6.0000%  | 0.0000% | $1020.00           | $12.00             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17118 G   | 2043-04-01      | 4.0000%  | 0.0000% | $2999.00           | $526.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7728   | 2046-08-01      | 3.0000%  | 0.0000% | $2750000.00        | $597509.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0960   | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $51.22             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9918   | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $246.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3539   | 2054-09-01      | 5.5000%  | 0.0000% | $1030729.00        | $1003090.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1354   | 2052-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1397.99           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTQK1730   | 2045-04-01      | 6.5000%  | 0.0000% | $1000.00           | $796.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8681   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $989.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTSC0050   | 2040-02-01      | 3.0000%  | 0.0000% | $38325382.00       | $12997420.29       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQD1688   | 2051-11-01      | 4.0000%  | 0.0000% | $1371754.00        | $837251.45         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6539   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $436.66            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5452   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.23            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9651   | 2052-09-01      | 4.5000%  | 0.0000% | $1639646.00        | $880309.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7190   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $749.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB9065   | 2051-02-01      | 2.5000%  | 0.0000% | $1577866.00        | $724027.28         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8370   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $571.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $746.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5624   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $860.57            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $1087.00           | $27.54             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07786 G   | 2044-08-01      | 4.0000%  | 0.0000% | $3072.00           | $487.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8252   | 2052-08-01      | 4.5000%  | 0.0000% | $1132124.00        | $870020.25         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQB1355   | 2050-07-01      | 3.5000%  | 0.0000% | $2583900.00        | $990153.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9215   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $756.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC6635   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $662.06            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q24102 G   | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $137.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC6994   | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $662.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4183   | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $236.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3719   | 2053-09-01      | 5.5000%  | 0.0000% | $875000.00         | $805488.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8965   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $835.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2770   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $697.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144   | 2053-09-01      | 6.5000%  | 0.0000% | $5003.00           | $4045.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0508   | 2028-09-01      | 3.5000%  | 0.0000% | $7716704.00        | $210303.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6598   | 2054-10-01      | 5.5000%  | 0.0000% | $100491428.00      | $94051310.75       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6529   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.72           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17953 G   | 2043-05-01      | 4.0000%  | 0.0000% | $1000.00           | $211.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0393   | 2041-06-01      | 4.5000%  | 0.0000% | $2627930.00        | $150210.21         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1603   | 2055-07-01      | 6.5000%  | 0.0000% | $694469.00         | $726274.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899282   | 2036-11-01      | 6.5000%  | 0.0000% | $7000.00           | $28.94             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900   | 2038-05-01      | 6.0000%  | 0.0000% | $16268.00          | $160.89            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8166   | 2051-09-01      | 2.0000%  | 0.0000% | $1189094.00        | $746379.59         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7256   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $230.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4327   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $672.43            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18298 G   | 2043-05-01      | 3.5000%  | 0.0000% | $2000.00           | $264.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $29339390.00       | $26740045.72       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQB1639   | 2050-07-01      | 3.0000%  | 0.0000% | $297155.00         | $104163.82         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $611.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0717   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $563.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH3583   | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $41.09             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2890   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $821.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031   | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1830.42           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2639   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $702.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $99175680.00       | $78525132.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $732.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3348   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $669.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627   | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $692.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7668   | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $295.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1232   | 2054-04-01      | 6.0000%  | 0.0000% | $6048.00           | $3821.01           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7998   | 2054-02-01      | 6.0000%  | 0.0000% | $7121736.00        | $5971891.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7306   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $833.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6996   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $272.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8586   | 2052-10-01      | 4.5000%  | 0.0000% | $1039994.00        | $595132.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2122   | 2049-12-01      | 3.5000%  | 0.0000% | $3031.00           | $952.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7290   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $863.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4106   | 2053-02-01      | 5.0000%  | 0.0000% | $1526524.00        | $1271657.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1141   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $753.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0475   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $677.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $500.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBV2467   | 2037-06-01      | 2.0000%  | 0.0000% | $102468.00         | $59983.41          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5447   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $612.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8588   | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $964.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3223   | 2053-05-01      | 6.0000%  | 0.0000% | $1207657.00        | $1224558.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL255813   | 2035-08-01      | 5.0000%  | 0.0000% | $28581878.00       | $184454.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0976   | 2055-10-01      | 5.5000%  | 0.0000% | $1990.00           | $2030.23           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7097   | 2054-06-01      | 5.5000%  | 0.0000% | $29329248.00       | $27018139.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5134   | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $459.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6746   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $463.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1147   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $364.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3295   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $620.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5382   | 2052-04-01      | 3.0000%  | 0.0000% | $2051.00           | $1407.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW9364   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $706.70            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917   | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1430.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2521   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $822.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6994   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $682.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6118   | 2053-09-01      | 5.5000%  | 0.0000% | $38702.00          | $38042.83          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3911   | 2052-06-01      | 4.0000%  | 0.0000% | $1003.00           | $733.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7245   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $670.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7342   | 2053-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1722.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3385   | 2052-12-01      | 5.5000%  | 0.0000% | $450950.00         | $339476.22         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7503   | 2053-11-01      | 6.0000%  | 0.0000% | $36533696.00       | $31444732.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5704   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $698.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7496   | 2053-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1677.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6700   | 2053-07-01      | 6.0000%  | 0.0000% | $29517632.00       | $23554128.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9784   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $914.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9208   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $960.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4839   | 2049-02-01      | 4.5000%  | 0.0000% | $7002.00           | $1602.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9778   | 2055-01-01      | 5.0000%  | 0.0000% | $23314176.00       | $22297268.91       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7534   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $758.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8692   | 2054-06-01      | 5.5000%  | 0.0000% | $61858.00          | $57915.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6302   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $805.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL904672   | 2036-12-01      | 6.5000%  | 0.0000% | $8110.00           | $96.63             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7430   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $803.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2840   | 2053-06-01      | 5.5000%  | 0.0000% | $1230620.00        | $934433.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NQ889153   | 2037-12-01      | 5.5000%  | 0.0000% | $4257.00           | $22.51             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940768   | 2037-06-01      | 6.0000%  | 0.0000% | $73257344.00       | $380483.95         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL923447   | 2037-08-01      | 7.0000%  | 0.0000% | $2042.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4208   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $307.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $3000.00           | $2426.10           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1707.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6707   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $385.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAC1509   | 2039-08-01      | 6.0000%  | 0.0000% | $4101.00           | $146.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2175   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $937.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3940   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $767.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8840   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9453   | 2054-11-01      | 4.5000%  | 0.0000% | $2143.00           | $2021.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8356   | 2054-04-01      | 6.5000%  | 0.0000% | $70543995.00       | $56610525.28       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1133   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $437.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8300   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $826.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2685   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $303.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7985   | 2054-02-01      | 5.5000%  | 0.0000% | $82288.00          | $71648.52          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7054   | 2053-09-01      | 6.0000%  | 0.0000% | $4072.00           | $3336.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $457.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3864   | 2049-03-01      | 4.5000%  | 0.0000% | $9114.00           | $2469.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6805   | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $838.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2977   | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $411.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7888   | 2049-05-01      | 4.5000%  | 0.0000% | $9000.00           | $3278.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP1033   | 2050-01-01      | 4.0000%  | 0.0000% | $2002.00           | $535.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7190   | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $201.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9200   | 2054-09-01      | 4.5000%  | 0.0000% | $1001.00           | $957.24            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8374   | 2054-04-01      | 7.0000%  | 0.0000% | $2000.00           | $1352.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7786   | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $2073.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2822   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $569.60            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQF6211   | 2052-12-01      | 7.0000%  | 0.0000% | $518570.00         | $539905.16         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2045   | 2036-06-01      | 2.0000%  | 0.0000% | $178751.00         | $89157.06          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3288   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $136.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5193   | 2034-05-01      | 5.0000%  | 0.0000% | $563469.00         | $318379.36         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC O20139 G   | 2031-09-01      | 5.5000%  | 0.0000% | $13776.00          | $40.35             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 ZLZT2387   | 2046-06-01      | 3.5000%  | 0.0000% | $4176816.00        | $3089179.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9646   | 2052-09-01      | 5.0000%  | 0.0000% | $1109.00           | $970.18            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T60772 G   | 2042-02-01      | 3.5000%  | 0.0000% | $15295408.00       | $931734.99         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G07630 G   | 2044-02-01      | 4.5000%  | 0.0000% | $2000.00           | $189.54            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $4573.00           | $191.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1680   | 2055-10-01      | 5.5000%  | 0.0000% | $1168000.00        | $1188079.34        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX7560   | 2045-01-01      | 3.5000%  | 0.0000% | $1152.00           | $118.36            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8113   | 2050-12-01      | 2.0000%  | 0.0000% | $2036344.00        | $1103791.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1098   | 2053-12-01      | 6.5000%  | 0.0000% | $231380.00         | $141326.61         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8064   | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $221.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9573   | 2055-10-01      | 6.0000%  | 0.0000% | $3946618.00        | $4083339.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I6BF0833   | 2064-06-01      | 4.5000%  | 0.0000% | $14432917.00       | $13699700.10       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0086   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $818.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV8166   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $661.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $853.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1066   | 2048-01-01      | 4.5000%  | 0.0000% | $10000.00          | $3926.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0293   | 2048-07-01      | 3.0000%  | 0.0000% | $2000.00           | $510.51            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA7767   | 2052-10-01      | 3.0000%  | 0.0000% | $732531.00         | $573468.01         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8138   | 2053-08-01      | 6.0000%  | 0.0000% | $1118092.00        | $934059.38         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA9338   | 2053-05-01      | 2.5000%  | 0.0000% | $128078.00         | $82913.27          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5324   | 2044-12-01      | 5.0000%  | 0.0000% | $546427.00         | $486320.74         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA4258   | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $549.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4287   | 2047-09-01      | 4.5000%  | 0.0000% | $1000.00           | $161.30            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5209   | 2034-09-01      | 5.0000%  | 0.0000% | $1000.00           | $608.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9368   | 2053-07-01      | 5.0000%  | 0.0000% | $668722.00         | $551272.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAU1624   | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $234.22            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8607   | 2055-10-01      | 6.5000%  | 0.0000% | $1617.00           | $1605.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9800   | 2054-06-01      | 5.5000%  | 0.0000% | $604084.00         | $603060.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9307   | 2053-06-01      | 5.5000%  | 0.0000% | $117515.00         | $108481.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP922741   | 2037-03-01      | 5.5000%  | 0.0000% | $78166121.00       | $136168.70         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP995218   | 2038-10-01      | 6.5000%  | 0.0000% | $3021.00           | $0.88              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995378   | 2039-01-01      | 6.5000%  | 0.0000% | $49992000.00       | $484430.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP959967   | 2037-11-01      | 6.0000%  | 0.0000% | $1470.00           | $2.11              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887760   | 2036-07-01      | 6.0000%  | 0.0000% | $3066.00           | $5.57              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8795   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $970.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBJ4579   | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $520.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6346   | 2055-12-01      | 5.5000%  | 0.0000% | $4724526.00        | $4829878.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7385   | 2046-06-01      | 3.5000%  | 0.0000% | $1028.00           | $291.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 R3BF0554   | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $877.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5818   | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $166.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $2058.00           | $613.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0500   | 2047-04-01      | 4.0000%  | 0.0000% | $7008.00           | $1691.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6683   | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $32.88             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U3BF0198   | 2040-11-01      | 4.0000%  | 0.0000% | $2000.00           | $386.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2188   | 2052-11-01      | 5.5000%  | 0.0000% | $20000.00          | $13243.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH7573   | 2047-08-01      | 4.0000%  | 0.0000% | $5000.00           | $1439.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7307   | 2043-08-01      | 4.0000%  | 0.0000% | $4633.00           | $502.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY1604   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $959.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4088   | 2047-10-01      | 4.5000%  | 0.0000% | $1034.00           | $318.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1346   | 2052-11-01      | 5.0000%  | 0.0000% | $1001.00           | $721.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7487   | 2048-07-01      | 4.5000%  | 0.0000% | $1165050.00        | $268266.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9899   | 2052-10-01      | 4.5000%  | 0.0000% | $21018.00          | $13608.00          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7308   | 2053-06-01      | 6.0000%  | 0.0000% | $827246.00         | $565703.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0758   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $812.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6745   | 2053-07-01      | 5.5000%  | 0.0000% | $64040.00          | $52991.34          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5859   | 2053-03-01      | 6.0000%  | 0.0000% | $6188365.00        | $4640340.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5647   | 2053-02-01      | 5.5000%  | 0.0000% | $106616460.00      | $90155568.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7141   | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1444.63           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9208   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8512   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $747.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6633   | 2050-08-01      | 2.0000%  | 0.0000% | $12448854.00       | $6113515.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $71301656.00       | $35742522.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5653   | 2053-02-01      | 6.0000%  | 0.0000% | $2048.00           | $1741.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7241   | 2053-10-01      | 6.5000%  | 0.0000% | $4589.00           | $3323.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835   | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1819.70           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP900174   | 2036-08-01      | 6.0000%  | 0.0000% | $2083.00           | $6.53              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5513   | 2050-04-01      | 4.0000%  | 0.0000% | $60251513.00       | $20211370.55       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0124   | 2047-08-01      | 4.0000%  | 0.0000% | $2240.00           | $437.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6628   | 2053-06-01      | 5.0000%  | 0.0000% | $22127808.00       | $19008484.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6055   | 2053-04-01      | 5.0000%  | 0.0000% | $74826240.00       | $56819020.60       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4322   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $560.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1005   | 2048-01-01      | 4.0000%  | 0.0000% | $75091598.00       | $21755100.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331   | 2053-05-01      | 6.0000%  | 0.0000% | $1056.00           | $903.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7101   | 2053-09-01      | 5.5000%  | 0.0000% | $125192680.00      | $102825417.82      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4430   | 2049-10-01      | 3.5000%  | 0.0000% | $21303350.00       | $4900866.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $2000.00           | $1495.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1214   | 2055-09-01      | 6.0000%  | 0.0000% | $806532.00         | $830249.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $51694656.00       | $37367195.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928224   | 2037-04-01      | 6.5000%  | 0.0000% | $1160.00           | $14.07             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7892   | 2052-10-01      | 5.0000%  | 0.0000% | $1007.00           | $901.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715   | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $194.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP954858   | 2037-10-01      | 6.5000%  | 0.0000% | $747015.00         | $3479.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7563   | 2051-03-01      | 2.0000%  | 0.0000% | $193236511.00      | $112634782.51      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5959   | 2054-01-01      | 6.5000%  | 0.0000% | $388779.00         | $318155.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1510   | 2043-07-01      | 4.0000%  | 0.0000% | $19997.00          | $2894.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV4011   | 2052-04-01      | 4.0000%  | 0.0000% | $4360.00           | $3539.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944132   | 2037-07-01      | 6.5000%  | 0.0000% | $623217.00         | $1848.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB5366   | 2042-06-01      | 3.5000%  | 0.0000% | $5000.00           | $838.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3093   | 2054-12-01      | 6.0000%  | 0.0000% | $5536664.00        | $5219218.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7359   | 2050-10-01      | 2.5000%  | 0.0000% | $116711936.00      | $61603036.31       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8639   | 2054-06-01      | 5.5000%  | 0.0000% | $50714692.00       | $48340160.74       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7778   | 2054-01-01      | 5.5000%  | 0.0000% | $1040.00           | $840.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983   | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $560.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL982357   | 2038-05-01      | 6.0000%  | 0.0000% | $1024.00           | $21.28             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2959   | 2049-01-01      | 4.5000%  | 0.0000% | $243528192.00      | $18189610.00       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1611   | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $141.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6578   | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $424.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7282   | 2050-10-01      | 2.0000%  | 0.0000% | $185833216.00      | $101528547.22      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6905   | 2053-08-01      | 5.0000%  | 0.0000% | $39637963.00       | $33833998.36       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $17999.00          | $16170.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849   | 2053-08-01      | 5.5000%  | 0.0000% | $27181737.00       | $23745991.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6915   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $861.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8119   | 2054-03-01      | 5.0000%  | 0.0000% | $2024.00           | $1711.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $832.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9789   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $674.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3184   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $654.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $5909016.00        | $4854272.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2208   | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4521   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $866.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6241   | 2053-05-01      | 4.5000%  | 0.0000% | $160566.00         | $131992.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $1011.00           | $813.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8990   | 2054-08-01      | 5.5000%  | 0.0000% | $66769768.00       | $63162417.15       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8168   | 2054-03-01      | 6.0000%  | 0.0000% | $4000.00           | $3065.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7243   | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $931048.68         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8017   | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $588.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7037   | 2050-09-01      | 2.5000%  | 0.0000% | $86502195.00       | $35529773.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6358   | 2055-12-01      | 5.5000%  | 0.0000% | $3226928.00        | $3296410.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1423   | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $935.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7111   | 2050-09-01      | 2.0000%  | 0.0000% | $235823333.00      | $124089828.66      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7236   | 2053-10-01      | 5.5000%  | 0.0000% | $10000.00          | $8903.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6577   | 2050-08-01      | 2.5000%  | 0.0000% | $64000.00          | $31541.85          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $22644007.00       | $10817660.38       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8059   | 2050-12-01      | 2.0000%  | 0.0000% | $168955788.00      | $106386546.87      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6800   | 2050-08-01      | 2.5000%  | 0.0000% | $50607016.00       | $21295837.45       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF4818   | 2055-11-01      | 6.5000%  | 0.0000% | $1217119.00        | $1277494.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4349   | 2049-10-01      | 3.5000%  | 0.0000% | $70005000.00       | $26159695.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5260   | 2055-11-01      | 6.0000%  | 0.0000% | $117234.00         | $121590.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7015   | 2050-09-01      | 2.0000%  | 0.0000% | $197680640.00      | $107015247.27      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6929   | 2050-09-01      | 2.0000%  | 0.0000% | $7195360.00        | $3495014.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA2916   | 2047-02-01      | 4.0000%  | 0.0000% | $3267510.00        | $570949.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3779   | 2052-09-01      | 4.5000%  | 0.0000% | $5480328.00        | $4821054.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2948   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $862.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1169   | 2042-08-01      | 4.0000%  | 0.0000% | $11000.00          | $1079.84           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9090   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $619.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9255   | 2052-09-01      | 5.0000%  | 0.0000% | $20486.00          | $14939.22          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1515   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821   | 2053-08-01      | 5.5000%  | 0.0000% | $1203.00           | $998.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA4468   | 2034-11-01      | 3.5000%  | 0.0000% | $14017168.00       | $3495264.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6549   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $796.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8685   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $967.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8696   | 2054-06-01      | 6.0000%  | 0.0000% | $101676480.00      | $92515652.54       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $830.55            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG2762   | 2053-05-01      | 6.5000%  | 0.0000% | $1019162.00        | $706119.87         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO9365   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $262.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0630   | 2050-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1027.81           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQE6513   | 2052-07-01      | 5.5000%  | 0.0000% | $1000.00           | $976.31            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1055   | 2054-07-01      | 7.0000%  | 0.0000% | $1127190.00        | $567802.16         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD5209   | 2052-01-01      | 2.5000%  | 0.0000% | $1034.00           | $685.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8879   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $45.49             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4459   | 2049-01-01      | 5.0000%  | 0.0000% | $2000.00           | $95.67             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3154   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $474.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ7541   | 2048-12-01      | 5.0000%  | 0.0000% | $1503520.00        | $712923.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161   | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2582.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1224   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $909.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7874   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $309.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7472   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $615.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $368.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3155   | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $931.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2985   | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $860.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486   | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $411.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3861   | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $229.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN5340   | 2049-03-01      | 5.0000%  | 0.0000% | $2048.00           | $550.83            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2431   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $209.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6064   | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $102.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0507   | 2048-09-01      | 5.0000%  | 0.0000% | $8000.00           | $771.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6711   | 2049-06-01      | 4.5000%  | 0.0000% | $2016.00           | $460.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY3002   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $944.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY4198   | 2045-05-01      | 3.5000%  | 0.0000% | $54629056.00       | $5134952.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN5069   | 2049-02-01      | 5.5000%  | 0.0000% | $2032.00           | $34.70             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9557   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $342.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBN5968   | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $306.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2370   | 2049-11-01      | 3.5000%  | 0.0000% | $5002.00           | $932.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY9340   | 2053-08-01      | 5.5000%  | 0.0000% | $298704.00         | $230171.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN1207   | 2048-11-01      | 4.0000%  | 0.0000% | $1003.00           | $309.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9387   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $440.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8306   | 2053-08-01      | 6.0000%  | 0.0000% | $2022.00           | $1770.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2148   | 2048-11-01      | 4.5000%  | 0.0000% | $4001.00           | $795.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4869   | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $766.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1457   | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618   | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $672.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8319   | 2055-08-01      | 6.0000%  | 0.0000% | $3384650.00        | $3496835.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1641   | 2055-11-01      | 5.0000%  | 0.0000% | $1075000.00        | $1080359.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1111   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $736.39            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195   | 2051-05-01      | 4.0000%  | 0.0000% | $59176.00          | $17789.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3871   | 2049-04-01      | 4.0000%  | 0.0000% | $17004.00          | $2184.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4622   | 2048-09-01      | 4.0000%  | 0.0000% | $1008.00           | $156.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6726   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $776.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC5576   | 2051-08-01      | 2.5000%  | 0.0000% | $25005856.00       | $13016485.20       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5463   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $900.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $941.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP881738   | 2036-03-01      | 6.5000%  | 0.0000% | $1128.00           | $6.06              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $664.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5344   | 2045-05-01      | 5.5000%  | 0.0000% | $3871668.00        | $3496361.53        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5010   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.59             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4387   | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $261.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4924   | 2052-12-01      | 6.0000%  | 0.0000% | $396999.00         | $224228.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5147   | 2033-04-01      | 5.0000%  | 0.0000% | $317669.00         | $154808.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5340   | 2045-04-01      | 5.0000%  | 0.0000% | $219059.00         | $183344.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4064   | 2040-08-01      | 5.0000%  | 0.0000% | $600000.00         | $602464.67         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9275   | 2053-06-01      | 5.5000%  | 0.0000% | $7970965.00        | $6430392.55        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTRB5182   | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $698.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZM7489   | 2048-07-01      | 5.0000%  | 0.0000% | $188800.00         | $82097.72          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P50483 G   | 2035-05-01      | 5.0000%  | 0.0000% | $8325.00           | $94.99             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3002   | 2042-04-01      | 4.0000%  | 0.0000% | $1000.00           | $132.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3RSF1000   | 2034-06-01      | 3.5000%  | 0.0000% | $373644.00         | $113736.59         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7122   | 2052-04-01      | 3.5000%  | 0.0000% | $1462000.00        | $1000077.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6044   | 2050-03-01      | 4.5000%  | 0.0000% | $841572.00         | $111532.26         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3RSF1009   | 2036-06-01      | 2.5000%  | 0.0000% | $1000.00           | $668.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9299   | 2053-06-01      | 6.0000%  | 0.0000% | $1650000.00        | $1418718.69        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08842 G   | 2048-10-01      | 4.0000%  | 0.0000% | $2476.00           | $177.63            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G16390 G   | 2030-11-01      | 3.0000%  | 0.0000% | $1001.00           | $84.64             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2943   | 2042-04-01      | 4.0000%  | 0.0000% | $3518.00           | $140.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2531   | 2053-02-01      | 4.5000%  | 0.0000% | $555713.00         | $461010.89         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48578 G   | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $363.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $1016864.00        | $767826.33         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5308   | 2047-12-01      | 4.5000%  | 0.0000% | $1000.00           | $234.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $111116701.00      | $92000002.52       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8431   | 2054-05-01      | 5.5000%  | 0.0000% | $14113992.00       | $11917291.40       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089   | 2050-07-01      | 2.5000%  | 0.0000% | $642000.00         | $229606.30         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3180   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $217.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5880   | 2054-07-01      | 6.0000%  | 0.0000% | $102533926.00      | $92394188.92       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM5297   | 2048-01-01      | 4.0000%  | 0.0000% | $1231246.00        | $576427.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5133   | 2052-11-01      | 5.5000%  | 0.0000% | $6250373.00        | $5110676.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5536   | 2053-01-01      | 5.0000%  | 0.0000% | $4673752.00        | $3784642.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4421   | 2052-08-01      | 5.5000%  | 0.0000% | $152993.00         | $111980.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3421   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $702.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6177   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $859.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4800   | 2052-10-01      | 4.5000%  | 0.0000% | $1715000.00        | $1332825.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $694.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4448   | 2049-01-01      | 5.0000%  | 0.0000% | $2016.00           | $42.44             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW6230   | 2052-09-01      | 4.0000%  | 0.0000% | $42000.00          | $32388.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $725.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8600   | 2052-01-01      | 3.0000%  | 0.0000% | $1001.00           | $715.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1374   | 2052-11-01      | 4.5000%  | 0.0000% | $23645863.00       | $19643324.24       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1721   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $660.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272   | 2050-10-01      | 2.0000%  | 0.0000% | $179255296.00      | $91641768.79       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $2953.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0975   | 2049-01-01      | 4.5000%  | 0.0000% | $4000.00           | $552.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $748.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3851   | 2052-06-01      | 4.0000%  | 0.0000% | $4863000.00        | $3526924.40        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821   | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $839.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4913   | 2052-10-01      | 5.5000%  | 0.0000% | $6758072.00        | $5311553.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5287   | 2052-12-01      | 5.5000%  | 0.0000% | $76158432.00       | $58223493.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5314   | 2052-12-01      | 6.0000%  | 0.0000% | $4302.00           | $3445.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7810   | 2054-01-01      | 6.5000%  | 0.0000% | $96456320.00       | $57193283.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $1023.00           | $745.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4887   | 2049-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1659.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4683   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1531.22           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6246   | 2053-05-01      | 5.0000%  | 0.0000% | $2080.00           | $1614.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5049   | 2052-11-01      | 6.0000%  | 0.0000% | $1024.00           | $830.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $9114.00           | $7031.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6534   | 2049-03-01      | 5.0000%  | 0.0000% | $11010.00          | $1828.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5136   | 2052-11-01      | 5.5000%  | 0.0000% | $1040.00           | $814.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3863   | 2052-06-01      | 4.5000%  | 0.0000% | $18750912.00       | $13835903.59       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1293   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $448.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3315   | 2052-04-01      | 3.5000%  | 0.0000% | $41560192.00       | $31439192.11       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $2369356.00        | $1846501.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5086   | 2052-11-01      | 5.0000%  | 0.0000% | $5056.00           | $3721.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5945   | 2049-06-01      | 3.5000%  | 0.0000% | $10002.00          | $2626.41           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3674   | 2048-03-01      | 3.5000%  | 0.0000% | $7216.00           | $2003.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872   | 2049-04-01      | 4.0000%  | 0.0000% | $8999.00           | $480.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569   | 2049-06-01      | 3.5000%  | 0.0000% | $18487.00          | $4448.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0299   | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $457.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1864   | 2048-09-01      | 4.5000%  | 0.0000% | $2997.00           | $1253.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3531   | 2055-08-01      | 5.5000%  | 0.0000% | $4261328.00        | $3691674.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9672   | 2053-08-01      | 6.5000%  | 0.0000% | $743499.00         | $596663.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6676   | 2055-08-01      | 5.5000%  | 0.0000% | $3000.00           | $3072.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287   | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1706.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3816   | 2055-09-01      | 6.0000%  | 0.0000% | $1571139.00        | $1619077.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9437   | 2053-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $793904.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN7868   | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $124.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4262   | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1697.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $15247184.00       | $13764652.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5081   | 2054-07-01      | 6.5000%  | 0.0000% | $1395438.00        | $1040654.18        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1479   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV9899   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $608.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5097   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1584.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0856   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $528.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0226   | 2051-09-01      | 2.5000%  | 0.0000% | $167512832.00      | $105443474.69      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6314   | 2050-07-01      | 3.0000%  | 0.0000% | $139135.00         | $57182.21          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTQK1717   | 2044-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.18           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PSE9010   | 2050-04-01      | 3.5000%  | 0.0000% | $467378.00         | $131538.79         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2114   | 2051-02-25      | 2.5000%  | 0.0000% | $1000.00           | $823.17            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF0851   | 2055-11-01      | 7.0000%  | 0.0000% | $830800.00         | $880688.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599   | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $156.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5213   | 2034-10-01      | 5.0000%  | 0.0000% | $389771.00         | $273898.69         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2071   | 2036-06-01      | 2.0000%  | 0.0000% | $1374328.00        | $690354.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8268   | 2049-11-01      | 3.5000%  | 0.0000% | $6001.00           | $2249.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6732   | 2042-03-01      | 3.5000%  | 0.0000% | $1054.00           | $82.22             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0798   | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $289.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN6701   | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $98.22             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2054   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.82           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q34969 G   | 2045-07-01      | 4.5000%  | 0.0000% | $1008.00           | $193.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7515   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $821.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4977   | 2045-05-01      | 3.0000%  | 0.0000% | $1026.00           | $146.93            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VSF5016   | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $707.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2723   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $861.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7681   | 2052-07-01      | 5.0000%  | 0.0000% | $8453268.00        | $5691335.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8189   | 2046-10-01      | 3.0000%  | 0.0000% | $38855.00          | $10320.91          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0086   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $428.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0500   | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1124.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2948   | 2047-11-01      | 4.0000%  | 0.0000% | $2000.00           | $540.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3713   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1999.33           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2886   | 2055-03-01      | 7.0000%  | 0.0000% | $1091368.00        | $1153073.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169   | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $423.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3619   | 2047-05-01      | 4.0000%  | 0.0000% | $846000.00         | $85385.03          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $176426.00         | $145907.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4624   | 2048-02-01      | 4.5000%  | 0.0000% | $1024.00           | $202.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK2590   | 2050-05-01      | 2.5000%  | 0.0000% | $11787200.00       | $4874110.50        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61942 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1008.00           | $214.76            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $2904.00           | $625.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0292   | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $410.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8813   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.23           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU9237   | 2038-10-01      | 4.0000%  | 0.0000% | $1000.00           | $132.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8943   | 2047-03-01      | 3.0000%  | 0.0000% | $478015631.00      | $105146829.38      | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3VZN0798   | 2043-12-01      | 4.5000%  | 0.0000% | $1000.00           | $203.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3779   | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $294.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZM8819   | 2048-09-01      | 6.0000%  | 0.0000% | $315299.00         | $122240.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $731003.00         | $570382.16         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3542   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $277.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $742.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3973   | 2055-11-01      | 5.0000%  | 0.0000% | $1541525.00        | $1554959.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0223   | 2039-05-01      | 6.0000%  | 0.0000% | $10363.00          | $74.69             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4334   | 2052-08-01      | 4.0000%  | 0.0000% | $1008.00           | $741.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $10861.00          | $340.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3591   | 2048-06-01      | 4.5000%  | 0.0000% | $1010.00           | $402.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD3135   | 2040-04-01      | 5.5000%  | 0.0000% | $18175031.00       | $901007.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB2448   | 2051-12-01      | 3.5000%  | 0.0000% | $1024.00           | $641.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $164702.00         | $132777.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286   | 2052-12-01      | 5.5000%  | 0.0000% | $11266.00          | $8266.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV9645   | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1457.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1686   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $788.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6431   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $526.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6369   | 2052-08-01      | 5.0000%  | 0.0000% | $1138147.00        | $717166.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290   | 2050-10-01      | 2.0000%  | 0.0000% | $1932689.00        | $990173.05         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3500   | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2052.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0738   | 2063-06-01      | 4.5000%  | 0.0000% | $7395499.00        | $5858136.52        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518   | 2050-11-01      | 2.0000%  | 0.0000% | $11840934.00       | $6589530.93        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6976   | 2050-09-01      | 2.0000%  | 0.0000% | $298940058.00      | $149409813.95      | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU3981   | 2053-04-01      | 6.5000%  | 0.0000% | $2016.00           | $1525.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4311   | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1335.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2451   | 2052-06-01      | 3.0000%  | 0.0000% | $4016.00           | $3058.93           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB1904   | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1076.95           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU5836   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $620.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200   | 2050-10-01      | 2.0000%  | 0.0000% | $13395277.00       | $6821771.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5162   | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $805.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3971   | 2049-08-01      | 3.5000%  | 0.0000% | $5791177.00        | $1329621.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6730   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $533.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV0953   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $955.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP2917   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $166.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ6335   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $569.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7273   | 2050-10-01      | 2.0000%  | 0.0000% | $1004.00           | $519.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8243   | 2049-11-01      | 3.5000%  | 0.0000% | $4000.00           | $1870.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7103   | 2051-12-01      | 2.0000%  | 0.0000% | $1281.00           | $798.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8728   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $780.35            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1893   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $622.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5069   | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1915.52           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6478   | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6244   | 2053-05-01      | 5.0000%  | 0.0000% | $5880864.00        | $4702213.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1632   | 2051-09-01      | 3.0000%  | 0.0000% | $142468545.00      | $89069855.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5139   | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $5043.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4621   | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $224.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3918   | 2052-06-01      | 4.5000%  | 0.0000% | $33186624.00       | $24412165.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5856   | 2053-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1520.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0119   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $880.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8706   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $829.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4960   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1767.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4004   | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $800.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBU5708   | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1816.05           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBP6566   | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $471.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1017   | 2051-05-01      | 2.0000%  | 0.0000% | $206911170.00      | $125977334.15      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4643   | 2049-11-01      | 3.0000%  | 0.0000% | $361591832.00      | $121368356.10      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8012   | 2050-12-01      | 2.0000%  | 0.0000% | $215826067.00      | $117806465.04      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7280   | 2050-10-01      | 2.0000%  | 0.0000% | $193378012.00      | $107166334.47      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8063   | 2050-12-01      | 2.0000%  | 0.0000% | $236002048.00      | $134119980.75      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7265   | 2050-10-01      | 2.0000%  | 0.0000% | $250092099.00      | $130150942.82      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7329   | 2050-10-01      | 2.0000%  | 0.0000% | $184143492.00      | $100382476.20      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA6862   | 2035-09-01      | 2.0000%  | 0.0000% | $65000.00          | $25766.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8032   | 2050-12-01      | 2.0000%  | 0.0000% | $142000321.00      | $77596682.76       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8033   | 2050-12-01      | 2.0000%  | 0.0000% | $251221910.00      | $142843815.70      | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5634   | 2035-04-01      | 3.0000%  | 0.0000% | $1024.00           | $290.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAE0512   | 2050-07-01      | 4.5000%  | 0.0000% | $6621932.00        | $943026.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD0103   | 2054-11-01      | 4.5000%  | 0.0000% | $1071548.00        | $1044115.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 NPAE0290   | 2040-03-01      | 4.5000%  | 0.0000% | $1059.00           | $27.95             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8018   | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $216.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4393   | 2052-08-01      | 4.5000%  | 0.0000% | $1066.00           | $881.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5303   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $713.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBE2947   | 2046-12-01      | 3.5000%  | 0.0000% | $3135190.00        | $798821.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2896   | 2052-02-01      | 3.0000%  | 0.0000% | $285966.00         | $212191.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5150   | 2052-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1104.30           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4613   | 2052-09-01      | 4.5000%  | 0.0000% | $115000.00         | $91657.41          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7757   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1001.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $4000.00           | $3332.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5121   | 2052-11-01      | 4.5000%  | 0.0000% | $145000.00         | $111058.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6908   | 2050-09-01      | 2.0000%  | 0.0000% | $12527718.00       | $6241620.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7449   | 2050-10-01      | 2.0000%  | 0.0000% | $218811392.00      | $117711890.76      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6583   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $382.01            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7450   | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $558.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8981   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $514.05            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8222   | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $541.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $870000.00         | $641551.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA8868   | 2051-02-01      | 3.0000%  | 0.0000% | $6598000.00        | $3779254.95        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20119 G   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $43.86             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53147 G   | 2047-12-01      | 4.0000%  | 0.0000% | $2000.00           | $650.74            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61698 G   | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $705.33            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $832472.00         | $697634.95         | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535533   | 2030-10-01      | 8.0000%  | 0.0000% | $5092.00           | $2.17              | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48657 G   | 2047-06-01      | 3.5000%  | 0.0000% | $11632.00          | $3429.90           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $1040.00           | $689.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9703   | 2055-01-01      | 6.0000%  | 0.0000% | $27868308.00       | $24951437.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO7141   | 2042-07-01      | 3.5000%  | 0.0000% | $259070400.00      | $24399185.18       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7575   | 2055-01-01      | 5.5000%  | 0.0000% | $935000.00         | $893754.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9909   | 2055-01-01      | 6.5000%  | 0.0000% | $1657941.00        | $1232817.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR5877   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $230.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5859   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $881.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7792   | 2054-08-01      | 6.0000%  | 0.0000% | $32800000.00       | $23246529.48       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI9862   | 2054-06-01      | 7.0000%  | 0.0000% | $753772.00         | $494764.78         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $126313.00         | $98866.48          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL190350   | 2034-03-01      | 5.5000%  | 0.0000% | $12146794.00       | $84549.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6031   | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $149.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI9263   | 2054-07-01      | 5.5000%  | 0.0000% | $5565288.00        | $4977251.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9762   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $759.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4776   | 2053-07-01      | 5.0000%  | 0.0000% | $442100.00         | $415698.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4782   | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1784.10           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5349   | 2045-06-01      | 5.0000%  | 0.0000% | $1343950.00        | $1260121.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC1819   | 2036-02-01      | 2.0000%  | 0.0000% | $1373807.00        | $593630.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX5100   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $559.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8435   | 2053-04-01      | 5.5000%  | 0.0000% | $816550.00         | $626114.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $379.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $845.90            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PSE9116   | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $893.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5245   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $606.56            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2036   | 2055-02-01      | 7.0000%  | 0.0000% | $1039998.00        | $1105406.00        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0030   | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2183.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1846   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $682.37            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV3083   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $651.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4775   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1521.70           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTRB5028   | 2040-01-01      | 3.5000%  | 0.0000% | $1185000.00        | $197079.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8946   | 2052-09-01      | 5.0000%  | 0.0000% | $346612.00         | $252279.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7909   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $968.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTCB2136   | 2041-11-01      | 3.0000%  | 0.0000% | $99000.00          | $70680.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7661   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $876.07            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6368   | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $322.72            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5358   | 2045-08-01      | 5.0000%  | 0.0000% | $500346.00         | $489084.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9891   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $716.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166   | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $608.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8662   | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4774.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBV5974   | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $963.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3155   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $765.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8329   | 2052-12-01      | 5.5000%  | 0.0000% | $770610.00         | $619264.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1536   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $607.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7385   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $736.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 DLDE7924   | 2055-08-01      | 6.0000%  | 0.0000% | $86951.00          | $89355.87          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIQO3739   | 2040-06-01      | 4.5000%  | 0.0000% | $810121.00         | $797444.64         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5359   | 2045-08-01      | 5.5000%  | 0.0000% | $511688.00         | $509051.65         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE9248   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.74           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ7745   | 2051-03-01      | 2.0000%  | 0.0000% | $1280.00           | $726.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7726   | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1119.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8756   | 2050-01-01      | 3.5000%  | 0.0000% | $12001.00          | $2790.33           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CNRD5217   | 2034-10-01      | 4.0000%  | 0.0000% | $65000.00          | $57600.25          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6769   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2079.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3JRE0004   | 2049-07-01      | 4.0000%  | 0.0000% | $4971902.00        | $931475.06         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA4754   | 2049-11-01      | 5.0000%  | 0.0000% | $1014.00           | $146.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT4813   | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $933.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2700   | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $237.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0208   | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $487.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383   | 2047-11-01      | 3.5000%  | 0.0000% | $5000.00           | $2118.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $104482432.00      | $89346287.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2620   | 2047-08-01      | 3.5000%  | 0.0000% | $139359998.00      | $21384157.77       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618   | 2053-06-01      | 5.5000%  | 0.0000% | $77679360.00       | $68882940.28       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1705.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5904   | 2053-03-01      | 5.5000%  | 0.0000% | $49000.00          | $36608.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7821   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $380.66            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1776.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6098   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $686.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6517   | 2053-06-01      | 5.0000%  | 0.0000% | $79834880.00       | $65931077.08       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5477   | 2053-01-01      | 6.0000%  | 0.0000% | $32634270.00       | $24878564.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4787   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $772.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9961   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1453.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5843   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $813.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $877.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2228   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $778.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4611   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $749.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6323   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $850.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6547   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $739.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8344   | 2054-04-01      | 6.0000%  | 0.0000% | $31527165.00       | $26651819.55       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6718   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $901.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5658   | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $800.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6255   | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1655.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8083   | 2053-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1838.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5766   | 2053-02-01      | 5.5000%  | 0.0000% | $2176.00           | $1887.99           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7969   | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $914.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $732.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8713   | 2054-06-01      | 6.0000%  | 0.0000% | $2001.00           | $1981.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTCB7842   | 2044-01-01      | 6.0000%  | 0.0000% | $498000.00         | $350838.57         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8700   | 2054-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $878562.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6257   | 2053-05-01      | 5.5000%  | 0.0000% | $95615075.00       | $79124631.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8541   | 2054-05-01      | 6.0000%  | 0.0000% | $100189056.00      | $90352518.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5992   | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1482.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6717   | 2053-07-01      | 4.5000%  | 0.0000% | $16267041.00       | $14123011.16       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8551   | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1686.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7129   | 2053-09-01      | 6.0000%  | 0.0000% | $1040.00           | $814.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5765   | 2053-02-01      | 6.5000%  | 0.0000% | $5000.00           | $3038.25           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $24686.00          | $20349.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913   | 2053-08-01      | 5.5000%  | 0.0000% | $1120.00           | $912.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $31805289.00       | $23922452.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304   | 2053-10-01      | 6.0000%  | 0.0000% | $32000877.00       | $24909296.21       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7110   | 2053-09-01      | 5.5000%  | 0.0000% | $46087400.00       | $40092632.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7790   | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $896.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6612   | 2053-06-01      | 5.5000%  | 0.0000% | $2176.00           | $1830.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1353.57           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1566   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $657.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $721.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1442.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1526   | 2054-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2711.94           | Agency Mortgage-Backed Securities  |

### Security 653: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 4.100000%
- **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: ARP1D0NM4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0NM4
- **C.18 - Value (incl. sponsor support):** $2189000000.00
- **C.18.a - Value (excl. sponsor support):** $2189000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? 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 CLSL3416 | 2055-10-01      | 5.0000%  | 0.0000% | $17847816.00       | $17897040.28       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3406 | 2055-11-01      | 5.0000%  | 0.0000% | $27584944.00       | $27953340.93       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3409 | 2055-11-01      | 5.0000%  | 0.0000% | $25345954.00       | $25702090.00       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3398 | 2050-12-01      | 3.5000%  | 0.0000% | $126627289.00      | $118317879.67      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0707 | 2055-07-01      | 5.5000%  | 0.0000% | $371979.00         | $371812.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  | 0.0000% | $181569413.00      | $186901198.81      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3397 | 2052-04-01      | 3.5000%  | 0.0000% | $15372553.00       | $14382560.59       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3825 | 2053-09-01      | 6.5000%  | 0.0000% | $160009360.00      | $104657532.78      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3727 | 2055-09-01      | 5.0000%  | 0.0000% | $26108087.00       | $26190196.93       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8013 | 2054-02-01      | 6.5000%  | 0.0000% | $27300000.00       | $21948622.78       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5334 | 2054-05-01      | 7.0000%  | 0.0000% | $238576029.00      | $124247868.99      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1035 | 2053-01-01      | 3.5000%  | 0.0000% | $16782750.00       | $14585547.37       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3675 | 2055-11-01      | 6.0000%  | 0.0000% | $14129270.00       | $14544190.14       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3718 | 2055-10-01      | 5.0000%  | 0.0000% | $31749629.00       | $32095064.96       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $282811287.00      | $165887308.53      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3711 | 2055-11-01      | 5.0000%  | 0.0000% | $18688104.00       | $18848784.32       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5218 | 2053-12-01      | 7.0000%  | 0.0000% | $418016702.00      | $189815206.96      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3715 | 2055-11-01      | 5.0000%  | 0.0000% | $31934205.00       | $32382912.51       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3721 | 2053-09-01      | 5.0000%  | 0.0000% | $22211203.00       | $22409882.21       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0064 | 2055-11-01      | 5.5000%  | 0.0000% | $58716187.00       | $59363058.86       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0195 | 2053-11-01      | 6.5000%  | 0.0000% | $25100000.00       | $19685987.66       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3408 | 2055-11-01      | 5.0000%  | 0.0000% | $22876877.00       | $23158514.23       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3726 | 2055-11-01      | 5.0000%  | 0.0000% | $14897919.00       | $15109558.84       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8155 | 2051-07-01      | 2.0000%  | 0.0000% | $188557.00         | $116022.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3724 | 2055-11-01      | 5.0000%  | 0.0000% | $23989527.00       | $24055690.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3717 | 2055-11-01      | 5.0000%  | 0.0000% | $31971763.00       | $32398745.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $111951001.00      | $113444786.04      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3245 | 2038-03-01      | 2.0000%  | 0.0000% | $172365121.00      | $158031313.94      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3714 | 2055-11-01      | 5.0000%  | 0.0000% | $27845509.00       | $28284131.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3712 | 2055-11-01      | 5.0000%  | 0.0000% | $16410931.00       | $16612965.97       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3404 | 2055-11-01      | 5.0000%  | 0.0000% | $16599957.00       | $16785710.52       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3600 | 2052-05-01      | 3.5000%  | 0.0000% | $45293.00          | $32979.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3720 | 2053-07-01      | 5.0000%  | 0.0000% | $18745033.00       | $18884664.75       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3723 | 2055-11-01      | 5.0000%  | 0.0000% | $27977983.00       | $28111410.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3719 | 2055-11-01      | 5.0000%  | 0.0000% | $34243398.00       | $34412971.31       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4371 | 2055-06-01      | 5.5000%  | 0.0000% | $186297279.00      | $181005205.12      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0307 | 2055-01-01      | 5.5000%  | 0.0000% | $19900000.00       | $19157703.71       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3412 | 2055-11-01      | 5.0000%  | 0.0000% | $22927505.00       | $23043518.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | 0.0000% | $183804975.00      | $154973358.39      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3410 | 2055-11-01      | 5.0000%  | 0.0000% | $15932160.00       | $16183139.32       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3417 | 2053-09-01      | 5.0000%  | 0.0000% | $15331933.00       | $15584787.24       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3413 | 2053-04-01      | 5.0000%  | 0.0000% | $20349797.00       | $20500344.80       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2468 | 2055-09-01      | 5.5000%  | 0.0000% | $14300000.00       | $14555608.60       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  | 0.0000% | $61878665.00       | $62038782.57       | Agency Mortgage-Backed Securities |

### Security 654: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0O35, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0O35
- **C.18 - Value (incl. sponsor support):** $1407000000.00
- **C.18.a - Value (excl. sponsor support):** $1407000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $400393800.00      | $433629701.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $761749300.00      | $1001510345.40     | U.S. Treasuries (including strips) |

### Security 655: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0O50, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0O50
- **C.18 - Value (incl. sponsor support):** $3872000000.00
- **C.18.a - Value (excl. sponsor support):** $3872000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $3383000.00        | $3496344.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $98626300.00       | $93257641.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $24016600.00       | $24379928.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $9149100.00        | $9781500.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $939600.00         | $944663.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $108735400.00      | $111345876.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $2083600.00        | $2118205.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $6647500.00        | $5106847.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $1500.00           | $964.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $2182600.00        | $2220348.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $356700.00         | $358030.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $154800.00         | $154614.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1438600.00        | $1296284.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $24200000.00       | $22939781.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $1000.00           | $879.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $19927500.00       | $20374717.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $600.00            | $614.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $200.00            | $189.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $110900.00         | $111735.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $1685200.00        | $1028068.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $5001000.00        | $4238054.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $245300.00         | $231881.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $11738000.00       | $11155000.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $15433300.00       | $15234632.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $3435900.00        | $3536223.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $6018700.00        | $6105144.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $170185000.00      | $173423043.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $400.00            | $410.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $22926000.00       | $22978039.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $13669100.00       | $13483903.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $37000.00          | $36191.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $115559100.00      | $115865642.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $3003600.00        | $2344157.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $600.00            | $465.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $380.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $22200.00          | $22044.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $14144700.00       | $14580303.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $11320400.00       | $10780259.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $876300.00         | $858844.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $143000.00         | $140236.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $88817300.00       | $85596154.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $163500.00         | $106513.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $620118400.00      | $636650294.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $183700.00         | $185873.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $82296300.00       | $69399172.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $166.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $400.00            | $373.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $2150000.00        | $2272760.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $205.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $4059500.00        | $4118076.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $18363600.00       | $18414579.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $2603300.00        | $2042961.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $24912700.00       | $22201328.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $38586400.00       | $38924457.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-30      | 0.0000%  | 0.0000% | $250000.00         | $249222.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $392000.00         | $393695.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $1316700.00        | $1286871.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $14722500.00       | $15203261.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $13999900.00       | $13891542.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $13157400.00       | $13052076.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $91916200.00       | $75505605.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $5043000.00        | $4994198.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $5688000.00        | $5520613.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $268300.00         | $256409.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $14099500.00       | $14224867.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $4116200.00        | $2969617.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $1859200.00        | $1333925.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2700000.00        | $2688360.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $9633300.00        | $9920099.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $469428000.00      | $486905471.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $7142600.00        | $7472923.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1000.00           | $1045.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $2506900.00        | $2505614.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $10800.00          | $11247.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $424700.00         | $400482.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $70032200.00       | $68737357.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $41300.00          | $41483.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $746500.00         | $784011.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $257855000.00      | $263575461.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $26000.00          | $26260.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9404%  | 0.0000% | $200.00            | $200.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $167528000.00      | $176560456.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $50000000.00       | $36014907.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $27326600.00       | $20243257.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $186400.00         | $166564.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $32399000.00       | $34214184.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $795200.00         | $819378.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $3283500.00        | $3455865.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $119835700.00      | $123359119.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $85400.00          | $88801.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $9943800.00        | $10021696.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $915700.00         | $820270.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $65113000.00       | $66267750.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $110000.00         | $111813.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $200.00            | $205.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $7710100.00        | $7766612.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $111554000.00      | $115540508.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $146846800.00      | $148537564.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $468800.00         | $472173.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $250019000.00      | $198021135.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $1287600.00        | $1046305.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $5348700.00        | $4675744.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $600.00            | $415.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $1184800.00        | $1245689.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $422732800.00      | $434192298.49      | U.S. Treasuries (including strips) |

### Security 656: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0OA9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0OA9
- **C.18 - Value (incl. sponsor support):** $6338000000.00
- **C.18.a - Value (excl. sponsor support):** $6338000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-07-31      | 1.0000%  | 0.0000% | $2002855900.00     | $1883817301.21     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $675000000.00      | $695285545.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $1624514000.00     | $1647789159.35     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $39000000.00       | $40709646.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $546443900.00      | $519384353.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $23055000.00       | $29636681.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $1608821300.00     | $1648137433.61     | U.S. Treasuries (including strips) |

### Security 657: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0OB7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0OB7
- **C.18 - Value (incl. sponsor support):** $7747000000.00
- **C.18.a - Value (excl. sponsor support):** $7747000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-08-31      | 1.1250%  | 0.0000% | $741865000.00      | $698506655.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1080596700.00     | $1085266012.37     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $609098300.00      | $629901845.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $39167900.00       | $39333778.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $2062526000.00     | $2092076738.14     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $1138142600.00     | $1143669158.69     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $1498338900.00     | $1556101752.50     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $570836400.00      | $628323992.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $28968300.00       | $28760090.63       | U.S. Treasuries (including strips) |

### Security 658: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0PV2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0PV2
- **C.18 - Value (incl. sponsor support):** $896000000.00
- **C.18.a - Value (excl. sponsor support):** $896000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $600.00            | $601.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $96729200.00       | $101950021.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $6206700.00        | $6365689.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $92.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1200.00           | $1140.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $12826700.00       | $13431171.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $200.00            | $208.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $27664500.00       | $21424422.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $200.00            | $246.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $2100.00           | $1460.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $152058100.00      | $157390820.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $18604300.00       | $19318715.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $400.00            | $424.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $800.00            | $636.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $28512000.00       | $21669732.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $262.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $2265800.00        | $2381296.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $1300.00           | $1037.07           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $42500.00          | $43916.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $31819000.00       | $19504999.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $226.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $123200.00         | $118549.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $700.00            | $695.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $700.00            | $666.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $700.00            | $685.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $96593700.00       | $95507960.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $900.00            | $910.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $128414700.00      | $121417723.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $155700.00         | $160233.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $53027500.00       | $54262310.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $3986700.00        | $1988717.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $3700.00           | $3161.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $2000.00           | $1863.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $94.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $3459900.00        | $3072992.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $800.00            | $760.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $213476600.00      | $211482480.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $230500.00         | $229082.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $62187100.00       | $62285944.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $100000.00         | $101910.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $108300.00         | $106603.40         | U.S. Treasuries (including strips) |

### Security 659: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.090000%
- **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: ARP1D0PW0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0PW0
- **C.18 - Value (incl. sponsor support):** $1419000000.00
- **C.18.a - Value (excl. sponsor support):** $1419000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $651000.00         | $652807.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $1845800.00        | $1899344.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $588800.00         | $588162.92         | U.S. Treasuries (including strips) |
| FNMS 05.500 CLDF0230   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.60           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8708   | 2055-09-01      | 7.0000%  | 0.0000% | $1045225.00        | $1113980.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $1046710.00        | $892728.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0019   | 2055-01-01      | 5.5000%  | 0.0000% | $1030.00           | $976.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3090   | 2035-04-01      | 3.5000%  | 0.0000% | $1000.00           | $197.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3229   | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $367.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3806   | 2052-07-01      | 2.5000%  | 0.0000% | $600004.00         | $431461.50         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB2980   | 2037-03-01      | 2.5000%  | 0.0000% | $15667200.00       | $8303869.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3274   | 2052-04-01      | 4.0000%  | 0.0000% | $110000.00         | $74630.21          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2767   | 2052-01-01      | 2.0000%  | 0.0000% | $322707.00         | $218403.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4112   | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1459.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4782   | 2052-10-01      | 5.0000%  | 0.0000% | $7463700.00        | $5909594.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914   | 2052-06-01      | 4.0000%  | 0.0000% | $183000.00         | $135096.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $669.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761006.00        | $4218129.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4975   | 2037-06-01      | 2.0000%  | 0.0000% | $37812.00          | $25498.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4832   | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $797.20            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $34779701.00       | $15201488.96       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5798   | 2036-01-01      | 2.0000%  | 0.0000% | $160999.00         | $71346.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5530   | 2050-11-01      | 4.0000%  | 0.0000% | $31000.00          | $9632.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1205   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $646.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $19798944.00       | $18555120.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8471   | 2036-09-01      | 2.5000%  | 0.0000% | $7358176.00        | $3937639.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6578   | 2036-01-01      | 2.0000%  | 0.0000% | $96000.00          | $50963.80          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5893   | 2053-02-01      | 6.0000%  | 0.0000% | $1329330.00        | $1043604.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $726.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM8546   | 2034-07-01      | 4.0000%  | 0.0000% | $4901128.00        | $1425818.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4504   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $843.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8516   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $682.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1433896.00        | $1159590.61        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $2166142.00        | $1805513.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1301120.00        | $838778.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $32536342.00       | $29627444.08       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452   | 2052-06-01      | 3.5000%  | 0.0000% | $1005.00           | $770.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7231   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $431.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5198   | 2053-07-01      | 5.5000%  | 0.0000% | $119000.00         | $91547.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2124.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6108   | 2053-01-01      | 5.5000%  | 0.0000% | $3369390.00        | $2769575.73        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5132   | 2041-10-01      | 2.5000%  | 0.0000% | $1000.00           | $608.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6041   | 2033-08-01      | 4.0000%  | 0.0000% | $1002.00           | $87.86             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9316   | 2054-10-01      | 5.0000%  | 0.0000% | $50000.00          | $47650.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8174   | 2046-02-01      | 3.5000%  | 0.0000% | $197000.00         | $37131.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP7493   | 2042-09-01      | 3.5000%  | 0.0000% | $34530437.00       | $4304032.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $2905951.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5427   | 2053-08-01      | 5.5000%  | 0.0000% | $3737500.00        | $3172938.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $5582657.00        | $4301636.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $11006.00          | $8397.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2164   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $653.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $31076.97          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $965718.00         | $707651.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6841   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $893.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2807   | 2052-09-01      | 5.0000%  | 0.0000% | $314629.00         | $255758.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS2500   | 2037-03-01      | 3.0000%  | 0.0000% | $170297.00         | $94313.79          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $819.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7231   | 2045-08-01      | 3.5000%  | 0.0000% | $248998.00         | $42957.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1682   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.38           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5269   | 2053-06-01      | 6.0000%  | 0.0000% | $2079196.00        | $1550796.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2260604.51        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $219500.00         | $228243.98         | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277004.00        | $3874535.78        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $8978970.00        | $8183471.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8172   | 2037-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1146.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8523   | 2055-04-01      | 5.0000%  | 0.0000% | $3002.00           | $2878.16           | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18687 G   | 2033-05-01      | 2.5000%  | 0.0000% | $5566.00           | $757.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8273   | 2038-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1075.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $721.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1800.56           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB2616   | 2050-08-01      | 2.0000%  | 0.0000% | $650000.00         | $313124.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665   | 2052-09-01      | 4.5000%  | 0.0000% | $3868725.00        | $2805888.42        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8447   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $765.28            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB4948   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $536.32            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZT1107   | 2043-03-01      | 3.5000%  | 0.0000% | $299687.00         | $43887.70          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $20065.00          | $18676.28          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB0862   | 2037-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1252.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455   | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $679.48            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $11999.00          | $8107.14           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3944   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $822.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8435   | 2054-06-01      | 4.0000%  | 0.0000% | $15000.00          | $13355.92          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $2065.00           | $1707.91           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8887   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $663.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3279   | 2053-07-01      | 5.5000%  | 0.0000% | $6701183.00        | $5780113.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $105866.28         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3737   | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1651.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $126440.00         | $26449.44          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1852.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1415   | 2054-08-01      | 6.5000%  | 0.0000% | $1127225.00        | $838563.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8397   | 2054-01-01      | 6.5000%  | 0.0000% | $835665.00         | $445747.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3898   | 2044-11-01      | 3.5000%  | 0.0000% | $328987.00         | $23204.24          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $978.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5599   | 2054-05-01      | 5.5000%  | 0.0000% | $1020160.00        | $933827.76         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8484   | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1817.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2482   | 2042-09-01      | 4.5000%  | 0.0000% | $1027388.00        | $37596.29          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $3998500.00        | $5388039.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $296300.00         | $297433.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $8869500.00        | $8879519.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $5100.00           | $5123.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $700.00            | $716.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $7556200.00        | $7682905.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $239200.00         | $240477.82         | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992961.00        | $7339665.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1042.00           | $810.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268   | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1521.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470   | 2054-10-01      | 6.0000%  | 0.0000% | $1935.00           | $1584.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL5759   | 2029-07-01      | 3.5000%  | 0.0000% | $1000.00           | $47.98             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $44893.00          | $38029.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1045.00           | $1000.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $2067.00           | $1475.75           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1662.29           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS9738   | 2047-06-01      | 3.0000%  | 0.0000% | $2843880.00        | $829105.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9742   | 2055-09-01      | 5.5000%  | 0.0000% | $2080.00           | $2109.60           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790   | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1499.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $200000.00         | $66512.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0174   | 2057-02-01      | 3.0000%  | 0.0000% | $18000.00          | $5928.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK3988   | 2048-05-01      | 4.5000%  | 0.0000% | $65000.00          | $31473.79          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8482   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $388.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8591   | 2032-01-01      | 2.0000%  | 0.0000% | $500000.00         | $90941.90          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN0951   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $324.31            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4215   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $568.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8764   | 2053-03-01      | 5.0000%  | 0.0000% | $2310779.00        | $1932444.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $26020.00          | $21747.13          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7563   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1547.21           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7566   | 2054-01-01      | 6.5000%  | 0.0000% | $5340442.00        | $4339426.75        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8266   | 2052-11-01      | 4.5000%  | 0.0000% | $6580848.00        | $5301201.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9454   | 2047-04-01      | 4.0000%  | 0.0000% | $4492.00           | $233.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2570.45           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $722.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $37124498.00       | $26842615.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1061.00           | $920.84            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5391   | 2051-06-01      | 3.0000%  | 0.0000% | $52000.00          | $36651.98          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $532.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1753   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1732.97           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9579   | 2053-08-01      | 6.0000%  | 0.0000% | $1041.00           | $881.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5763   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $649.44            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3044   | 2052-11-01      | 4.5000%  | 0.0000% | $35000.00          | $27003.63          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3575   | 2052-09-01      | 4.5000%  | 0.0000% | $63200.00          | $48530.38          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2649   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $717.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009   | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1339.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $727.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $62376.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $167000.00         | $127318.72         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1632   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $657.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1302.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6636   | 2052-09-01      | 4.0000%  | 0.0000% | $313423.00         | $238236.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0903   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $63603.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5510   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $567.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $219003.00         | $48968.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8579   | 2051-09-01      | 2.5000%  | 0.0000% | $241000.00         | $141175.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3225   | 2050-05-01      | 3.0000%  | 0.0000% | $12065000.00       | $4484293.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6965   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $633.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $821.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7774   | 2036-07-01      | 2.0000%  | 0.0000% | $33000.00          | $18899.55          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2598   | 2053-08-01      | 6.0000%  | 0.0000% | $290832.00         | $291924.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM7144   | 2034-01-01      | 4.0000%  | 0.0000% | $1063640.00        | $414058.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6147   | 2036-02-01      | 2.0000%  | 0.0000% | $413000.00         | $153147.18         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8444   | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $440.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8433   | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $603.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8479   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $622.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1124   | 2054-07-01      | 5.5000%  | 0.0000% | $3864654.00        | $3724698.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2403   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4250   | 2045-01-01      | 3.5000%  | 0.0000% | $2240546.00        | $260965.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1112   | 2043-12-01      | 5.5000%  | 0.0000% | $13123805.00       | $11613065.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $29765775.00       | $27470061.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0546   | 2054-12-01      | 5.5000%  | 0.0000% | $1373488.00        | $1230074.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2616   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $685.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9743   | 2055-01-01      | 6.5000%  | 0.0000% | $8083313.00        | $7438071.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.490 CA824391   | 2035-07-01      | 4.4900%  | 0.0000% | $341000.00         | $31671.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $24689590.00       | $23584994.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448   | 2035-12-01      | 6.0000%  | 0.0000% | $1000.00           | $16.51             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1110   | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $944.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2123   | 2055-04-01      | 4.5000%  | 0.0000% | $19401.00          | $18770.16          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2425   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $967.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9673   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $906.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2247   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.45           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $2093.00           | $1077.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA3537   | 2049-02-01      | 5.5000%  | 0.0000% | $1000.00           | $62.37             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1692   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $177.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5664   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $835.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $60727188.00       | $32133590.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627519.00        | $2221042.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6075   | 2053-04-01      | 5.5000%  | 0.0000% | $14166792.00       | $11223662.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9662   | 2054-12-01      | 5.5000%  | 0.0000% | $1587000.00        | $1511683.79        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4310649.00        | $3223969.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $8171.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKCA4928   | 2050-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $110137.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0219   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $616.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7328   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $590.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0646   | 2062-06-01      | 2.5000%  | 0.0000% | $100000.00         | $67518.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW9765   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1538.71           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS6537   | 2031-01-01      | 2.5000%  | 0.0000% | $1000.00           | $99.43             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $50624.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU4479   | 2043-07-01      | 3.5000%  | 0.0000% | $2014570.00        | $249988.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104   | 2056-02-01      | 4.0000%  | 0.0000% | $1000.00           | $298.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0440   | 2044-08-01      | 3.5000%  | 0.0000% | $2264312.00        | $732207.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW8980   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $780.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9852   | 2052-09-01      | 5.0000%  | 0.0000% | $10810.00          | $8029.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $5080.00           | $44.74             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL708631   | 2033-06-01      | 6.0000%  | 0.0000% | $1000.00           | $19.40             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1527188.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9366   | 2055-09-01      | 6.0000%  | 0.0000% | $8975859.00        | $9239525.60        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0952   | 2052-04-01      | 3.0000%  | 0.0000% | $2016.00           | $1401.66           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $61769057.00       | $58126713.69       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9327   | 2032-03-01      | 3.0000%  | 0.0000% | $1000.00           | $141.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $185715.00         | $36577.68          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1096   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.34           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8296   | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $804.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR4238   | 2043-02-01      | 3.0000%  | 0.0000% | $4016064.00        | $1093305.48        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $679.45            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8378   | 2040-04-01      | 5.0000%  | 0.0000% | $1000.00           | $798.63            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5560   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $576.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0941   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $665.72            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI6952   | 2054-05-01      | 7.0000%  | 0.0000% | $2256.00           | $2056.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1741   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $784.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $17963676.75       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1193   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $171.29            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6507   | 2051-12-01      | 2.0000%  | 0.0000% | $5800000.00        | $3777519.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ2993   | 2054-08-01      | 6.5000%  | 0.0000% | $21162471.00       | $16611791.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM6831   | 2037-01-01      | 3.0000%  | 0.0000% | $356285.00         | $142759.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7100   | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $448.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3049   | 2044-04-01      | 4.0000%  | 0.0000% | $500000.00         | $163028.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3070   | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $320.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2714   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $303.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2972   | 2054-09-01      | 6.0000%  | 0.0000% | $2696819.00        | $2600891.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1953   | 2053-11-01      | 5.0000%  | 0.0000% | $1375.00           | $1298.65           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694635.00        | $951343.09         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0564   | 2054-05-01      | 5.5000%  | 0.0000% | $2307003.00        | $2142751.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $153718.00         | $71169.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2856   | 2046-09-01      | 3.0000%  | 0.0000% | $1025.00           | $275.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2467   | 2051-07-01      | 4.0000%  | 0.0000% | $1000.00           | $947.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA6097   | 2050-06-01      | 3.5000%  | 0.0000% | $213000.00         | $61649.89          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0724   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $951.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFA1610   | 2038-03-01      | 4.5000%  | 0.0000% | $422655.00         | $364990.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9442   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $931.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $15000000.00       | $14623756.17       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM4151   | 2032-06-01      | 2.5000%  | 0.0000% | $1000.00           | $178.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 K0724886   | 2033-06-01      | 5.0000%  | 0.0000% | $3995.00           | $59.19             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $1024.00           | $297.70            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5404   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $379.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN7664   | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $321.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7625   | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $892.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6721   | 2053-07-01      | 4.5000%  | 0.0000% | $77000.00          | $65641.96          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7617   | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $775.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2929   | 2045-12-01      | 3.5000%  | 0.0000% | $2036169.00        | $290359.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1661.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5984   | 2049-05-01      | 5.0000%  | 0.0000% | $1181999.00        | $165691.39         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP8713   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $388.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG4973   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $941.79            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB6059   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $560.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $130000.00         | $27286.36          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5037   | 2054-06-01      | 6.0000%  | 0.0000% | $147091.00         | $143295.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8509   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $626.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2829.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1744353.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE8061   | 2040-08-01      | 5.0000%  | 0.0000% | $145876.00         | $146473.24         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $62000.00          | $56776.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5276   | 2054-06-01      | 5.5000%  | 0.0000% | $9517400.00        | $8381014.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3150   | 2054-10-01      | 5.0000%  | 0.0000% | $5170236.00        | $4934217.16        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC7500   | 2051-09-01      | 3.0000%  | 0.0000% | $3448000.00        | $2165601.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676   | 2035-07-01      | 5.0000%  | 0.0000% | $1914.00           | $18.60             | Agency Mortgage-Backed Securities  |
| FNMS 03.025 CLAU3968   | 2043-07-01      | 3.0250%  | 0.0000% | $211850.00         | $135588.22         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1944400.00        | $1946347.42        | U.S. Treasuries (including strips) |
| FNMS 02.500 CLCA6074   | 2050-06-01      | 2.5000%  | 0.0000% | $490000.00         | $165967.90         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0573   | 2046-05-01      | 2.5000%  | 0.0000% | $161000.00         | $105710.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3123.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4667   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1034.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8350   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.08           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7390   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.12            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6531   | 2052-01-01      | 3.5000%  | 0.0000% | $323000.00         | $201903.19         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664   | 2052-02-01      | 3.0000%  | 0.0000% | $197434.00         | $133529.57         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1302.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3055.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3024   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $134.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1754.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6794   | 2054-07-01      | 6.0000%  | 0.0000% | $35792.00          | $32754.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8261   | 2038-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1198.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $3495.00           | $2831.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3115.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5568   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $322.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1654.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1146   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $112.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO0611   | 2049-05-01      | 4.0000%  | 0.0000% | $1561090.00        | $555819.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4599   | 2053-11-01      | 6.5000%  | 0.0000% | $73877.00          | $43607.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13220400.00       | $34570.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1789   | 2052-10-01      | 5.0000%  | 0.0000% | $2001.00           | $1518.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $14041120.00       | $12348809.50       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1095.06           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1775   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $826.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL870628   | 2036-06-01      | 5.0000%  | 0.0000% | $1000.00           | $28.72             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $662.10            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058   | 2031-05-01      | 2.0000%  | 0.0000% | $1000.00           | $359.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY1306   | 2045-03-01      | 3.5000%  | 0.0000% | $325000.00         | $40114.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5304.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4339   | 2052-08-01      | 4.5000%  | 0.0000% | $253000.00         | $191104.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091   | 2052-07-01      | 4.0000%  | 0.0000% | $1550654.00        | $1208465.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6519   | 2036-03-01      | 2.0000%  | 0.0000% | $650000.00         | $290278.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4252   | 2050-09-01      | 2.0000%  | 0.0000% | $98429.00          | $47249.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232245.00        | $2354466.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4796   | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $789.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000022.00       | $19556001.54       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4991   | 2037-10-01      | 4.5000%  | 0.0000% | $1000.00           | $531.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $97000.00          | $63802.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM9318   | 2036-11-01      | 2.0000%  | 0.0000% | $132849.00         | $73467.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1782   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $600.81            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8018   | 2054-02-01      | 6.5000%  | 0.0000% | $86961.00          | $64614.87          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $750.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4526   | 2037-09-01      | 5.0000%  | 0.0000% | $77971.00          | $48238.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0408   | 2052-01-01      | 3.0000%  | 0.0000% | $1199000.00        | $747971.80         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $411625.00         | $300348.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0835   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1326.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6903   | 2053-08-01      | 5.0000%  | 0.0000% | $29763478.00       | $26117957.50       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $108000.00         | $66900.58          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4000   | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $692.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3298   | 2051-10-01      | 2.5000%  | 0.0000% | $3997495.00        | $2860600.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $840.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA7605   | 2050-11-01      | 3.0000%  | 0.0000% | $1145964.00        | $647243.58         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA3586   | 2050-09-01      | 4.0000%  | 0.0000% | $2000.00           | $507.45            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6987   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $690.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1543.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1066   | 2051-07-01      | 2.5000%  | 0.0000% | $775000.00         | $493686.40         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $55543.00          | $54889.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $761.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1795   | 2054-11-01      | 5.5000%  | 0.0000% | $3000.00           | $3035.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3024.27           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382   | 2052-05-01      | 3.5000%  | 0.0000% | $1040.00           | $715.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $739.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $56023680.00       | $52951911.68       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8490   | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1860.93           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $859.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8329   | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1679.16           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0547   | 2042-12-01      | 4.0000%  | 0.0000% | $1705.00           | $238.46            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD0615   | 2051-01-01      | 4.5000%  | 0.0000% | $2000.00           | $672.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8454   | 2054-08-01      | 6.0000%  | 0.0000% | $5105745.00        | $4001458.34        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0416   | 2043-01-01      | 3.5000%  | 0.0000% | $1030.00           | $404.02            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $4407250.00        | $3892508.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3722   | 2053-05-01      | 5.0000%  | 0.0000% | $73000.00          | $54185.59          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8139   | 2051-04-01      | 1.5000%  | 0.0000% | $97868.00          | $56693.99          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD4521   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $841.95            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $3234984.00        | $2587907.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB1241   | 2035-01-01      | 2.5000%  | 0.0000% | $2000.00           | $1371.19           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0528   | 2046-08-01      | 3.5000%  | 0.0000% | $1024.00           | $221.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI6785   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $817.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY8597   | 2045-04-01      | 3.0000%  | 0.0000% | $70873984.00       | $9083824.66        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0542   | 2048-07-01      | 4.0000%  | 0.0000% | $2000.00           | $431.91            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501   | 2035-08-01      | 2.0000%  | 0.0000% | $1000.00           | $408.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $41217.13          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $361.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8315   | 2039-07-01      | 5.5000%  | 0.0000% | $1000.00           | $634.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352   | 2052-07-01      | 3.5000%  | 0.0000% | $1020.00           | $720.41            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1591163.00        | $1299308.95        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1581   | 2052-09-01      | 2.5000%  | 0.0000% | $76000.00          | $53078.66          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $12000.00          | $7865.22           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3158   | 2048-11-01      | 4.0000%  | 0.0000% | $1619792.00        | $480361.57         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD0783   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $636.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5696   | 2054-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1768.37           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2253.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601   | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1761.58           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $888.48            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1790   | 2049-08-01      | 3.0000%  | 0.0000% | $2000.00           | $332.75            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3771   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1498.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3703   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $828.37            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q05925 G   | 2042-02-01      | 3.5000%  | 0.0000% | $930000.00         | $79070.38          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0136   | 2053-08-01      | 6.0000%  | 0.0000% | $50000.00          | $35775.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1902952.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH7648   | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1768.43           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC2101   | 2054-11-01      | 4.0000%  | 0.0000% | $59000.00          | $53858.86          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1295   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $637.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $23046.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2709.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4789   | 2045-04-01      | 3.0000%  | 0.0000% | $2000.00           | $269.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL735141   | 2035-01-01      | 5.5000%  | 0.0000% | $1005.00           | $8.42              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL9135   | 2043-01-01      | 4.0000%  | 0.0000% | $130000.00         | $26079.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $3600000.00        | $26403.61          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $198701.00         | $31542.28          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9418   | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $86.47             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $695.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMB0292   | 2054-12-01      | 5.5000%  | 0.0000% | $60309.00          | $54406.17          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054   | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $51.71             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1151   | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $2049.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3382   | 2049-02-01      | 4.5000%  | 0.0000% | $35342645.00       | $8431724.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $942.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7505   | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $481.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9446   | 2045-08-01      | 3.5000%  | 0.0000% | $1338187.00        | $275190.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047   | 2030-11-01      | 3.5000%  | 0.0000% | $1000.00           | $102.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1479.00           | $221.61            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3697.60           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $820.29            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $667.63            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65441 G   | 2047-10-01      | 3.5000%  | 0.0000% | $9342.00           | $622.31            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $3165.00           | $676.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $1895.00           | $1537.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $464.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $202918.00         | $132818.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $679.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2496   | 2052-08-01      | 4.5000%  | 0.0000% | $200000.00         | $154983.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1628   | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $66125.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1456   | 2048-12-01      | 3.0000%  | 0.0000% | $94000.00          | $61800.44          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2572   | 2051-11-01      | 2.0000%  | 0.0000% | $85000.00          | $55841.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $435000.00         | $302079.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2620   | 2052-08-01      | 5.0000%  | 0.0000% | $20000.00          | $15116.21          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2977.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $1919678.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3165   | 2051-06-01      | 3.0000%  | 0.0000% | $270055.00         | $187154.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $60200.00          | $46469.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4228   | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2347.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3810   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $758.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823   | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $2454.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4529   | 2053-03-01      | 5.5000%  | 0.0000% | $10646608.00       | $9083106.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2821   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $776.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3698   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $717.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3405   | 2052-12-01      | 5.5000%  | 0.0000% | $1049.00           | $725.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $337800.00         | $274018.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2521   | 2052-08-01      | 4.5000%  | 0.0000% | $65000.00          | $49034.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2939   | 2052-09-01      | 4.5000%  | 0.0000% | $99000.00          | $79346.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $726.25            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS3221   | 2037-02-01      | 1.5000%  | 0.0000% | $108939.00         | $63075.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9292   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $622.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1112   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $623.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3120   | 2052-09-01      | 5.0000%  | 0.0000% | $165000.00         | $122181.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1107   | 2051-12-01      | 2.5000%  | 0.0000% | $2400000.00        | $1471545.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1146   | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $678.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6425   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $839.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2296   | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $63588.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0590   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $599.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ0188   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $282.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1180.57           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL794022   | 2034-09-01      | 5.5000%  | 0.0000% | $2814.00           | $19.28             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4942   | 2054-08-01      | 5.5000%  | 0.0000% | $17853683.00       | $16983080.35       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2429   | 2048-10-01      | 4.0000%  | 0.0000% | $1035.00           | $234.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645   | 2051-01-01      | 4.0000%  | 0.0000% | $26999.00          | $9698.35           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1845.60           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $121000.00         | $84661.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3447   | 2049-11-01      | 4.0000%  | 0.0000% | $7254130.00        | $1873859.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3115   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $678.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0893   | 2052-02-01      | 3.0000%  | 0.0000% | $310000.00         | $208312.84         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM3572   | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $254.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7743   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $610.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $727.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $410451.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $28698.63          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4317   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $243.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4847   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $746.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $22969548.00       | $12362403.95       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6508   | 2053-06-01      | 4.5000%  | 0.0000% | $1999000.00        | $1664762.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $637.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9134   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $555.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4531174.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1092   | 2052-04-01      | 3.5000%  | 0.0000% | $102021.00         | $70644.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $29000.00          | $19558.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $150537.69         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2914   | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1521.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630   | 2051-09-01      | 2.5000%  | 0.0000% | $626347.00         | $442148.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $568.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434   | 2051-11-01      | 2.5000%  | 0.0000% | $641000.00         | $386757.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $599.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289   | 2052-03-01      | 3.0000%  | 0.0000% | $1001.00           | $651.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM5575   | 2036-01-01      | 3.5000%  | 0.0000% | $1058.00           | $461.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1087.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1197.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664   | 2049-03-01      | 4.0000%  | 0.0000% | $245136.00         | $37490.73          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4101   | 2047-11-01      | 3.5000%  | 0.0000% | $18454314.00       | $7726769.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1774   | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $221.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $514425.00         | $328978.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0831   | 2052-03-01      | 3.0000%  | 0.0000% | $3062344.00        | $2247244.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4946   | 2048-09-01      | 5.0000%  | 0.0000% | $300000.00         | $92181.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4696   | 2050-10-01      | 3.0000%  | 0.0000% | $5441572.00        | $1906805.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM2174   | 2035-01-01      | 3.5000%  | 0.0000% | $500000.00         | $79275.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3375   | 2035-02-01      | 3.5000%  | 0.0000% | $229015.00         | $55767.81          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $1943765.00        | $567714.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB2113   | 2041-11-01      | 2.5000%  | 0.0000% | $1000.00           | $647.10            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5350992.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2254   | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $668.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA6862   | 2035-09-01      | 2.0000%  | 0.0000% | $1000.00           | $396.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4030   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $114.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6740   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $333.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT1205   | 2051-07-01      | 3.0000%  | 0.0000% | $560000.00         | $270150.60         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1544   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $976.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $14384500.00       | $13169021.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $12679725.00       | $12579893.33       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA0354   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $784.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $23294043.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5322   | 2052-04-01      | 2.0000%  | 0.0000% | $50000.00          | $35092.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4853   | 2047-11-01      | 3.5000%  | 0.0000% | $175000.00         | $126386.78         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $200.00            | $315.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $1800.00           | $1770.02           | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5299462.00        | $4282495.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ5127   | 2055-10-01      | 6.0000%  | 0.0000% | $55090.00          | $56245.07          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $2413000.00        | $1915919.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $197000.00         | $164148.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7155   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $779.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5270   | 2053-07-01      | 5.5000%  | 0.0000% | $600000.00         | $488233.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6825   | 2053-12-01      | 6.0000%  | 0.0000% | $24561107.00       | $21017375.16       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5171   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $750.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987   | 2055-03-01      | 6.0000%  | 0.0000% | $934935.00         | $898456.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA1918   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $805.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1860   | 2049-07-01      | 6.0000%  | 0.0000% | $1008.00           | $958.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4371   | 2052-08-01      | 3.5000%  | 0.0000% | $113000.00         | $88412.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4798   | 2052-10-01      | 5.0000%  | 0.0000% | $255000.00         | $202467.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2474672.00        | $2205760.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5349   | 2052-10-01      | 4.0000%  | 0.0000% | $460000.00         | $346801.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3339   | 2052-06-01      | 3.5000%  | 0.0000% | $605000.00         | $441505.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3800   | 2050-01-01      | 4.5000%  | 0.0000% | $400000.00         | $297215.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS4061   | 2037-10-01      | 3.0000%  | 0.0000% | $40000.00          | $26898.39          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3205   | 2052-04-01      | 2.5000%  | 0.0000% | $2074000.00        | $1450731.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3213   | 2052-07-01      | 3.5000%  | 0.0000% | $2422.00           | $1775.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $680200.00         | $518087.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4012   | 2053-03-01      | 5.5000%  | 0.0000% | $1011.00           | $808.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5586   | 2055-01-01      | 5.5000%  | 0.0000% | $5431136.00        | $4983400.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1900000.00        | $1444093.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4041   | 2053-03-01      | 5.5000%  | 0.0000% | $80000.00          | $64250.19          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134   | 2049-12-01      | 3.5000%  | 0.0000% | $3453212.00        | $2595536.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5329   | 2053-03-01      | 3.0000%  | 0.0000% | $1960000.00        | $1492092.27        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4987   | 2052-06-01      | 3.0000%  | 0.0000% | $1021.00           | $761.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4295   | 2053-03-01      | 4.5000%  | 0.0000% | $365196.00         | $261317.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6397   | 2049-07-01      | 5.0000%  | 0.0000% | $1000.00           | $755.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $199000.00         | $165864.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6476   | 2051-11-01      | 2.5000%  | 0.0000% | $5824000.00        | $4322847.04        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $815.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $806.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2751   | 2052-02-01      | 2.5000%  | 0.0000% | $1600000.00        | $1057761.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5300   | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1630.09           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3600   | 2052-05-01      | 3.5000%  | 0.0000% | $75000.00          | $54609.61          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $52000.00          | $41107.46          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7963   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $558.71            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $423500.00         | $253046.55         | U.S. Treasuries (including strips) |
| FNMS 02.000 CIFM8988   | 2036-09-01      | 2.0000%  | 0.0000% | $108023.00         | $56233.35          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM6840   | 2036-04-01      | 2.5000%  | 0.0000% | $302445.00         | $118598.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $408000.00         | $300865.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $104749.00         | $79587.79          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1878   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $596.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4571   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $820.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4616   | 2049-05-01      | 3.5000%  | 0.0000% | $49142234.00       | $12771105.39       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $160068.00         | $55582.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1353   | 2039-08-01      | 4.5000%  | 0.0000% | $1000.00           | $230.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2294   | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1024.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5750   | 2050-08-01      | 4.0000%  | 0.0000% | $2001.00           | $486.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2915   | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $263.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3152   | 2045-02-01      | 4.0000%  | 0.0000% | $2000.00           | $687.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5259   | 2050-11-01      | 3.5000%  | 0.0000% | $1113000.00        | $429053.49         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3628   | 2035-04-01      | 3.5000%  | 0.0000% | $113000.00         | $33671.89          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5644   | 2051-02-01      | 2.0000%  | 0.0000% | $271000.00         | $157801.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2419   | 2050-02-01      | 3.0000%  | 0.0000% | $381557.00         | $188936.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2395   | 2050-01-01      | 3.5000%  | 0.0000% | $2475000.00        | $668646.96         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4793   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $488.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM3448   | 2035-03-01      | 4.0000%  | 0.0000% | $1000.00           | $194.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7531   | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $475.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $59058.00          | $47350.52          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $30386.00          | $22936.56          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4698   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $883.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1214   | 2051-11-01      | 3.0000%  | 0.0000% | $29110275.00       | $19040306.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1827.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $21191520.00       | $19363743.09       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA1839   | 2049-08-01      | 4.0000%  | 0.0000% | $2002.00           | $475.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $376000.00         | $321121.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2477   | 2053-03-01      | 5.5000%  | 0.0000% | $9607000.00        | $8497964.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2617.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390   | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1623.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5480   | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3956.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1023.00           | $789.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $838.03            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173   | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $627.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1282.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6760   | 2054-11-01      | 5.0000%  | 0.0000% | $5248250.00        | $5016048.64        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8530   | 2055-05-01      | 4.0000%  | 0.0000% | $64689611.00       | $60508915.07       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $744.18            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8128   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $556.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $133000.00         | $99228.41          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708   | 2053-12-01      | 5.5000%  | 0.0000% | $125000.00         | $101210.07         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8099   | 2050-10-01      | 2.5000%  | 0.0000% | $480001.00         | $205194.87         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $16048675.00       | $12021834.51       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0662   | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1217.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1604   | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $101943.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207   | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2719.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $271.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL745870   | 2036-10-01      | 5.0000%  | 0.0000% | $2440000.00        | $26698.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $199995.00         | $30073.14          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $106950.00         | $83710.86          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4601   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $807.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1296484.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $3426.00           | $2686.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7146   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2838   | 2052-02-01      | 2.0000%  | 0.0000% | $1165910.00        | $752000.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0131   | 2053-05-01      | 5.5000%  | 0.0000% | $510614.00         | $358482.93         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3050   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $709.22            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU7509   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $672.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3499   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $721.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0191   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $872.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA1878   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $158.40            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6815   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $637.01            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO3192   | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $174.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4396   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6707   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3531   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2336   | 2050-01-01      | 4.0000%  | 0.0000% | $1484000.00        | $299272.45         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $2000.00           | $903.36            | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $36878059.00       | $20348167.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6308   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $867.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7103   | 2053-09-01      | 5.5000%  | 0.0000% | $22573829.00       | $19303607.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $265883.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838   | 2053-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1693.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5513.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $767.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4540   | 2049-07-01      | 2.5000%  | 0.0000% | $1892930.00        | $1444366.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5125   | 2051-10-01      | 2.5000%  | 0.0000% | $16000.00          | $11653.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5619   | 2053-07-01      | 4.5000%  | 0.0000% | $278000.00         | $213638.02         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1639   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $623.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS5869   | 2053-04-01      | 4.5000%  | 0.0000% | $1108.00           | $919.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $25693334.00       | $18404057.05       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS4802   | 2038-05-01      | 4.0000%  | 0.0000% | $49000.00          | $32741.97          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5231   | 2053-07-01      | 6.0000%  | 0.0000% | $33250.00          | $24689.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553   | 2052-10-01      | 5.5000%  | 0.0000% | $101000.00         | $71844.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4523   | 2053-04-01      | 5.0000%  | 0.0000% | $1003.00           | $885.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4477   | 2037-05-01      | 2.5000%  | 0.0000% | $195000.00         | $130447.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFS2822   | 2034-11-01      | 4.0000%  | 0.0000% | $465173.00         | $256350.21         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2660   | 2052-02-01      | 2.5000%  | 0.0000% | $91000.00          | $63559.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1411.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNFS4500   | 2032-01-01      | 3.0000%  | 0.0000% | $2193304.00        | $1241534.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $848.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5508   | 2049-02-01      | 5.0000%  | 0.0000% | $2000.00           | $436.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5497   | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $667.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5156   | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $695.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8613   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $413.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4299   | 2052-08-01      | 4.5000%  | 0.0000% | $7051928.00        | $5463160.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1678   | 2052-04-01      | 4.0000%  | 0.0000% | $21731552.00       | $15807261.74       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646999.00        | $1695422.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8483   | 2054-05-01      | 5.5000%  | 0.0000% | $824746.00         | $736643.09         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2768   | 2052-01-01      | 2.0000%  | 0.0000% | $100000.00         | $65830.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2489   | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $306729.19         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1976   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $668.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1858   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1383.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270179.00        | $1441264.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $488407.97         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS5598   | 2037-08-01      | 1.5000%  | 0.0000% | $4220673.00        | $2980007.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS5314   | 2052-05-01      | 2.0000%  | 0.0000% | $193000.00         | $137773.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4679   | 2053-05-01      | 6.0000%  | 0.0000% | $1064000.00        | $821238.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9206   | 2054-09-01      | 5.0000%  | 0.0000% | $1024.00           | $971.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8687   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $877.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3835   | 2052-11-01      | 4.5000%  | 0.0000% | $1110964.00        | $918602.79         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS0995   | 2042-03-01      | 2.5000%  | 0.0000% | $1000.00           | $650.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $577034.00         | $365764.69         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $200.00            | $195.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $14503700.00       | $14524830.53       | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $46849.85          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3102   | 2052-10-01      | 4.5000%  | 0.0000% | $603608.00         | $486852.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0633   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $672.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9419   | 2051-10-01      | 3.0000%  | 0.0000% | $60000.00          | $38172.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599   | 2051-01-01      | 3.5000%  | 0.0000% | $1024.00           | $345.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0612   | 2052-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1215.03           | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $21203747.00       | $12234034.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6905   | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $874.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8171   | 2054-03-01      | 6.5000%  | 0.0000% | $4975647.00        | $4078801.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9831   | 2055-01-01      | 6.5000%  | 0.0000% | $4782198.00        | $4365770.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $40000.00          | $35936.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $459499.00         | $428302.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $313147.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6400   | 2051-03-01      | 2.0000%  | 0.0000% | $99000.00          | $54641.71          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $7000.00           | $4903.31           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $196736.00         | $160863.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9211   | 2054-09-01      | 5.5000%  | 0.0000% | $71112.00          | $67661.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM1578   | 2045-02-01      | 3.5000%  | 0.0000% | $1600000.00        | $329579.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7983   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $546.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $338.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6955   | 2050-09-01      | 3.0000%  | 0.0000% | $1655000.00        | $654915.42         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $3514100.00        | $3259797.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $152400.00         | $156826.97         | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFA0969   | 2055-03-01      | 5.0000%  | 0.0000% | $1053.00           | $1040.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $24793947.00       | $24328375.03       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345   | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $330.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9369   | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $483.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2486   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $740.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0231   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.47           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6987   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $611.29            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236   | 2051-01-01      | 1.5000%  | 0.0000% | $49996966.00       | $28402681.84       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0599   | 2051-04-01      | 2.0000%  | 0.0000% | $99000.00          | $56080.40          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM8503   | 2036-04-01      | 2.5000%  | 0.0000% | $1421000.00        | $499255.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1843   | 2034-11-01      | 3.5000%  | 0.0000% | $200000.00         | $28184.86          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6448   | 2051-03-01      | 2.0000%  | 0.0000% | $1300000.00        | $777998.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5503.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2805   | 2052-09-01      | 2.5000%  | 0.0000% | $107000.00         | $75197.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7556   | 2051-05-01      | 3.5000%  | 0.0000% | $1000.00           | $372.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2037   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $827.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1002.00           | $497.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $639.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9899   | 2054-08-01      | 6.0000%  | 0.0000% | $118631.00         | $120883.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM5714   | 2035-11-01      | 4.0000%  | 0.0000% | $185000.00         | $47143.44          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7676   | 2051-06-01      | 2.5000%  | 0.0000% | $200000.00         | $120347.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1173   | 2052-03-01      | 3.5000%  | 0.0000% | $100000.00         | $64335.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8977   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $568.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8122   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $438.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM4457   | 2035-07-01      | 3.0000%  | 0.0000% | $352341.00         | $66617.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5665   | 2048-08-01      | 3.5000%  | 0.0000% | $133000.00         | $43758.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0879   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $658.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3571   | 2035-06-01      | 3.0000%  | 0.0000% | $295000.00         | $72886.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1001   | 2048-11-01      | 3.5000%  | 0.0000% | $303000.00         | $44122.68          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2897   | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $243.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0092   | 2056-06-01      | 3.5000%  | 0.0000% | $1040.00           | $376.80            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3682080.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTFM1045   | 2039-06-01      | 4.5000%  | 0.0000% | $1000.00           | $186.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2274   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $232.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6849   | 2049-12-01      | 3.5000%  | 0.0000% | $29561.00          | $10768.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3869   | 2035-06-01      | 3.0000%  | 0.0000% | $299999.00         | $51366.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2081   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $441.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $163916.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15560786.00       | $12745877.30       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2408   | 2051-12-01      | 2.5000%  | 0.0000% | $144000.00         | $98395.22          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2275   | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1300.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0189   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $529.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2613   | 2052-01-01      | 2.0000%  | 0.0000% | $168508.00         | $110630.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $92120575.00       | $11234125.74       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $52070.92          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3490   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.53           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $582.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2491   | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $906.90            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440   | 2036-03-01      | 2.5000%  | 0.0000% | $1000.00           | $489.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA3955   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $124.91            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037   | 2037-05-01      | 1.5000%  | 0.0000% | $86226.00          | $53142.31          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3335406.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1454   | 2052-04-01      | 3.5000%  | 0.0000% | $300000.00         | $216118.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1555   | 2052-04-01      | 3.5000%  | 0.0000% | $379998.00         | $259025.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5466   | 2035-04-01      | 3.0000%  | 0.0000% | $68384.00          | $22577.10          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9820   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $888.92            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993   | 2055-02-01      | 6.0000%  | 0.0000% | $27510.00          | $23980.06          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4049   | 2036-09-01      | 2.5000%  | 0.0000% | $113000.00         | $67941.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4270   | 2052-03-01      | 2.0000%  | 0.0000% | $398997.00         | $274003.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4273   | 2053-04-01      | 5.0000%  | 0.0000% | $4658920.00        | $3822492.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $67002.00          | $40741.55          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1192516.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848   | 2052-07-01      | 3.5000%  | 0.0000% | $76000.00          | $58250.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345482.00       | $5168201.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $951.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $938.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0107   | 2053-08-01      | 5.0000%  | 0.0000% | $4473458.00        | $2694491.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $943.51            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $2000.00           | $543.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4323   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $744.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL879108   | 2036-05-01      | 5.0000%  | 0.0000% | $1000.00           | $17.94             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $60000.00          | $52517.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $319999.00         | $35675.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD0883   | 2055-01-01      | 5.0000%  | 0.0000% | $1591184.00        | $1589078.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6401   | 2054-11-01      | 5.0000%  | 0.0000% | $24943.00          | $21229.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0295   | 2048-08-01      | 4.0000%  | 0.0000% | $1216000.00        | $220324.84         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0390   | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $517.61            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $359.62            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326   | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1531.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6636   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $953.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3066.78           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1965.00           | $1843.39           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $48613529.00       | $30330230.99       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS7106   | 2030-02-01      | 3.5000%  | 0.0000% | $2000.00           | $102.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $864.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $861.24            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129   | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $948.79            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $945245.00         | $229437.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1627101.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685   | 2035-01-01      | 4.0000%  | 0.0000% | $1997.00           | $280.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL3322   | 2043-02-01      | 4.0000%  | 0.0000% | $409000.00         | $29810.39          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0503   | 2055-06-01      | 6.5000%  | 0.0000% | $1028690.00        | $1086671.82        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $167621215.00      | $12816127.65       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7270   | 2054-12-01      | 6.0000%  | 0.0000% | $1138312.00        | $1088495.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CJAJ4084   | 2026-10-01      | 3.0000%  | 0.0000% | $7340747.00        | $25859.44          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6561   | 2054-10-01      | 6.0000%  | 0.0000% | $14565774.00       | $14298524.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561   | 2031-06-01      | 3.5000%  | 0.0000% | $1000.00           | $93.68             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS5714   | 2030-09-01      | 3.0000%  | 0.0000% | $347008.00         | $41215.34          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS4969   | 2045-05-01      | 3.0000%  | 0.0000% | $33545728.00       | $8559575.98        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1572.10           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5081   | 2050-10-01      | 2.0000%  | 0.0000% | $14679294.00       | $7576932.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAL6324   | 2036-12-01      | 6.5000%  | 0.0000% | $1000.00           | $54.80             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $808.89            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $502.76            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD1254   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $658.09            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $3473449.00        | $174968.59         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $993.52            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3771   | 2050-10-01      | 2.5000%  | 0.0000% | $7500000.00        | $4555334.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6312   | 2053-07-01      | 5.5000%  | 0.0000% | $31000.00          | $27000.57          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9985   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $839.74            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1683   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $776.57            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6254   | 2051-11-01      | 2.5000%  | 0.0000% | $258000.00         | $150810.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA4516   | 2051-02-01      | 3.5000%  | 0.0000% | $8473999.00        | $3203908.71        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6605   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $666.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP7667   | 2050-12-01      | 2.5000%  | 0.0000% | $1024.00           | $568.22            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1364   | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $959.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $1288.00           | $1255.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630   | 2054-12-01      | 4.5000%  | 0.0000% | $6000.00           | $5645.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2822   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $569.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9475   | 2054-11-01      | 5.0000%  | 0.0000% | $1004.00           | $992.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9014   | 2054-08-01      | 6.0000%  | 0.0000% | $5686040.00        | $5162212.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24209320.00       | $22587586.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9646   | 2054-12-01      | 5.0000%  | 0.0000% | $594241.00         | $570404.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448069.00        | $3090322.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8831   | 2054-07-01      | 5.5000%  | 0.0000% | $192701.00         | $176707.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS9336   | 2032-01-01      | 3.0000%  | 0.0000% | $312688.00         | $27588.66          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1413   | 2054-11-01      | 6.0000%  | 0.0000% | $9323840.00        | $8867051.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1804.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2400   | 2055-07-01      | 5.5000%  | 0.0000% | $1029.00           | $1005.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0550   | 2054-06-01      | 5.0000%  | 0.0000% | $7925824.00        | $7309803.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0953   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.59           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAZ9552   | 2030-11-01      | 3.0000%  | 0.0000% | $1000.00           | $98.99             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL9378   | 2031-09-01      | 3.0000%  | 0.0000% | $242000.00         | $34329.67          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440   | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U3BF0194   | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $183.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR0995   | 2043-01-01      | 3.5000%  | 0.0000% | $2000.00           | $252.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1243   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1039.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1686   | 2055-05-01      | 5.0000%  | 0.0000% | $2461325.00        | $2442846.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $480402.00         | $32869.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA4413   | 2045-11-01      | 3.5000%  | 0.0000% | $175000.00         | $41373.05          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5395   | 2052-04-01      | 3.5000%  | 0.0000% | $97000.00          | $53579.55          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0838   | 2064-09-01      | 2.5000%  | 0.0000% | $14518623.00       | $11647314.77       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629   | 2052-01-01      | 2.5000%  | 0.0000% | $1598000.00        | $1023415.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $42000.00          | $24905.29          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3285   | 2034-03-01      | 4.0000%  | 0.0000% | $2996.00           | $576.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $157923.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4364   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $747.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3000   | 2051-12-01      | 2.0000%  | 0.0000% | $70000.00          | $47031.78          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2310   | 2048-09-01      | 4.5000%  | 0.0000% | $88180540.00       | $26776767.39       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $14312640.00       | $10467611.60       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2163   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $202.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6186   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $853.01            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $1300.00           | $830.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $4486100.00        | $4502831.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1106400.00        | $1142069.87        | U.S. Treasuries (including strips) |
| FEPC 06.500 CLRJ3315   | 2055-01-01      | 6.5000%  | 0.0000% | $58480.00          | $50433.68          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8355   | 2054-04-01      | 6.5000%  | 0.0000% | $235000.00         | $205128.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $23927040.00       | $23414069.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3688   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $599.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6184   | 2051-03-01      | 2.0000%  | 0.0000% | $1599000.00        | $820286.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM4386   | 2047-07-01      | 5.0000%  | 0.0000% | $72000.00          | $26163.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5059   | 2048-11-01      | 3.5000%  | 0.0000% | $100000.00         | $75936.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943   | 2052-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3938.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $836605.00         | $684635.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $630003.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914   | 2052-10-01      | 5.5000%  | 0.0000% | $82926.00          | $70361.36          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $20556.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $36551.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $15757089.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $29100648.00       | $22537713.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $51000.00          | $40799.42          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $367859.00         | $233061.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0631   | 2052-02-01      | 3.0000%  | 0.0000% | $632000.00         | $417405.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2185   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $746.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $638090.00         | $497907.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1861   | 2037-05-01      | 3.0000%  | 0.0000% | $9000.00           | $5333.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $745000.00         | $516845.48         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9530   | 2051-07-01      | 2.5000%  | 0.0000% | $27553.00          | $18323.79          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2587   | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2332.78           | Agency Mortgage-Backed Securities  |

### Security 660: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0PY6, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1D0PY6
- **C.18 - Value (incl. sponsor support):** $563000000.00
- **C.18.a - Value (excl. sponsor support):** $563000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2036-02-15      | 4.5000%  | 0.0000% | $936900.00         | $992412.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $21811900.00       | $18454181.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $1509700.00        | $1263592.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $300.00            | $236.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $11252900.00       | $10064482.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $45302400.00       | $37340292.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $800.00            | $638.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $27136400.00       | $23075015.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $5378200.00        | $5327591.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $15279300.00       | $15073182.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $740100.00         | $782244.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $3167100.00        | $3233766.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $341500.00         | $354052.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $43034200.00       | $38683644.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $25700.00          | $26631.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $50000000.00       | $36172757.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $50000000.00       | $50395545.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $799700.00         | $831967.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $5505000.00        | $5882108.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $726600.00         | $750291.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $683500.00         | $685043.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $26200.00          | $25005.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $100000000.00      | $104874964.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $80000000.00       | $80467272.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $164100.00         | $178457.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $6819000.00        | $6712175.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $50000000.00       | $52548699.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $1410100.00        | $1403433.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $5274400.00        | $4910043.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $17284100.00       | $17778153.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $50000000.00       | $48376500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $3699000.00        | $3982898.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $3653400.00        | $3808002.14        | U.S. Treasuries (including strips) |

### Security 661: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0PZ3, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1D0PZ3
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $372000.00         | $368589.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1148000.00        | $1241556.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $2838400.00        | $3217012.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $60953900.00       | $59745971.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $27134200.00       | $27455236.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $15539600.00       | $14038021.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $505000.00         | $511129.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $25538900.00       | $26262139.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $24546400.00       | $32659203.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $20141600.00       | $20732466.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $46730000.00       | $48087431.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $615075.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $300.00            | $317.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $20266800.00       | $20753889.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $84511400.00       | $86532207.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $5687900.00        | $4841848.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $12805900.00       | $10808884.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $150700.00         | $149026.18         | U.S. Treasuries (including strips) |

### Security 662: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.090000%
- **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: ARP1D0Q17, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0Q17
- **C.18 - Value (incl. sponsor support):** $728000000.00
- **C.18.a - Value (excl. sponsor support):** $728000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLCA0852   | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $302.60            | Agency Mortgage-Backed Securities         |
| GNII SF DD7533 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1012.00           | $1065.21           | Agency Mortgage-Backed Securities         |
| GNII SF CV6288 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1010.00           | $870.20            | Agency Mortgage-Backed Securities         |
| GNRA 2020-191 FA       | 2048-10-20      | 4.3743%  | 0.0000% | $1000.00           | $410.30            | Agency Collateralized Mortgage Obligation |
| GNII SF MB0624 M       | 2055-08-20      | 6.0000%  | 0.0000% | $209202095.00      | $213367150.59      | Agency Mortgage-Backed Securities         |
| GNII SF DM8694 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.29           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $298700.00         | $319824.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $106200.00         | $94324.07          | U.S. Treasuries (including strips)        |
| GNII SF MA4840 M       | 2047-11-20      | 5.0000%  | 0.0000% | $1000.00           | $110.17            | Agency Mortgage-Backed Securities         |
| GNII SF DM4400 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1044.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1300   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $606.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB1901   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.82           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4785   | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $74.39             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM3891   | 2047-08-01      | 3.0000%  | 0.0000% | $136736.00         | $23009.60          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4689   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $133.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5103   | 2047-12-01      | 3.5000%  | 0.0000% | $1006.00           | $104.60            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODF4135   | 2055-11-01      | 6.2580%  | 0.0000% | $1000.00           | $1038.49           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBH5454   | 2047-06-01      | 3.5630%  | 0.0000% | $1000.00           | $306.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 BL747076   | 2028-05-01      | 5.5000%  | 0.0000% | $1027.00           | $5.99              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9482   | 2054-11-01      | 5.5000%  | 0.0000% | $1050.00           | $992.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6096   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $991.69            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5680   | 2032-11-01      | 4.2300%  | 0.0000% | $1000.00           | $1005.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA8725 M       | 2053-03-20      | 5.0000%  | 0.0000% | $318249701.00      | $249895403.58      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5917   | 2040-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1036.44           | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $4743164.00        | $2692051.38        | Agency Mortgage-Backed Securities         |
| GNII SF CX0781 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1000.00           | $707.57            | Agency Mortgage-Backed Securities         |
| GNII SF CX0791 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $802.68            | Agency Mortgage-Backed Securities         |
| GNII SF CW3803 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1087.00           | $701.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3951   | 2050-07-01      | 3.0000%  | 0.0000% | $1021.00           | $440.32            | Agency Mortgage-Backed Securities         |
| GNII SF DD7531 C       | 2054-09-20      | 7.0000%  | 0.0000% | $3194728.00        | $3356466.91        | Agency Mortgage-Backed Securities         |
| FKAR 04.802 WVWV0105   | 2031-12-01      | 4.6510%  | 0.0000% | $172800.00         | $172424.20         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8833   | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $936.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5827   | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $928.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M       | 2052-10-20      | 5.5000%  | 0.0000% | $352493654.00      | $249887596.60      | Agency Mortgage-Backed Securities         |
| GNII SF DD7530 C       | 2054-09-20      | 7.0000%  | 0.0000% | $2075560.00        | $2184151.72        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA0596   | 2049-07-01      | 2.5000%  | 0.0000% | $1024.00           | $853.20            | Agency Mortgage-Backed Securities         |
| GNII SF CW5926 C       | 2053-08-20      | 6.5000%  | 0.0000% | $2077.00           | $1658.83           | Agency Mortgage-Backed Securities         |
| GNII SF CX0783 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1610678.00        | $1397363.49        | Agency Mortgage-Backed Securities         |
| GNII SF CV6286 C       | 2053-09-20      | 7.0000%  | 0.0000% | $4703011.00        | $4559698.47        | Agency Mortgage-Backed Securities         |
| GNII SF CV6290 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1040.00           | $892.13            | Agency Mortgage-Backed Securities         |
| GNII SF CV6243 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $761.05            | Agency Mortgage-Backed Securities         |
| GNII SF CV6233 C       | 2053-08-20      | 6.5000%  | 0.0000% | $1001.00           | $886.92            | Agency Mortgage-Backed Securities         |
| GNMI SF CR3825 X       | 2053-03-15      | 7.0000%  | 0.0000% | $1035.00           | $682.04            | Agency Mortgage-Backed Securities         |
| GNII SF CV9404 C       | 2053-08-20      | 6.5000%  | 0.0000% | $1004.00           | $818.44            | Agency Mortgage-Backed Securities         |
| GNII SF CX0785 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $803.72            | Agency Mortgage-Backed Securities         |
| GNII SF CV1284 C       | 2053-10-20      | 6.5000%  | 0.0000% | $1023.00           | $905.54            | Agency Mortgage-Backed Securities         |
| GNII SF CX0782 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1005.00           | $1023.50           | Agency Mortgage-Backed Securities         |
| GNII SF CX0790 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1008.00           | $837.38            | Agency Mortgage-Backed Securities         |
| GNMI SF CR3806 X       | 2053-02-15      | 7.0000%  | 0.0000% | $1039.00           | $1054.41           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB1700   | 2040-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1020.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0835   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $956.43            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $300.00            | $324.55            | U.S. Treasuries (including strips)        |
| FEPC 04.000 CLRA8666   | 2053-03-01      | 4.0000%  | 0.0000% | $1000.00           | $837.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2225   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $835.82            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9601   | 2051-12-01      | 2.5000%  | 0.0000% | $1127.00           | $716.01            | Agency Mortgage-Backed Securities         |
| GNII SF CL2894 C       | 2046-11-20      | 3.5000%  | 0.0000% | $1089.00           | $707.02            | Agency Mortgage-Backed Securities         |
| GNMI SF CR3819 X       | 2053-04-15      | 7.0000%  | 0.0000% | $1008.00           | $1018.56           | Agency Mortgage-Backed Securities         |
| GNII SF MA4720 M       | 2047-09-20      | 4.0000%  | 0.0000% | $1000.00           | $106.98            | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M       | 2052-08-20      | 4.0000%  | 0.0000% | $1005.00           | $750.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0864   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1053.06           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2158   | 2031-06-01      | 1.8600%  | 0.0000% | $1024.00           | $893.74            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-11-25      | 5.5718%  | 0.0000% | $16731221.00       | $13858553.01       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLQE2110   | 2052-05-01      | 4.0000%  | 0.0000% | $1051.00           | $744.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $1152.00           | $1072.27           | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8066   | 2035-08-01      | 1.5000%  | 0.0000% | $1040.00           | $375.88            | Agency Mortgage-Backed Securities         |
| GNII SF CO2646 C       | 2052-08-20      | 4.0000%  | 0.0000% | $5469792.00        | $3843972.82        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4730   | 2047-08-01      | 3.5000%  | 0.0000% | $328946.00         | $35684.43          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2946   | 2040-07-01      | 4.5000%  | 0.0000% | $1004.00           | $62.53             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODA1121   | 2053-10-01      | 3.9070%  | 0.0000% | $1000.00           | $851.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9945   | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $968.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3495   | 2048-10-01      | 4.0000%  | 0.0000% | $59392.00          | $4463.95           | Agency Mortgage-Backed Securities         |
| GNII SF CV6239 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1053.00           | $974.14            | Agency Mortgage-Backed Securities         |
| GNII SF CX0784 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1002.00           | $549.18            | Agency Mortgage-Backed Securities         |
| GNII SF CV6242 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1007.00           | $865.85            | Agency Mortgage-Backed Securities         |
| GNII SF CV6238 C       | 2053-07-20      | 7.0000%  | 0.0000% | $1000.00           | $886.59            | Agency Mortgage-Backed Securities         |
| GNII SF CV6241 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1000.00           | $859.46            | Agency Mortgage-Backed Securities         |
| GNII ET DM5597 C       | 2065-09-20      | 7.0000%  | 0.0000% | $4422339.00        | $4540591.64        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2480   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $373.41            | Agency Mortgage-Backed Securities         |
| FMAR 1B7956 G          | 2041-01-01      | 6.7260%  | 0.0000% | $8684543.00        | $77961.78          | Agency Mortgage-Backed Securities         |

### Security 663: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.090000%
- **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: ARP1D0Q33, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1D0Q33
- **C.18 - Value (incl. sponsor support):** $3206000000.00
- **C.18.a - Value (excl. sponsor support):** $3206000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $4333200.00        | $4558970.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $62600.00          | $59746.65          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $12261000.00       | $10425950.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $2199900.00        | $1200847.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $8358600.00        | $5466966.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $263500.00         | $175122.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $743400.00         | $612743.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $8048300.00        | $6420470.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $13149600.00       | $9661197.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $9998600.00        | $7150076.75        | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2054-12-25      | 5.4218%  | 0.0000% | $50000000.00       | $33683734.88       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-11-25      | 5.5418%  | 0.0000% | $50000000.00       | $33922315.15       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-05-25      | 4.9218%  | 0.0000% | $28291937.00       | $24148524.11       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $250876500.00      | $249960146.31      | U.S. Treasuries (including strips)        |
| Fannie Mae             | 2054-12-25      | 5.4718%  | 0.0000% | $47638589.00       | $36566184.11       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $17075000.00       | $16032647.47       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $20235400.00       | $13246898.96       | U.S. Treasuries (including strips)        |
| Fannie Mae             | 2055-08-25      | 5.1718%  | 0.0000% | $38968685.00       | $38345883.87       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.5718%  | 0.0000% | $50000000.00       | $27026781.84       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 5.5718%  | 0.0000% | $57517284.00       | $50214713.00       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $229300.00         | $168554.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $762300.00         | $666743.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $418700.00         | $314209.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $672200.00         | $562619.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $2948800.00        | $3099263.58        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $26900.00          | $28493.87          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $2096900.00        | $2303363.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $10705100.00       | $9622864.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $4487200.00        | $4512243.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $240800.00         | $215369.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $364300.00         | $367181.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $322400.00         | $323757.20         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $319300.00         | $340255.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $7001900.00        | $7481550.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $204900.00         | $213167.61         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $7319000.00        | $7557640.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $116439200.00      | $121926516.31      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $1365200.00        | $1080264.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $242857900.00      | $249999981.27      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $420700.00         | $441208.98         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $8861600.00        | $8658899.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $6932000.00        | $7161608.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $656200.00         | $691617.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $151800.00         | $155688.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $247497500.00      | $249999924.10      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $12139800.00       | $7718482.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $14867200.00       | $11299391.56       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $4988200.00        | $4675596.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $13162800.00       | $9522695.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $2223700.00        | $1997279.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $8354800.00        | $7746116.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $27723500.00       | $22064591.89       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $2717500.00        | $2303168.26        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $247635200.00      | $249940606.16      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $14200.00          | $11172.58          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $338800.00         | $301563.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $255139200.00      | $249999950.51      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $222096600.00      | $225843651.86      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $13000.00          | $13470.98          | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2055-03-25      | 5.1718%  | 0.0000% | $40845313.00       | $37412566.82       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $24700800.00       | $18310936.67       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $4260000.00        | $3299103.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3315700.00        | $2571188.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $807500.00         | $642126.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $3264000.00        | $2558028.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $3004700.00        | $2288753.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $241104800.00      | $247592389.99      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $683300.00         | $703985.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $5926300.00        | $5646517.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $1413200.00        | $1051441.25        | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2054-02-25      | 5.4218%  | 0.0000% | $50000000.00       | $34571115.49       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $168700.00         | $178306.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $296600.00         | $328361.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $5200.00           | $5782.71           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $240300.00         | $250468.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $2014200.00        | $2088235.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $76600100.00       | $53258380.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $1203700.00        | $1229037.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $4671000.00        | $4627667.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $3429000.00        | $2873713.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $144254300.00      | $86615550.14       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $2604300.00        | $1596432.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $18410100.00       | $18517631.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $6946900.00        | $7301011.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $2310700.00        | $2299775.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $7754000.00        | $5036874.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $13928600.00       | $10700058.92       | U.S. Treasuries (including strips)        |
| GNRA 2023-152 FJ       | 2053-10-20      | 5.2489%  | 0.0000% | $75000000.00       | $25190240.08       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $39185900.00       | $30718776.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $61600.00          | $58369.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $3509800.00        | $3454816.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $4007500.00        | $4358122.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $3629600.00        | $3695353.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $14200.00          | $14160.39          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $96100.00          | $95966.70          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $332200.00         | $331685.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $757400.00         | $815530.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $3794800.00        | $3810886.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $831100.00         | $889162.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $151400.00         | $88615.91          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $32131700.00       | $24216152.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $7820900.00        | $3901361.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $6696400.00        | $5166739.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $54260200.00       | $44279742.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $79608600.00       | $52942338.17       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $13392000.00       | $9706822.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $23423100.00       | $16867439.59       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $11192000.00       | $8003177.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $5065800.00        | $4328326.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $13200.00          | $12148.51          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $4507500.00        | $2590971.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $86661000.00       | $80757339.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $8605500.00        | $7296801.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $18107000.00       | $18403878.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $248602000.00      | $249964476.31      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $43745600.00       | $41442672.32       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $233700.00         | $240380.14         | U.S. Treasuries (including strips)        |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2861%  | 0.0000% | $42659798.00       | $37501652.51       | Agency Collateralized Mortgage Obligation |

### Security 664: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0Q41, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1D0Q41
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMGEN INC                      SR GLBL NT 28       | 2028-08-15      | 1.6500%  | 0.0000% | $26000.00          | $24586.66          | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT3.9%52    | 2052-02-28      | 3.9000%  | 0.0000% | $509000.00         | $393268.67         | Corporate Debt Securities                         |
| COLGATE PALMOLIVE CO           FR 4%081545         | 2045-08-15      | 4.0000%  | 0.0000% | $1000.00           | $876.64            | Corporate Debt Securities                         |
| CANTOR FITZGERALD L P          SR GLBL 144A 28     | 2028-12-12      | 7.2000%  | 0.0000% | $30000.00          | $32911.80          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2016-4          B2     20560725 FLT | 2056-07-25      | 3.9701%  | 0.0000% | $100270.00         | $96769.83          | Private Label Collateralized Mortgage Obligations |
| SHELL FIN US INC               SR GLBL NT 30       | 2030-04-06      | 2.7500%  | 0.0000% | $64000.00          | $61212.30          | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $58000.00          | $58471.29          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR NT 3.6%35        | 2035-03-01      | 3.6000%  | 0.0000% | $1076000.00        | $1011160.24        | Corporate Debt Securities                         |
| IQVIA INC                      SR GLBL 144A 27     | 2027-05-15      | 5.0000%  | 0.0000% | $236000.00         | $236121.67         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 34     | 2034-03-01      | 6.3750%  | 0.0000% | $208000.00         | $219728.34         | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018-ASHF      B      20350416 FLT | 2035-04-16      | 5.3810%  | 0.0000% | $350000.00         | $348942.70         | Private Label Collateralized Mortgage Obligations |
| ASCENSION HEALTH ALLIANCE      SR -2019B BD 39     | 2039-11-15      | 3.1060%  | 0.0000% | $101000.00         | $81414.24          | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           SNR NPF GLBL 30     | 2030-01-17      | 5.5650%  | 0.0000% | $200000.00         | $213338.08         | Corporate Debt Securities                         |
| BRIGHTSTAR LOTTERY PLC         SR SEC GLBL 29      | 2029-01-15      | 5.2500%  | 0.0000% | $320000.00         | $325320.27         | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31       | 2031-03-12      | 5.2310%  | 0.0000% | $5917000.00        | $6071334.43        | Corporate Debt Securities                         |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 44       | 2044-07-15      | 5.4500%  | 0.0000% | $1161000.00        | $1161969.11        | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT 26       | 2026-02-15      | 4.7500%  | 0.0000% | $126000.00         | $127585.12         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27       | 2027-11-15      | 3.9500%  | 0.0000% | $235000.00         | $231786.70         | Corporate Debt Securities                         |
| ONE NEW YORK PLAZATR 2020-1NYP A      20360115 FLT | 2036-01-15      | 5.0235%  | 0.0000% | $696000.00         | $669422.70         | Private Label Collateralized Mortgage Obligations |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.625%32    | 2032-03-24      | 3.6250%  | 0.0000% | $250000.00         | $240141.11         | Corporate Debt Securities                         |
| MF1 LLC 2024-FL16              B      20391118 FLT | 2039-11-18      | 6.1046%  | 0.0000% | $695271.00         | $677391.21         | Private Label Collateralized Mortgage Obligations |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $208000.00         | $192589.80         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 47    | 2047-05-01      | 5.3750%  | 0.0000% | $3000.00           | $2530.41           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-05-01      | 2.5610%  | 0.0000% | $1000.00           | $912.69            | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 4.4510%  | 0.0000% | $521000.00         | $476029.41         | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR REGS NT 31       | 2031-04-15      | 8.2500%  | 0.0000% | $8000.00           | $8487.79           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829     | 2029-10-18      | 4.1330%  | 0.0000% | $1000.00           | $1004.31           | Corporate Debt Securities                         |
| HUDBAY MINERALS INC            SR GLBL 144A 29     | 2029-04-01      | 6.1250%  | 0.0000% | $17000.00          | $17376.68          | Corporate Debt Securities                         |
| ILLINOIS TOOL WKS INC          SR GLBL NT 26       | 2026-11-15      | 2.6500%  | 0.0000% | $290000.00         | $287125.21         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $14239000.00       | $14797605.86       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $5940000.00        | $6677573.92        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.95%31     | 2031-03-15      | 4.9500%  | 0.0000% | $151000.00         | $158433.35         | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2024-NQM4   M-1    20690825 FLT | 2069-08-25      | 5.9290%  | 0.0000% | $927887.00         | $1024160.42        | Private Label Collateralized Mortgage Obligations |
| KELLANOVA                      SR GLBL NT2.1%30    | 2030-06-01      | 2.1000%  | 0.0000% | $1122000.00        | $1038225.87        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.889%072033     | 2033-07-20      | 4.8890%  | 0.0000% | $2527000.00        | $2633091.32        | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT 4%49     | 2049-06-14      | 4.0000%  | 0.0000% | $596000.00         | $497428.88         | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 50       | 2050-05-01      | 3.1500%  | 0.0000% | $1267000.00        | $848310.35         | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 27       | 2027-09-13      | 6.4960%  | 0.0000% | $927000.00         | $955656.66         | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.5%29    | 2029-03-15      | 4.5000%  | 0.0000% | $4000.00           | $4053.70           | Corporate Debt Securities                         |
| AETHON UTD BR LP / AETHON UTD  SR 144A NT7.5%29    | 2029-10-01      | 7.5000%  | 0.0000% | $64000.00          | $67305.92          | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL COCO 27     | 2027-09-13      | 6.0174%  | 0.0000% | $200000.00         | $204600.74         | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FR 5.684%022326     | 2026-02-23      | 5.6840%  | 0.0000% | $75000.00          | $76354.46          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 37    | 2037-11-30      | 6.3500%  | 0.0000% | $5916000.00        | $6788475.25        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 31     | 2031-03-11      | 2.1500%  | 0.0000% | $6250000.00        | $5716866.32        | Corporate Debt Securities                         |
| CK HUTCHINSON INTL 24 II LTD   SR REGS NT 34       | 2034-09-13      | 4.7500%  | 0.0000% | $494000.00         | $501368.42         | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GROUP CO LTD FR 2.875%           | 2500-12-31      | 2.8750%  | 0.0000% | $485000.00         | $480178.02         | Corporate Debt Securities                         |
| BGC GROUP INC                  CR SEN SR GLBL30    | 2030-04-02      | 6.1500%  | 0.0000% | $50000.00          | $52063.33          | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         C      20390715 FLT | 2039-07-15      | 6.6030%  | 0.0000% | $3107500.00        | $3103856.68        | Private Label Collateralized Mortgage Obligations |
| DATA MTG TR 2023-CNTR          B      20430812 FLT | 2043-08-12      | 5.9190%  | 0.0000% | $2306000.00        | $2307527.17        | Private Label Collateralized Mortgage Obligations |
| CLEARWAY ENERGY OPER LLC       SR GLBL 144A 28     | 2028-03-15      | 4.7500%  | 0.0000% | $3000.00           | $3022.81           | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL1         A1     20400525 FLT | 2040-05-25      | 5.8110%  | 0.0000% | $1408586.00        | $1421984.82        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2024-4       A-7-A  20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $44832.00          | $46353.51          | Private Label Collateralized Mortgage Obligations |
| FORTIS INC                     3.055%26            | 2026-10-04      | 3.0550%  | 0.0000% | $426000.00         | $423952.01         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT | 2056-10-25      | 3.7500%  | 0.0000% | $120595.00         | $117696.68         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6          M2     20580325 FLT | 2058-03-25      | 3.7500%  | 0.0000% | $1051888.00        | $914013.36         | Private Label Collateralized Mortgage Obligations |
| 225 LIBERTY STR TR 2016-225L   A      20360212 3.5 | 2036-02-12      | 3.5970%  | 0.0000% | $266582.00         | $261968.73         | Private Label Collateralized Mortgage Obligations |
| PROLOGIS L P                   SR GLBL NT 28       | 2028-09-15      | 3.8750%  | 0.0000% | $11000.00          | $11079.06          | Corporate Debt Securities                         |
| SUMITOMO MITSUI TR BK LTD      FR 4.35%091130      | 2030-09-11      | 4.3500%  | 0.0000% | $1000000.00        | $1018064.17        | Corporate Debt Securities                         |
| HYUNDAI CAP SVCS INC           FR 1.25%020826      | 2026-02-08      | 1.2500%  | 0.0000% | $599000.00         | $597604.00         | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 29       | 2029-04-28      | 4.9407%  | 0.0000% | $506000.00         | $511661.74         | Corporate Debt Securities                         |
| KEB HANA BANK                  FR 3.5%             | 2500-12-31      | 3.5000%  | 0.0000% | $500000.00         | $496960.83         | Corporate Debt Securities                         |
| OPEN TRUST 2023-AIR            D      20401115 FLT | 2040-11-15      | 10.6427% | 0.0000% | $905450.00         | $727595.14         | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2025-HOME1            A-3    20600225 FLT | 2060-02-25      | 6.0020%  | 0.0000% | $1326900.00        | $1192587.16        | Private Label Collateralized Mortgage Obligations |
| WRKCO INC                      4.2%32              | 2032-06-01      | 4.2000%  | 0.0000% | $16000.00          | $15956.48          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533     | 2033-07-25      | 4.8970%  | 0.0000% | $1963000.00        | $2040639.43        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               LW TIER II 36       | 2036-06-10      | 5.0430%  | 0.0000% | $999000.00         | $1003651.84        | Corporate Debt Securities                         |
| HARTFORD INSURANCE GROUP INC   SR NT 6.625%40      | 2040-03-30      | 6.6250%  | 0.0000% | $1523000.00        | $1774452.80        | Corporate Debt Securities                         |
| GAP INC                        SR GLBL 144A 29     | 2029-10-01      | 3.6250%  | 0.0000% | $796000.00         | $760633.39         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 29       | 2029-06-01      | 3.3750%  | 0.0000% | $294000.00         | $293471.90         | Corporate Debt Securities                         |
| RWE FINANCE US LLC             SR 144A NT 54       | 2054-04-16      | 6.2500%  | 0.0000% | $2117000.00        | $2213242.35        | Corporate Debt Securities                         |
| SG RESDTL MRTG TR 2022-2       A-1    20620825 FLT | 2062-08-25      | 5.3530%  | 0.0000% | $2325690.00        | $1722878.18        | Private Label Collateralized Mortgage Obligations |
| SPIRIT AEROSYSTEMS INC         1LIEN GLBL 29       | 2029-11-30      | 9.3750%  | 0.0000% | $1114000.00        | $1217862.86        | Corporate Debt Securities                         |
| LEHMAN XS TRUST 2007-16N       1-A1   20470925 FLT | 2047-09-25      | 5.0088%  | 0.0000% | $61415.00          | $7446.24           | Private Label Collateralized Mortgage Obligations |
| KBC GROUP NV                   FR 4.454%092331     | 2031-09-23      | 4.4540%  | 0.0000% | $85000.00          | $85722.67          | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NEGARA PT   FR 3.875%071729     | 2029-07-17      | 3.8750%  | 0.0000% | $2377000.00        | $2358651.21        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 41       | 2041-04-22      | 3.1090%  | 0.0000% | $621000.00         | $498482.29         | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM11           A-3    20650525 FLT | 2065-05-25      | 5.7720%  | 0.0000% | $104876.00         | $98645.25          | Private Label Collateralized Mortgage Obligations |
| UNILEVER CAP CORP              SR GLBL NT 29       | 2029-09-06      | 2.1250%  | 0.0000% | $5522000.00        | $5217408.01        | Corporate Debt Securities                         |
| BROWN & BROWN INC              SR GLBL NT4.6%26    | 2026-12-23      | 4.6000%  | 0.0000% | $2013000.00        | $2062369.94        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 28       | 2028-05-10      | 4.9270%  | 0.0000% | $51000.00          | $51656.55          | Corporate Debt Securities                         |
| EMD FINANCE LLC                SR 144A NT 28       | 2028-08-15      | 4.1250%  | 0.0000% | $1000.00           | $1013.62           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $68000.00          | $81289.37          | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 50       | 2050-03-19      | 4.3270%  | 0.0000% | $527000.00         | $457000.39         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 1.5%31      | 2031-02-15      | 1.5000%  | 0.0000% | $3789000.00        | $3315608.66        | Corporate Debt Securities                         |
| CVS LEASE BACKED PASS THRU TR  SR GLBL 144A 31     | 2031-07-10      | 8.3530%  | 0.0000% | $2000.00           | $961.67            | Corporate Debt Securities                         |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $112552.00         | $71224.44          | Private Label Collateralized Mortgage Obligations |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $28000.00          | $27483.25          | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FIN LLC  SR NT 7.5%38        | 2038-09-15      | 7.5000%  | 0.0000% | $350000.00         | $429564.92         | Corporate Debt Securities                         |
| BSPRT ISSUER 2024-FL11         B      20390715 FLT | 2039-07-15      | 6.2530%  | 0.0000% | $2835500.00        | $2834679.48        | Private Label Collateralized Mortgage Obligations |
| APPLE INC                      SR GLBL NT 46       | 2046-02-23      | 4.6500%  | 0.0000% | $905000.00         | $863054.00         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.05%061234      | 2034-06-12      | 5.0500%  | 0.0000% | $14000.00          | $14894.27          | Corporate Debt Securities                         |
| SOCIETE GENERALE               VR 052225-052229    | 2029-05-22      | 5.4456%  | 0.0000% | $2502000.00        | $2521070.49        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-11-01      | 5.6500%  | 0.0000% | $172000.00         | $182004.81         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.491%102334     | 2034-10-23      | 6.4910%  | 0.0000% | $592000.00         | $665509.05         | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-1    20531125 FLT | 2053-11-25      | 6.5000%  | 0.0000% | $1473520.00        | $954894.68         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C27      B      20471217 FLT | 2047-12-17      | 4.4942%  | 0.0000% | $236197.00         | $233450.17         | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36       | 2036-10-21      | 4.9390%  | 0.0000% | $110000.00         | $111190.88         | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILDA BANKEN  FR 4.5%090330       | 2030-09-03      | 4.5000%  | 0.0000% | $2129000.00        | $2166864.27        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.21%042028      | 2028-04-20      | 4.2100%  | 0.0000% | $3090000.00        | $3108675.62        | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $241000.00         | $230980.73         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL 144A 37     | 2037-07-02      | 5.4010%  | 0.0000% | $21000.00          | $21971.34          | Corporate Debt Securities                         |
| METLIFE REINS CO CHARLESTON    SR SEC FL 144A42    | 2042-12-31      | 4.8017%  | 0.0000% | $44200000.00       | $10902670.11       | Corporate Debt Securities                         |
| MORGAN STANLEY RESIDENTIAL 202 A-1    20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $6854424.00        | $3487990.08        | Private Label Collateralized Mortgage Obligations |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28       | 2028-01-15      | 4.8750%  | 0.0000% | $53000.00          | $53986.88          | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 32     | 2032-03-01      | 6.8750%  | 0.0000% | $230000.00         | $242963.85         | Corporate Debt Securities                         |

### Security 665: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0Q82, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1D0Q82
- **C.18 - Value (incl. sponsor support):** $63915277.00
- **C.18.a - Value (excl. sponsor support):** $63915277.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2051-02-15      | 1.8750%  | 0.0000% | $111420900.00      | $65215751.84       | U.S. Treasuries (including strips) |

### Security 666: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0QC3, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1D0QC3
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC                     COM          | 2500-12-31      | N/A      | 0.0000% | $49415.00          | $11249818.90       | Equities   |
| AMAZON COM INC                 COM          | 2500-12-31      | N/A      | 0.0000% | $49092.00          | $11249922.72       | Equities   |
| MKS INC.                       COM          | 2500-12-31      | N/A      | 0.0000% | $74003.00          | $11249936.06       | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $10187.00          | $11249911.58       | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $13366.00          | $5701668.28        | Equities   |
| NVIDIA CORPORATION             COM          | 2500-12-31      | N/A      | 0.0000% | $62409.00          | $11249846.34       | Equities   |
| EQUINIX INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $14991.00          | $11249396.31       | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $139526.00         | $11249981.38       | Equities   |
| META PLATFORMS INC             CL A         | 2500-12-31      | N/A      | 0.0000% | $17755.00          | $11249745.55       | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $126004.00         | $1401164.48        | Equities   |
| IMAX CORP                      COM          | 2500-12-31      | N/A      | 0.0000% | $192608.00         | $7103383.04        | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $28296.00          | $11249640.72       | Equities   |
| COSTAR GROUP INC               COM          | 2500-12-31      | N/A      | 0.0000% | $165880.00         | $11249981.60       | Equities   |
| ALPHABET INC                   CAP STK CL A | 2500-12-31      | N/A      | 0.0000% | $35161.00          | $11249761.95       | Equities   |
| BANK AMERICA CORP              COM          | 2500-12-31      | N/A      | 0.0000% | $49669.00          | $2631960.31        | Equities   |
| UNITEDHEALTH GROUP INC         COM          | 2500-12-31      | N/A      | 0.0000% | $34120.00          | $11249705.20       | Equities   |
| SHERWIN WILLIAMS CO            COM          | 2500-12-31      | N/A      | 0.0000% | $8037.00           | $2759825.43        | Equities   |
| MICRON TECHNOLOGY INC          COM          | 2500-12-31      | N/A      | 0.0000% | $41934.00          | $9655722.84        | Equities   |
| SCHWAB CHARLES CORP            COM          | 2500-12-31      | N/A      | 0.0000% | $122549.00         | $11249998.20       | Equities   |
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $76023.00          | $11249883.54       | Equities   |
| PROGRESSIVE CORP               COM          | 2500-12-31      | N/A      | 0.0000% | $49094.00          | $11249890.10       | Equities   |
| MASTERCARD INCORPORATED        CL A         | 2500-12-31      | N/A      | 0.0000% | $20644.00          | $11249534.92       | Equities   |
| FEDEX CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $40785.00          | $11249726.55       | Equities   |
| GRANITE CONSTR INC             COM          | 2500-12-31      | N/A      | 0.0000% | $105584.00         | $11249975.20       | Equities   |
| VISA INC                       COM CL A     | 2500-12-31      | N/A      | 0.0000% | $33703.00          | $11249724.37       | Equities   |

### Security 667: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.090000%
- **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: ARP1D0QP4, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1D0QP4
- **C.18 - Value (incl. sponsor support):** $405000000.00
- **C.18.a - Value (excl. sponsor support):** $405000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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% | $72426000.00       | $74455112.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $25400.00          | $25513.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $390900.00         | $387289.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $26200.00          | $24304.00          | U.S. Treasuries (including strips) |
| FNMS 03.000 CNMA3735   | 2029-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $80086.70          | Agency Mortgage-Backed Securities  |
| GNMI SP 781431 X       | 2032-04-15      | 7.0000%  | 0.0000% | $29921100.00       | $47810.58          | Agency Mortgage-Backed Securities  |
| GNII JM 004309 M       | 2038-12-20      | 5.5000%  | 0.0000% | $50458600.00       | $32643.27          | Agency Mortgage-Backed Securities  |
| GNII JM 004673 M       | 2040-04-20      | 4.5000%  | 0.0000% | $2526300.00        | $41944.12          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $92900.00          | $91522.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $42600.00          | $87340.73          | U.S. Treasuries (including strips) |
| GNII SF MA4322 M       | 2047-03-20      | 4.0000%  | 0.0000% | $161181.00         | $14277.70          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0996   | 2048-01-01      | 3.5000%  | 0.0000% | $49999.00          | $11977.67          | Agency Mortgage-Backed Securities  |
| GNII SF MA5080 M       | 2048-03-20      | 5.0000%  | 0.0000% | $556000.00         | $43615.40          | Agency Mortgage-Backed Securities  |
| GNII JM MA1989 M       | 2044-05-20      | 5.0000%  | 0.0000% | $3867000.00        | $64428.96          | Agency Mortgage-Backed Securities  |
| GNII JM 004849 M       | 2040-11-20      | 4.0000%  | 0.0000% | $1198200.00        | $27881.62          | Agency Mortgage-Backed Securities  |
| GNII JM 004691 M       | 2040-05-20      | 4.5000%  | 0.0000% | $27305900.00       | $19670.73          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $468500.00         | $518195.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $85600.00          | $91662.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $50100.00          | $51808.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $219000.00         | $227543.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $219600.00         | $285085.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $137800.00         | $140538.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $85000.00          | $94295.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $53000.00          | $54651.28          | U.S. Treasuries (including strips) |
| FEPC 07.000 CLZS0584   | 2031-09-01      | 7.0000%  | 0.0000% | $24358900.00       | $12421.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA2073   | 2028-06-01      | 5.0000%  | 0.0000% | $12441900.00       | $22568.11          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA2052   | 2028-02-01      | 5.0000%  | 0.0000% | $9857000.00        | $18096.31          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0847   | 2032-08-01      | 7.0000%  | 0.0000% | $3586700.00        | $12679.33          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $85600.00          | $103071.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $239300.00         | $243085.71         | U.S. Treasuries (including strips) |
| FEPC 06.500 4UZL1017   | 2029-08-01      | 6.5000%  | 0.0000% | $39999400.00       | $27325.14          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ4478   | 2029-03-01      | 6.0000%  | 0.0000% | $155889000.00      | $273907.78         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4117   | 2047-08-01      | 4.5000%  | 0.0000% | $1213300.00        | $308152.46         | Agency Mortgage-Backed Securities  |
| GNII SF BK3490 C       | 2048-11-20      | 5.0000%  | 0.0000% | $3736200.00        | $142648.34         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $97300.00          | $100327.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $62400.00          | $63296.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $54300.00          | $55885.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.0254%  | 0.0000% | $33000.00          | $33107.68          | U.S. Treasuries (including strips) |
| FNMS 05.500 CLDF6383   | 2055-12-01      | 5.5000%  | 0.0000% | $302263.00         | $308381.11         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $70300.00          | $115385.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $264000.00         | $281223.50         | U.S. Treasuries (including strips) |
| GNMI SF BD7135 X       | 2047-12-15      | 4.0000%  | 0.0000% | $147400.00         | $18451.89          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $100500.00         | $103492.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $124400.00         | $114078.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $99999800.00       | $89578289.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $55646500.00       | $59196375.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $103301000.00      | $139199663.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $427700.00         | $431447.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $86900.00          | $89449.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $15030900.00       | $15436865.96       | U.S. Treasuries (including strips) |
| GNMI SP 781328 X       | 2031-09-15      | 7.0000%  | 0.0000% | $37497600.00       | $48895.59          | Agency Mortgage-Backed Securities  |
| GNII JM 004216 M       | 2038-08-20      | 6.0000%  | 0.0000% | $35999000.00       | $51485.74          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $17224000.00       | $17660922.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $21200.00          | $21675.31          | U.S. Treasuries (including strips) |
| GNMI SF 587122 X       | 2032-06-15      | 7.0000%  | 0.0000% | $5905000.00        | $11238.87          | Agency Mortgage-Backed Securities  |
| GNII JM 004284 M       | 2038-11-20      | 5.5000%  | 0.0000% | $33213800.00       | $42837.47          | Agency Mortgage-Backed Securities  |
| GNII SF 004577 M       | 2039-11-20      | 4.5000%  | 0.0000% | $840100.00         | $30270.41          | Agency Mortgage-Backed Securities  |
| GNII JM 005118 M       | 2041-03-20      | 4.5000%  | 0.0000% | $1286000.00        | $26010.27          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $20000.00          | $13246.20          | U.S. Treasuries (including strips) |
| GNII SF 002698 M       | 2029-01-20      | 5.5000%  | 0.0000% | $6454400.00        | $13444.09          | Agency Mortgage-Backed Securities  |
| GNMI SP 781300 X       | 2031-06-15      | 7.0000%  | 0.0000% | $13299400.00       | $14695.84          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $310000.00         | $320123.02         | U.S. Treasuries (including strips) |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $1313300.00        | $112836.99         | Agency Mortgage-Backed Securities  |
| GNII JM MA4580 M       | 2047-07-20      | 4.5000%  | 0.0000% | $14246700.00       | $240378.50         | Agency Mortgage-Backed Securities  |
| GNII SF 005031 M       | 2041-04-20      | 5.5000%  | 0.0000% | $2192000.00        | $86557.61          | Agency Mortgage-Backed Securities  |
| GNII SF 005091 M       | 2026-06-20      | 4.5000%  | 0.0000% | $6787200.00        | $11871.65          | Agency Mortgage-Backed Securities  |
| GNII JM 004919 M       | 2041-01-20      | 4.5000%  | 0.0000% | $9999900.00        | $226665.46         | Agency Mortgage-Backed Securities  |
| GNII JM 004880 M       | 2040-12-20      | 4.5000%  | 0.0000% | $5350000.00        | $120893.10         | Agency Mortgage-Backed Securities  |
| GNII JM MA5808 M       | 2049-02-20      | 4.5000%  | 0.0000% | $23410500.00       | $823550.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0449   | 2029-06-01      | 6.5000%  | 0.0000% | $39194600.00       | $21392.33          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0297   | 2035-03-01      | 3.0000%  | 0.0000% | $46100.00          | $13594.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA5476   | 2035-03-01      | 3.5000%  | 0.0000% | $3797600.00        | $1129638.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6821   | 2054-09-01      | 5.5000%  | 0.0000% | $1777000.00        | $1811091.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3VZT1926   | 2043-11-01      | 3.0000%  | 0.0000% | $64500.00          | $19016.40          | Agency Mortgage-Backed Securities  |
| GNII SF MA3378 M       | 2045-12-20      | 4.5000%  | 0.0000% | $196900.00         | $14960.88          | Agency Mortgage-Backed Securities  |
| GNII JM MA4771 M       | 2047-10-20      | 4.5000%  | 0.0000% | $504400.00         | $12893.35          | Agency Mortgage-Backed Securities  |
| GNMI SF 545820 X       | 2031-06-15      | 7.0000%  | 0.0000% | $8389700.00        | $29823.97          | Agency Mortgage-Backed Securities  |
| GNMI SP 781469 X       | 2032-04-15      | 7.0000%  | 0.0000% | $9684200.00        | $15065.63          | Agency Mortgage-Backed Securities  |
| GNMI SP 781449 X       | 2032-05-15      | 7.0000%  | 0.0000% | $44194900.00       | $69454.12          | Agency Mortgage-Backed Securities  |
| GNMI SP 783996 X       | 2044-06-15      | 5.0000%  | 0.0000% | $204000.00         | $28508.31          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $55000.00          | $53005.31          | U.S. Treasuries (including strips) |
| GNII SF MA8491 M       | 2052-12-20      | 5.5000%  | 0.0000% | $18619.00          | $12744.43          | Agency Mortgage-Backed Securities  |
| GNII SF 004802 M       | 2040-09-20      | 5.0000%  | 0.0000% | $557000.00         | $22183.49          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8500   | 2035-07-01      | 2.5000%  | 0.0000% | $141900.00         | $51294.85          | Agency Mortgage-Backed Securities  |
| GNMI SF 569898 X       | 2032-06-15      | 7.0000%  | 0.0000% | $7455900.00        | $11432.05          | Agency Mortgage-Backed Securities  |
| GNMI SP 782696 X       | 2039-06-15      | 5.0000%  | 0.0000% | $2438200.00        | $82993.84          | Agency Mortgage-Backed Securities  |
| GNMI SP 780878 X       | 2027-12-15      | 8.0000%  | 0.0000% | $99729100.00       | $17451.30          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA2055   | 2028-03-01      | 5.0000%  | 0.0000% | $25467600.00       | $61446.02          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA2058   | 2028-04-01      | 5.0000%  | 0.0000% | $9260200.00        | $21736.90          | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $3933600.00        | $2924726.74        | Agency Mortgage-Backed Securities  |
| GNMI SF 538243 X       | 2031-09-15      | 7.0000%  | 0.0000% | $14268500.00       | $12021.03          | Agency Mortgage-Backed Securities  |
| GNMI SF 462421 X       | 2027-12-15      | 7.0000%  | 0.0000% | $95307700.00       | $10572.82          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-31      | 3.9854%  | 0.0000% | $678700.00         | $680981.14         | U.S. Treasuries (including strips) |
| GNII SF MA6045 M       | 2038-08-20      | 6.5000%  | 0.0000% | $141000.00         | $11400.95          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $230400.00         | $302979.08         | U.S. Treasuries (including strips) |
| GNMI SF 462764 X       | 2028-06-15      | 7.0000%  | 0.0000% | $3700000.00        | $11361.20          | Agency Mortgage-Backed Securities  |
| GNII JM MA5867 M       | 2049-02-20      | 4.5000%  | 0.0000% | $8273400.00        | $605681.92         | Agency Mortgage-Backed Securities  |
| GNII JM MA5702 M       | 2049-01-20      | 5.0000%  | 0.0000% | $640400.00         | $17817.90          | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $11310000.00       | $1798244.62        | Agency Mortgage-Backed Securities  |
| GNMI SF 580979 X       | 2032-02-15      | 6.0000%  | 0.0000% | $10306100.00       | $31173.97          | Agency Mortgage-Backed Securities  |
| GNMI SF 604201 X       | 2033-04-15      | 6.0000%  | 0.0000% | $7383300.00        | $16097.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA5194 M       | 2048-04-20      | 5.0000%  | 0.0000% | $2827000.00        | $212008.17         | Agency Mortgage-Backed Securities  |

### Security 668: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0R32, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1D0R32
- **C.18 - Value (incl. sponsor support):** $1760000000.00
- **C.18.a - Value (excl. sponsor support):** $1760000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $57494200.00       | $50287115.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $47398500.00       | $44505033.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $81630000.00       | $73377589.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $17905000.00       | $18553680.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $65319000.00       | $68651925.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $17928400.00       | $18990687.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $28940100.00       | $27126464.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $135776000.00      | $88884378.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $16080600.00       | $16519192.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $2288900.00        | $2408157.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $140010000.00      | $90948256.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $175624500.00      | $95867191.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $124945700.00      | $91799374.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $71355900.00       | $59723635.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $82851300.00       | $85204619.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $2455500.00        | $1931990.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $37155000.00       | $30320821.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $12408600.00       | $9867360.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $97623000.00       | $76508100.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1748100.00        | $1801020.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $10695900.00       | $11304965.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $15996900.00       | $17789504.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $45000.00          | $45947.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $1294500.00        | $1364368.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $95850000.00       | $81273426.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $28402900.00       | $27753212.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $25001000.00       | $26641804.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $1060500.00        | $1090813.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $50238400.00       | $53679877.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $5695100.00        | $5719074.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $41071000.00       | $32498921.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $2071900.00        | $2069026.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $8890600.00        | $6402297.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $76366900.00       | $76539346.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $34918000.00       | $36697909.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $3200.00           | $3032.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $88045200.00       | $95748413.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $116757000.00      | $115673847.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $4998000.00        | $5347173.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $58476500.00       | $62964570.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $111071800.00      | $113083954.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $3024200.00        | $3135360.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2128800.00        | $2125505.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $1000.00           | $1032.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $4778800.00        | $2383846.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $81200000.00       | $61196624.50       | U.S. Treasuries (including strips) |

### Security 669: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0RA6, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1D0RA6
- **C.18 - Value (incl. sponsor support):** $2816000000.00
- **C.18.a - Value (excl. sponsor support):** $2816000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $12115700.00       | $12467164.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $92808600.00       | $94889401.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $411000.00         | $322107.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $173900.00         | $173711.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $41584300.00       | $41699743.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $74995000.00       | $80764661.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $216.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $550100.00         | $348022.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $19000000.00       | $18036941.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $2019300.00        | $2575614.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $700.00            | $744.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $120293200.00      | $119418787.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $6965700.00        | $7204607.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $147215000.00      | $142479621.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $29000000.00       | $30850006.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $100999400.00      | $105353947.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $15776500.00       | $15337156.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $2000.00           | $4251.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-24      | 0.0000%  | 0.0000% | $37167400.00       | $36733173.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $18270900.00       | $21890262.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $29280500.00       | $30619234.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $245760100.00      | $249478017.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $69.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $418900.00         | $300549.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $8000000.00        | $7992721.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $1996400.00        | $2055836.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $1084000.00        | $1126290.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $44556400.00       | $45556345.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $49068000.00       | $49559460.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $55412200.00       | $57176156.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $244011000.00      | $249716103.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9404%  | 0.0000% | $532000.00         | $533567.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $46000.00          | $46636.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $982000.00         | $1014267.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $190937500.00      | $194139220.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $445000.00         | $493663.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $17900.00          | $17979.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100000000.00      | $98151075.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $16661000.00       | $16723138.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $48231400.00       | $49639683.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $25000000.00       | $24799878.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100000.00         | $71196.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $400.00            | $292.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $25000000.00       | $24806503.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $7543500.00        | $8074063.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $204100.00         | $132204.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $130900.00         | $127934.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1000.00           | $947.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $900000.00         | $888799.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $4000000.00        | $4202951.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1423100.00        | $1539075.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $11926900.00       | $14051528.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $215000.00         | $276440.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $76000.00          | $74700.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $18717400.00       | $16908753.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $50100.00          | $49749.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $243000.00         | $242025.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $305600.00         | $223666.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $21400.00          | $13941.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $157300.00         | $154182.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $329.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $232500.00         | $266275.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $7900.00           | $12452.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1000000.00        | $1016486.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $800.00            | $803.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $10991000.00       | $10286306.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $5153200.00        | $5198347.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $981000.00         | $945421.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $401000.00         | $397396.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $6000000.00        | $8085090.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $896100.00         | $895869.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $236.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $24077000.00       | $23617521.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $16900.00          | $13189.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $17966500.00       | $18838931.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $30560200.00       | $31416385.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $3949300.00        | $3967006.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $7400.00           | $10112.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $26531200.00       | $25923582.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $49764100.00       | $49307506.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $990700.00         | $1058089.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $9693800.00        | $9512896.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $97030700.00       | $92609089.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $300.00            | $183.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $247811400.00      | $248059596.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $1896900.00        | $1868771.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $8000000.00        | $7668709.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $861000.00         | $818371.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $4448000.00        | $5355889.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $948000.00         | $913140.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $32900000.00       | $32947932.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $300.00            | $308.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $84.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $60411300.00       | $62174713.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $257300.00         | $170289.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $35000.00          | $23840.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $7944300.00        | $7987108.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $4058600.00        | $4181776.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $510000.00         | $524321.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $362600.00         | $377668.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $9895000.00        | $10577777.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $400.00            | $404.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $986800.00         | $1015748.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $3550000.00        | $3575543.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $800.00            | $511.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $16120700.00       | $16498071.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $895000.00         | $893619.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $14000.00          | $13270.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $23200000.00       | $23601246.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $3148500.00        | $3129492.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $999900.00         | $2151050.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $95000000.00       | $96009117.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-10      | 0.0000%  | 0.0000% | $166462300.00      | $164767380.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $300.00            | $282.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $12091600.00       | $12105259.57       | U.S. Treasuries (including strips) |

### Security 670: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.090000%
- **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: ARP1D0RS7, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1D0RS7
- **C.18 - Value (incl. sponsor support):** $1054000000.00
- **C.18.a - Value (excl. sponsor support):** $1054000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac            | 2050-06-25      | 5.5000%  | 0.0000% | $4100000.00        | $1420730.60        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-11-25      | 4.0000%  | 0.0000% | $51521745.00       | $50034790.17       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-08-25      | 5.0000%  | 0.0000% | $7465000.00        | $7485638.12        | Agency Collateralized Mortgage Obligation |
| FMAR 1J1920 G          | 2038-10-01      | 6.2580%  | 0.0000% | $21013.00          | $121.70            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN0571   | 2026-01-01      | 3.1000%  | 0.0000% | $80978608.00       | $80877789.63       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2036-07-25      | 5.5000%  | 0.0000% | $1203877.00        | $1230176.67        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $78050100.00       | $80665107.37       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $999300.00         | $998787.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $998100.00         | $1022100.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.11             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1000.00           | $999.55            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $160000000.00      | $163740882.64      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $23820000.00       | $21463572.28       | U.S. Treasuries (including strips)        |
| GNII RG CO7019 C       | 2047-01-20      | 3.0000%  | 0.0000% | $82000.00          | $57144.62          | Agency Mortgage-Backed Securities         |
| GNII JM MA6756 M       | 2050-07-20      | 2.5000%  | 0.0000% | $115826.00         | $32826.64          | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M       | 2038-10-20      | 6.0000%  | 0.0000% | $11599090.00       | $6701.00           | Agency Mortgage-Backed Securities         |
| GNII RG CN9873 C       | 2043-08-20      | 3.0000%  | 0.0000% | $61000.00          | $38553.43          | Agency Mortgage-Backed Securities         |
| GNII RG CL3644 C       | 2048-02-20      | 3.0000%  | 0.0000% | $166000.00         | $89448.28          | Agency Mortgage-Backed Securities         |
| GNII RG CM3246 C       | 2046-12-20      | 3.0000%  | 0.0000% | $56000.00          | $35912.06          | Agency Mortgage-Backed Securities         |
| GNII JM 004880 M       | 2040-12-20      | 4.5000%  | 0.0000% | $975000.00         | $22031.92          | Agency Mortgage-Backed Securities         |
| GNII JM 004767 M       | 2040-08-20      | 4.5000%  | 0.0000% | $1000000.00        | $7351.70           | Agency Mortgage-Backed Securities         |
| GNII JM 004554 M       | 2039-10-20      | 5.0000%  | 0.0000% | $700000.00         | $3583.13           | Agency Mortgage-Backed Securities         |
| GNII JM MA6209 M       | 2049-10-20      | 3.0000%  | 0.0000% | $75000.00          | $5265.02           | Agency Mortgage-Backed Securities         |
| GNII RG CM3361 C       | 2046-10-20      | 3.0000%  | 0.0000% | $41000.00          | $27500.93          | Agency Mortgage-Backed Securities         |
| GNII RG CO7322 C       | 2047-04-20      | 3.0000%  | 0.0000% | $100000.00         | $58296.61          | Agency Mortgage-Backed Securities         |
| GNII RG CM4722 C       | 2049-10-20      | 3.5000%  | 0.0000% | $120000.00         | $72227.19          | Agency Mortgage-Backed Securities         |
| GNII RG CM5211 C       | 2048-03-20      | 3.0000%  | 0.0000% | $26000.00          | $17230.95          | Agency Mortgage-Backed Securities         |
| GNII RG CN6482 C       | 2048-01-20      | 3.0000%  | 0.0000% | $85000.00          | $58431.58          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $3514700.00        | $3620798.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $25000000.00       | $24898525.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $242907400.00      | $249999926.44      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47614304.95       | U.S. Treasuries (including strips)        |
| GNII FS 004436 M       | 2039-05-20      | 4.5000%  | 0.0000% | $860013.00         | $37604.50          | Agency Mortgage-Backed Securities         |
| GNII JM 004310 M       | 2038-12-20      | 6.0000%  | 0.0000% | $45089358.00       | $81977.77          | Agency Mortgage-Backed Securities         |
| GNII JM 004829 M       | 2040-10-20      | 5.0000%  | 0.0000% | $1346268.00        | $6478.48           | Agency Mortgage-Backed Securities         |
| GNII JM 004879 M       | 2040-12-20      | 4.0000%  | 0.0000% | $770609.00         | $12543.78          | Agency Mortgage-Backed Securities         |
| GNII JM 004918 M       | 2041-01-20      | 4.0000%  | 0.0000% | $800000.00         | $11144.77          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $1700100.00        | $1686941.44        | U.S. Treasuries (including strips)        |
| GNII JM MA6885 M       | 2050-09-20      | 2.0000%  | 0.0000% | $135000.00         | $65539.40          | Agency Mortgage-Backed Securities         |
| GNII RG CK9357 C       | 2047-03-20      | 3.0000%  | 0.0000% | $126000.00         | $83042.73          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 5.4718%  | 0.0000% | $19910000.00       | $15187321.92       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2040-10-25      | 2.0000%  | 0.0000% | $2600000.00        | $1961380.20        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-12-25      | 2.0000%  | 0.0000% | $1400000.00        | $1167744.20        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $3069300.00        | $3078441.63        | U.S. Treasuries (including strips)        |
| GNCL CL CV7754         | 2067-08-15      | 5.8100%  | 0.0000% | $25000.00          | $26255.24          | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M       | 2047-07-20      | 4.5000%  | 0.0000% | $1048404.00        | $80507.04          | Agency Mortgage-Backed Securities         |
| GNII FS MA5425 M       | 2041-08-20      | 4.5000%  | 0.0000% | $117551.00         | $91449.80          | Agency Mortgage-Backed Securities         |
| GNII JM 004850 M       | 2040-11-20      | 4.5000%  | 0.0000% | $925000.00         | $11019.63          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2039-11-25      | 4.0000%  | 0.0000% | $1325000.00        | $538311.44         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-05-25      | 5.0000%  | 0.0000% | $1400000.00        | $1143181.79        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2049-05-25      | 2.5000%  | 0.0000% | $10639527.00       | $6626483.76        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $20000000.00       | $20448407.07       | U.S. Treasuries (including strips)        |
| GNII JM 004488 M       | 2039-07-20      | 4.5000%  | 0.0000% | $2000000.00        | $2624.32           | Agency Mortgage-Backed Securities         |
| GNII JM MA6080 M       | 2049-08-20      | 3.0000%  | 0.0000% | $10000.00          | $517.96            | Agency Mortgage-Backed Securities         |
| GNCL CL CW0775         | 2066-12-15      | 5.8100%  | 0.0000% | $47986.00          | $49823.02          | Agency Mortgage-Backed Securities         |
| GNPL PN CV1944         | 2065-12-15      | 5.7400%  | 0.0000% | $1007.00           | $1072.13           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $192500.00         | $189667.52         | U.S. Treasuries (including strips)        |
| GNII JM 004796 M       | 2040-09-20      | 4.5000%  | 0.0000% | $300000.00         | $1999.52           | Agency Mortgage-Backed Securities         |
| GNII JM MA7042 M       | 2050-12-20      | 2.0000%  | 0.0000% | $135000.00         | $69869.30          | Agency Mortgage-Backed Securities         |
| GNII JM MA6648 M       | 2050-05-20      | 4.0000%  | 0.0000% | $10000.00          | $1163.24           | Agency Mortgage-Backed Securities         |
| GNII RG CK9447 C       | 2047-04-20      | 3.0000%  | 0.0000% | $102000.00         | $69392.96          | Agency Mortgage-Backed Securities         |
| GNII RG CK9415 C       | 2047-09-20      | 3.0000%  | 0.0000% | $107000.00         | $72420.93          | Agency Mortgage-Backed Securities         |
| GNII JM 004631 M       | 2040-02-20      | 4.5000%  | 0.0000% | $50000.00          | $1020.52           | Agency Mortgage-Backed Securities         |
| GNII JM 004461 M       | 2039-06-20      | 4.5000%  | 0.0000% | $1315426.00        | $6566.65           | Agency Mortgage-Backed Securities         |
| FMAR 1B7562 G          | 2037-11-01      | 5.6980%  | 0.0000% | $227000.00         | $2916.95           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2049-08-25      | 3.0000%  | 0.0000% | $1054604.00        | $794948.89         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $29385200.08       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-12-25      | 5.5000%  | 0.0000% | $35723207.00       | $34915040.16       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $28971997.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-12-25      | 5.5000%  | 0.0000% | $4000000.00        | $3872268.78        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LB701043   | 2033-04-01      | 6.6340%  | 0.0000% | $290000.00         | $2094.69           | Agency Mortgage-Backed Securities         |
| GNII RG CO8601 C       | 2048-12-20      | 4.0000%  | 0.0000% | $50000.00          | $33553.93          | Agency Mortgage-Backed Securities         |
| GNII RG CM3318 C       | 2047-01-20      | 3.0000%  | 0.0000% | $130000.00         | $96299.51          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $500000.00         | $508384.21         | U.S. Treasuries (including strips)        |
| GNII RG CP9544 C       | 2047-07-20      | 3.0000%  | 0.0000% | $68000.00          | $43445.63          | Agency Mortgage-Backed Securities         |
| GNII RG CP3380 C       | 2047-11-20      | 3.0000%  | 0.0000% | $123000.00         | $89988.35          | Agency Mortgage-Backed Securities         |
| GNII RG CO9673 C       | 2046-12-20      | 3.0000%  | 0.0000% | $48000.00          | $32270.08          | Agency Mortgage-Backed Securities         |
| GNII JM MA7409 M       | 2051-06-20      | 2.0000%  | 0.0000% | $85000.00          | $50219.77          | Agency Mortgage-Backed Securities         |
| GNMI BD 621752 X       | 2033-11-15      | 6.5000%  | 0.0000% | $3999500.00        | $7824.99           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $8600000.00        | $8464050.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $2601100.00        | $2601416.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $998500.00         | $1016262.18        | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $348494.31         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $1000.00           | $1025.37           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $14059600.00       | $14472981.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $53882000.00       | $56651122.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $102559600.00      | $97596377.75       | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2051-12-25      | 5.5000%  | 0.0000% | $12075000.00       | $9392729.72        | Agency Collateralized Mortgage Obligation |

### Security 671: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.090000%
- **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: ARP1D0RT5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1D0RT5
- **C.18 - Value (incl. sponsor support):** $2718000000.00
- **C.18.a - Value (excl. sponsor support):** $2718000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2031-07-15      | 0.1250%  | 0.0000% | $2040200.00        | $2312340.93        | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLDC5723     | 2054-11-01      | 5.0000%  | 0.0000% | $178724.00         | $156109.58         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP8111     | 2050-08-01      | 2.0000%  | 0.0000% | $1024.00           | $547.01            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3597     | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $610.53            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4431     | 2054-09-01      | 6.5000%  | 0.0000% | $12504000.00       | $11407630.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496     | 2055-01-01      | 6.0000%  | 0.0000% | $841803.00         | $709786.41         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470     | 2054-10-01      | 6.0000%  | 0.0000% | $163000.00         | $133482.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI8201     | 2054-06-01      | 5.5000%  | 0.0000% | $6523036.00        | $5825754.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4997     | 2053-10-01      | 5.0000%  | 0.0000% | $1811.00           | $1598.37           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4808     | 2054-01-01      | 7.0000%  | 0.0000% | $14285000.00       | $10778337.30       | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2044-03-25      | 2.0000%  | 0.0000% | $5900000.00        | $4425967.60        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI4079     | 2054-04-01      | 5.5000%  | 0.0000% | $6252571.00        | $5335433.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4100     | 2054-04-01      | 6.0000%  | 0.0000% | $1157871.00        | $912331.05         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQO0107     | 2037-04-01      | 1.5000%  | 0.0000% | $38187.00          | $22195.08          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000002.00        | $432370.78         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1205901.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $2244377.00        | $2031708.38        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB1328     | 2037-11-01      | 1.5000%  | 0.0000% | $1471566.00        | $1183492.56        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453     | 2054-08-01      | 5.5000%  | 0.0000% | $14041088.00       | $12143315.46       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6254     | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $584.54            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319     | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $365.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $3722.00           | $260.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155     | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $141.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8056     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $167.99            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4215     | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $568.76            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ5307     | 2055-11-01      | 4.5000%  | 0.0000% | $24444049.00       | $24185333.19       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3258     | 2055-11-01      | 5.5000%  | 0.0000% | $10973153.00       | $11250137.33       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0234     | 2055-06-01      | 6.0000%  | 0.0000% | $7479502.00        | $6592602.65        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1344587.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7503     | 2054-02-01      | 6.0000%  | 0.0000% | $286029.00         | $213426.97         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8193     | 2054-03-01      | 7.0000%  | 0.0000% | $13311000.00       | $11928563.62       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306     | 2055-03-01      | 5.0000%  | 0.0000% | $18358367.00       | $17416116.83       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1001     | 2055-09-01      | 5.0000%  | 0.0000% | $22690304.00       | $22639865.23       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9143     | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $765.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1130     | 2055-10-01      | 6.5000%  | 0.0000% | $1121800.00        | $1183197.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDF2981     | 2040-10-01      | 5.5000%  | 0.0000% | $500000.00         | $512607.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $40884.51          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2035-05-15      | 4.2500%  | 0.0000% | $22245000.00       | $22744227.70       | U.S. Treasuries (including strips)        |
| GNMI SP 783402 X         | 2032-10-15      | 5.6000%  | 0.0000% | $11103449.00       | $641820.61         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2055-11-15      | 4.6250%  | 0.0000% | $20082000.00       | $19960763.19       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-10-15      | 4.6250%  | 0.0000% | $24101000.00       | $24428741.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-07-31      | 4.3750%  | 0.0000% | $15946000.00       | $16240511.53       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY7483     | 2055-07-01      | 6.0000%  | 0.0000% | $806907.00         | $795055.69         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823     | 2055-09-01      | 6.0000%  | 0.0000% | $277570.00         | $274220.34         | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA         | 2054-05-20      | 5.1989%  | 0.0000% | $3241873.00        | $2743295.48        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5673     | 2055-04-01      | 5.5000%  | 0.0000% | $1530954.00        | $1428600.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793     | 2055-08-01      | 6.0000%  | 0.0000% | $30543362.00       | $29818589.55       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700     | 2055-05-01      | 5.5000%  | 0.0000% | $2282.00           | $2146.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5865     | 2045-10-01      | 5.5000%  | 0.0000% | $1303161.00        | $1294255.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0022     | 2055-05-01      | 5.5000%  | 0.0000% | $1012843.00        | $980039.10         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0524     | 2053-12-01      | 6.5000%  | 0.0000% | $1081.00           | $946.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4355     | 2055-06-01      | 5.0000%  | 0.0000% | $32732168.00       | $32469761.73       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2231     | 2054-08-01      | 7.0000%  | 0.0000% | $12760000.00       | $10324191.24       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014     | 2055-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $2302179.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3973     | 2055-04-01      | 6.5000%  | 0.0000% | $12464000.00       | $12920918.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1860     | 2054-06-01      | 6.5000%  | 0.0000% | $32509370.00       | $26183626.37       | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M         | 2055-08-20      | 5.0000%  | 0.0000% | $10772524.00       | $10750772.86       | Agency Mortgage-Backed Securities         |
| GNII SF MB0145 M         | 2055-01-20      | 4.5000%  | 0.0000% | $6710848.00        | $6421589.84        | Agency Mortgage-Backed Securities         |
| GNII SF MB0625 M         | 2055-08-20      | 6.5000%  | 0.0000% | $20839303.00       | $21475750.99       | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 MF         | 2065-03-20      | 4.8989%  | 0.0000% | $126666666.00      | $90595141.44       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ5100     | 2055-09-01      | 6.0000%  | 0.0000% | $1661350.00        | $1711499.36        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1324     | 2055-06-01      | 5.5000%  | 0.0000% | $36890.00          | $37475.20          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6756     | 2055-11-01      | 6.0000%  | 0.0000% | $8121660.00        | $8439641.82        | Agency Mortgage-Backed Securities         |
| GNRM 2025-120 MJ         | 2050-10-20      | 5.0000%  | 0.0000% | $19164395.00       | $19109999.48       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ1887     | 2055-08-01      | 6.0000%  | 0.0000% | $6157975.00        | $6395374.61        | Agency Mortgage-Backed Securities         |
| GNRM 2024-127 UV         | 2035-06-20      | 6.0000%  | 0.0000% | $120000.00         | $112246.74         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-133 AL         | 2053-09-20      | 6.5000%  | 0.0000% | $4000000.00        | $4306000.00        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLMA4730     | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $748.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2771     | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $165.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9153     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $932.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $35260964.22       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-10-31      | 3.5000%  | 0.0000% | $5243100.00        | $5255988.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-11-30      | 1.6250%  | 0.0000% | $21900000.00       | $21646599.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-09-30      | 3.6250%  | 0.0000% | $18991300.00       | $19041677.97       | U.S. Treasuries (including strips)        |
| GNRA 2024-019 MF         | 2054-02-20      | 5.0989%  | 0.0000% | $5479056.00        | $4339881.20        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL0660     | 2055-04-01      | 6.0000%  | 0.0000% | $48596000.00       | $47412342.79       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5247     | 2054-01-01      | 6.0000%  | 0.0000% | $26065.00          | $18664.13          | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP         | 2055-01-20      | 4.9989%  | 0.0000% | $8642982.00        | $5243215.87        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL2816     | 2055-09-01      | 6.0000%  | 0.0000% | $109950343.00      | $107906196.99      | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644     | 2052-01-01      | 2.5000%  | 0.0000% | $7535651.00        | $5307623.81        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4566     | 2037-03-01      | 1.5000%  | 0.0000% | $2169752.00        | $1326025.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $263.74            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CICB0314     | 2036-04-01      | 1.5000%  | 0.0000% | $325000.00         | $170840.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1000     | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $228.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1169     | 2052-03-01      | 3.0000%  | 0.0000% | $392079.00         | $286879.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2905     | 2051-07-01      | 3.5000%  | 0.0000% | $1024.00           | $951.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $864.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5353     | 2054-05-01      | 5.5000%  | 0.0000% | $2087960.00        | $1758959.15        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4512     | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA2906     | 2052-06-01      | 3.5000%  | 0.0000% | $248019.00         | $229723.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5854     | 2055-09-01      | 6.0000%  | 0.0000% | $4667689.00        | $4807131.78        | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 FA         | 2054-02-20      | 5.1489%  | 0.0000% | $50861500.00       | $36343601.54       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5331     | 2054-04-01      | 5.5000%  | 0.0000% | $80994.00          | $68289.30          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9645     | 2054-12-01      | 5.0000%  | 0.0000% | $48699000.00       | $46861436.48       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB1457     | 2040-03-01      | 5.5000%  | 0.0000% | $403956.00         | $332266.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $108934339.00      | $96211429.93       | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-02-25      | 4.9718%  | 0.0000% | $1464680.00        | $1245701.93        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD5709     | 2054-07-01      | 6.0000%  | 0.0000% | $200000.00         | $170819.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243     | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462     | 2054-09-01      | 5.5000%  | 0.0000% | $12189696.00       | $10708326.51       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484     | 2054-11-01      | 4.0000%  | 0.0000% | $2095000.00        | $1903311.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2050-04-25      | 6.0000%  | 0.0000% | $2124504.00        | $1323627.02        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY7015     | 2055-07-01      | 5.5000%  | 0.0000% | $1003.00           | $1021.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M         | 2052-02-20      | 2.0000%  | 0.0000% | $101250999.00      | $63663157.27       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9728     | 2054-03-01      | 5.5000%  | 0.0000% | $10486686.00       | $8184958.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540     | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13402598.03       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6865     | 2051-12-01      | 2.0000%  | 0.0000% | $19357000.00       | $12463193.70       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $32859660.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5608     | 2055-10-01      | 6.0000%  | 0.0000% | $4047757.00        | $4187090.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0432     | 2055-05-01      | 5.5000%  | 0.0000% | $3054.00           | $3112.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5350     | 2052-10-01      | 4.0000%  | 0.0000% | $3614029.00        | $2708285.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4731     | 2053-02-01      | 6.5000%  | 0.0000% | $368906.00         | $267971.14         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5776     | 2055-10-01      | 6.0000%  | 0.0000% | $9456319.00        | $9669982.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9961     | 2055-12-01      | 5.5000%  | 0.0000% | $4322650.00        | $4436949.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7902     | 2053-12-01      | 6.5000%  | 0.0000% | $9200000.00        | $6607015.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2061     | 2055-08-01      | 5.5000%  | 0.0000% | $4076.00           | $4015.26           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5098     | 2055-09-01      | 6.5000%  | 0.0000% | $1002044.00        | $1050506.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378     | 2053-10-01      | 5.5000%  | 0.0000% | $6926459.00        | $5804258.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-06-25      | 5.0718%  | 0.0000% | $64294511.00       | $60674298.77       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CIQO3854     | 2040-07-01      | 5.5000%  | 0.0000% | $373222.00         | $319291.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO1427     | 2038-06-01      | 5.5000%  | 0.0000% | $484391.00         | $177379.94         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1120     | 2055-10-01      | 6.5000%  | 0.0000% | $1523000.00        | $1599147.21        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL2693     | 2051-01-01      | 3.5000%  | 0.0000% | $1046.00           | $974.20            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6795     | 2055-11-01      | 6.0000%  | 0.0000% | $4408418.00        | $4554049.89        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2476     | 2054-09-01      | 7.0000%  | 0.0000% | $12923000.00       | $9265416.69        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRJ3133     | 2054-10-01      | 7.5000%  | 0.0000% | $12022000.00       | $10213900.47       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4300     | 2055-06-01      | 5.5000%  | 0.0000% | $2883.00           | $2866.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL3100     | 2055-10-01      | 6.0000%  | 0.0000% | $5850.00           | $6027.81           | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 GF         | 2065-10-20      | 5.0989%  | 0.0000% | $70414292.00       | $70481163.45       | Agency Collateralized Mortgage Obligation |
| FNMS 01.500 CIFA3274     | 2037-01-01      | 1.5000%  | 0.0000% | $2022810.00        | $1806987.70        | Agency Mortgage-Backed Securities         |
| GNRM 2024-043 JA         | 2049-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $5129063.80        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2045-02-15      | 4.7500%  | 0.0000% | $18645300.00       | $19195764.99       | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLSD8245     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $783.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $8947652.59        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8218     | 2052-06-01      | 2.0000%  | 0.0000% | $1839000.00        | $1268647.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8327     | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.21            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3824     | 2040-07-01      | 5.5000%  | 0.0000% | $883884.00         | $498000.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524     | 2055-04-01      | 5.5000%  | 0.0000% | $123000.00         | $115747.04         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1113     | 2055-10-01      | 6.0000%  | 0.0000% | $1134978.00        | $1180204.96        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8193     | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $661.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483     | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $196.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3631     | 2055-09-01      | 5.0000%  | 0.0000% | $1314473.00        | $1324765.67        | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M         | 2053-04-20      | 5.5000%  | 0.0000% | $30825749.00       | $22239431.69       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.65            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBV4705     | 2037-04-01      | 1.5000%  | 0.0000% | $130664.00         | $73757.08          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7343     | 2046-06-01      | 3.0000%  | 0.0000% | $1000.00           | $144.83            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 5.3218%  | 0.0000% | $13201574.00       | $7267337.23        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CICB6834     | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $733.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0026     | 2040-09-01      | 5.5000%  | 0.0000% | $7092.00           | $6759.64           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232     | 2054-08-01      | 7.0000%  | 0.0000% | $12325000.00       | $11044944.16       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0034     | 2055-06-01      | 5.5000%  | 0.0000% | $9821034.00        | $8926930.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0075     | 2055-11-01      | 5.0000%  | 0.0000% | $18910753.00       | $18962908.86       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0049     | 2040-11-01      | 5.5000%  | 0.0000% | $932000.00         | $958526.58         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9182     | 2054-09-01      | 7.0000%  | 0.0000% | $12519000.00       | $9458165.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1573     | 2055-03-01      | 6.0000%  | 0.0000% | $5501977.00        | $4983276.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028     | 2055-07-01      | 6.0000%  | 0.0000% | $24180734.00       | $23222042.65       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9204     | 2054-09-01      | 5.0000%  | 0.0000% | $1007.00           | $946.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6544     | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $841.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6468     | 2053-10-01      | 5.0000%  | 0.0000% | $11008309.00       | $8061514.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9406     | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1831.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5885     | 2040-11-01      | 4.5000%  | 0.0000% | $258000.00         | $256421.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5920     | 2045-11-01      | 5.0000%  | 0.0000% | $3846683.00        | $3888492.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7322     | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $748.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056     | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.56            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6135     | 2051-10-01      | 2.5000%  | 0.0000% | $15377836.00       | $9262115.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5349     | 2054-10-01      | 5.5000%  | 0.0000% | $607364.00         | $579124.99         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1701     | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $665.88            | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-08-25      | 5.2218%  | 0.0000% | $33900000.00       | $18664345.72       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2051-05-25      | 5.5000%  | 0.0000% | $2895000.00        | $2161175.22        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 4.9718%  | 0.0000% | $76803345.00       | $59832934.00       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDB3925     | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2744     | 2054-04-01      | 5.5000%  | 0.0000% | $695606.00         | $637215.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9491     | 2055-08-01      | 5.0000%  | 0.0000% | $1158872.00        | $1167124.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9503     | 2055-09-01      | 5.5000%  | 0.0000% | $1198519.00        | $1227286.18        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB0908     | 2037-11-01      | 1.5000%  | 0.0000% | $217303.00         | $153267.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8364     | 2040-02-01      | 5.5000%  | 0.0000% | $59879.00          | $45405.61          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8319     | 2039-08-01      | 5.5000%  | 0.0000% | $6318536.00        | $4059700.06        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8487     | 2054-12-01      | 4.0000%  | 0.0000% | $195157.00         | $178714.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0758     | 2054-03-01      | 5.5000%  | 0.0000% | $1358065.00        | $1232960.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8784     | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $209.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2378     | 2054-09-01      | 6.0000%  | 0.0000% | $4119697.00        | $3686890.22        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461     | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $171.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632     | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $134.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228     | 2034-03-01      | 6.0000%  | 0.0000% | $2203.00           | $12.03             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5179     | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $236.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2940     | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $813.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253     | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $108.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2806     | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2972     | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $965.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3017     | 2055-09-01      | 6.0000%  | 0.0000% | $120024493.00      | $116061563.80      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2971     | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9731     | 2055-01-01      | 6.0000%  | 0.0000% | $1076.00           | $1018.55           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133     | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $20588718.07       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9949     | 2055-02-01      | 4.5000%  | 0.0000% | $409000.00         | $394825.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0572     | 2055-01-01      | 5.0000%  | 0.0000% | $1033.00           | $996.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5274     | 2055-11-01      | 5.5000%  | 0.0000% | $1170250.00        | $1199397.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631349.00       | $5075432.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $14799216.00       | $6699017.13        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732     | 2055-06-01      | 4.0000%  | 0.0000% | $241634.00         | $224839.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4488     | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $47616.80          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5833     | 2045-09-01      | 5.0000%  | 0.0000% | $1948.00           | $1892.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5830     | 2040-09-01      | 5.5000%  | 0.0000% | $1975502.00        | $1892258.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5887     | 2040-11-01      | 5.5000%  | 0.0000% | $405000.00         | $414114.16         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470     | 2054-09-01      | 5.5000%  | 0.0000% | $47986825.00       | $41958215.56       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255     | 2051-02-01      | 2.0000%  | 0.0000% | $4021.00           | $2250.99           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5696     | 2045-03-01      | 7.0000%  | 0.0000% | $481775.00         | $340926.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5618     | 2040-02-01      | 5.5000%  | 0.0000% | $810809.00         | $616920.48         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691     | 2053-01-01      | 6.0000%  | 0.0000% | $27559115.00       | $21128168.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0553     | 2054-12-01      | 6.0000%  | 0.0000% | $2626672.00        | $2225286.56        | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M         | 2052-04-20      | 3.0000%  | 0.0000% | $1194591.00        | $801590.22         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRQ0067     | 2055-11-01      | 7.0000%  | 0.0000% | $193281.00         | $200373.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027     | 2055-07-01      | 5.5000%  | 0.0000% | $49249094.00       | $48015144.43       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299     | 2055-06-01      | 5.0000%  | 0.0000% | $6745952.00        | $6735839.91        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2494     | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $883.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733     | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $780.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5102     | 2055-09-01      | 6.0000%  | 0.0000% | $2115050.00        | $2198150.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792     | 2055-08-01      | 5.5000%  | 0.0000% | $352368.00         | $347040.73         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFS4463     | 2037-08-01      | 1.5000%  | 0.0000% | $460038.00         | $314461.61         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ0504     | 2055-08-01      | 7.0000%  | 0.0000% | $607848.00         | $639194.25         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8233     | 2054-05-01      | 7.0000%  | 0.0000% | $13822000.00       | $11364984.96       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5106     | 2055-10-01      | 6.0000%  | 0.0000% | $1454557.00        | $1498408.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $39693910.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1622     | 2055-05-01      | 5.5000%  | 0.0000% | $1003.00           | $985.03            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9824     | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $977.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5097     | 2055-10-01      | 6.0000%  | 0.0000% | $1358975.00        | $1405897.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8991     | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $938.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ6766     | 2055-10-01      | 6.5000%  | 0.0000% | $1028462.00        | $1082025.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA7987 M         | 2052-03-20      | 2.5000%  | 0.0000% | $129376.00         | $83224.68          | Agency Mortgage-Backed Securities         |
| GNII SF MA7935 M         | 2052-02-20      | 2.0000%  | 0.0000% | $13439148.00       | $8566908.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2412     | 2055-09-01      | 6.0000%  | 0.0000% | $8403133.00        | $7701300.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2357     | 2053-02-01      | 6.0000%  | 0.0000% | $105799.00         | $78706.37          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554     | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515     | 2055-03-01      | 5.5000%  | 0.0000% | $165000.00         | $152529.42         | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN4115     | 2035-03-01      | 4.4000%  | 0.0000% | $14334000.00       | $14341697.36       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5298     | 2054-04-01      | 6.0000%  | 0.0000% | $9965540.00        | $8961421.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432     | 2054-05-01      | 6.0000%  | 0.0000% | $34008094.00       | $25517155.60       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7255     | 2054-12-01      | 5.0000%  | 0.0000% | $156428.00         | $149899.38         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4921     | 2054-01-01      | 7.0000%  | 0.0000% | $13767000.00       | $11834230.24       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8194     | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $662.05            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5261     | 2035-09-01      | 5.5000%  | 0.0000% | $2962649.00        | $2836379.90        | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2054-03-25      | 5.1718%  | 0.0000% | $43135112.00       | $31521765.83       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2044-03-25      | 2.0000%  | 0.0000% | $2900000.00        | $2159218.20        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDE6313     | 2055-08-01      | 5.5000%  | 0.0000% | $581275.00         | $509410.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6798     | 2054-05-01      | 6.0000%  | 0.0000% | $585815.00         | $482442.71         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4867     | 2054-04-01      | 5.5000%  | 0.0000% | $730552.00         | $634599.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4073     | 2054-04-01      | 5.5000%  | 0.0000% | $872741.00         | $788650.50         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1876     | 2051-10-01      | 3.0000%  | 0.0000% | $442799.00         | $319698.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5350     | 2054-05-01      | 6.0000%  | 0.0000% | $4396788.00        | $3066493.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $10303685.00       | $8364407.77        | Agency Mortgage-Backed Securities         |
| GNII SF MA8041 M         | 2052-05-20      | 2.0000%  | 0.0000% | $758845.00         | $487807.32         | Agency Mortgage-Backed Securities         |
| GNRA 2025-134 GF         | 2065-08-20      | 5.1489%  | 0.0000% | $31470821.00       | $30092031.35       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CIRR0029     | 2040-10-01      | 3.5000%  | 0.0000% | $75837.00          | $72915.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0010     | 2040-07-01      | 5.5000%  | 0.0000% | $234888.00         | $211043.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033     | 2040-10-01      | 5.5000%  | 0.0000% | $1294005.00        | $1260424.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8961     | 2054-09-01      | 5.5000%  | 0.0000% | $25536033.00       | $23353601.53       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498     | 2054-10-01      | 6.0000%  | 0.0000% | $327614.00         | $266196.91         | Agency Mortgage-Backed Securities         |
| GNRA 2025-105 F          | 2065-06-20      | 4.9989%  | 0.0000% | $140110265.00      | $129277488.35      | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CIMA5449     | 2039-08-01      | 5.5000%  | 0.0000% | $173069.00         | $116684.08         | Agency Mortgage-Backed Securities         |
| GNII JM MB0732 M         | 2055-11-20      | 5.0000%  | 0.0000% | $2236300.00        | $2238399.89        | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA         | 2053-12-20      | 5.1989%  | 0.0000% | $123448217.00      | $43577993.00       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFM2915     | 2048-11-01      | 3.0000%  | 0.0000% | $1010.00           | $266.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA7135 M         | 2051-01-20      | 2.0000%  | 0.0000% | $132379573.00      | $65674456.32       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN6384     | 2036-05-01      | 1.5000%  | 0.0000% | $503542.00         | $287389.29         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5378     | 2045-11-01      | 5.0000%  | 0.0000% | $1076510.00        | $1088114.78        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3499     | 2040-04-01      | 5.5000%  | 0.0000% | $134823.00         | $111634.47         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2032-02-15      | 1.8750%  | 0.0000% | $4834300.00        | $4367165.77        | U.S. Treasuries (including strips)        |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $701.45            | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CISB8136     | 2037-01-01      | 1.5000%  | 0.0000% | $499571.00         | $296753.79         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1691     | 2038-07-01      | 2.0000%  | 0.0000% | $2022343.00        | $1854459.79        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5288     | 2052-06-01      | 3.5000%  | 0.0000% | $297640.00         | $239712.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391     | 2055-01-01      | 6.0000%  | 0.0000% | $1907.00           | $1788.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI8375     | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $965.91            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2027-11-10      | 3.7200%  | 0.0000% | $9680000.00        | $9687221.28        | Agency Debentures and Agency Strips       |
| FNMS 05.500 CLDD3713     | 2055-03-01      | 5.5000%  | 0.0000% | $305116.00         | $305013.58         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4707     | 2047-11-01      | 3.5000%  | 0.0000% | $453900.00         | $100824.67         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5707     | 2054-06-01      | 7.0000%  | 0.0000% | $13692000.00       | $9459968.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002     | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $106.80            | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M         | 2054-12-20      | 5.0000%  | 0.0000% | $10461007.00       | $10003993.97       | Agency Mortgage-Backed Securities         |
| GNII SF MB0682 M         | 2055-10-20      | 3.5000%  | 0.0000% | $17713439.00       | $16297337.53       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1095     | 2052-08-01      | 3.0000%  | 0.0000% | $15027000.00       | $12607829.23       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1555     | 2055-05-01      | 6.0000%  | 0.0000% | $22574430.00       | $22810894.64       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600     | 2052-05-01      | 3.5000%  | 0.0000% | $2686.00           | $1933.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388     | 2052-08-01      | 4.5000%  | 0.0000% | $95000000.00       | $70406011.88       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2400     | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $704.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3514     | 2049-05-01      | 4.5000%  | 0.0000% | $2011.00           | $280.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0814     | 2054-04-01      | 5.5000%  | 0.0000% | $635000.00         | $524958.63         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4890     | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $940.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV5915     | 2055-08-01      | 6.0000%  | 0.0000% | $25184734.00       | $23615437.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5497     | 2054-10-01      | 5.5000%  | 0.0000% | $19249.00          | $17188.94          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421     | 2054-07-01      | 6.0000%  | 0.0000% | $1090099.00        | $830887.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5908     | 2055-11-01      | 4.5000%  | 0.0000% | $2144504.00        | $2109102.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0041     | 2055-08-01      | 6.0000%  | 0.0000% | $5767693.00        | $5624655.13        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3282     | 2055-02-01      | 6.0000%  | 0.0000% | $40608.00          | $33130.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3859     | 2055-09-01      | 5.5000%  | 0.0000% | $3947350.00        | $4009888.31        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4685     | 2037-06-01      | 1.5000%  | 0.0000% | $767281.00         | $486319.09         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $111971.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646     | 2055-03-01      | 5.5000%  | 0.0000% | $12341401.00       | $11401644.30       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5736     | 2055-06-01      | 6.0000%  | 0.0000% | $3134000.00        | $2977199.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431     | 2054-05-01      | 5.5000%  | 0.0000% | $930007.00         | $785260.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8335     | 2039-10-01      | 5.5000%  | 0.0000% | $575000.00         | $388659.56         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051     | 2052-07-01      | 4.0000%  | 0.0000% | $9397871.00        | $7129180.06        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC2693     | 2037-07-01      | 1.5000%  | 0.0000% | $172070.00         | $117618.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5364     | 2045-09-01      | 5.5000%  | 0.0000% | $9890128.00        | $9691604.80        | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-06-25      | 5.0718%  | 0.0000% | $19075500.00       | $17847739.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-03-25      | 5.2718%  | 0.0000% | $3273.00           | $2587.63           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CIQO3621     | 2040-05-01      | 5.5000%  | 0.0000% | $25743.00          | $23392.48          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB1525     | 2037-03-01      | 1.5000%  | 0.0000% | $56263.00          | $47403.69          | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070     | 2055-07-25      | 8.0000%  | 0.0000% | $902190.00         | $980362.29         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLCB3755     | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $749.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0248     | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $614.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7597     | 2053-12-01      | 5.5000%  | 0.0000% | $53870898.00       | $49359550.80       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2766     | 2052-02-01      | 2.0000%  | 0.0000% | $897569.00         | $579287.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2055-04-25      | 5.2718%  | 0.0000% | $60231685.00       | $50969599.19       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFM3879     | 2050-07-01      | 2.5000%  | 0.0000% | $26347156.00       | $11939405.62       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732     | 2052-09-01      | 4.0000%  | 0.0000% | $158970.00         | $123394.60         | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2055-05-25      | 5.0718%  | 0.0000% | $61352647.00       | $57793914.45       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB6901     | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $799.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4071     | 2054-04-01      | 5.5000%  | 0.0000% | $909524.00         | $768846.26         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934     | 2053-05-01      | 5.4890%  | 0.0000% | $148420.00         | $110401.75         | Agency Mortgage-Backed Securities         |
| Freddie Mac              | 2054-04-25      | 5.1218%  | 0.0000% | $24197433.00       | $17586846.98       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDC0379     | 2054-08-01      | 6.5000%  | 0.0000% | $1002.00           | $960.53            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIQN9598     | 2037-02-01      | 1.5000%  | 0.0000% | $144278.00         | $87563.87          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7232     | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $8768310.59        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024     | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5087     | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1032.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8417     | 2055-08-01      | 5.5000%  | 0.0000% | $51765997.00       | $50989693.62       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0836     | 2055-10-01      | 6.0000%  | 0.0000% | $1582738.00        | $1629315.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5558     | 2055-03-01      | 6.0000%  | 0.0000% | $2938993.00        | $2942124.79        | Agency Mortgage-Backed Securities         |

### Security 672: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.090000%
- **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: ARP1D0RZ1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1D0RZ1
- **C.18 - Value (incl. sponsor support):** $2109800000.00
- **C.18.a - Value (excl. sponsor support):** $2109800000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                        | 2054-04-25      | 5.0218%  | 0.0000% | $50000000.00       | $44835811.92       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.0000%  | 0.0000% | $48445000.00       | $47410834.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FK                                    | 2066-07-20      | 5.0704%  | 0.0000% | $12000000.00       | $1843735.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-9O HA                                    | 2065-03-20      | 1.7500%  | 0.0000% | $638932.00         | $118.65            | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O FA                                    | 2066-01-20      | 5.1204%  | 0.0000% | $44416.00          | $7596.82           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-22O FB                                   | 2072-10-20      | 5.1989%  | 0.0000% | $8900000.00        | $9019567.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-131 FA                                   | 2054-08-20      | 5.1989%  | 0.0000% | $100000000.00      | $69003642.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 FA                                   | 2053-07-20      | 5.1489%  | 0.0000% | $100000000.00      | $43276386.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 FA                                   | 2054-05-20      | 5.4489%  | 0.0000% | $100000000.00      | $48086117.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-04O FD                                   | 2070-12-20      | 5.2489%  | 0.0000% | $10000000.00       | $6784413.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FJ                                   | 2053-08-20      | 5.2489%  | 0.0000% | $100000000.00      | $45858399.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FG                                   | 2052-01-20      | 3.0000%  | 0.0000% | $35158000.00       | $21169085.79       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-024 KB                                   | 2054-02-20      | 5.5000%  | 0.0000% | $20000000.00       | $20231000.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-134 FK                                   | 2053-09-20      | 5.3989%  | 0.0000% | $100000000.00      | $45884518.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 YF                                   | 2051-11-20      | 3.0000%  | 0.0000% | $200000000.00      | $121988007.40      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF                                   | 2053-05-20      | 5.0989%  | 0.0000% | $85000000.00       | $51141366.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-081 GB                                   | 2054-05-20      | 5.7500%  | 0.0000% | $39299700.00       | $40602622.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $40489344.00       | $39774005.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 FU                                   | 2054-05-20      | 5.2489%  | 0.0000% | $30000000.00       | $24024980.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-006 EF                                   | 2055-01-20      | 5.1989%  | 0.0000% | $88728000.00       | $66458711.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CB                                   | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51489100.00       | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          B-1    20511127 FLT | 2051-11-27      | 10.9218% | 0.0000% | $8250000.00        | $8751518.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH                                   | 2054-10-20      | 5.2989%  | 0.0000% | $294571000.00      | $214303085.83      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FQ                                   | 2055-03-20      | 5.2489%  | 0.0000% | $40000000.00       | $38071467.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-201 B                                    | 2058-06-16      | 4.5000%  | 0.0000% | $16043280.00       | $15217404.03       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.2500%  | 0.0000% | $27602000.00       | $27503700.74       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 GB                                   | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $49926050.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-144 BY                                   | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $50237950.00       | Agency Collateralized Mortgage Obligation |
| FNRM CL090G R24F090                                | 2051-04-25      | 5.0000%  | 0.0000% | $5000000.00        | $4367445.89        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-06-25      | 5.2500%  | 0.0000% | $21241920.00       | $16565609.83       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-12-25      | 6.0000%  | 0.0000% | $7679424.00        | $7887129.85        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-08-25      | 5.0000%  | 0.0000% | $133068000.00      | $134396950.12      | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FD                                    | 2066-07-20      | 4.9317%  | 0.0000% | $10000000.00       | $1754795.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 FW                                   | 2053-05-20      | 4.9489%  | 0.0000% | $30000000.00       | $17375011.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-066 FE                                   | 2053-05-20      | 4.9489%  | 0.0000% | $30000000.00       | $18541869.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FB                                   | 2054-04-20      | 5.2289%  | 0.0000% | $50000000.00       | $34617683.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O MF                                   | 2070-09-20      | 5.0204%  | 0.0000% | $5000000.00        | $2707561.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20 KF                                    | 2049-02-20      | 4.5743%  | 0.0000% | $9115000.00        | $2621161.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-02O FH                                   | 2074-01-20      | 5.0289%  | 0.0000% | $997328.00         | $905142.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-5O NF                                    | 2069-05-20      | 4.8504%  | 0.0000% | $3700000.00        | $1346899.90        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 NC                                   | 2052-03-20      | 5.0000%  | 0.0000% | $75736000.00       | $75241547.31       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 AE                                   | 2051-09-20      | 5.5000%  | 0.0000% | $66571392.00       | $66300339.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O FM                                    | 2069-05-20      | 4.8204%  | 0.0000% | $1300000.00        | $387981.84         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-092 A                                    | 2049-04-16      | 2.5000%  | 0.0000% | $195000.00         | $27770.12          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-014 AB                                   | 2063-06-16      | 1.3400%  | 0.0000% | $100000.00         | $51056.51          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 FB                                   | 2053-06-20      | 5.2489%  | 0.0000% | $100000000.00      | $59567024.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H25 FA                                   | 2061-12-20      | 4.9204%  | 0.0000% | $2349990.00        | $14591.81          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA                                   | 2052-03-20      | 3.5000%  | 0.0000% | $300000000.00      | $195742679.77      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-08O AF                                   | 2068-01-20      | 4.3989%  | 0.0000% | $1400000.00        | $424988.11         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         A-10H  20400225 FLT | 2040-02-25      | 1.5000%  | 0.0000% | $11022880.00       | $6559235.95        | Agency Collateralized Mortgage Obligation |
| FNRM CL101NB R11F101                               | 2041-10-25      | 4.0000%  | 0.0000% | $2000000.00        | $613635.14         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KJ32         B-FL   20290925 FLT | 2029-09-25      | 14.3163% | 0.0000% | $17087360.00       | $4870084.92        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT | 2052-05-28      | 10.5718% | 0.0000% | $4000000.00        | $4519259.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 BF                                   | 2052-02-20      | 3.0000%  | 0.0000% | $27500000.00       | $16917277.34       | Agency Collateralized Mortgage Obligation |
| MNRA CL001A2 R22M001                               | 2031-10-25      | 1.7240%  | 0.0000% | $1045000.00        | $914481.59         | Agency Collateralized Mortgage Obligation |
| FNRM CL030NB R19F030                               | 2047-03-25      | 3.0000%  | 0.0000% | $58350600.00       | $1427996.22        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-10-25      | 4.9418%  | 0.0000% | $58211328.00       | $41239050.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-31 PT                                    | 2039-05-20      | 3.4222%  | 0.0000% | $5000000.00        | $94898.31          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 4.9989%  | 0.0000% | $149142000.00      | $81625681.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-201 AE                                   | 2057-01-16      | 4.5000%  | 0.0000% | $24944640.00       | $24761172.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-29O FA                                   | 2065-10-20      | 4.9204%  | 0.0000% | $14090240.00       | $1320.85           | Agency Collateralized Mortgage Obligation |
| GNRM 2015-182 AB                                   | 2045-12-20      | 3.0000%  | 0.0000% | $1566918.00        | $478214.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-190 FJ                                   | 2052-11-20      | 5.1489%  | 0.0000% | $25000000.00       | $13682669.01       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $750000.00         | $434270.25         | Agency Collateralized Mortgage Obligation |
| FNRM RC034AC R24F034                               | 2050-12-25      | 5.5000%  | 0.0000% | $114723328.00      | $50896528.23       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2038-08-15      | 1.0000%  | 0.0000% | $116203136.00      | $20088936.81       | Agency Collateralized Mortgage Obligation |
| FNRM RC069EG R17F069                               | 2047-09-25      | 3.0000%  | 0.0000% | $7950000.00        | $1339814.76        | Agency Collateralized Mortgage Obligation |
| FNRM CL052LA R25F052                               | 2051-09-25      | 5.0000%  | 0.0000% | $2865000.00        | $2694821.49        | Agency Collateralized Mortgage Obligation |
| FNRM RC014KA R15F014                               | 2044-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $109507.58         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-06-25      | 4.5000%  | 0.0000% | $660000.00         | $617046.54         | Agency Collateralized Mortgage Obligation |
| FNRM CL021CA R18F021                               | 2045-04-25      | 3.5000%  | 0.0000% | $1289990.00        | $12681.82          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-072 GA                                   | 2050-03-20      | 5.0000%  | 0.0000% | $4201144.00        | $4010625.67        | Agency Collateralized Mortgage Obligation |
| FNRM CL082PT R24F082                               | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $32452232.06       | Agency Collateralized Mortgage Obligation |
| FNRM RC100CT R25F100                               | 2055-12-25      | 5.0000%  | 0.0000% | $18800000.00       | $18986120.00       | Agency Collateralized Mortgage Obligation |

### Security 673: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0S72, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1D0S72
- **C.18 - Value (incl. sponsor support):** $672879000.00
- **C.18.a - Value (excl. sponsor support):** $672879000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-01-31      | 1.5000%  | 0.0000% | $2227500.00        | $2184614.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $1458000.00        | $1438722.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $143458200.00      | $144997924.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $254104800.00      | $243456964.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $58351200.00       | $43256296.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $7230000.00        | $7165712.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $131226400.00      | $138144307.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $1430000.00        | $1272831.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $111208000.00      | $104419248.04      | U.S. Treasuries (including strips) |

### Security 674: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.090000%
- **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: ARP1D0S98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1D0S98
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DI9546 C | 2055-05-20      | 6.5000%  | 0.0000% | $3414917.00        | $3606572.95        | Agency Mortgage-Backed Securities |
| GNII SF DI9652 C | 2055-05-20      | 5.5000%  | 0.0000% | $4472503.00        | $4548179.31        | Agency Mortgage-Backed Securities |
| GNII SF DJ4212 C | 2055-07-20      | 7.0000%  | 0.0000% | $3552516.00        | $3760378.24        | Agency Mortgage-Backed Securities |
| GNII SF DG7152 C | 2054-12-20      | 6.5000%  | 0.0000% | $3749057.00        | $3912799.81        | Agency Mortgage-Backed Securities |
| GNII SF DN5822 C | 2055-11-20      | 5.0000%  | 0.0000% | $4350564.00        | $4385781.82        | Agency Mortgage-Backed Securities |
| GNII SF MA9546 M | 2054-01-20      | 8.0000%  | 0.0000% | $11736554.00       | $3950459.29        | Agency Mortgage-Backed Securities |
| GNII SF DM2797 C | 2055-10-20      | 6.5000%  | 0.0000% | $3896107.00        | $4073721.96        | Agency Mortgage-Backed Securities |
| GNII SF DM0518 C | 2055-11-20      | 5.0000%  | 0.0000% | $2872003.00        | $2891452.20        | Agency Mortgage-Backed Securities |
| GNII SF DM1684 C | 2055-09-20      | 6.5000%  | 0.0000% | $3741968.00        | $3969288.89        | Agency Mortgage-Backed Securities |
| GNII SF DO3573 C | 2055-11-20      | 5.0000%  | 0.0000% | $4064423.00        | $4087317.89        | Agency Mortgage-Backed Securities |
| GNII SF DO5500 C | 2055-11-20      | 5.5000%  | 0.0000% | $3637495.00        | $3718287.40        | Agency Mortgage-Backed Securities |
| GNII SF DO7196 C | 2055-11-20      | 5.5000%  | 0.0000% | $3753062.00        | $3832964.69        | Agency Mortgage-Backed Securities |
| GNII SF MB0557 M | 2053-01-20      | 6.0000%  | 0.0000% | $4469961.00        | $4540982.62        | Agency Mortgage-Backed Securities |
| GNII SF DN7171 C | 2055-11-20      | 5.5000%  | 0.0000% | $4381933.00        | $4507032.81        | Agency Mortgage-Backed Securities |
| GNII SF DN2336 C | 2055-11-20      | 7.0000%  | 0.0000% | $3406890.00        | $3626075.68        | Agency Mortgage-Backed Securities |
| GNII SF DN7904 C | 2055-11-20      | 5.0000%  | 0.0000% | $3738937.00        | $3757119.45        | Agency Mortgage-Backed Securities |
| GNII SF DN5802 C | 2055-11-20      | 6.5000%  | 0.0000% | $4034484.00        | $4245100.20        | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M | 2051-10-20      | 2.5000%  | 0.0000% | $6818188.00        | $4144699.03        | Agency Mortgage-Backed Securities |
| GNII SF DG4607 C | 2055-01-20      | 6.5000%  | 0.0000% | $4027483.00        | $3833497.99        | Agency Mortgage-Backed Securities |
| GNII SF DI9408 C | 2055-04-20      | 7.0000%  | 0.0000% | $4743099.00        | $4056124.86        | Agency Mortgage-Backed Securities |
| GNII SF DO0677 C | 2055-11-20      | 6.5000%  | 0.0000% | $3562186.00        | $3728141.12        | Agency Mortgage-Backed Securities |
| GNII SF DO0051 C | 2055-11-20      | 5.5000%  | 0.0000% | $4266448.00        | $4388088.70        | Agency Mortgage-Backed Securities |
| GNII SF MB0460 M | 2040-07-20      | 6.0000%  | 0.0000% | $4451798.00        | $4500772.93        | Agency Mortgage-Backed Securities |
| GNII SF DH6076 C | 2055-02-20      | 5.0000%  | 0.0000% | $3909782.00        | $3892400.96        | Agency Mortgage-Backed Securities |
| GNII SF CY9101 C | 2054-03-20      | 5.0000%  | 0.0000% | $3827095.00        | $3544879.90        | Agency Mortgage-Backed Securities |
| GNII SF DJ8293 C | 2055-08-20      | 6.5000%  | 0.0000% | $3690301.00        | $3838137.79        | Agency Mortgage-Backed Securities |
| GNII SF DI9394 C | 2055-04-20      | 6.5000%  | 0.0000% | $3663431.00        | $3868715.76        | Agency Mortgage-Backed Securities |
| GNII SF DJ1891 C | 2055-04-20      | 7.0000%  | 0.0000% | $2331467.00        | $2419772.42        | Agency Mortgage-Backed Securities |
| GNII SF DL5038 C | 2055-10-20      | 6.5000%  | 0.0000% | $3468240.00        | $3626768.16        | Agency Mortgage-Backed Securities |
| GNII SF DL8800 C | 2055-08-20      | 6.5000%  | 0.0000% | $3614779.00        | $3730916.71        | Agency Mortgage-Backed Securities |
| GNII SF DL9366 C | 2055-09-20      | 5.5000%  | 0.0000% | $3966774.00        | $4003537.25        | Agency Mortgage-Backed Securities |
| GNII SF DM5792 C | 2055-10-20      | 6.5000%  | 0.0000% | $3550243.00        | $3719976.25        | Agency Mortgage-Backed Securities |
| GNII SF DM1688 C | 2055-09-20      | 6.5000%  | 0.0000% | $4170973.00        | $4428224.51        | Agency Mortgage-Backed Securities |
| GNII SF BR7347 C | 2050-01-20      | 4.0000%  | 0.0000% | $18680181.00       | $3572827.58        | Agency Mortgage-Backed Securities |
| GNII SF DO2137 C | 2055-11-20      | 5.5000%  | 0.0000% | $3759335.00        | $3795473.49        | Agency Mortgage-Backed Securities |
| GNII SF DN8159 C | 2055-10-20      | 5.5000%  | 0.0000% | $3782619.00        | $3880942.52        | Agency Mortgage-Backed Securities |
| GNII SF DN8206 C | 2055-11-20      | 5.0000%  | 0.0000% | $3930822.00        | $3971718.27        | Agency Mortgage-Backed Securities |
| GNII SF DN5517 C | 2055-11-20      | 5.5000%  | 0.0000% | $4077530.00        | $4164340.61        | Agency Mortgage-Backed Securities |
| GNII SF MB0091 M | 2054-12-20      | 5.0000%  | 0.0000% | $3750000.00        | $3586172.67        | Agency Mortgage-Backed Securities |
| GNII SF DN0337 C | 2055-11-20      | 5.5000%  | 0.0000% | $3994716.00        | $4040483.46        | Agency Mortgage-Backed Securities |
| GNII SF DM9916 C | 2055-10-20      | 6.5000%  | 0.0000% | $3481369.00        | $3640333.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0364 M | 2055-05-20      | 4.5000%  | 0.0000% | $4500000.00        | $4375482.63        | Agency Mortgage-Backed Securities |
| GNII SF DI1518 C | 2055-03-20      | 5.5000%  | 0.0000% | $4190279.00        | $4259841.35        | Agency Mortgage-Backed Securities |
| GNII SF DO0054 C | 2055-11-20      | 5.5000%  | 0.0000% | $4118665.00        | $4233719.91        | Agency Mortgage-Backed Securities |
| GNII SF DI9682 C | 2055-05-20      | 6.5000%  | 0.0000% | $3543829.00        | $3744330.82        | Agency Mortgage-Backed Securities |
| GNII SF DM8296 C | 2055-10-20      | 5.5000%  | 0.0000% | $4341594.00        | $4456153.61        | Agency Mortgage-Backed Securities |
| GNII SF DN3509 C | 2055-11-20      | 5.5000%  | 0.0000% | $3907267.00        | $4004261.00        | Agency Mortgage-Backed Securities |
| GNII SF DN1527 C | 2052-10-20      | 7.0000%  | 0.0000% | $3643639.00        | $3767779.63        | Agency Mortgage-Backed Securities |
| GNII SF DK7150 C | 2055-05-20      | 7.0000%  | 0.0000% | $3789050.00        | $3943861.22        | Agency Mortgage-Backed Securities |
| GNII SF DF7659 C | 2054-10-20      | 4.5000%  | 0.0000% | $4302128.00        | $4178867.43        | Agency Mortgage-Backed Securities |
| GNII SF DF7744 C | 2054-11-20      | 4.5000%  | 0.0000% | $3719745.00        | $3603298.65        | Agency Mortgage-Backed Securities |
| GNII SF DN5801 C | 2055-11-20      | 6.5000%  | 0.0000% | $4119723.00        | $4331773.38        | Agency Mortgage-Backed Securities |
| GNII SF DM6511 C | 2055-09-20      | 6.5000%  | 0.0000% | $4235103.00        | $4471434.83        | Agency Mortgage-Backed Securities |

### Security 675: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.960000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0SD9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1D0SD9
- **C.18 - Value (incl. sponsor support):** $99905142.00
- **C.18.a - Value (excl. sponsor support):** $99905142.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GENENTA SCIENCE S P A          SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3210.00           | $6227.40           | Equities                           |
| UNITED STATES TREASURY                          | 2028-01-15      | 0.5000%  | 0.0000% | $800.00            | $1038.54           | U.S. Treasuries (including strips) |
| LAM RESEARCH CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $32209.00          | $4996904.26        | Equities                           |
| HALLIBURTON CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $193753.00         | $4996889.87        | Equities                           |
| UXIN LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $198.00            | $558.36            | Equities                           |
| UNITED STATES TREASURY                          | 2030-10-15      | 1.1250%  | 0.0000% | $640100.00         | $639268.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2027-01-15      | 2.3750%  | 0.0000% | $370300.00         | $607725.21         | U.S. Treasuries (including strips) |
| ZIFF DAVIS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $90.00             | $2983.50           | Equities                           |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $37218.00          | $4996888.68        | Equities                           |
| GLOBAL X FDS                   DEFENSE TECH ETF | 2500-12-31      | N/A      | 0.0000% | $27224.00          | $1694421.76        | Equities                           |
| PPL CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $136118.00         | $4996891.78        | Equities                           |
| CENTENE CORP DEL               COM              | 2500-12-31      | N/A      | 0.0000% | $126632.00         | $4996898.72        | Equities                           |
| CANAAN INC                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $5431419.00        | $4996905.48        | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII SMITH UNCONSTRAI | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1440.39           | Equities                           |
| NEWMONT CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $55202.00          | $4996885.04        | Equities                           |
| KRAFT HEINZ CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $195191.00         | $4996889.60        | Equities                           |
| HORMEL FOODS CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $215105.00         | $4996889.15        | Equities                           |
| INVESCO EXCH TRADED FD TR II   EMRNG MKT SVRG   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $21.82             | Equities                           |
| PROSHARES TR                   ULTRAPRO SHORT S | 2500-12-31      | N/A      | 0.0000% | $97729.00          | $4996883.77        | Equities                           |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $121935.00         | $4996896.30        | Equities                           |
| CSX CORP                       COM              | 2500-12-31      | N/A      | 0.0000% | $141555.00         | $4996891.50        | Equities                           |
| WESTERN DIGITAL CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $31678.00          | $4996887.72        | Equities                           |
| DBX ETF TR                     XTRACK USD HIGH  | 2500-12-31      | N/A      | 0.0000% | $135051.00         | $4996887.00        | Equities                           |
| UNITED STATES TREASURY                          | 2053-11-15      | 4.7500%  | 0.0000% | $1600.00           | $1626.23           | U.S. Treasuries (including strips) |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $11214.00          | $4996902.33        | Equities                           |
| WHEATON PRECIOUS METALS CORP   COM              | 2500-12-31      | N/A      | 0.0000% | $46805.00          | $4996901.80        | Equities                           |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $212453.00         | $4996894.56        | Equities                           |
| T-MOBILE US INC                COM              | 2500-12-31      | N/A      | 0.0000% | $24171.00          | $4996870.83        | Equities                           |
| DEUTSCHE BK AG LONDON BRH      DB GOLD DBL LNG  | 2500-12-31      | N/A      | 0.0000% | $70.00             | $10588.89          | Equities                           |
| DOW INC                        COM              | 2500-12-31      | N/A      | 0.0000% | $208988.00         | $4996903.08        | Equities                           |
| SUNRISE NEW ENERGY CO LTD      ORD CL A SHS     | 2500-12-31      | N/A      | 0.0000% | $873.00            | $1030.14           | Equities                           |
| MATCH GROUP INC NEW            COM              | 2500-12-31      | N/A      | 0.0000% | $150418.00         | $4996885.96        | Equities                           |
| TORONTO DOMINION BK ONT        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $59886.00          | $4996887.84        | Equities                           |

### Security 676: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0T14, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1D0T14
- **C.18 - Value (incl. sponsor support):** $5806000000.00
- **C.18.a - Value (excl. sponsor support):** $5806000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $231286300.00      | $247245580.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $2108700.00        | $1900093.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $81133700.00       | $99835342.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $9292200.00        | $9452909.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $40328000.00       | $41272043.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $72000.00          | $67758.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $368000.00         | $256761.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $99900.00          | $63840.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $40705800.00       | $30570381.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $202315700.00      | $203405888.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $99369600.00       | $101344575.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $75000000.00       | $78116669.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100000000.00      | $71747286.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $6830000.00        | $7062848.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $5150000.00        | $4935454.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $517700.00         | $524655.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $18000000.00       | $23367696.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $200000000.00      | $198124847.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $6000000.00        | $6274326.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $241842200.00      | $249639089.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $15057000.00       | $15114580.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $14347900.00       | $14564958.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $3000000.00        | $2962194.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $25000000.00       | $24678926.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $15000000.00       | $14102728.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $52400.00          | $52393.26          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $50000000.00       | $52427938.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $124480800.00      | $126450078.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $9445600.00        | $9512094.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $92466000.00       | $93162702.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100000000.00      | $101303435.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1648900.00        | $1717634.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $25000000.00       | $25600846.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $28000000.00       | $28502737.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $12500000.00       | $12863104.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $245428300.00      | $249961171.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $70000.00          | $66022.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $34365300.00       | $30128978.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $50000000.00       | $51062861.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $31500000.00       | $31646472.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $75000000.00       | $58533692.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $5516800.00        | $5515383.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $65000900.00       | $63271096.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $10000000.00       | $8873269.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $5000.00           | $4752.45           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100000000.00      | $102272122.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $22999900.00       | $23353367.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $22999900.00       | $23390806.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $50634800.00       | $51919968.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $200000000.00      | $205839695.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $200000000.00      | $210783219.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $25000000.00       | $25303447.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $933800.00         | $938788.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $1105800.00        | $1110570.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $71702000.00       | $73292694.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $995800.00         | $1000264.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $24999900.00       | $21281268.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $654000.00         | $471825.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $273000.00         | $274044.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1047700.00        | $1086707.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $100000000.00      | $104624692.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $24908000.00       | $21903785.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $30000000.00       | $30215861.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $19632000.00       | $20183307.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $225000000.00      | $227662490.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $5000000.00        | $5057569.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $754000.00         | $773398.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $50000000.00       | $43972222.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $43709164.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $19999100.00       | $19442165.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $51890000.00       | $52662850.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $54299900.00       | $57763871.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $5430400.00        | $8599962.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $242835600.00      | $249880028.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $61600.00          | $63752.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $20198200.00       | $21069037.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $347200.00         | $250087.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $105000000.00      | $53775249.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $23999800.00       | $18178132.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $83378500.00       | $98231340.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $254348400.00      | $249999981.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $100000000.00      | $95087203.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $267390300.00      | $241552606.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $24006000.00       | $24109827.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $203503600.00      | $215955104.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1637500.00        | $1639140.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $121600.00         | $66023.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $76462500.00       | $72471422.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $233571900.00      | $249999911.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $73000000.00       | $69516885.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $75000000.00       | $74312330.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $75000000.00       | $77069860.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $50000000.00       | $49411736.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $3000000.00        | $3043288.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $223726100.00      | $215975332.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $2000.00           | $2194.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $591800.00         | $587219.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $21499900.00       | $20412324.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $25000000.00       | $24504573.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $12000000.00       | $12480848.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $200000.00         | $174294.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $6680000.00        | $5899755.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $295400.00         | $222288.88         | U.S. Treasuries (including strips) |

### Security 677: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.090000%
- **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: ARP1D0T71, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D0T71
- **C.18 - Value (incl. sponsor support):** $2229900000.00
- **C.18.a - Value (excl. sponsor support):** $2229900000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2025-064 FG                                   | 2055-04-20      | 5.3989%  | 0.0000% | $32586988.00       | $31547452.36       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ4354                               | 2055-06-01      | 5.0000%  | 0.0000% | $2550057.00        | $2490061.36        | Agency Mortgage-Backed Securities         |
| GNII SF BT3675 C                                   | 2050-04-20      | 4.0000%  | 0.0000% | $4765480.00        | $1447575.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5217                               | 2053-12-01      | 6.5000%  | 0.0000% | $147104.00         | $81690.16          | Agency Mortgage-Backed Securities         |
| GNRA 2025-203 FA                                   | 2055-11-20      | 5.5000%  | 0.0000% | $100000000.00      | $100738422.22      | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $722864.00         | $294257.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5191                               | 2053-11-01      | 6.0000%  | 0.0000% | $33058921.00       | $24397838.58       | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565727.00        | $132289.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3986                               | 2035-04-01      | 3.5000%  | 0.0000% | $144000.00         | $20249.48          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA4934                               | 2043-02-01      | 5.0000%  | 0.0000% | $610000.00         | $406710.91         | Agency Mortgage-Backed Securities         |
| GNII SF MA5880 M                                   | 2049-04-20      | 6.0000%  | 0.0000% | $1406670.00        | $181077.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA4075 M                                   | 2038-10-20      | 6.5000%  | 0.0000% | $700000.00         | $119909.39         | Agency Mortgage-Backed Securities         |
| GNII SF MA4842 M                                   | 2039-08-20      | 6.0000%  | 0.0000% | $200000.00         | $17146.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA5764 M                                   | 2049-02-20      | 4.5000%  | 0.0000% | $998000.00         | $73394.32          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q22915 G                               | 2043-11-01      | 4.5000%  | 0.0000% | $1051291.00        | $84492.89          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1507                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $665.54            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6491                               | 2054-01-01      | 4.0000%  | 0.0000% | $16930071.00       | $14774936.95       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0888                               | 2046-03-01      | 4.0000%  | 0.0000% | $1015.00           | $126.47            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8255                               | 2052-10-01      | 3.5000%  | 0.0000% | $923059.00         | $714176.72         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285                               | 2053-01-01      | 3.5000%  | 0.0000% | $562254.00         | $438425.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5215                               | 2054-04-01      | 5.5000%  | 0.0000% | $1625000.00        | $1433285.96        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V80589 G                               | 2043-10-01      | 4.5000%  | 0.0000% | $602692.00         | $30447.21          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1658                               | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1428.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2776                               | 2053-04-01      | 5.0000%  | 0.0000% | $108580.00         | $90108.22          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0840                               | 2031-12-01      | 6.5000%  | 0.0000% | $4929.00           | $35.30             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7551                               | 2052-01-02      | 3.0000%  | 0.0000% | $49324.00          | $31381.52          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267                               | 2052-11-01      | 5.0000%  | 0.0000% | $22650000.00       | $18119440.12       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0074                               | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $179.41            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0670                               | 2051-09-01      | 3.0000%  | 0.0000% | $640000.00         | $389903.51         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8432                               | 2054-05-01      | 6.0000%  | 0.0000% | $8000.00           | $6002.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0522                               | 2048-09-01      | 4.5000%  | 0.0000% | $140000.00         | $16591.35          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7982                               | 2044-04-01      | 4.5000%  | 0.0000% | $1589000.00        | $256638.17         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463                               | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1582.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8329                               | 2053-06-01      | 5.0000%  | 0.0000% | $14000.00          | $11754.09          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0857                               | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $330266.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5663                               | 2054-06-01      | 5.5000%  | 0.0000% | $2308032.00        | $2040778.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $716.41            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8274                               | 2052-12-01      | 4.0000%  | 0.0000% | $2118000.00        | $1713918.69        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3929                               | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $306.16            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235                               | 2052-08-01      | 3.0000%  | 0.0000% | $109417.00         | $80926.07          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343                               | 2053-07-01      | 6.0000%  | 0.0000% | $140000.00         | $105078.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6836                               | 2053-10-01      | 2.5000%  | 0.0000% | $785000.00         | $618504.69         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1518                               | 2052-08-01      | 4.5000%  | 0.0000% | $89835.00          | $72434.40          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5419                               | 2054-05-01      | 6.5000%  | 0.0000% | $10000.00          | $7403.90           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016                               | 2049-10-01      | 3.0000%  | 0.0000% | $89000.00          | $13335.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1076                               | 2052-01-01      | 3.0000%  | 0.0000% | $5381012.00        | $3463952.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4000                               | 2041-07-01      | 6.0000%  | 0.0000% | $1178717.00        | $816278.41         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9804                               | 2055-01-01      | 4.5000%  | 0.0000% | $1058053.00        | $1035183.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4940                               | 2053-03-01      | 5.0000%  | 0.0000% | $478000.00         | $382649.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2616                               | 2052-08-01      | 5.0000%  | 0.0000% | $1378000.00        | $1041955.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6135                               | 2053-04-01      | 4.5000%  | 0.0000% | $30000.00          | $24670.62          | Agency Mortgage-Backed Securities         |
| FNRM RC007BD R25F007                               | 2052-02-25      | 5.0000%  | 0.0000% | $9371000.00        | $7656072.65        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL256022                               | 2035-12-01      | 5.5000%  | 0.0000% | $556021.00         | $5019.85           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL256939                               | 2037-10-01      | 7.0000%  | 0.0000% | $4754356.00        | $23612.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6513                               | 2053-06-01      | 5.0000%  | 0.0000% | $42150528.00       | $31885170.68       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3122                               | 2052-03-01      | 3.0000%  | 0.0000% | $3591000.00        | $2375932.10        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT8220                               | 2052-05-01      | 3.0000%  | 0.0000% | $8000.00           | $5967.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1706                               | 2055-05-01      | 5.5000%  | 0.0000% | $27000.00          | $27481.51          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1526                               | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1000.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC5395                               | 2054-12-01      | 6.5000%  | 0.0000% | $1236000.00        | $1296102.48        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $6451714.00        | $6494030.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4442                               | 2054-11-01      | 5.0000%  | 0.0000% | $2791776.00        | $2586222.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB3808                               | 2054-05-01      | 6.0000%  | 0.0000% | $2493000.00        | $2264631.71        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $100750.22         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6138                               | 2051-10-01      | 2.5000%  | 0.0000% | $360000.00         | $222366.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX0786                               | 2053-01-01      | 6.5000%  | 0.0000% | $3921280.00        | $3126087.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7927                               | 2052-09-01      | 4.5000%  | 0.0000% | $3054000.00        | $2367854.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV2634                               | 2052-07-01      | 4.0000%  | 0.0000% | $18000.00          | $13776.66          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA2677                               | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $504.62            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1890                               | 2036-03-01      | 2.0000%  | 0.0000% | $492999.00         | $232013.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8795                               | 2053-04-01      | 5.5000%  | 0.0000% | $4847447.00        | $3960977.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN3898                               | 2048-12-01      | 4.5000%  | 0.0000% | $4171393.00        | $799978.60         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5086                               | 2055-04-01      | 6.5000%  | 0.0000% | $7000.00           | $5048.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5277                               | 2055-08-01      | 6.0000%  | 0.0000% | $3810616.00        | $3564695.07        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5930                               | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1002.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE2909                               | 2055-07-01      | 6.5000%  | 0.0000% | $5103777.00        | $5123399.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8904                               | 2055-08-01      | 6.5000%  | 0.0000% | $4423048.00        | $4634283.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE1335                               | 2055-06-01      | 6.5000%  | 0.0000% | $4462201.00        | $4545300.28        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDE4451                               | 2055-06-01      | 7.5000%  | 0.0000% | $8991.00           | $9769.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB3616                               | 2054-05-01      | 6.0000%  | 0.0000% | $1301284.00        | $1003733.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV5578                               | 2052-05-01      | 3.0000%  | 0.0000% | $795840.00         | $581040.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE3704                               | 2055-08-01      | 6.5000%  | 0.0000% | $12011.00          | $12538.69          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7298                               | 2055-08-01      | 6.0000%  | 0.0000% | $11121520.00       | $11409412.22       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD4724                               | 2055-02-01      | 7.0000%  | 0.0000% | $9999.00           | $10580.92          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.4730%  | 0.0000% | $3787919.00        | $3437516.46        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.4610%  | 0.0000% | $218000.00         | $43454.03          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM6599                               | 2031-04-01      | 1.7307%  | 0.0000% | $1725331.00        | $1238780.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237                               | 2052-08-01      | 4.0000%  | 0.0000% | $262211.00         | $205235.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3362                               | 2044-01-01      | 4.5000%  | 0.0000% | $1000.00           | $242.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9268                               | 2053-06-01      | 5.5000%  | 0.0000% | $1276180.00        | $1061089.60        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2036-07-25      | 5.0000%  | 0.0000% | $133420.00         | $133120.05         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS4371                               | 2045-02-01      | 3.5000%  | 0.0000% | $4000000.00        | $627772.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA6427                               | 2054-02-01      | 6.5000%  | 0.0000% | $5000.00           | $5246.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243                               | 2052-09-01      | 3.5000%  | 0.0000% | $157512.00         | $121441.33         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI2444                               | 2041-05-01      | 5.0000%  | 0.0000% | $1449000.00        | $304048.71         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $2008.00           | $1307.32           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS620057                               | 2034-08-01      | 4.2190%  | 0.0000% | $5724.00           | $0.30              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548                               | 2051-11-01      | 2.5000%  | 0.0000% | $12629.00          | $7879.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC5394                               | 2054-11-01      | 6.5000%  | 0.0000% | $1107600.00        | $962381.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6627                               | 2054-11-01      | 6.0000%  | 0.0000% | $1666615.00        | $1299081.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1854                               | 2054-09-01      | 6.0000%  | 0.0000% | $6606010.00        | $6144847.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M                                   | 2048-09-20      | 4.5000%  | 0.0000% | $198000.00         | $15258.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA2376 M                                   | 2044-11-20      | 6.0000%  | 0.0000% | $230000.00         | $19368.35          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT2488                               | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $578.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5392                               | 2054-12-01      | 6.5000%  | 0.0000% | $2543492.00        | $2629123.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1521                               | 2055-04-01      | 5.5000%  | 0.0000% | $1674298.00        | $1587770.79        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1915                               | 2052-02-01      | 3.0000%  | 0.0000% | $978496.00         | $636007.42         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3053                               | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $793.59            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4072                               | 2040-07-01      | 2.5000%  | 0.0000% | $4023272.00        | $1351115.32        | Agency Mortgage-Backed Securities         |
| GNII SF DM0877 C                                   | 2055-10-20      | 7.0000%  | 0.0000% | $1606666.00        | $1708684.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4467                               | 2051-11-01      | 3.0000%  | 0.0000% | $269419.00         | $159525.25         | Agency Mortgage-Backed Securities         |
| GNII SF DM0876 C                                   | 2055-10-20      | 7.0000%  | 0.0000% | $14184.00          | $15072.68          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3937                               | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $175.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0799                               | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $957.55            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ8797                               | 2055-11-01      | 4.0000%  | 0.0000% | $1026947.00        | $983176.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9246                               | 2055-11-01      | 5.0000%  | 0.0000% | $2333836.00        | $2359048.43        | Agency Mortgage-Backed Securities         |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $316454.00         | $11407.89          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $401729.00         | $403273.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3231                               | 2055-09-01      | 6.5000%  | 0.0000% | $4911304.00        | $4563251.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ7064                               | 2055-10-01      | 6.5000%  | 0.0000% | $849936.00         | $895079.35         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ8012                               | 2055-11-01      | 4.0000%  | 0.0000% | $4733384.00        | $4531637.71        | Agency Mortgage-Backed Securities         |
| GNMI SF 723240 X                                   | 2039-10-15      | 5.0000%  | 0.0000% | $2181641.00        | $35902.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0791                               | 2054-06-01      | 5.5000%  | 0.0000% | $93999.00          | $85972.17          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4009                               | 2055-09-01      | 5.5000%  | 0.0000% | $4158681.00        | $4277235.93        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6343                               | 2050-07-01      | 2.5000%  | 0.0000% | $7075304.00        | $3499368.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG2806                               | 2053-04-01      | 4.5000%  | 0.0000% | $1063634.00        | $506000.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1518                               | 2053-10-01      | 6.0000%  | 0.0000% | $412000.00         | $287084.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0818                               | 2054-04-01      | 5.5000%  | 0.0000% | $467976.00         | $416933.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB1966                               | 2054-09-01      | 5.5000%  | 0.0000% | $6048.00           | $6134.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6248                               | 2055-09-01      | 6.0000%  | 0.0000% | $2846812.00        | $2837616.89        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT1339                               | 2051-07-01      | 2.5000%  | 0.0000% | $591049.00         | $372061.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4090                               | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $750.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3753                               | 2048-04-01      | 3.5000%  | 0.0000% | $100000.00         | $31090.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC4052                               | 2054-10-01      | 5.5000%  | 0.0000% | $507826.00         | $471755.22         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM1775                               | 2047-07-01      | 4.5000%  | 0.0000% | $161000.00         | $31483.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3676                               | 2047-06-01      | 3.0000%  | 0.0000% | $2486000.00        | $1038578.60        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9558                               | 2051-10-01      | 2.5000%  | 0.0000% | $375000.00         | $294157.86         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBH8501                               | 2032-11-01      | 3.0000%  | 0.0000% | $51000.00          | $9791.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1988                               | 2049-10-01      | 5.0000%  | 0.0000% | $1000.00           | $98.77             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH2718                               | 2047-05-01      | 4.0000%  | 0.0000% | $307479.00         | $58083.60          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138                               | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $814.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M                                   | 2045-07-20      | 3.0000%  | 0.0000% | $343000.00         | $37533.60          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5016                               | 2055-11-01      | 5.5000%  | 0.0000% | $407769.00         | $418364.88         | Agency Mortgage-Backed Securities         |
| GNII SF MA5878 M                                   | 2049-03-20      | 5.0000%  | 0.0000% | $700000.00         | $52535.89          | Agency Mortgage-Backed Securities         |
| GNII SF CT6580 C                                   | 2054-09-20      | 7.5000%  | 0.0000% | $5031670.00        | $5297367.84        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC7277                               | 2054-12-01      | 4.5000%  | 0.0000% | $1243008.00        | $1199118.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6307                               | 2052-08-01      | 5.0000%  | 0.0000% | $1774000.00        | $1136578.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3120                               | 2052-09-01      | 5.0000%  | 0.0000% | $50000.00          | $37024.76          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8178                               | 2055-03-01      | 6.0000%  | 0.0000% | $1027874.00        | $1057479.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3045                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $792.77            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBW6966                               | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1205401.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5354                               | 2054-05-01      | 6.0000%  | 0.0000% | $7000.00           | $5249.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5163                               | 2053-10-01      | 4.5000%  | 0.0000% | $1000.00           | $875.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $11317.00          | $8775.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $8755520.00        | $6789444.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4737                               | 2052-08-01      | 5.0000%  | 0.0000% | $2154000.00        | $1567572.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919                               | 2053-02-01      | 5.5000%  | 0.0000% | $1727040.00        | $1287310.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2010                               | 2052-05-01      | 3.0000%  | 0.0000% | $1500000.00        | $1027562.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2766                               | 2055-04-01      | 6.0000%  | 0.0000% | $1251046.00        | $1282161.81        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4562                               | 2052-03-01      | 2.0000%  | 0.0000% | $32050.00          | $21430.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB8194                               | 2054-08-01      | 5.5000%  | 0.0000% | $1782332.00        | $1727854.42        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH4019                               | 2047-09-01      | 4.0000%  | 0.0000% | $3029000.00        | $385839.38         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7915                               | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $751.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4267                               | 2053-11-01      | 6.0000%  | 0.0000% | $1728439.00        | $1388308.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE5651                               | 2047-02-01      | 3.0000%  | 0.0000% | $53314.00          | $12369.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7128                               | 2052-04-01      | 3.5000%  | 0.0000% | $12643.00          | $9043.19           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7549                               | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $625.18            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $455128.19         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS0089                               | 2043-08-01      | 3.5000%  | 0.0000% | $204000.00         | $29908.88          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0327                               | 2052-04-01      | 2.5000%  | 0.0000% | $395000.00         | $269116.91         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7559                               | 2052-06-01      | 4.0000%  | 0.0000% | $62785.00          | $44607.82          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8429                               | 2054-05-01      | 4.5000%  | 0.0000% | $120000.00         | $109137.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5218                               | 2054-09-01      | 5.5000%  | 0.0000% | $5000.00           | $5037.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD5636                               | 2055-03-01      | 5.0000%  | 0.0000% | $1016700.00        | $1017465.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2694                               | 2055-06-01      | 6.5000%  | 0.0000% | $1276400.00        | $1336619.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9556                               | 2054-11-01      | 5.5000%  | 0.0000% | $6000.00           | $5805.08           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2862                               | 2040-02-01      | 4.5000%  | 0.0000% | $5859288.00        | $349051.14         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1843460.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT2720                               | 2043-05-01      | 3.0000%  | 0.0000% | $106000.00         | $17679.79          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT0717                               | 2033-10-01      | 3.5000%  | 0.0000% | $745996.00         | $57697.36          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4821                               | 2047-11-01      | 3.5000%  | 0.0000% | $702367.00         | $187536.18         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-08-25      | 5.5218%  | 0.0000% | $221360.00         | $187221.54         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA8083                               | 2052-10-01      | 5.0000%  | 0.0000% | $42245500.00       | $33236387.41       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAR6445                               | 2043-10-01      | 4.5000%  | 0.0000% | $324299.00         | $38521.56          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1047                               | 2043-11-01      | 4.5000%  | 0.0000% | $2913038.00        | $140321.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS0860                               | 2043-10-01      | 4.5000%  | 0.0000% | $835378.00         | $20775.03          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1544                               | 2048-12-01      | 3.5000%  | 0.0000% | $700000.00         | $61948.30          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349                               | 2053-08-01      | 5.5000%  | 0.0000% | $298000.00         | $241811.95         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8225                               | 2052-07-01      | 3.0000%  | 0.0000% | $7000.00           | $5208.11           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4815                               | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $772.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6143                               | 2054-07-01      | 6.0000%  | 0.0000% | $955783.00         | $810219.07         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844237                               | 2035-11-01      | 5.6800%  | 0.0000% | $1756000.00        | $9620.37           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2027                               | 2033-06-01      | 2.0700%  | 0.0000% | $18015362.00       | $15319244.66       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY7075                               | 2045-04-01      | 3.5000%  | 0.0000% | $8443000.00        | $1512791.06        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206                               | 2052-04-01      | 3.0000%  | 0.0000% | $720002.00         | $507030.22         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178                               | 2051-11-01      | 2.5000%  | 0.0000% | $1055002.00        | $671727.03         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8309                               | 2053-03-01      | 6.0000%  | 0.0000% | $525000.00         | $361615.40         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3513                               | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $469.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2016                               | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $20.29             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9045                               | 2046-09-01      | 3.0000%  | 0.0000% | $58693.00          | $15576.77          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX8165                               | 2053-04-01      | 4.5000%  | 0.0000% | $2805796.00        | $2216223.45        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2556                               | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15730.43          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW1399                               | 2052-12-01      | 5.5000%  | 0.0000% | $3410440.00        | $2862590.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI3903                               | 2054-03-01      | 5.5000%  | 0.0000% | $1593585.00        | $1449428.18        | Agency Mortgage-Backed Securities         |
| FMAR 781222 G                                      | 2034-02-01      | 6.5000%  | 0.0000% | $4650000.00        | $20341.63          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB2979                               | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $588.33            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9590%  | 0.0000% | $243953.00         | $165957.17         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4718                               | 2051-03-01      | 2.0000%  | 0.0000% | $1326126.00        | $728976.03         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1134                               | 2051-07-01      | 2.5000%  | 0.0000% | $499000.00         | $346507.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2835                               | 2055-06-01      | 6.5000%  | 0.0000% | $8854384.00        | $9264164.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1800                               | 2055-02-01      | 6.0000%  | 0.0000% | $808522.00         | $832100.09         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6575                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $596.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTBO6642                               | 2041-04-01      | 2.0000%  | 0.0000% | $500000.00         | $298585.48         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5189                               | 2042-10-01      | 4.5000%  | 0.0000% | $292699.00         | $186252.18         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ6341                               | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $314.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7782                               | 2055-08-01      | 6.5000%  | 0.0000% | $6001.00           | $6233.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL190396                               | 2039-06-01      | 4.5000%  | 0.0000% | $3204687.00        | $63790.28          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6528                               | 2032-09-01      | 3.6500%  | 0.0000% | $6765.00           | $6640.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO8628                               | 2050-02-01      | 3.0000%  | 0.0000% | $389280.00         | $78353.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5157                               | 2042-05-01      | 2.5000%  | 0.0000% | $294059.00         | $203167.59         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2651                               | 2055-11-01      | 5.5000%  | 0.0000% | $764560.00         | $779768.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2926                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $732.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8842                               | 2054-12-01      | 6.5000%  | 0.0000% | $172206.00         | $153382.38         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K0847105                               | 2035-10-01      | 6.5000%  | 0.0000% | $2561709.00        | $53440.54          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6432                               | 2045-01-01      | 4.0000%  | 0.0000% | $75000.00          | $8976.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL256515                               | 2036-11-01      | 6.5000%  | 0.0000% | $3816678.00        | $36282.27          | Agency Mortgage-Backed Securities         |
| MNRA CL002A2 R25M002                               | 2030-04-25      | 4.6200%  | 0.0000% | $6651192.00        | $6831046.88        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAL5601                               | 2044-08-01      | 4.0000%  | 0.0000% | $515804.00         | $85219.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2892                               | 2053-05-01      | 5.5000%  | 0.0000% | $14003.00          | $10381.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289                               | 2053-01-01      | 5.5000%  | 0.0000% | $44000.00          | $33708.83          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213                               | 2052-05-01      | 3.0000%  | 0.0000% | $5441143.00        | $3919704.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0837                               | 2055-02-01      | 6.0000%  | 0.0000% | $1650230.00        | $1397723.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3203                               | 2054-10-01      | 6.0000%  | 0.0000% | $1432595.00        | $1313161.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZC310209                               | 2043-08-25      | 3.5000%  | 0.0000% | $20000000.00       | $13908777.81       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1016                               | 2050-04-01      | 5.5000%  | 0.0000% | $6570072.00        | $3555748.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL323835                               | 2029-05-01      | 6.5000%  | 0.0000% | $34859685.00       | $20274.30          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8177                               | 2051-11-01      | 2.0000%  | 0.0000% | $2595000.00        | $1664227.84        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8166                               | 2051-09-01      | 2.0000%  | 0.0000% | $52000.00          | $32639.76          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7509                               | 2049-11-01      | 3.0000%  | 0.0000% | $1006.00           | $345.47            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554                               | 2052-04-01      | 2.5000%  | 0.0000% | $225442.00         | $146594.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3180                               | 2053-06-01      | 6.5000%  | 0.0000% | $651000.00         | $508149.96         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD5741                               | 2050-11-01      | 2.0000%  | 0.0000% | $5998000.00        | $4478187.44        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7555                               | 2052-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $744397.56         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q23677 G                               | 2043-12-01      | 4.5000%  | 0.0000% | $345589.00         | $34523.19          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5913                               | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $934.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8202                               | 2052-03-01      | 3.5000%  | 0.0000% | $38000.00          | $25825.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8168                               | 2051-09-01      | 3.0000%  | 0.0000% | $55000.00          | $31148.31          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340                               | 2053-07-01      | 4.5000%  | 0.0000% | $9001.00           | $7733.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0714                               | 2048-10-01      | 5.0000%  | 0.0000% | $449916.00         | $42092.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $7070.00           | $5613.62           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9701                               | 2055-03-01      | 6.0000%  | 0.0000% | $3510250.00        | $3207440.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0152                               | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX6491                               | 2055-02-01      | 5.0000%  | 0.0000% | $744770.00         | $700216.53         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6461                               | 2053-06-01      | 5.5000%  | 0.0000% | $4144320.00        | $3018117.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7095                               | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $868.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5839                               | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $802.57            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2695                               | 2055-05-01      | 6.5000%  | 0.0000% | $1008.00           | $872.33            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2349                               | 2055-09-01      | 6.5000%  | 0.0000% | $249083.00         | $252139.80         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8712                               | 2055-11-01      | 5.0000%  | 0.0000% | $7196417.00        | $7258298.99        | Agency Mortgage-Backed Securities         |
| GNII SF MA7594 M                                   | 2049-02-20      | 5.0000%  | 0.0000% | $65000.00          | $28133.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M                                   | 2051-09-20      | 3.0000%  | 0.0000% | $53261696.00       | $30343060.23       | Agency Mortgage-Backed Securities         |
| GNII SF MA8426 M                                   | 2052-11-20      | 4.0000%  | 0.0000% | $24255869.00       | $18643925.97       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3732                               | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1042.27           | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M                                   | 2050-08-20      | 3.0000%  | 0.0000% | $24072.00          | $8001.29           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM2629                               | 2050-03-01      | 2.5000%  | 0.0000% | $2773210.00        | $1034006.13        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4778 C                                   | 2055-04-20      | 7.0000%  | 0.0000% | $20376128.00       | $21562330.64       | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M                                   | 2048-06-20      | 5.0000%  | 0.0000% | $135671.00         | $10193.77          | Agency Mortgage-Backed Securities         |
| GNII SF DJ4783 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $9826.00           | $10544.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA8429 M                                   | 2052-10-20      | 5.5000%  | 0.0000% | $10400.00          | $7372.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2066                               | 2052-06-01      | 4.0000%  | 0.0000% | $1295000.00        | $937458.15         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $725.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1374                               | 2052-03-01      | 3.0000%  | 0.0000% | $101000.00         | $71260.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3978                               | 2053-01-01      | 5.0000%  | 0.0000% | $3796000.00        | $3109454.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8140                               | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $874.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3331                               | 2052-11-01      | 5.0000%  | 0.0000% | $3931414.00        | $3103918.11        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1237                               | 2051-12-01      | 3.5000%  | 0.0000% | $3491000.00        | $2258914.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053                               | 2053-04-01      | 5.0000%  | 0.0000% | $896936.00         | $654057.00         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI3480                               | 2041-06-01      | 4.5000%  | 0.0000% | $3170796.00        | $352007.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1278                               | 2055-08-01      | 5.5000%  | 0.0000% | $2282142.00        | $2271629.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6874                               | 2055-07-01      | 5.5000%  | 0.0000% | $4420448.00        | $4431231.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $6000.00           | $5030.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4815                               | 2052-05-01      | 3.0000%  | 0.0000% | $1001.00           | $760.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4003                               | 2055-04-01      | 5.5000%  | 0.0000% | $863426.00         | $873818.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5689                               | 2055-06-01      | 5.5000%  | 0.0000% | $1101925.00        | $1094268.43        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0586                               | 2055-04-01      | 5.5000%  | 0.0000% | $6000.00           | $5713.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2406                               | 2055-02-01      | 6.5000%  | 0.0000% | $2848965.00        | $2385447.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2734                               | 2055-09-01      | 6.0000%  | 0.0000% | $8417600.00        | $8665426.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5223                               | 2053-07-01      | 5.0000%  | 0.0000% | $6137.00           | $5085.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6501                               | 2053-11-01      | 5.5000%  | 0.0000% | $145000.00         | $122315.89         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3152                               | 2045-02-01      | 4.0000%  | 0.0000% | $36000.00          | $12377.85          | Agency Mortgage-Backed Securities         |
| GNRM 2025-164 PH                                   | 2053-11-20      | 4.5000%  | 0.0000% | $4656332.00        | $4619360.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 LF                                   | 2053-02-20      | 5.0089%  | 0.0000% | $5457347.00        | $4019983.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 FA                                   | 2054-02-20      | 5.2989%  | 0.0000% | $129481.00         | $56808.06          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FA                                   | 2052-10-20      | 5.1989%  | 0.0000% | $35588871.00       | $26358476.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FA                                   | 2053-11-20      | 5.9989%  | 0.0000% | $57017747.00       | $20280227.98       | Agency Collateralized Mortgage Obligation |
| GNII ET DJ2775 C                                   | 2065-03-20      | 6.5000%  | 0.0000% | $779140.00         | $659450.31         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0199                               | 2051-04-01      | 3.0000%  | 0.0000% | $1055000.00        | $662851.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA8492 M                                   | 2052-12-20      | 6.0000%  | 0.0000% | $419450.00         | $228117.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1223                               | 2055-04-01      | 5.5000%  | 0.0000% | $953238.00         | $968905.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1542                               | 2055-04-01      | 6.0000%  | 0.0000% | $25257689.00       | $25025900.85       | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA                                   | 2053-04-20      | 4.9989%  | 0.0000% | $33329411.00       | $18241245.74       | Agency Collateralized Mortgage Obligation |
| GNII ET DI0245 C                                   | 2065-04-20      | 7.0000%  | 0.0000% | $13777720.00       | $11774446.60       | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 KF                                   | 2053-02-20      | 4.9989%  | 0.0000% | $1629.00           | $1195.17           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 4.9989%  | 0.0000% | $35798947.00       | $26222621.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.2489%  | 0.0000% | $70631015.00       | $51547261.79       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0367 M                                   | 2055-05-20      | 6.0000%  | 0.0000% | $30000.00          | $30073.92          | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.2089%  | 0.0000% | $20956.00          | $9594.00           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFM2870                               | 2050-03-01      | 3.0000%  | 0.0000% | $4272209.00        | $1594411.91        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3273                               | 2055-10-01      | 6.5000%  | 0.0000% | $39651.00          | $41869.69          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867                               | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $828.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5037                               | 2053-06-01      | 4.5000%  | 0.0000% | $3371021.00        | $2831587.29        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM0076                               | 2050-03-01      | 3.0000%  | 0.0000% | $14769960.00       | $4724291.08        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733                               | 2052-09-01      | 4.5000%  | 0.0000% | $8004.00           | $6197.28           | Agency Mortgage-Backed Securities         |
| GNII SF MB0307 M                                   | 2055-04-20      | 5.0000%  | 0.0000% | $8001.00           | $7907.96           | Agency Mortgage-Backed Securities         |
| GNII SF MB0744 M                                   | 2055-11-20      | 4.5000%  | 0.0000% | $8324953.00        | $8189963.89        | Agency Mortgage-Backed Securities         |
| GNAR AF MB0754 M                                   | 2055-11-20      | 4.0000%  | 0.0000% | $1753034.00        | $1744689.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CKMA4970                               | 2053-02-01      | 6.0000%  | 0.0000% | $870956.00         | $587570.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2579                               | 2055-08-01      | 6.0000%  | 0.0000% | $79117056.00       | $78313944.77       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3313                               | 2055-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1791.12           | Agency Mortgage-Backed Securities         |
| GNMI SP 784605 X                                   | 2042-01-15      | 4.5000%  | 0.0000% | $714000.00         | $196067.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4842                               | 2053-06-01      | 5.5000%  | 0.0000% | $596998.00         | $482310.40         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4795                               | 2055-09-01      | 6.0000%  | 0.0000% | $24951.00          | $25239.36          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0602                               | 2054-12-01      | 6.0000%  | 0.0000% | $5241141.00        | $5107281.79        | Agency Mortgage-Backed Securities         |
| GNII SF MA6044 M                                   | 2049-07-20      | 6.0000%  | 0.0000% | $1372000.00        | $167420.03         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613                               | 2055-02-01      | 5.0000%  | 0.0000% | $21000.00          | $19981.28          | Agency Mortgage-Backed Securities         |
| GNII SF MA4514 M                                   | 2047-06-20      | 5.5000%  | 0.0000% | $526000.00         | $46064.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M                                   | 2049-04-20      | 4.5000%  | 0.0000% | $633666.00         | $54443.74          | Agency Mortgage-Backed Securities         |
| GNII SF DA8159 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $4963422.00        | $4555083.88        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCA7422                               | 2040-10-01      | 2.0000%  | 0.0000% | $7393000.00        | $3911527.95        | Agency Mortgage-Backed Securities         |
| GNPL PN DF5004                                     | 2060-10-15      | 5.9600%  | 0.0000% | $302108.00         | $325331.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5628                               | 2053-09-01      | 5.5000%  | 0.0000% | $96330.00          | $80324.29          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX6628                               | 2055-02-01      | 4.5000%  | 0.0000% | $2388680.00        | $2341277.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0232                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $952.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5908                               | 2053-09-01      | 6.0000%  | 0.0000% | $4290900.00        | $3378611.36        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1723                               | 2055-04-01      | 6.0000%  | 0.0000% | $1552540.00        | $1597160.00        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC6711                               | 2054-11-01      | 4.5000%  | 0.0000% | $1038265.00        | $781677.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3969                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5395                               | 2053-01-01      | 5.5000%  | 0.0000% | $11619.00          | $8839.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5349                               | 2054-11-01      | 6.5000%  | 0.0000% | $2597236.00        | $2419830.31        | Agency Mortgage-Backed Securities         |
| GNII SF MA5267 M                                   | 2048-06-20      | 5.5000%  | 0.0000% | $148000.00         | $12811.85          | Agency Mortgage-Backed Securities         |
| GNII SF DA8867 C                                   | 2054-03-20      | 5.0000%  | 0.0000% | $4025661.00        | $3954358.22        | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 5.6250%  | 0.0000% | $1000000.00        | $7427.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3699                               | 2055-11-01      | 5.5000%  | 0.0000% | $5000.00           | $5094.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL599104                               | 2032-02-01      | 6.5000%  | 0.0000% | $4995999.00        | $12184.88          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HY387969                               | 2028-08-01      | 3.6500%  | 0.0000% | $5311.00           | $5294.09           | Agency Mortgage-Backed Securities         |
| GNII SF MA8264 M                                   | 2052-09-20      | 2.5000%  | 0.0000% | $18000.00          | $11338.03          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0055                               | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $995.32            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1317                               | 2055-08-01      | 6.0000%  | 0.0000% | $3250789.00        | $3165014.57        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2527                               | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $693.07            | Agency Mortgage-Backed Securities         |
| GNAR AR 080641 M                                   | 2032-10-20      | 4.7500%  | 0.0000% | $11874167.00       | $39215.75          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4112                               | 2052-07-01      | 3.5000%  | 0.0000% | $114000.00         | $83169.58          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3599                               | 2052-05-01      | 3.5000%  | 0.0000% | $6659000.00        | $4926404.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $33430.00          | $25125.96          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7075                               | 2052-01-01      | 2.5000%  | 0.0000% | $865546.00         | $651522.92         | Agency Mortgage-Backed Securities         |
| GNII SP 783619 M                                   | 2042-05-20      | 4.0000%  | 0.0000% | $1944399.00        | $105240.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFM3518                               | 2031-04-01      | 5.5000%  | 0.0000% | $193018.00         | $7627.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5530                               | 2050-11-01      | 4.0000%  | 0.0000% | $20000.00          | $6214.55           | Agency Mortgage-Backed Securities         |
| GNRA 2023-079 FG                                   | 2053-06-20      | 5.2489%  | 0.0000% | $2711049.00        | $1124483.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                   | 2053-12-20      | 5.3489%  | 0.0000% | $3576362.00        | $1689613.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 KF                                   | 2054-10-20      | 5.1189%  | 0.0000% | $28126179.00       | $24188738.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.1989%  | 0.0000% | $2826865.00        | $2237027.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.7489%  | 0.0000% | $1555670.00        | $1125111.15        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFM7784                               | 2046-11-01      | 4.5000%  | 0.0000% | $146000.00         | $63778.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4131                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $780.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY2404                               | 2053-06-01      | 6.5000%  | 0.0000% | $1003.00           | $245.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX4371                               | 2053-04-01      | 6.5000%  | 0.0000% | $1008694.00        | $973921.52         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9142                               | 2055-05-01      | 5.5000%  | 0.0000% | $2430612.00        | $2293308.46        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD8760                               | 2055-11-01      | 4.5000%  | 0.0000% | $1008.00           | $991.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL1193                               | 2041-11-01      | 4.0000%  | 0.0000% | $718000.00         | $51091.24          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS9398                               | 2053-10-01      | 3.0000%  | 0.0000% | $3189000.00        | $2662268.18        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4036                               | 2031-01-01      | 5.2600%  | 0.0000% | $1847000.00        | $1945882.84        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0385                               | 2034-02-01      | 4.7600%  | 0.0000% | $5000.00           | $5180.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3233                               | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $685.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6955                               | 2055-04-01      | 6.5000%  | 0.0000% | $1447360.00        | $1510528.71        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS0563                               | 2043-09-01      | 4.5000%  | 0.0000% | $263337.00         | $12027.02          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ2405                               | 2050-09-01      | 2.5000%  | 0.0000% | $17001.00          | $7572.09           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6131                               | 2032-07-01      | 3.8900%  | 0.0000% | $100000.00         | $97879.75          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3676                               | 2055-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5020.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU3058                               | 2051-12-01      | 2.5000%  | 0.0000% | $5935871.00        | $4106409.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5738                               | 2055-02-01      | 6.0000%  | 0.0000% | $4100604.00        | $4187770.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2309                               | 2042-09-01      | 3.5000%  | 0.0000% | $899602.00         | $76455.83          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL4608                               | 2043-12-01      | 4.5000%  | 0.0000% | $2048466.00        | $177927.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2198                               | 2055-11-01      | 6.0000%  | 0.0000% | $1284682.00        | $1339825.69        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2106                               | 2051-05-25      | 2.5000%  | 0.0000% | $89072.00          | $68650.12          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH6276                               | 2041-04-01      | 5.0000%  | 0.0000% | $7317596.00        | $116903.61         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7615                               | 2053-12-01      | 6.0000%  | 0.0000% | $17174.00          | $10730.29          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6004                               | 2043-12-01      | 4.5000%  | 0.0000% | $80683.00          | $5160.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6031                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $807.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7122                               | 2050-02-01      | 3.0000%  | 0.0000% | $258000.00         | $204348.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0288                               | 2055-04-01      | 6.5000%  | 0.0000% | $5414503.00        | $5007172.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0291                               | 2055-04-01      | 6.5000%  | 0.0000% | $8035.00           | $8533.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA9164                               | 2054-06-01      | 6.5000%  | 0.0000% | $1817962.00        | $1624932.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL890268                               | 2038-10-01      | 6.5000%  | 0.0000% | $1423883.00        | $24564.08          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $307244.00         | $244950.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888544                               | 2036-08-01      | 6.5000%  | 0.0000% | $1249064.00        | $20093.13          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8849                               | 2052-07-01      | 3.0000%  | 0.0000% | $3917000.00        | $3146726.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $1337190.00        | $994233.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8759                               | 2055-11-01      | 5.5000%  | 0.0000% | $6395480.00        | $6560688.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ9312                               | 2055-11-01      | 6.0000%  | 0.0000% | $37500.00          | $38841.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $5237478.00        | $4498533.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8783                               | 2055-11-01      | 6.0000%  | 0.0000% | $1022430.00        | $1059827.42        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY8469                               | 2053-08-01      | 5.5000%  | 0.0000% | $116000.00         | $96880.87          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL3144                               | 2054-09-01      | 6.5000%  | 0.0000% | $28629038.00       | $29103713.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2468                               | 2055-07-01      | 5.5000%  | 0.0000% | $2364644.00        | $2380502.58        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL995113                               | 2036-09-01      | 5.5000%  | 0.0000% | $1000.00           | $15.21             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8220                               | 2052-06-01      | 3.0000%  | 0.0000% | $1739758.00        | $1268066.40        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446                               | 2054-07-01      | 5.5000%  | 0.0000% | $650000.00         | $566924.29         | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $21431.80          | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAS3643                               | 2044-10-01      | 4.0000%  | 0.0000% | $21062200.00       | $4825374.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5732                               | 2054-04-01      | 5.0000%  | 0.0000% | $2372991.00        | $2104288.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4275                               | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $29744.23          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI4815                               | 2041-06-01      | 4.5000%  | 0.0000% | $665000.00         | $15416.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6271                               | 2055-04-01      | 6.0000%  | 0.0000% | $5408375.00        | $4157533.13        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3685                               | 2049-02-01      | 3.5000%  | 0.0000% | $604000.00         | $445209.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1547                               | 2041-11-01      | 4.5000%  | 0.0000% | $1600000.00        | $56267.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8403                               | 2054-02-01      | 6.5000%  | 0.0000% | $140000.00         | $79139.29          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495                               | 2054-12-01      | 6.0000%  | 0.0000% | $6000.00           | $5014.21           | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $5043704.00        | $5232399.05        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8236                               | 2052-08-01      | 3.5000%  | 0.0000% | $74002.00          | $56739.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7250                               | 2054-12-01      | 5.0000%  | 0.0000% | $797124.00         | $745268.44         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q01798 G                               | 2041-07-01      | 4.5000%  | 0.0000% | $375000.00         | $10850.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQA1948                               | 2049-08-01      | 5.5000%  | 0.0000% | $100002.00         | $15560.85          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8108                               | 2050-11-01      | 3.0000%  | 0.0000% | $88984.00          | $32045.32          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3609                               | 2052-04-01      | 2.5000%  | 0.0000% | $240000.00         | $176902.61         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3168                               | 2051-12-01      | 2.0000%  | 0.0000% | $400615.00         | $256735.72         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD3220                               | 2051-12-01      | 2.5000%  | 0.0000% | $124000.00         | $79569.16          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3535                               | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $526.31            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484                               | 2054-11-01      | 4.0000%  | 0.0000% | $774861.00         | $703962.69         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1275                               | 2052-07-01      | 4.5000%  | 0.0000% | $2094812.00        | $1508071.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8320                               | 2053-02-01      | 3.0000%  | 0.0000% | $9000.00           | $7080.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE2376                               | 2052-05-01      | 5.0000%  | 0.0000% | $461392.00         | $319606.89         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G                               | 2046-09-01      | 3.5000%  | 0.0000% | $390000.00         | $64434.91          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB7327                               | 2051-01-01      | 2.0000%  | 0.0000% | $1684000.00        | $937113.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8396                               | 2054-01-01      | 6.0000%  | 0.0000% | $5698600.00        | $3919908.57        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8173                               | 2051-10-01      | 2.5000%  | 0.0000% | $1123027.00        | $698836.65         | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8080451.29        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8211                               | 2052-05-01      | 2.0000%  | 0.0000% | $390001.00         | $263559.73         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q00876 G                               | 2041-05-01      | 4.5000%  | 0.0000% | $1375000.00        | $44064.19          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE4038                               | 2052-06-01      | 3.0000%  | 0.0000% | $192000.00         | $141144.12         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q01443 G                               | 2041-06-01      | 4.5000%  | 0.0000% | $1950000.00        | $41475.12          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD0957                               | 2051-11-01      | 3.0000%  | 0.0000% | $230000.00         | $157721.48         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8160                               | 2051-08-01      | 2.0000%  | 0.0000% | $5799974.00        | $3610742.14        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC0717                               | 2051-04-01      | 3.0000%  | 0.0000% | $14000.00          | $7893.76           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5093                               | 2050-11-01      | 2.5000%  | 0.0000% | $300000.00         | $168737.82         | Agency Mortgage-Backed Securities         |
| FMAR 848021 G                                      | 2033-10-01      | 6.2870%  | 0.0000% | $8083638.00        | $89251.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1952                               | 2055-04-01      | 5.5000%  | 0.0000% | $1077461.00        | $1053746.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8095                               | 2055-07-01      | 6.0000%  | 0.0000% | $1101267.00        | $1137309.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1934                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5273                               | 2055-06-01      | 6.5000%  | 0.0000% | $1146188.00        | $1194513.41        | Agency Mortgage-Backed Securities         |
| GNRA 2007-078 FA                                   | 2037-12-16      | 4.5434%  | 0.0000% | $46368420.00       | $1353386.79        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $50000.00          | $40117.52          | Agency Mortgage-Backed Securities         |
| GNII SF DM0739 C                                   | 2055-11-20      | 5.5000%  | 0.0000% | $2188096.00        | $2236695.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA7767 M                                   | 2051-12-20      | 2.5000%  | 0.0000% | $1188766.00        | $741192.39         | Agency Mortgage-Backed Securities         |
| GNII SF DM0874 C                                   | 2055-10-20      | 7.0000%  | 0.0000% | $979674.00         | $1041904.07        | Agency Mortgage-Backed Securities         |
| GNMI SF 620494 X                                   | 2033-08-15      | 4.5000%  | 0.0000% | $1244000.00        | $10195.19          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5574                               | 2051-07-01      | 2.5000%  | 0.0000% | $126903.00         | $77169.61          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC C91900 G                               | 2036-10-01      | 2.5000%  | 0.0000% | $2000.00           | $341.04            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4696                               | 2054-09-01      | 7.0000%  | 0.0000% | $1267712.00        | $939796.22         | Agency Mortgage-Backed Securities         |
| FMAR 2B2779 G                                      | 2044-06-01      | 6.2450%  | 0.0000% | $166000.00         | $7371.11           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS224713                               | 2031-02-01      | 5.4960%  | 0.0000% | $14994799.00       | $13059.75          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG6239                               | 2053-07-01      | 5.0000%  | 0.0000% | $713000.00         | $501713.78         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4242                               | 2051-01-01      | 2.5000%  | 0.0000% | $163660.00         | $90007.82          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7098                               | 2052-03-01      | 3.5000%  | 0.0000% | $589568.00         | $424087.42         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL555408                               | 2033-04-01      | 5.0000%  | 0.0000% | $107972480.00      | $892560.26         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5077                               | 2051-05-01      | 2.5000%  | 0.0000% | $49961.00          | $29437.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3190                               | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $185.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5193                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $925.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4339                               | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.71              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAW1281                               | 2029-07-01      | 3.0000%  | 0.0000% | $237774.00         | $12645.62          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7721                               | 2050-04-01      | 6.5700%  | 0.0000% | $29576074.00       | $28067963.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8524                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $941.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF5634                               | 2053-01-01      | 5.5000%  | 0.0000% | $22526375.00       | $17648183.37       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS0830                               | 2043-10-01      | 4.5000%  | 0.0000% | $356402.00         | $22057.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS3254                               | 2044-09-01      | 3.5000%  | 0.0000% | $396000.00         | $62137.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9746                               | 2047-06-01      | 4.0000%  | 0.0000% | $599057.00         | $132450.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8468                               | 2054-10-01      | 5.0000%  | 0.0000% | $1042000.00        | $962078.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8509                               | 2046-12-01      | 3.0000%  | 0.0000% | $8023024.00        | $2514387.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4980                               | 2053-11-01      | 6.5000%  | 0.0000% | $205384.00         | $158746.83         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1430%  | 0.0000% | $3396941.00        | $64628.80          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB762328                               | 2034-03-01      | 6.1970%  | 0.0000% | $4655671.00        | $12689.46          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.5690%  | 0.0000% | $6022000.00        | $66980.86          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2803                               | 2054-08-01      | 6.5000%  | 0.0000% | $1134432.00        | $1193293.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT9839                               | 2043-06-01      | 4.0000%  | 0.0000% | $113000.00         | $25003.32          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $17125000.00       | $15444814.88       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY2993                               | 2053-05-01      | 6.5000%  | 0.0000% | $25001.00          | $25336.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1468                               | 2054-12-01      | 5.0000%  | 0.0000% | $59037.00          | $56032.04          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5334                               | 2054-12-01      | 4.5000%  | 0.0000% | $2609556.00        | $2031016.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3181                               | 2037-11-01      | 3.5000%  | 0.0000% | $2492000.00        | $329711.86         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 6.4690%  | 0.0000% | $2478318.00        | $20758.08          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA2948                               | 2053-10-01      | 5.5000%  | 0.0000% | $41055.00          | $35401.41          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A45751 G                               | 2031-10-01      | 7.0000%  | 0.0000% | $16515.00          | $183.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4692                               | 2046-12-01      | 2.5000%  | 0.0000% | $35629.00          | $9046.13           | Agency Mortgage-Backed Securities         |
| GNMI SP 783657 X                                   | 2041-10-15      | 4.0000%  | 0.0000% | $21889028.00       | $965560.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM1056                               | 2049-06-01      | 5.5000%  | 0.0000% | $871937.00         | $218228.56         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $215000.00         | $17031.01          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $79508880.00       | $6298216.30        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB830613                               | 2035-06-01      | 6.1520%  | 0.0000% | $63892636.00       | $542439.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6916                               | 2053-08-01      | 5.5000%  | 0.0000% | $10212.00          | $10136.08          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4110                               | 2049-09-01      | 3.0000%  | 0.0000% | $1001.00           | $272.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0243                               | 2054-12-01      | 5.5000%  | 0.0000% | $1075000.00        | $1037624.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4156                               | 2055-11-01      | 6.5000%  | 0.0000% | $574074.00         | $602345.42         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF4157                               | 2055-11-01      | 6.5000%  | 0.0000% | $5000.00           | $5219.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3384                               | 2048-06-01      | 4.0000%  | 0.0000% | $153149.00         | $12950.31          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2975                               | 2055-08-01      | 6.5000%  | 0.0000% | $26355.00          | $27169.30          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9441                               | 2051-04-01      | 2.0000%  | 0.0000% | $1333353.00        | $819267.55         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9725                               | 2051-12-01      | 2.0000%  | 0.0000% | $3997000.00        | $2594372.69        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0392                               | 2052-01-01      | 2.5000%  | 0.0000% | $38000.00          | $26617.97          | Agency Mortgage-Backed Securities         |
| GNII RG CE4962 C                                   | 2050-02-20      | 5.5000%  | 0.0000% | $1726692.00        | $662002.94         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3393                               | 2048-01-01      | 4.0000%  | 0.0000% | $14153771.00       | $3255590.36        | Agency Mortgage-Backed Securities         |
| GNAR AF 893497 C                                   | 2039-08-20      | 5.3750%  | 0.0000% | $1497039.00        | $40298.27          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7502                               | 2055-01-01      | 6.0000%  | 0.0000% | $93508.00          | $95678.37          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7299                               | 2052-05-01      | 3.0000%  | 0.0000% | $536000.00         | $394827.86         | Agency Mortgage-Backed Securities         |
| GNII BD DK5996 C                                   | 2055-06-20      | 4.5000%  | 0.0000% | $758161.00         | $723200.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7226                               | 2047-08-01      | 4.0000%  | 0.0000% | $1061448.00        | $894108.78         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAS7125                               | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $170.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX7206                               | 2053-03-01      | 6.5000%  | 0.0000% | $5003.00           | $5122.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB4106                               | 2052-07-01      | 3.0000%  | 0.0000% | $22781440.00       | $16542641.46       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $7297000.00        | $7709594.27        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9749                               | 2047-06-01      | 4.0000%  | 0.0000% | $590000.00         | $52419.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAT5830                               | 2043-06-01      | 4.5000%  | 0.0000% | $29028.00          | $5375.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBJ9884                               | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $322.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX3167                               | 2044-10-01      | 4.5000%  | 0.0000% | $909861.00         | $62134.83          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8828                               | 2055-09-01      | 6.5000%  | 0.0000% | $4651024.00        | $4884661.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2641                               | 2055-11-01      | 5.0000%  | 0.0000% | $8029.00           | $8075.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6762                               | 2053-07-01      | 6.0000%  | 0.0000% | $54000.00          | $42441.58          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU3751                               | 2043-08-01      | 4.0000%  | 0.0000% | $220000.00         | $24170.86          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD681869                               | 2033-03-01      | 6.3750%  | 0.0000% | $20611111.00       | $102910.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7604                               | 2055-08-01      | 6.0000%  | 0.0000% | $9091.00           | $9393.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CICA6876                               | 2035-08-01      | 3.0000%  | 0.0000% | $200237.00         | $75348.02          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9527                               | 2040-01-01      | 4.5000%  | 0.0000% | $5195000.00        | $134022.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL878225                               | 2036-10-01      | 6.5000%  | 0.0000% | $1029.00           | $5.67              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL750977                               | 2033-11-01      | 4.5000%  | 0.0000% | $1000.00           | $6.03              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6563                               | 2046-01-01      | 3.5000%  | 0.0000% | $890000.00         | $162541.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745875                               | 2036-09-01      | 6.5000%  | 0.0000% | $1367068.00        | $8528.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV1823                               | 2028-12-01      | 3.5000%  | 0.0000% | $107000.00         | $5871.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0438                               | 2055-05-01      | 6.0000%  | 0.0000% | $65000000.00       | $60026011.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013                               | 2055-06-01      | 5.5000%  | 0.0000% | $32217.00          | $31040.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4184                               | 2050-11-01      | 3.0000%  | 0.0000% | $101000.00         | $34918.85          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6476                               | 2055-08-01      | 6.0000%  | 0.0000% | $8954.00           | $9315.10           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.5310%  | 0.0000% | $33404163.00       | $267303.21         | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 AF                                   | 2055-06-20      | 5.4989%  | 0.0000% | $1062.00           | $972.86            | Agency Collateralized Mortgage Obligation |
| GNII SF MB0147 M                                   | 2055-01-20      | 5.5000%  | 0.0000% | $149097802.00      | $133040743.41      | Agency Mortgage-Backed Securities         |
| GNII SF DN3249 C                                   | 2055-11-20      | 7.0000%  | 0.0000% | $1177760.00        | $1239160.16        | Agency Mortgage-Backed Securities         |
| GNRA 2023-101 LF                                   | 2053-07-20      | 5.1189%  | 0.0000% | $6565498.00        | $5408899.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA                                   | 2055-07-20      | 5.2489%  | 0.0000% | $10749000.00       | $10681789.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.3989%  | 0.0000% | $12352301.00       | $9189555.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.2289%  | 0.0000% | $27063952.00       | $18342976.47       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQH0296                               | 2053-08-01      | 5.5000%  | 0.0000% | $3866084.00        | $3316142.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0468                               | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $603.16            | Agency Mortgage-Backed Securities         |
| FMAR 847561 G                                      | 2035-10-01      | 6.3620%  | 0.0000% | $1275000.00        | $12748.46          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2604                               | 2054-08-01      | 5.5000%  | 0.0000% | $1069410.00        | $1071487.71        | Agency Mortgage-Backed Securities         |
| FMAR 841840 G                                      | 2038-07-01      | 6.3380%  | 0.0000% | $3826540.00        | $3000801.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6364                               | 2037-08-01      | 6.5000%  | 0.0000% | $1002.00           | $10.94             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5719                               | 2043-05-01      | 3.5000%  | 0.0000% | $195761.00         | $29167.12          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI3039                               | 2035-05-01      | 6.0000%  | 0.0000% | $191188.00         | $7896.76           | Agency Mortgage-Backed Securities         |
| FMAR 841951 G                                      | 2050-06-01      | 6.2750%  | 0.0000% | $1986458.00        | $1832504.49        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS9701                               | 2032-05-01      | 3.5000%  | 0.0000% | $70000.00          | $8196.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL725156                               | 2033-12-01      | 6.5000%  | 0.0000% | $1499000.00        | $7028.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL3508                               | 2043-04-01      | 4.0000%  | 0.0000% | $625000.00         | $105673.12         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7563                               | 2053-05-01      | 4.5000%  | 0.0000% | $2583864.00        | $1998887.63        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ7152                               | 2043-01-01      | 3.0000%  | 0.0000% | $223000.00         | $48219.94          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G02061 G                               | 2036-01-01      | 7.0000%  | 0.0000% | $1839.00           | $19.81             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8167                               | 2038-09-01      | 5.5000%  | 0.0000% | $1633.00           | $5.23              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3060                               | 2050-07-01      | 3.0000%  | 0.0000% | $77918.00          | $25282.21          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG5606                               | 2053-03-01      | 6.0000%  | 0.0000% | $6259064.00        | $4740331.26        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS745862                               | 2035-04-01      | 6.3890%  | 0.0000% | $2600000.00        | $23248.45          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438                               | 2054-06-01      | 5.5000%  | 0.0000% | $941001.00         | $797136.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8317                               | 2053-04-01      | 6.0000%  | 0.0000% | $354000.00         | $252741.58         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAQ8314                               | 2042-12-01      | 6.3060%  | 0.0000% | $1000000.00        | $22302.39          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8141                               | 2051-04-01      | 2.5000%  | 0.0000% | $1045130.00        | $584903.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277                               | 2052-12-01      | 5.5000%  | 0.0000% | $84000.00          | $65373.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL882685                               | 2036-06-01      | 6.0000%  | 0.0000% | $4000000.00        | $10195.98          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL991549                               | 2038-11-01      | 7.0000%  | 0.0000% | $929838.00         | $19229.18          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483                               | 2046-12-01      | 3.0000%  | 0.0000% | $1497990.00        | $295038.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8327                               | 2053-04-01      | 3.5000%  | 0.0000% | $18000.00          | $13840.23          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191                               | 2052-01-01      | 3.5000%  | 0.0000% | $15999.00          | $9469.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0451                               | 2054-05-01      | 5.5000%  | 0.0000% | $5072.00           | $5037.95           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221                               | 2052-06-01      | 3.5000%  | 0.0000% | $80999.00          | $60120.74          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3665                               | 2055-11-01      | 6.5000%  | 0.0000% | $5000.00           | $5221.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAY4194                               | 2045-05-01      | 3.0000%  | 0.0000% | $2697000.00        | $619799.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS8980                               | 2047-03-01      | 4.5000%  | 0.0000% | $508000.00         | $81896.23          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY3248                               | 2045-04-01      | 4.0000%  | 0.0000% | $1000.00           | $83.00             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA6456                               | 2054-03-01      | 7.5000%  | 0.0000% | $1569647.00        | $1596872.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8386                               | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $3038.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3970                               | 2055-11-01      | 6.5000%  | 0.0000% | $255754.00         | $268744.51         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $137940.00         | $74769.77          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA5636                               | 2053-11-01      | 7.0000%  | 0.0000% | $1096017.00        | $1153208.20        | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.1989%  | 0.0000% | $2730817.00        | $2009243.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-061 DY                                   | 2054-04-20      | 5.7500%  | 0.0000% | $1215223.00        | $1249421.20        | Agency Collateralized Mortgage Obligation |
| GNII SF DI2248 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $23955.00          | $25297.64          | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M                                   | 2055-02-20      | 5.5000%  | 0.0000% | $29000.00          | $26093.32          | Agency Mortgage-Backed Securities         |
| GNII JM MA5321 M                                   | 2048-06-20      | 4.5000%  | 0.0000% | $697170.00         | $31080.61          | Agency Mortgage-Backed Securities         |
| GNII SF DO1863 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $1551124.00        | $1611276.59        | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $7026324.00        | $6965175.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1265                               | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $916.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0290                               | 2051-04-01      | 2.0000%  | 0.0000% | $1025.00           | $618.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 763429 X                                   | 2041-06-15      | 4.7500%  | 0.0000% | $4081723.00        | $245752.98         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1972                               | 2055-10-01      | 6.5000%  | 0.0000% | $812736.00         | $856329.87         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4598                               | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $701.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA3038 M                                   | 2045-08-20      | 5.5000%  | 0.0000% | $90000.00          | $5775.75           | Agency Mortgage-Backed Securities         |
| GNII SF MA3804 M                                   | 2046-07-20      | 4.0000%  | 0.0000% | $698000.00         | $65941.32          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDB1917                               | 2054-07-01      | 7.5000%  | 0.0000% | $23526.00          | $25021.47          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $17000.00          | $12836.55          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB2257                               | 2054-05-01      | 5.0000%  | 0.0000% | $833314.00         | $775516.35         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB7655                               | 2054-07-01      | 5.0000%  | 0.0000% | $6000.00           | $5884.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA4779                               | 2054-02-01      | 6.0000%  | 0.0000% | $1616677.00        | $1263632.65        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA6418                               | 2054-01-01      | 7.5000%  | 0.0000% | $33026.00          | $12790.14          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3962                               | 2050-03-01      | 4.0000%  | 0.0000% | $37000.00          | $5546.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM3155                               | 2049-12-01      | 5.0000%  | 0.0000% | $9997000.00        | $1573916.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB1814                               | 2054-04-01      | 6.0000%  | 0.0000% | $2347128.00        | $2112567.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0523                               | 2054-09-01      | 6.5000%  | 0.0000% | $1367232.00        | $351903.68         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7786                               | 2049-01-01      | 4.0000%  | 0.0000% | $2839653.00        | $1174732.89        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2400                               | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $704.10            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICB2232                               | 2036-11-01      | 2.0000%  | 0.0000% | $199000.00         | $114185.09         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $48268.00          | $43803.09          | Agency Mortgage-Backed Securities         |
| GNII SF CU0261 C                                   | 2053-07-20      | 6.0000%  | 0.0000% | $34945.00          | $34872.28          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1709                               | 2048-05-01      | 4.5000%  | 0.0000% | $34116799.00       | $2568326.07        | Agency Mortgage-Backed Securities         |
| FNMS 06.030 CL919117                               | 2036-08-01      | 6.0300%  | 0.0000% | $1234226.00        | $41055.45          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.3400%  | 0.0000% | $55977209.00       | $114089.86         | Agency Mortgage-Backed Securities         |
| GNII SF DL8133 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $96656.00          | $100771.89         | Agency Mortgage-Backed Securities         |
| GNII ET DM1318 C                                   | 2065-09-20      | 6.5000%  | 0.0000% | $135804.00         | $140671.41         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA2541                               | 2031-02-01      | 2.5000%  | 0.0000% | $10000000.00       | $1038814.74        | Agency Mortgage-Backed Securities         |
| GNRA 2023-021 FB                                   | 2053-02-20      | 4.9789%  | 0.0000% | $1512.00           | $1035.24           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-085 FA                                   | 2053-06-20      | 5.2989%  | 0.0000% | $21384808.00       | $12543252.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 FB                                   | 2055-05-20      | 5.8489%  | 0.0000% | $79193810.00       | $78321431.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.3989%  | 0.0000% | $720199.00         | $246391.28         | Agency Collateralized Mortgage Obligation |
| GNII SF MA6287 M                                   | 2049-10-20      | 5.0000%  | 0.0000% | $100000.00         | $13413.16          | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FC                                   | 2054-08-20      | 5.1589%  | 0.0000% | $147339.00         | $113111.65         | Agency Collateralized Mortgage Obligation |
| GNII SF MA5403 M                                   | 2048-08-20      | 6.5000%  | 0.0000% | $480000.00         | $69543.79          | Agency Mortgage-Backed Securities         |
| GNRA 2024-197 PF                                   | 2054-12-20      | 5.0989%  | 0.0000% | $11071.00          | $9666.49           | Agency Collateralized Mortgage Obligation |
| GNAR AF 082906 M                                   | 2041-08-20      | 5.3750%  | 0.0000% | $985000.00         | $26238.14          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS3745                               | 2050-08-01      | 2.0000%  | 0.0000% | $1457915.00        | $986117.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1968                               | 2055-09-01      | 6.0000%  | 0.0000% | $1814350.00        | $1873928.66        | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.0989%  | 0.0000% | $20783660.00       | $11753314.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.1289%  | 0.0000% | $11414805.00       | $7133279.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 EF                                   | 2053-03-20      | 5.0989%  | 0.0000% | $33961685.00       | $14113765.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 FB                                   | 2055-08-20      | 5.1789%  | 0.0000% | $40832793.00       | $40826107.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.1989%  | 0.0000% | $25000000.00       | $18515954.51       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLMA3691                               | 2049-07-01      | 3.0000%  | 0.0000% | $1793000.00        | $195808.06         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTAA4298                               | 2029-03-01      | 4.5000%  | 0.0000% | $1150000.00        | $9318.00           | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.0989%  | 0.0000% | $71540463.00       | $28810234.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-123 MF                                   | 2053-08-20      | 5.0989%  | 0.0000% | $19757626.00       | $11838671.14       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA3057                               | 2047-07-01      | 3.5000%  | 0.0000% | $750000.00         | $81228.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3316                               | 2055-09-01      | 6.0000%  | 0.0000% | $8318372.00        | $7582188.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0796                               | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $969.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5491                               | 2055-01-01      | 6.0000%  | 0.0000% | $5632744.00        | $5380835.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8037                               | 2055-11-01      | 5.0000%  | 0.0000% | $1054454.00        | $1066429.43        | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M                                   | 2054-05-20      | 6.0000%  | 0.0000% | $9424.00           | $7111.55           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8007                               | 2051-07-01      | 2.5000%  | 0.0000% | $29661001.00       | $17062414.48       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5661                               | 2049-10-01      | 3.5000%  | 0.0000% | $137171.00         | $60494.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1098                               | 2052-03-01      | 3.0000%  | 0.0000% | $20099641.00       | $12599249.57       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2041                               | 2051-08-01      | 2.0000%  | 0.0000% | $3989000.00        | $2643399.40        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3563                               | 2032-04-01      | 4.4000%  | 0.0000% | $14622162.00       | $14870665.64       | Agency Mortgage-Backed Securities         |
| GNII SF BU3071 C                                   | 2050-04-20      | 5.0000%  | 0.0000% | $912700.00         | $576157.70         | Agency Mortgage-Backed Securities         |
| GNII SF DN3811 C                                   | 2055-11-20      | 6.0000%  | 0.0000% | $3868718.00        | $4028333.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1227                               | 2055-10-01      | 5.5000%  | 0.0000% | $9277313.00        | $9441951.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6862                               | 2053-08-01      | 5.0000%  | 0.0000% | $1001.00           | $858.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $1008.00           | $907.12            | Agency Mortgage-Backed Securities         |
| GNII SF DM1117 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $5025628.00        | $5214867.55        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4305                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $586.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4513                               | 2052-01-01      | 3.0000%  | 0.0000% | $15000.00          | $9358.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5388                               | 2054-06-01      | 5.5000%  | 0.0000% | $7102.00           | $6056.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $897000.00         | $124591.07         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119                               | 2050-09-01      | 2.0000%  | 0.0000% | $1582630.00        | $771321.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281                               | 2051-03-01      | 2.0000%  | 0.0000% | $3303000.00        | $1881668.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5506                               | 2049-02-01      | 5.0000%  | 0.0000% | $8919000.00        | $2753736.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN5829                               | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $209.06            | Agency Mortgage-Backed Securities         |
| GNMI SF 763409 X                                   | 2041-05-15      | 4.7500%  | 0.0000% | $3735976.00        | $105832.39         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7030                               | 2052-06-01      | 2.4710%  | 0.0000% | $75000.00          | $50123.60          | Agency Mortgage-Backed Securities         |
| GNII SF 760278 C                                   | 2041-03-20      | 4.5000%  | 0.0000% | $1100000.00        | $81119.49          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WSBM7720                               | 2050-11-01      | 6.3020%  | 0.0000% | $3576109.00        | $3351797.53        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4256                               | 2050-01-01      | 2.5000%  | 0.0000% | $1004.00           | $475.44            | Agency Mortgage-Backed Securities         |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.4989%  | 0.0000% | $66093884.00       | $22647982.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 5.0989%  | 0.0000% | $19920322.00       | $12739041.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-153 YF                                   | 2052-09-20      | 5.0489%  | 0.0000% | $966360.00         | $730123.06         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $4020895.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3178687.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.0989%  | 0.0000% | $20907733.00       | $15489029.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 FL                                   | 2055-06-20      | 5.2489%  | 0.0000% | $7586241.00        | $7458340.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 4.9989%  | 0.0000% | $12994709.00       | $8503234.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.0989%  | 0.0000% | $41906903.00       | $36545736.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-139 FB                                   | 2052-08-20      | 5.0000%  | 0.0000% | $4767448.00        | $3593756.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 5.0989%  | 0.0000% | $71784991.00       | $31049742.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.2089%  | 0.0000% | $28633436.00       | $19866362.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.6989%  | 0.0000% | $35453179.00       | $26298328.56       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0260 M                                   | 2055-02-20      | 6.0000%  | 0.0000% | $36000.00          | $33387.25          | Agency Mortgage-Backed Securities         |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.5989%  | 0.0000% | $29129341.00       | $10318120.97       | Agency Collateralized Mortgage Obligation |
| GNII SF DL1773 C                                   | 2055-10-20      | 7.0000%  | 0.0000% | $1522666.00        | $1578710.48        | Agency Mortgage-Backed Securities         |
| GNII ET DJ1248 C                                   | 2065-05-20      | 7.0000%  | 0.0000% | $7396506.00        | $6857674.82        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBX4359                               | 2053-04-01      | 7.0000%  | 0.0000% | $1064597.00        | $901635.02         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBX0959                               | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $837.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4251                               | 2049-12-01      | 3.5000%  | 0.0000% | $57000.00          | $8564.84           | Agency Mortgage-Backed Securities         |
| GNII RG CC3456 C                                   | 2040-06-20      | 5.0000%  | 0.0000% | $1103107.00        | $437606.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9825                               | 2055-01-01      | 6.0000%  | 0.0000% | $10879008.00       | $9873175.58        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1717                               | 2054-06-01      | 6.0000%  | 0.0000% | $742503.00         | $567230.87         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0547                               | 2052-02-01      | 2.5000%  | 0.0000% | $5927040.00        | $3983207.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM9429                               | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $528.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5143                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $742.85            | Agency Mortgage-Backed Securities         |
| GNII SF DL6479 C                                   | 2055-08-20      | 7.0000%  | 0.0000% | $1889498.00        | $1969130.12        | Agency Mortgage-Backed Securities         |
| GNII SF MA8800 M                                   | 2053-04-20      | 5.0000%  | 0.0000% | $7626000.00        | $6069811.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY0615                               | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1280                               | 2055-08-01      | 6.0000%  | 0.0000% | $4720513.00        | $4913679.77        | Agency Mortgage-Backed Securities         |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $8757621.00        | $6057560.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF                                   | 2053-01-20      | 5.0489%  | 0.0000% | $20513946.00       | $15741195.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 5.0089%  | 0.0000% | $40000000.00       | $27678141.80       | Agency Collateralized Mortgage Obligation |
| GNMI SF CU0276 X                                   | 2053-09-15      | 6.5000%  | 0.0000% | $16777.00          | $16995.54          | Agency Mortgage-Backed Securities         |
| GNMI SF CU0300 X                                   | 2053-05-15      | 7.0000%  | 0.0000% | $2293680.00        | $2257512.68        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC1809                               | 2051-05-01      | 2.0000%  | 0.0000% | $583000.00         | $317629.32         | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.6190%  | 0.0000% | $7933677.00        | $6147135.15        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2616                               | 2050-08-01      | 2.0000%  | 0.0000% | $325000.00         | $156562.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8451                               | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.21            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE9497                               | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $5091.83           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQE1006                               | 2052-03-01      | 2.0000%  | 0.0000% | $445574.00         | $334265.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0109                               | 2051-10-01      | 2.0000%  | 0.0000% | $179685.00         | $110938.90         | Agency Mortgage-Backed Securities         |
| FMAR 841294 G                                      | 2051-08-01      | 1.8550%  | 0.0000% | $1000.00           | $647.66            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0207                               | 2052-09-01      | 4.5000%  | 0.0000% | $98000.00          | $73761.42          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363                               | 2052-05-01      | 3.5000%  | 0.0000% | $11001.00          | $8118.74           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9422                               | 2051-10-01      | 2.5000%  | 0.0000% | $48000.00          | $32094.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQF6264                               | 2053-01-01      | 2.5000%  | 0.0000% | $153787.00         | $122760.45         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1849251                               | 2036-01-01      | 6.0990%  | 0.0000% | $19415310.00       | $174074.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.470 MTAM9799                               | 2035-09-01      | 3.4700%  | 0.0000% | $3108464.00        | $1794722.82        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP0495                               | 2042-08-01      | 3.5000%  | 0.0000% | $116647.00         | $18869.77          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V80597 G                               | 2043-10-01      | 4.5000%  | 0.0000% | $635276.00         | $25475.17          | Agency Mortgage-Backed Securities         |
| FNRM CL068AC R25F068                               | 2052-01-25      | 5.5000%  | 0.0000% | $1151910.00        | $1075404.34        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD8175                               | 2051-10-01      | 3.5000%  | 0.0000% | $88000.00          | $46166.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8316                               | 2053-04-01      | 5.5000%  | 0.0000% | $10000.00          | $7802.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7983                               | 2055-08-01      | 6.0000%  | 0.0000% | $239744.00         | $245754.54         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS3657                               | 2044-10-01      | 4.5000%  | 0.0000% | $3086993.00        | $137589.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4072                               | 2044-12-01      | 4.0000%  | 0.0000% | $437000.00         | $94248.07          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAX1782                               | 2044-09-01      | 5.0000%  | 0.0000% | $179308.00         | $14835.65          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8387                               | 2046-03-01      | 4.0000%  | 0.0000% | $42850753.00       | $3682224.62        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAJ7679                               | 2041-12-01      | 3.5000%  | 0.0000% | $148000.00         | $20066.22          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8964                               | 2045-06-01      | 4.5000%  | 0.0000% | $58936.00          | $6404.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8251                               | 2052-08-01      | 5.5000%  | 0.0000% | $23000.00          | $16578.23          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q01348 G                               | 2041-06-01      | 4.5000%  | 0.0000% | $1400000.00        | $55552.89          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q22402 G                               | 2043-10-01      | 4.5000%  | 0.0000% | $710029.00         | $147250.98         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7432                               | 2055-04-01      | 6.0000%  | 0.0000% | $676806.00         | $679705.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $185.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAQ4078                               | 2043-06-01      | 4.0000%  | 0.0000% | $984000.00         | $154302.27         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4039                               | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $452.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3074                               | 2055-11-01      | 5.5000%  | 0.0000% | $6000.00           | $6110.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8340                               | 2045-02-01      | 4.5000%  | 0.0000% | $990918.00         | $93188.93          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW0045                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $740.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS2439                               | 2044-05-01      | 4.0000%  | 0.0000% | $1949700.00        | $363235.48         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW1421                               | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $830.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5088                               | 2052-11-01      | 5.5000%  | 0.0000% | $6504000.00        | $5153738.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9775                               | 2055-10-01      | 5.5000%  | 0.0000% | $5283184.00        | $5378367.66        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ9453                               | 2051-03-01      | 2.0000%  | 0.0000% | $602001.00         | $347115.70         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0661                               | 2041-04-01      | 5.1300%  | 0.0000% | $393584.00         | $400773.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4036                               | 2052-07-01      | 5.0000%  | 0.0000% | $38000.00          | $28501.18          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ5579                               | 2031-01-01      | 4.5700%  | 0.0000% | $10011000.00       | $10282503.33       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9886                               | 2053-11-01      | 6.5000%  | 0.0000% | $44492.00          | $30344.59          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8948                               | 2055-09-01      | 6.0000%  | 0.0000% | $49072.00          | $49072.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1219                               | 2048-02-01      | 4.5000%  | 0.0000% | $15084100.00       | $4336557.50        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL888163                               | 2033-12-01      | 7.0000%  | 0.0000% | $1001.00           | $20.75             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5666                               | 2045-08-01      | 4.0000%  | 0.0000% | $78999.00          | $5448.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $1385000.00        | $73344.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1586                               | 2044-01-01      | 4.5000%  | 0.0000% | $718000.00         | $49194.79          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888891                               | 2037-11-01      | 6.5000%  | 0.0000% | $2767796.00        | $11554.24          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9162                               | 2054-09-01      | 6.5000%  | 0.0000% | $310354.00         | $286885.72         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU4229                               | 2043-09-01      | 4.5000%  | 0.0000% | $2722452.00        | $134866.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4848                               | 2055-08-01      | 5.5000%  | 0.0000% | $3747732.00        | $3470408.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBY1369                               | 2053-10-01      | 3.5000%  | 0.0000% | $27792.00          | $24531.85          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0396                               | 2034-01-01      | 4.6900%  | 0.0000% | $23670.00          | $24094.98          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL890604                               | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $125.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4038                               | 2055-04-01      | 6.0000%  | 0.0000% | $1344962.00        | $1162319.06        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001                               | 2049-07-01      | 3.5000%  | 0.0000% | $137000.00         | $12415.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4781                               | 2048-07-01      | 4.5000%  | 0.0000% | $499999.00         | $44549.95          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1780                               | 2037-12-01      | 6.5000%  | 0.0000% | $1008.00           | $5.97              | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS2760                               | 2038-11-01      | 7.0000%  | 0.0000% | $1100000.00        | $9375.43           | Agency Mortgage-Backed Securities         |
| FMAR 1L1443 G                                      | 2034-08-01      | 6.6220%  | 0.0000% | $3600000.00        | $30499.83          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3935                               | 2029-09-01      | 6.5000%  | 0.0000% | $4024.00           | $0.43              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1052                               | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $112.64            | Agency Mortgage-Backed Securities         |
| FMAR 842017 G                                      | 2043-10-01      | 6.5600%  | 0.0000% | $8882253.00        | $8725211.35        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4599                               | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $128.03            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8189                               | 2052-01-01      | 2.5000%  | 0.0000% | $14000.00          | $9093.32           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8023                               | 2049-11-01      | 2.5000%  | 0.0000% | $449863.00         | $96578.52          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8226                               | 2052-07-01      | 3.5000%  | 0.0000% | $39135.00          | $29396.06          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6910                               | 2052-03-01      | 3.5000%  | 0.0000% | $80000.00          | $54381.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2686                               | 2042-11-01      | 3.5000%  | 0.0000% | $204452864.00      | $23081218.58       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8313                               | 2045-12-01      | 4.0000%  | 0.0000% | $3746950.00        | $530238.97         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                               | 2053-11-01      | 5.0000%  | 0.0000% | $80997412.00       | $71449181.91       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6954                               | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $68332.24          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL2162                               | 2042-05-01      | 4.0000%  | 0.0000% | $2683000.00        | $342555.68         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1647                               | 2041-07-01      | 4.5000%  | 0.0000% | $995000.00         | $54812.57          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL4778                               | 2032-10-01      | 4.0000%  | 0.0000% | $581141.00         | $29498.64          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6652                               | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $867.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9343                               | 2041-08-01      | 4.5000%  | 0.0000% | $2228000.00        | $148181.72         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6267                               | 2054-08-01      | 6.0000%  | 0.0000% | $18020.00          | $14341.36          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS2674                               | 2039-05-01      | 4.0000%  | 0.0000% | $1270498.00        | $15644.96          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055                               | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $222.89            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5900%  | 0.0000% | $288404.00         | $14170.49          | Agency Mortgage-Backed Securities         |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $298338.00         | $253599.83         | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDC2562                               | 2054-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5849.11           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3811                               | 2049-03-01      | 3.5000%  | 0.0000% | $98889.00          | $75265.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0703                               | 2043-12-01      | 4.0000%  | 0.0000% | $12500000.00       | $738775.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC0702                               | 2054-12-01      | 5.0000%  | 0.0000% | $1944708.00        | $1745204.20        | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WNWN1597                               | 2035-03-01      | 4.4500%  | 0.0000% | $25235450.00       | $25410192.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725424                               | 2034-04-01      | 5.5000%  | 0.0000% | $52023983.00       | $325001.41         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735815                               | 2034-03-01      | 6.1590%  | 0.0000% | $4500000.00        | $34952.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC5391                               | 2054-12-01      | 6.5000%  | 0.0000% | $1346544.00        | $1092729.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5820                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $628.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7722                               | 2054-12-01      | 6.0000%  | 0.0000% | $1282657.00        | $1165680.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC6036                               | 2054-12-01      | 5.5000%  | 0.0000% | $1649415.00        | $1339510.94        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $7305823.00        | $6688072.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC7543                               | 2055-01-01      | 6.5000%  | 0.0000% | $2322644.00        | $2401607.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3744                               | 2054-09-01      | 5.5000%  | 0.0000% | $2621044.00        | $2585191.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3977                               | 2053-04-01      | 5.0000%  | 0.0000% | $10000.00          | $8752.89           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $300621.00         | $271495.94         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $248113.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG4784                               | 2053-06-01      | 5.5000%  | 0.0000% | $774204.00         | $615044.10         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO8933                               | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $191.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ3167                               | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $942.20            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD5498                               | 2052-01-01      | 2.5000%  | 0.0000% | $290000.00         | $167756.73         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1329237.00        | $1352484.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7265                               | 2052-08-01      | 5.0000%  | 0.0000% | $967350.00         | $399960.62         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO1461                               | 2049-10-01      | 3.0000%  | 0.0000% | $183000.00         | $54266.32          | Agency Mortgage-Backed Securities         |

### Security 678: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0TJ5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D0TJ5
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $20600.00          | $20675.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $116802400.00      | $125062714.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $52124100.00       | $53470269.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $4200.00           | $3192.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $89.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $5600.00           | $3662.70           | U.S. Treasuries (including strips) |

### Security 679: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **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: ARP1D0TY2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D0TY2
- **C.18 - Value (incl. sponsor support):** $7294750000.00
- **C.18.a - Value (excl. sponsor support):** $7294750000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF CK8233 X       | 2052-03-15      | 4.0000%  | 0.0000% | $3823026.00        | $3103190.27        | Agency Mortgage-Backed Securities  |
| GNMI SF AF5074 X       | 2043-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $188862.42         | Agency Mortgage-Backed Securities  |
| GNMI SF CK8182 X       | 2052-02-15      | 4.0000%  | 0.0000% | $2826489.00        | $2175444.32        | Agency Mortgage-Backed Securities  |
| GNMI SF CH9027 X       | 2051-10-15      | 3.5000%  | 0.0000% | $1019815.00        | $712984.34         | Agency Mortgage-Backed Securities  |
| GNMI SF AO7289 X       | 2045-08-15      | 3.0000%  | 0.0000% | $1000000.00        | $154949.08         | Agency Mortgage-Backed Securities  |
| GNMI SF CF8251 X       | 2051-09-15      | 3.5000%  | 0.0000% | $1233320.00        | $692255.35         | Agency Mortgage-Backed Securities  |
| GNMI SF BL5765 X       | 2049-03-15      | 5.0000%  | 0.0000% | $1467093.00        | $851001.77         | Agency Mortgage-Backed Securities  |
| GNMI SF BD5948 X       | 2047-11-15      | 5.0000%  | 0.0000% | $2034927.00        | $112930.96         | Agency Mortgage-Backed Securities  |
| GNMI SF BJ2882 X       | 2048-12-15      | 5.5000%  | 0.0000% | $1002217.00        | $88876.21          | Agency Mortgage-Backed Securities  |
| GNMI SP 784177 X       | 2046-05-15      | 3.0000%  | 0.0000% | $50000.00          | $23898.39          | Agency Mortgage-Backed Securities  |
| GNMI SP 784226 X       | 2046-03-15      | 3.5000%  | 0.0000% | $9311883.00        | $2013472.42        | Agency Mortgage-Backed Securities  |
| GNMI SP 780601 X       | 2027-07-15      | 7.0000%  | 0.0000% | $421723448.00      | $49843.09          | Agency Mortgage-Backed Securities  |
| GNMI SP 781340 X       | 2031-10-15      | 6.5000%  | 0.0000% | $965561.00         | $1199.95           | Agency Mortgage-Backed Securities  |
| GNMI SP 781456 X       | 2032-02-15      | 7.0000%  | 0.0000% | $200000000.00      | $298883.27         | Agency Mortgage-Backed Securities  |
| GNII SP 783755 M       | 2043-04-20      | 3.0000%  | 0.0000% | $350000.00         | $37916.37          | Agency Mortgage-Backed Securities  |
| GNMI SP 780654 X       | 2027-10-15      | 7.0000%  | 0.0000% | $198466929.00      | $93830.24          | Agency Mortgage-Backed Securities  |
| GNMI SP 784324 X       | 2046-06-15      | 4.5000%  | 0.0000% | $33477577.00       | $8765102.63        | Agency Mortgage-Backed Securities  |
| GNMI SF AT8177 X       | 2046-09-15      | 4.5000%  | 0.0000% | $1737233.00        | $360769.58         | Agency Mortgage-Backed Securities  |
| GNMI SF 530017 X       | 2030-06-15      | 8.5000%  | 0.0000% | $655074.00         | $3100.45           | Agency Mortgage-Backed Securities  |
| GNMI SF 604946 X       | 2034-01-15      | 5.5000%  | 0.0000% | $5030000.00        | $46597.12          | Agency Mortgage-Backed Securities  |
| GNMI SF AV7449 X       | 2046-09-15      | 3.5000%  | 0.0000% | $49442.00          | $24591.29          | Agency Mortgage-Backed Securities  |
| GNMI SF 530178 X       | 2030-11-15      | 8.0000%  | 0.0000% | $3150725.00        | $6210.03           | Agency Mortgage-Backed Securities  |
| GNMI SF AX7977 X       | 2047-02-15      | 4.5000%  | 0.0000% | $978423.00         | $123556.28         | Agency Mortgage-Backed Securities  |
| GNMI SF 538717 X       | 2035-05-15      | 5.5000%  | 0.0000% | $112000.00         | $2242.33           | Agency Mortgage-Backed Securities  |
| GNMI SF 532746 X       | 2030-07-15      | 8.5000%  | 0.0000% | $907262.00         | $1462.31           | Agency Mortgage-Backed Securities  |
| GNAR AT 081278 M       | 2035-03-20      | 5.6250%  | 0.0000% | $164137.00         | $3894.72           | Agency Mortgage-Backed Securities  |
| GNMI SP 781513 X       | 2032-10-15      | 5.5000%  | 0.0000% | $80000000.00       | $296277.72         | Agency Mortgage-Backed Securities  |
| GNMI SF 538089 X       | 2030-10-15      | 8.0000%  | 0.0000% | $2993385.00        | $3567.53           | Agency Mortgage-Backed Securities  |
| GNMI SP 780651 X       | 2027-10-15      | 7.0000%  | 0.0000% | $200375676.00      | $48993.44          | Agency Mortgage-Backed Securities  |
| GNMI SF 537957 X       | 2030-07-15      | 8.0000%  | 0.0000% | $1277060.00        | $1293.36           | Agency Mortgage-Backed Securities  |
| GNMI SF 520100 X       | 2030-03-15      | 8.0000%  | 0.0000% | $2085335.00        | $3996.48           | Agency Mortgage-Backed Securities  |
| GNII SP 780749 M       | 2028-03-20      | 7.0000%  | 0.0000% | $23924343.00       | $8648.69           | Agency Mortgage-Backed Securities  |
| GNMI SP 781501 X       | 2032-09-15      | 5.5000%  | 0.0000% | $100000000.00      | $467261.71         | Agency Mortgage-Backed Securities  |
| GNII SP 780748 M       | 2028-03-20      | 7.0000%  | 0.0000% | $250000000.00      | $90383.23          | Agency Mortgage-Backed Securities  |
| GNMI SF 581589 X       | 2032-10-15      | 6.0000%  | 0.0000% | $19366964.00       | $90254.37          | Agency Mortgage-Backed Securities  |
| GNMI SF AY3404 X       | 2047-02-15      | 4.5000%  | 0.0000% | $1286087.00        | $39644.84          | Agency Mortgage-Backed Securities  |
| GNMI SP 781144 X       | 2030-03-15      | 7.5000%  | 0.0000% | $60607372.00       | $29860.19          | Agency Mortgage-Backed Securities  |
| GNMI SF 543698 X       | 2030-11-15      | 8.0000%  | 0.0000% | $5370355.00        | $14607.29          | Agency Mortgage-Backed Securities  |
| GNII SP 784475 C       | 2048-02-20      | 3.5000%  | 0.0000% | $6326000.00        | $1655612.38        | Agency Mortgage-Backed Securities  |
| GNII SP 782913 M       | 2039-11-20      | 5.5000%  | 0.0000% | $665000.00         | $15216.29          | Agency Mortgage-Backed Securities  |
| GNMI SP 783175 X       | 2040-05-15      | 5.0000%  | 0.0000% | $300000000.00      | $4450872.60        | Agency Mortgage-Backed Securities  |
| GNII SP 787726 M       | 2044-12-20      | 3.5000%  | 0.0000% | $49141648.00       | $42747554.91       | Agency Mortgage-Backed Securities  |
| GNMI SP 782119 X       | 2036-08-15      | 6.0000%  | 0.0000% | $180000.00         | $3352.29           | Agency Mortgage-Backed Securities  |
| GNMI SP 783416 X       | 2041-04-15      | 5.5000%  | 0.0000% | $99581801.00       | $3089251.16        | Agency Mortgage-Backed Securities  |
| GNII SP 786841 C       | 2053-07-20      | 5.5000%  | 0.0000% | $55000.00          | $43923.47          | Agency Mortgage-Backed Securities  |
| GNMI SF 758861 X       | 2028-03-15      | 2.5000%  | 0.0000% | $175000.00         | $9696.78           | Agency Mortgage-Backed Securities  |
| GNMI SP 783013 X       | 2039-11-15      | 6.0000%  | 0.0000% | $107884608.00      | $2623090.11        | Agency Mortgage-Backed Securities  |
| GNMI SF 647609 X       | 2036-09-15      | 6.5000%  | 0.0000% | $788589.00         | $79691.67          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $77653600.00       | $79624535.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $16749100.00       | $17058444.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $62933500.00       | $67390719.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $21994600.00       | $20667281.95       | U.S. Treasuries (including strips) |
| GNMI SF 779204 X       | 2042-05-15      | 3.5000%  | 0.0000% | $1528913.00        | $76064.88          | Agency Mortgage-Backed Securities  |
| GNMI SF 764820 X       | 2041-04-15      | 4.5000%  | 0.0000% | $100000.00         | $10589.79          | Agency Mortgage-Backed Securities  |
| GNMI SF 766571 X       | 2042-04-15      | 3.5000%  | 0.0000% | $1197188.00        | $186123.44         | Agency Mortgage-Backed Securities  |
| GNMI SF 705468 X       | 2039-02-15      | 5.0000%  | 0.0000% | $49419912.00       | $648610.62         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $87919400.00       | $83133564.80       | U.S. Treasuries (including strips) |
| GNMI SF BC3808 X       | 2047-10-15      | 3.5000%  | 0.0000% | $241464.00         | $33838.18          | Agency Mortgage-Backed Securities  |
| GNMI SF BS5008 X       | 2050-02-15      | 3.0000%  | 0.0000% | $89615101.00       | $19447834.74       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $237779900.00      | $249999967.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $387300.00         | $398687.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $155230200.00      | $159368521.35      | U.S. Treasuries (including strips) |
| GNMI SP 780570 X       | 2027-05-15      | 7.0000%  | 0.0000% | $258844170.00      | $30628.22          | Agency Mortgage-Backed Securities  |
| GNMI SF 485244 X       | 2031-02-15      | 8.0000%  | 0.0000% | $6163022.00        | $22648.57          | Agency Mortgage-Backed Securities  |
| GNMI SF 744371 X       | 2041-09-15      | 4.0000%  | 0.0000% | $340074.00         | $29211.31          | Agency Mortgage-Backed Securities  |
| GNMI SF 529497 X       | 2030-08-15      | 8.0000%  | 0.0000% | $2046988.00        | $4180.18           | Agency Mortgage-Backed Securities  |
| GNMI SF 531257 X       | 2030-07-15      | 8.5000%  | 0.0000% | $954200.00         | $6120.58           | Agency Mortgage-Backed Securities  |
| GNMI SF 738727 X       | 2041-09-15      | 4.0000%  | 0.0000% | $1728311.00        | $197660.40         | Agency Mortgage-Backed Securities  |
| GNMI SF BC3692 X       | 2047-09-15      | 4.5000%  | 0.0000% | $888124.00         | $49834.59          | Agency Mortgage-Backed Securities  |
| GNMI SF BB4155 X       | 2048-02-15      | 5.0000%  | 0.0000% | $3534040.00        | $529216.65         | Agency Mortgage-Backed Securities  |
| GNMI SF BD6021 X       | 2047-11-15      | 5.0000%  | 0.0000% | $1458355.00        | $144744.49         | Agency Mortgage-Backed Securities  |
| GNMI SF BA6976 X       | 2047-07-15      | 5.0000%  | 0.0000% | $723057.00         | $163996.84         | Agency Mortgage-Backed Securities  |
| GNMI SF AA8393 X       | 2027-09-15      | 2.5000%  | 0.0000% | $10000000.00       | $160953.14         | Agency Mortgage-Backed Securities  |
| GNMI SP 781086 X       | 2029-09-15      | 7.5000%  | 0.0000% | $200000000.00      | $119389.08         | Agency Mortgage-Backed Securities  |
| GNAR AT 081314 M       | 2035-04-20      | 5.6250%  | 0.0000% | $1106854.00        | $22270.21          | Agency Mortgage-Backed Securities  |
| GNAR AT 081145 M       | 2034-11-20      | 4.7500%  | 0.0000% | $625001.00         | $5767.84           | Agency Mortgage-Backed Securities  |
| GNII SP 784433 C       | 2048-02-20      | 3.5000%  | 0.0000% | $1900914.00        | $605500.96         | Agency Mortgage-Backed Securities  |
| GNMI SP 783672 X       | 2042-10-15      | 3.0000%  | 0.0000% | $6610000.00        | $697662.95         | Agency Mortgage-Backed Securities  |
| GNII SP 784346 C       | 2047-07-20      | 3.5000%  | 0.0000% | $11529160.00       | $3334936.96        | Agency Mortgage-Backed Securities  |
| GNII SP 784504 C       | 2048-02-20      | 3.5000%  | 0.0000% | $2300000.00        | $615821.42         | Agency Mortgage-Backed Securities  |
| GNMI SF 521125 X       | 2030-10-15      | 8.0000%  | 0.0000% | $2457898.00        | $803.45            | Agency Mortgage-Backed Securities  |
| GNMI SP 780603 X       | 2027-07-15      | 7.0000%  | 0.0000% | $198000000.00      | $19588.70          | Agency Mortgage-Backed Securities  |
| GNAR AT 081318 M       | 2035-04-20      | 5.6250%  | 0.0000% | $3086391.00        | $41013.06          | Agency Mortgage-Backed Securities  |
| GNMI SF 530954 X       | 2031-01-15      | 7.5000%  | 0.0000% | $2496940.00        | $13386.29          | Agency Mortgage-Backed Securities  |
| GNMI SF 734571 X       | 2042-04-15      | 3.5000%  | 0.0000% | $2177514.00        | $63754.80          | Agency Mortgage-Backed Securities  |
| GNAR AT 080790 M       | 2033-12-20      | 4.7500%  | 0.0000% | $3000300.00        | $67056.86          | Agency Mortgage-Backed Securities  |
| GNMI SP 781160 X       | 2030-04-15      | 7.5000%  | 0.0000% | $200000000.00      | $124387.40         | Agency Mortgage-Backed Securities  |
| GNII SP 784827 M       | 2049-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $269098.61         | Agency Mortgage-Backed Securities  |
| GNII SP 784976 C       | 2050-03-20      | 3.0000%  | 0.0000% | $5000000.00        | $2196735.30        | Agency Mortgage-Backed Securities  |
| GNMI SP 781627 X       | 2033-06-15      | 5.5000%  | 0.0000% | $4900000.00        | $35810.19          | Agency Mortgage-Backed Securities  |
| GNII SP 785401 C       | 2050-10-20      | 2.5000%  | 0.0000% | $35000.00          | $19635.18          | Agency Mortgage-Backed Securities  |
| GNMI JP 783651 X       | 2027-08-15      | 3.0000%  | 0.0000% | $18025000.00       | $278092.39         | Agency Mortgage-Backed Securities  |
| GNII SP 784400 C       | 2047-11-20      | 3.5000%  | 0.0000% | $9199699.00        | $2285856.95        | Agency Mortgage-Backed Securities  |
| GNMI SP 785010 X       | 2042-08-15      | 3.3750%  | 0.0000% | $20200000.00       | $6041249.83        | Agency Mortgage-Backed Securities  |
| GNII SP 788285 C       | 2055-05-20      | 6.0000%  | 0.0000% | $27804845.00       | $28504359.29       | Agency Mortgage-Backed Securities  |
| GNII JP 788144 M       | 2039-08-20      | 6.0000%  | 0.0000% | $59505513.00       | $56365388.60       | Agency Mortgage-Backed Securities  |
| GNII SP 788247 C       | 2055-10-20      | 5.5000%  | 0.0000% | $52419019.00       | $53014180.26       | Agency Mortgage-Backed Securities  |
| GNII SP 787154 C       | 2053-11-20      | 6.5000%  | 0.0000% | $400000.00         | $257787.85         | Agency Mortgage-Backed Securities  |
| GNMI SF 394750 X       | 2030-07-15      | 8.5000%  | 0.0000% | $500000.00         | $3138.29           | Agency Mortgage-Backed Securities  |
| GNMI SF AX5831 X       | 2047-01-15      | 4.0000%  | 0.0000% | $56619.00          | $4445.08           | Agency Mortgage-Backed Securities  |
| GNMI SF 479386 X       | 2030-06-15      | 8.5000%  | 0.0000% | $3698973.00        | $8430.53           | Agency Mortgage-Backed Securities  |
| GNMI SF 394688 X       | 2030-02-15      | 8.5000%  | 0.0000% | $523861.00         | $2873.64           | Agency Mortgage-Backed Securities  |
| GNMI SF 479388 X       | 2030-06-15      | 8.5000%  | 0.0000% | $633102.00         | $4680.16           | Agency Mortgage-Backed Securities  |
| GNMI SF 738941 X       | 2041-11-15      | 3.5000%  | 0.0000% | $1238763.00        | $95858.02          | Agency Mortgage-Backed Securities  |
| GNMI SF AS4936 X       | 2046-05-15      | 4.5000%  | 0.0000% | $5908377.00        | $1024605.73        | Agency Mortgage-Backed Securities  |
| GNMI SF AV9680 X       | 2046-11-15      | 2.5000%  | 0.0000% | $2518520.00        | $1406245.91        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $204942200.00      | $212429781.10      | U.S. Treasuries (including strips) |
| GNMI SF 635903 X       | 2034-11-15      | 6.0000%  | 0.0000% | $446055.00         | $5115.15           | Agency Mortgage-Backed Securities  |
| GNMI SF 704700 X       | 2039-08-15      | 5.0000%  | 0.0000% | $1500000.00        | $40477.53          | Agency Mortgage-Backed Securities  |
| GNMI SF 670008 X       | 2045-05-15      | 3.0000%  | 0.0000% | $4180070.00        | $609718.09         | Agency Mortgage-Backed Securities  |
| GNMI SF 705997 X       | 2039-01-15      | 5.0000%  | 0.0000% | $2251279.00        | $19163.58          | Agency Mortgage-Backed Securities  |
| GNMI SP 782685 X       | 2039-06-15      | 5.0000%  | 0.0000% | $300000000.00      | $5901368.44        | Agency Mortgage-Backed Securities  |
| GNMI SP 782088 X       | 2036-05-15      | 6.0000%  | 0.0000% | $5301000.00        | $72547.04          | Agency Mortgage-Backed Securities  |
| GNMI JP 783548 X       | 2027-02-15      | 3.0000%  | 0.0000% | $6200000.00        | $58724.59          | Agency Mortgage-Backed Securities  |
| GNMI SP 788296 X       | 2041-08-15      | 5.0000%  | 0.0000% | $42770934.00       | $44079083.02       | Agency Mortgage-Backed Securities  |
| GNII SP 787728 C       | 2050-07-20      | 3.5000%  | 0.0000% | $19666154.00       | $16255121.65       | Agency Mortgage-Backed Securities  |
| GNII SP 787735 C       | 2054-01-20      | 7.0000%  | 0.0000% | $20365346.00       | $15315932.85       | Agency Mortgage-Backed Securities  |
| GNMI SF AK0488 X       | 2044-10-15      | 3.0000%  | 0.0000% | $1029910.00        | $135759.79         | Agency Mortgage-Backed Securities  |
| GNMI SF AF1050 X       | 2043-07-15      | 3.0000%  | 0.0000% | $1214905.00        | $221375.26         | Agency Mortgage-Backed Securities  |
| GNMI SF AK4661 X       | 2045-12-15      | 3.0000%  | 0.0000% | $1001381.00        | $300258.45         | Agency Mortgage-Backed Securities  |
| GNMI SF AF0490 X       | 2043-08-15      | 3.0000%  | 0.0000% | $2229116.00        | $246230.35         | Agency Mortgage-Backed Securities  |
| GNMI SF AP5284 X       | 2045-10-15      | 5.0000%  | 0.0000% | $3381862.00        | $776165.16         | Agency Mortgage-Backed Securities  |
| GNMI SF CN3293 X       | 2052-05-15      | 4.0000%  | 0.0000% | $1657735.00        | $1192985.69        | Agency Mortgage-Backed Securities  |
| GNII SP 788167 M       | 2052-01-20      | 5.0000%  | 0.0000% | $72230776.00       | $72157353.40       | Agency Mortgage-Backed Securities  |
| GNMI JP 783327 X       | 2026-06-15      | 3.5000%  | 0.0000% | $30000000.00       | $38415.85          | Agency Mortgage-Backed Securities  |
| GNMI SP 783127 X       | 2040-10-15      | 5.0000%  | 0.0000% | $300000000.00      | $5300193.11        | Agency Mortgage-Backed Securities  |
| GNII SP 787058 C       | 2053-08-20      | 5.0000%  | 0.0000% | $500000.00         | $388986.00         | Agency Mortgage-Backed Securities  |
| GNII SP 783038 M       | 2040-07-20      | 5.5000%  | 0.0000% | $3334746.00        | $89230.47          | Agency Mortgage-Backed Securities  |
| GNII SP 783442 M       | 2041-09-20      | 4.0000%  | 0.0000% | $7514089.00        | $365977.72         | Agency Mortgage-Backed Securities  |
| GNII SP 787162 C       | 2051-12-20      | 3.0000%  | 0.0000% | $2756000.00        | $2037463.47        | Agency Mortgage-Backed Securities  |
| GNII SP 783584 M       | 2041-07-20      | 4.5000%  | 0.0000% | $531270.00         | $27127.82          | Agency Mortgage-Backed Securities  |
| GNII SP 784899 C       | 2048-02-20      | 4.0000%  | 0.0000% | $310000.00         | $45162.72          | Agency Mortgage-Backed Securities  |
| GNMI SP 782911 X       | 2039-12-15      | 5.5000%  | 0.0000% | $171578212.00      | $2815708.24        | Agency Mortgage-Backed Securities  |
| GNMI SF 617567 X       | 2037-06-15      | 6.0000%  | 0.0000% | $3402441.00        | $12111.20          | Agency Mortgage-Backed Securities  |
| GNMI SF 672590 X       | 2038-02-15      | 6.0000%  | 0.0000% | $48000000.00       | $173033.35         | Agency Mortgage-Backed Securities  |
| GNMI SF 688143 X       | 2038-12-15      | 6.0000%  | 0.0000% | $65000.00          | $589.07            | Agency Mortgage-Backed Securities  |
| GNMI SF 709558 X       | 2041-08-15      | 4.0000%  | 0.0000% | $31477.00          | $2394.47           | Agency Mortgage-Backed Securities  |
| GNII SP 786843 C       | 2052-03-20      | 3.0000%  | 0.0000% | $240000.00         | $167906.57         | Agency Mortgage-Backed Securities  |
| GNII SP 786922 C       | 2053-09-20      | 5.5000%  | 0.0000% | $72000.00          | $55309.81          | Agency Mortgage-Backed Securities  |
| GNII SP 787356 C       | 2052-03-20      | 2.5000%  | 0.0000% | $4895000.00        | $3682410.38        | Agency Mortgage-Backed Securities  |
| GNII SP 787167 C       | 2050-07-20      | 3.5000%  | 0.0000% | $25888000.00       | $19987553.52       | Agency Mortgage-Backed Securities  |
| GNMI SF AL9337 X       | 2045-03-15      | 3.0000%  | 0.0000% | $13601696.00       | $1179541.76        | Agency Mortgage-Backed Securities  |
| GNMI SF CL3174 X       | 2052-02-15      | 4.0000%  | 0.0000% | $1162642.00        | $677827.55         | Agency Mortgage-Backed Securities  |
| GNMI SF AP5298 X       | 2045-11-15      | 5.0000%  | 0.0000% | $4434637.00        | $532083.06         | Agency Mortgage-Backed Securities  |
| GNMI SF AP0301 X       | 2045-10-15      | 3.5000%  | 0.0000% | $8146489.00        | $2223770.61        | Agency Mortgage-Backed Securities  |
| GNMI SF 708520 X       | 2039-04-15      | 5.0000%  | 0.0000% | $24671300.00       | $131073.39         | Agency Mortgage-Backed Securities  |
| GNII SP 784314 C       | 2043-05-20      | 3.5000%  | 0.0000% | $15878629.00       | $2582528.36        | Agency Mortgage-Backed Securities  |
| GNMI JP 783809 X       | 2028-07-15      | 2.5000%  | 0.0000% | $2535000.00        | $60998.69          | Agency Mortgage-Backed Securities  |
| GNII SP 785445 C       | 2051-03-20      | 2.5000%  | 0.0000% | $2059000.00        | $1011659.96        | Agency Mortgage-Backed Securities  |
| GNII SP 785446 C       | 2051-01-20      | 2.5000%  | 0.0000% | $500000.00         | $284558.12         | Agency Mortgage-Backed Securities  |
| GNAR AT 081079 M       | 2034-09-20      | 5.3750%  | 0.0000% | $786389.00         | $4358.01           | Agency Mortgage-Backed Securities  |
| GNMI SP 783647 X       | 2035-09-15      | 5.5000%  | 0.0000% | $13165338.00       | $742242.04         | Agency Mortgage-Backed Securities  |
| GNMI SF 617757 X       | 2042-02-15      | 3.5000%  | 0.0000% | $7421943.00        | $508143.25         | Agency Mortgage-Backed Securities  |
| GNAR AT 081377 M       | 2035-06-20      | 5.6250%  | 0.0000% | $467386.00         | $10110.44          | Agency Mortgage-Backed Securities  |
| GNMI SF 650455 X       | 2035-12-15      | 5.5000%  | 0.0000% | $1890499.00        | $28915.48          | Agency Mortgage-Backed Securities  |
| GNMI SP 782712 X       | 2039-07-15      | 5.0000%  | 0.0000% | $400000000.00      | $9651737.25        | Agency Mortgage-Backed Securities  |
| GNMI SF 658182 X       | 2036-11-15      | 6.0000%  | 0.0000% | $1187888.00        | $7292.66           | Agency Mortgage-Backed Securities  |
| GNMI SF 531030 X       | 2032-05-15      | 7.0000%  | 0.0000% | $1001873.00        | $10790.06          | Agency Mortgage-Backed Securities  |
| GNMI SF 675477 X       | 2038-06-15      | 5.0000%  | 0.0000% | $1707000.00        | $19625.31          | Agency Mortgage-Backed Securities  |
| GNMI SF 710859 X       | 2039-09-15      | 5.0000%  | 0.0000% | $22000000.00       | $687907.67         | Agency Mortgage-Backed Securities  |
| GNMI SP 781205 X       | 2030-07-15      | 8.5000%  | 0.0000% | $3070915.00        | $1001.07           | Agency Mortgage-Backed Securities  |
| GNMI SF 659721 X       | 2036-11-15      | 6.5000%  | 0.0000% | $3700000.00        | $67117.34          | Agency Mortgage-Backed Securities  |
| GNMI SF 673207 X       | 2038-10-15      | 6.0000%  | 0.0000% | $701030.00         | $4033.33           | Agency Mortgage-Backed Securities  |
| GNMI SP 782978 X       | 2040-04-15      | 6.0000%  | 0.0000% | $68000000.00       | $1248681.78        | Agency Mortgage-Backed Securities  |
| GNMI SP 783871 X       | 2044-03-15      | 4.0000%  | 0.0000% | $837000.00         | $67348.97          | Agency Mortgage-Backed Securities  |
| GNMI SF 675358 X       | 2035-11-15      | 5.0000%  | 0.0000% | $75000.00          | $525.42            | Agency Mortgage-Backed Securities  |
| GNMI SP 785441 X       | 2050-07-15      | 2.5000%  | 0.0000% | $6174899.00        | $2638888.94        | Agency Mortgage-Backed Securities  |
| GNII SP 784119 M       | 2046-02-20      | 3.0000%  | 0.0000% | $42610.00          | $5259.67           | Agency Mortgage-Backed Securities  |
| GNMI SF 694458 X       | 2038-10-15      | 6.0000%  | 0.0000% | $300000.00         | $1835.27           | Agency Mortgage-Backed Securities  |
| GNMI SF 734428 X       | 2041-05-15      | 4.5000%  | 0.0000% | $100000000.00      | $4536047.95        | Agency Mortgage-Backed Securities  |
| GNMI SP 782130 X       | 2036-01-15      | 6.0000%  | 0.0000% | $69323694.00       | $1929968.30        | Agency Mortgage-Backed Securities  |
| GNMI SF 724275 X       | 2039-09-15      | 5.0000%  | 0.0000% | $8248343.00        | $181623.99         | Agency Mortgage-Backed Securities  |
| GNMI SP 782709 X       | 2039-07-15      | 5.0000%  | 0.0000% | $300000000.00      | $4403740.94        | Agency Mortgage-Backed Securities  |
| GNII SP 782611 M       | 2039-02-20      | 5.5000%  | 0.0000% | $1800000.00        | $21837.36          | Agency Mortgage-Backed Securities  |
| GNMI SP 782704 X       | 2039-07-15      | 5.0000%  | 0.0000% | $350000000.00      | $5956706.15        | Agency Mortgage-Backed Securities  |
| GNMI SF 729376 X       | 2041-07-15      | 4.6250%  | 0.0000% | $2496375.00        | $289328.63         | Agency Mortgage-Backed Securities  |
| GNMI SF 752188 X       | 2046-02-15      | 3.0000%  | 0.0000% | $3018417.00        | $1551940.89        | Agency Mortgage-Backed Securities  |
| GNMI SF 511731 X       | 2030-10-15      | 8.5000%  | 0.0000% | $1261519.00        | $8406.70           | Agency Mortgage-Backed Securities  |
| GNMI SF 722513 X       | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $8250.77           | Agency Mortgage-Backed Securities  |
| GNII SP 788297 C       | 2052-01-20      | 2.5000%  | 0.0000% | $36734351.00       | $33817827.20       | Agency Mortgage-Backed Securities  |
| GNII SP 782909 M       | 2039-09-20      | 5.5000%  | 0.0000% | $250000.00         | $5777.65           | Agency Mortgage-Backed Securities  |
| GNMI SP 782720 X       | 2039-01-15      | 5.5000%  | 0.0000% | $66241894.00       | $1375179.79        | Agency Mortgage-Backed Securities  |
| GNMI SP 782252 X       | 2038-01-15      | 5.5000%  | 0.0000% | $400000000.00      | $4682237.02        | Agency Mortgage-Backed Securities  |
| GNMI SF 479290 X       | 2030-04-15      | 8.0000%  | 0.0000% | $918388.00         | $609.35            | Agency Mortgage-Backed Securities  |
| GNMI SF 615779 X       | 2028-09-15      | 5.0000%  | 0.0000% | $70000.00          | $1734.24           | Agency Mortgage-Backed Securities  |
| GNMI SF 723424 X       | 2039-11-15      | 5.5000%  | 0.0000% | $28422267.00       | $801229.93         | Agency Mortgage-Backed Securities  |
| GNMI SF 515849 X       | 2030-07-15      | 8.5000%  | 0.0000% | $8235424.00        | $11589.18          | Agency Mortgage-Backed Securities  |
| GNII SP 788201 M       | 2049-05-20      | 3.0000%  | 0.0000% | $71531441.00       | $64399807.83       | Agency Mortgage-Backed Securities  |
| GNMI SF 479448 X       | 2030-07-15      | 8.5000%  | 0.0000% | $707765.00         | $578.78            | Agency Mortgage-Backed Securities  |
| GNMI SP 782680 X       | 2039-06-15      | 5.0000%  | 0.0000% | $400000000.00      | $9204073.23        | Agency Mortgage-Backed Securities  |
| GNMI SF CL5027 X       | 2052-03-15      | 4.0000%  | 0.0000% | $300791.00         | $269804.32         | Agency Mortgage-Backed Securities  |
| GNMI SF CL6996 X       | 2052-04-15      | 4.0000%  | 0.0000% | $7558348.00        | $4886919.35        | Agency Mortgage-Backed Securities  |
| GNMI SF BD6018 X       | 2047-11-15      | 3.5000%  | 0.0000% | $1246485.00        | $126704.43         | Agency Mortgage-Backed Securities  |
| GNMI SF BD5949 X       | 2047-11-15      | 5.0000%  | 0.0000% | $1274267.00        | $134169.69         | Agency Mortgage-Backed Securities  |
| GNMI SF BP6229 X       | 2049-11-15      | 3.0000%  | 0.0000% | $10144179.00       | $1770976.83        | Agency Mortgage-Backed Securities  |
| GNMI SF 520046 X       | 2031-06-15      | 7.0000%  | 0.0000% | $243865.00         | $530.91            | Agency Mortgage-Backed Securities  |
| GNMI SP 781083 X       | 2029-09-15      | 7.5000%  | 0.0000% | $100000000.00      | $126329.44         | Agency Mortgage-Backed Securities  |
| GNMI SF AV1814 X       | 2046-08-15      | 3.0000%  | 0.0000% | $383418.00         | $87287.40          | Agency Mortgage-Backed Securities  |
| GNMI SF 605561 X       | 2034-11-15      | 5.5000%  | 0.0000% | $53627751.00       | $284066.89         | Agency Mortgage-Backed Securities  |
| GNMI SF 581070 X       | 2032-02-15      | 6.0000%  | 0.0000% | $432832.00         | $1761.62           | Agency Mortgage-Backed Securities  |
| GNMI SF AX8720 X       | 2046-11-15      | 3.5000%  | 0.0000% | $790304.00         | $108300.01         | Agency Mortgage-Backed Securities  |
| GNMI SF CM2120 X       | 2052-02-15      | 4.0000%  | 0.0000% | $1911712.00        | $1738916.22        | Agency Mortgage-Backed Securities  |
| GNMI SF AD8913 X       | 2028-04-15      | 2.5000%  | 0.0000% | $9711000.00        | $280072.07         | Agency Mortgage-Backed Securities  |
| GNMI SF 469475 X       | 2030-08-15      | 8.5000%  | 0.0000% | $504892.00         | $3142.12           | Agency Mortgage-Backed Securities  |
| GNMI SF 720181 X       | 2039-07-15      | 4.0000%  | 0.0000% | $465000.00         | $18816.56          | Agency Mortgage-Backed Securities  |
| GNMI SF 543872 X       | 2031-01-15      | 8.5000%  | 0.0000% | $1701051.00        | $669.06            | Agency Mortgage-Backed Securities  |
| GNMI SF CM2182 X       | 2052-03-15      | 4.0000%  | 0.0000% | $1592499.00        | $1232480.73        | Agency Mortgage-Backed Securities  |
| GNMI SF CL8514 X       | 2052-03-15      | 4.0000%  | 0.0000% | $2534138.00        | $1154483.41        | Agency Mortgage-Backed Securities  |
| GNMI SF AL0786 X       | 2045-01-15      | 3.0000%  | 0.0000% | $13779037.00       | $1286985.25        | Agency Mortgage-Backed Securities  |
| GNMI SF 479287 X       | 2030-04-15      | 8.0000%  | 0.0000% | $3206352.00        | $4038.39           | Agency Mortgage-Backed Securities  |
| GNMI SF 486140 X       | 2030-10-15      | 8.0000%  | 0.0000% | $918001.00         | $1888.61           | Agency Mortgage-Backed Securities  |
| GNMI SF 479580 X       | 2030-09-15      | 8.0000%  | 0.0000% | $1208053.00        | $2166.20           | Agency Mortgage-Backed Securities  |
| GNMI SF 604975 X       | 2034-02-15      | 5.5000%  | 0.0000% | $76000.00          | $705.89            | Agency Mortgage-Backed Securities  |
| GNMI SF 604125 X       | 2033-03-15      | 6.5000%  | 0.0000% | $100000.00         | $2164.65           | Agency Mortgage-Backed Securities  |
| GNMI SF 723156 X       | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $3715218.96        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $97368900.00       | $97751275.16       | U.S. Treasuries (including strips) |
| GNMI SF 604083 X       | 2033-03-15      | 5.5000%  | 0.0000% | $32972040.00       | $684509.68         | Agency Mortgage-Backed Securities  |
| GNMI SF AT6459 X       | 2046-07-15      | 5.0000%  | 0.0000% | $559438.00         | $45652.60          | Agency Mortgage-Backed Securities  |
| GNMI SF AX5830 X       | 2047-01-15      | 4.0000%  | 0.0000% | $10432779.00       | $2633456.72        | Agency Mortgage-Backed Securities  |
| GNMI SF AX8719 X       | 2046-11-15      | 3.5000%  | 0.0000% | $2954865.00        | $535915.58         | Agency Mortgage-Backed Securities  |
| GNMI SF AZ5424 X       | 2047-04-15      | 5.0000%  | 0.0000% | $1444851.00        | $219422.22         | Agency Mortgage-Backed Securities  |
| GNMI SF 599898 X       | 2033-03-15      | 6.0000%  | 0.0000% | $1000000.00        | $20810.83          | Agency Mortgage-Backed Securities  |
| GNMI SF AX6572 X       | 2047-06-15      | 5.0000%  | 0.0000% | $1863632.00        | $620126.67         | Agency Mortgage-Backed Securities  |
| GNMI SF 570503 X       | 2031-12-15      | 6.5000%  | 0.0000% | $415000.00         | $650.62            | Agency Mortgage-Backed Securities  |
| GNII SP 784905 C       | 2050-01-20      | 3.0000%  | 0.0000% | $2940000.00        | $1382865.62        | Agency Mortgage-Backed Securities  |
| GNII SP 784101 M       | 2044-08-20      | 3.5000%  | 0.0000% | $161553877.00      | $16144367.85       | Agency Mortgage-Backed Securities  |
| GNII SP 784793 C       | 2047-12-20      | 3.5000%  | 0.0000% | $14825000.00       | $3771400.97        | Agency Mortgage-Backed Securities  |
| GNMI SF 711068 X       | 2040-01-15      | 5.0000%  | 0.0000% | $500000.00         | $26395.22          | Agency Mortgage-Backed Securities  |
| GNMI SF 697709 X       | 2038-12-15      | 6.0000%  | 0.0000% | $2500000.00        | $16114.05          | Agency Mortgage-Backed Securities  |
| GNII SP 784667 C       | 2049-02-20      | 4.5000%  | 0.0000% | $54554643.00       | $9812751.97        | Agency Mortgage-Backed Securities  |
| GNII SP 786287 C       | 2052-08-20      | 4.5000%  | 0.0000% | $7000000.00        | $5024513.32        | Agency Mortgage-Backed Securities  |
| GNMI SP 782738 X       | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $8794546.94        | Agency Mortgage-Backed Securities  |
| GNII SP 787212 C       | 2047-10-20      | 3.5000%  | 0.0000% | $1100000.00        | $854838.08         | Agency Mortgage-Backed Securities  |
| GNMI SP 781482 X       | 2032-08-15      | 6.0000%  | 0.0000% | $7947082.00        | $37415.66          | Agency Mortgage-Backed Securities  |
| GNII SP 786985 C       | 2052-04-20      | 2.5000%  | 0.0000% | $147273754.00      | $104886392.32      | Agency Mortgage-Backed Securities  |
| GNMI SF BS8482 X       | 2050-08-15      | 3.0000%  | 0.0000% | $9500000.00        | $3866101.15        | Agency Mortgage-Backed Securities  |
| GNMI SF AD0721 X       | 2043-06-15      | 3.0000%  | 0.0000% | $29439.00          | $1425.54           | Agency Mortgage-Backed Securities  |
| GNMI SF AD2414 X       | 2043-05-15      | 3.5000%  | 0.0000% | $500000.00         | $46027.21          | Agency Mortgage-Backed Securities  |
| GNMI SF CL4957 X       | 2052-03-15      | 4.0000%  | 0.0000% | $125164.00         | $86081.18          | Agency Mortgage-Backed Securities  |
| GNII SP 783829 M       | 2042-09-20      | 3.0000%  | 0.0000% | $300000000.00      | $32987318.82       | Agency Mortgage-Backed Securities  |
| GNMI SP 781324 X       | 2031-07-15      | 7.0000%  | 0.0000% | $1396587.00        | $1465.61           | Agency Mortgage-Backed Securities  |
| GNMI SP 784439 X       | 2045-02-15      | 3.0000%  | 0.0000% | $524000.00         | $113170.02         | Agency Mortgage-Backed Securities  |
| GNMI SP 784393 X       | 2047-11-15      | 4.5000%  | 0.0000% | $118000.00         | $23228.24          | Agency Mortgage-Backed Securities  |
| GNMI SF 547957 X       | 2031-11-15      | 6.0000%  | 0.0000% | $801635.00         | $13241.18          | Agency Mortgage-Backed Securities  |
| GNMI SF 538299 X       | 2032-01-15      | 6.0000%  | 0.0000% | $11724347.00       | $19915.83          | Agency Mortgage-Backed Securities  |
| GNMI SP 781197 X       | 2030-07-15      | 7.5000%  | 0.0000% | $200000000.00      | $156793.89         | Agency Mortgage-Backed Securities  |
| GNAR AT 081214 M       | 2035-01-20      | 5.6250%  | 0.0000% | $505620.00         | $9979.75           | Agency Mortgage-Backed Securities  |
| GNMI SF 529731 X       | 2031-01-15      | 8.0000%  | 0.0000% | $1000000.00        | $2305.88           | Agency Mortgage-Backed Securities  |
| GNMI SF 531306 X       | 2030-08-15      | 8.5000%  | 0.0000% | $1276695.00        | $5271.98           | Agency Mortgage-Backed Securities  |
| GNMI SF 533924 X       | 2030-07-15      | 8.5000%  | 0.0000% | $921693.00         | $4824.32           | Agency Mortgage-Backed Securities  |
| GNMI SF 748705 X       | 2040-10-15      | 4.6250%  | 0.0000% | $6740943.00        | $408437.26         | Agency Mortgage-Backed Securities  |
| GNMI SF 506248 X       | 2030-07-15      | 8.5000%  | 0.0000% | $7333056.00        | $5377.21           | Agency Mortgage-Backed Securities  |
| GNMI SP 781690 X       | 2033-12-15      | 6.0000%  | 0.0000% | $100000000.00      | $780060.80         | Agency Mortgage-Backed Securities  |
| GNMI SP 780613 X       | 2027-08-15      | 7.0000%  | 0.0000% | $101000000.00      | $33491.07          | Agency Mortgage-Backed Securities  |
| GNII SP 780672 M       | 2027-11-20      | 7.0000%  | 0.0000% | $100000000.00      | $44051.76          | Agency Mortgage-Backed Securities  |
| GNMI SP 781319 X       | 2031-07-15      | 7.0000%  | 0.0000% | $439791422.00      | $450847.91         | Agency Mortgage-Backed Securities  |
| GNMI SF 536958 X       | 2030-08-15      | 8.0000%  | 0.0000% | $1114004.00        | $2567.36           | Agency Mortgage-Backed Securities  |
| GNMI SF 738134 X       | 2026-04-15      | 3.5000%  | 0.0000% | $17814835.00       | $18864.48          | Agency Mortgage-Backed Securities  |
| GNII SP 783607 M       | 2042-06-20      | 3.5000%  | 0.0000% | $55060000.00       | $4173313.01        | Agency Mortgage-Backed Securities  |
| GNMI SF 525972 X       | 2030-08-15      | 8.5000%  | 0.0000% | $1702657.00        | $3531.25           | Agency Mortgage-Backed Securities  |
| GNMI SF 531197 X       | 2030-06-15      | 8.5000%  | 0.0000% | $1746628.00        | $1767.61           | Agency Mortgage-Backed Securities  |
| GNMI SP 781551 X       | 2033-01-15      | 6.0000%  | 0.0000% | $175000.00         | $545.77            | Agency Mortgage-Backed Securities  |
| GNMI SP 780914 X       | 2028-11-15      | 6.0000%  | 0.0000% | $570000.00         | $690.22            | Agency Mortgage-Backed Securities  |
| GNMI SF 454999 X       | 2031-08-15      | 5.5000%  | 0.0000% | $62460.00          | $711.99            | Agency Mortgage-Backed Securities  |
| GNMI SF 734606 X       | 2042-04-15      | 3.5000%  | 0.0000% | $1651941.00        | $74124.98          | Agency Mortgage-Backed Securities  |
| GNMI SF 532737 X       | 2030-07-15      | 8.0000%  | 0.0000% | $3511391.00        | $11233.32          | Agency Mortgage-Backed Securities  |
| GNMI SF 557338 X       | 2031-04-15      | 8.5000%  | 0.0000% | $389354.00         | $866.30            | Agency Mortgage-Backed Securities  |
| GNII SP 784446 C       | 2048-02-20      | 3.0000%  | 0.0000% | $495000.00         | $44785.15          | Agency Mortgage-Backed Securities  |
| GNMI SP 780499 X       | 2027-01-15      | 7.0000%  | 0.0000% | $51646148.00       | $4560.04           | Agency Mortgage-Backed Securities  |
| GNMI SP 781231 X       | 2030-12-15      | 7.0000%  | 0.0000% | $128218131.00      | $161737.27         | Agency Mortgage-Backed Securities  |
| GNAR AT 081350 M       | 2035-05-20      | 5.6250%  | 0.0000% | $3201765.00        | $63751.65          | Agency Mortgage-Backed Securities  |
| GNII SP 786366 C       | 2052-08-20      | 4.5000%  | 0.0000% | $4540000.00        | $3533626.17        | Agency Mortgage-Backed Securities  |
| GNII SP 787236 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2200000.00        | $1333420.05        | Agency Mortgage-Backed Securities  |
| GNII SP 784825 C       | 2049-10-20      | 3.5000%  | 0.0000% | $25400000.00       | $999091.33         | Agency Mortgage-Backed Securities  |
| GNII SP 784111 M       | 2046-01-20      | 3.0000%  | 0.0000% | $939111.00         | $106996.99         | Agency Mortgage-Backed Securities  |
| GNII SP 784295 C       | 2047-03-20      | 3.5000%  | 0.0000% | $11000000.00       | $2162571.55        | Agency Mortgage-Backed Securities  |
| GNMI SP 784830 X       | 2047-09-15      | 4.5000%  | 0.0000% | $15936373.00       | $3624546.84        | Agency Mortgage-Backed Securities  |
| GNMI SP 783972 X       | 2039-12-15      | 5.0000%  | 0.0000% | $272810.00         | $28996.45          | Agency Mortgage-Backed Securities  |
| GNMI SP 781079 X       | 2029-08-15      | 7.5000%  | 0.0000% | $101026318.00      | $32035.39          | Agency Mortgage-Backed Securities  |
| GNMI SF 738969 X       | 2026-11-15      | 3.0000%  | 0.0000% | $8000000.00        | $35221.11          | Agency Mortgage-Backed Securities  |
| GNMI SP 781526 X       | 2032-11-15      | 5.5000%  | 0.0000% | $150000000.00      | $661605.68         | Agency Mortgage-Backed Securities  |
| GNMI SP 784397 X       | 2047-06-15      | 4.5000%  | 0.0000% | $1595000.00        | $430645.34         | Agency Mortgage-Backed Securities  |
| GNMI SP 781190 X       | 2030-06-15      | 7.5000%  | 0.0000% | $40000000.00       | $31487.53          | Agency Mortgage-Backed Securities  |
| GNMI SF 508378 X       | 2030-09-15      | 8.5000%  | 0.0000% | $1053360.00        | $821.04            | Agency Mortgage-Backed Securities  |
| GNII SP 785221 C       | 2050-12-20      | 2.0000%  | 0.0000% | $740000.00         | $375675.18         | Agency Mortgage-Backed Securities  |
| GNII SP 786467 C       | 2052-01-20      | 3.5000%  | 0.0000% | $10883472.00       | $8482295.04        | Agency Mortgage-Backed Securities  |
| GNII SP 786737 C       | 2052-03-20      | 3.0000%  | 0.0000% | $66696106.00       | $50910048.54       | Agency Mortgage-Backed Securities  |
| GNMI SF 724384 X       | 2039-10-15      | 5.0000%  | 0.0000% | $100000.00         | $3781.43           | Agency Mortgage-Backed Securities  |
| GNMI SF 511581 X       | 2030-07-15      | 8.5000%  | 0.0000% | $416499.00         | $2844.11           | Agency Mortgage-Backed Securities  |
| GNMI SP 781300 X       | 2031-06-15      | 7.0000%  | 0.0000% | $1875000.00        | $2071.88           | Agency Mortgage-Backed Securities  |
| GNMI SF 479430 X       | 2041-10-15      | 4.0000%  | 0.0000% | $160000.00         | $23161.89          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $217604900.00      | $216083844.15      | U.S. Treasuries (including strips) |
| GNMI SF 531830 X       | 2030-09-15      | 8.0000%  | 0.0000% | $3950973.00        | $2544.23           | Agency Mortgage-Backed Securities  |
| GNMI SF 550851 X       | 2031-09-15      | 7.0000%  | 0.0000% | $15920000.00       | $26602.63          | Agency Mortgage-Backed Securities  |
| GNII SP 780690 M       | 2027-12-20      | 7.0000%  | 0.0000% | $325000000.00      | $112397.19         | Agency Mortgage-Backed Securities  |
| GNMI SF 565069 X       | 2032-01-15      | 6.0000%  | 0.0000% | $468995.00         | $590.77            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $4436900.00        | $4551778.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $8381600.00        | $8801596.15        | U.S. Treasuries (including strips) |
| GNMI SF AP5315 X       | 2046-01-15      | 5.0000%  | 0.0000% | $774604.00         | $111023.14         | Agency Mortgage-Backed Securities  |
| GNMI SF BA9298 X       | 2047-11-15      | 3.5000%  | 0.0000% | $605279.00         | $84656.10          | Agency Mortgage-Backed Securities  |
| GNMI SF 732937 X       | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $12635.91          | Agency Mortgage-Backed Securities  |
| GNMI SF 565693 X       | 2032-04-15      | 6.5000%  | 0.0000% | $501000.00         | $1149.25           | Agency Mortgage-Backed Securities  |
| GNMI SP 780525 X       | 2027-03-15      | 7.0000%  | 0.0000% | $50553550.00       | $8976.87           | Agency Mortgage-Backed Securities  |
| GNMI SF 608850 X       | 2032-11-15      | 7.0000%  | 0.0000% | $1163492.00        | $35481.75          | Agency Mortgage-Backed Securities  |
| GNMI SF 610315 X       | 2033-09-15      | 5.5000%  | 0.0000% | $300000.00         | $1270.48           | Agency Mortgage-Backed Securities  |
| GNMI SF 479237 X       | 2030-03-15      | 8.5000%  | 0.0000% | $846408.00         | $1427.13           | Agency Mortgage-Backed Securities  |
| GNMI SF AT7556 X       | 2046-07-15      | 4.5000%  | 0.0000% | $3925418.00        | $129237.24         | Agency Mortgage-Backed Securities  |
| GNMI SF 526525 X       | 2031-02-15      | 8.5000%  | 0.0000% | $467500.00         | $3223.06           | Agency Mortgage-Backed Securities  |
| GNMI SF 552765 X       | 2032-09-15      | 6.5000%  | 0.0000% | $21086557.00       | $132231.81         | Agency Mortgage-Backed Securities  |
| GNMI SF 723528 X       | 2039-12-15      | 5.5000%  | 0.0000% | $14946974.00       | $997577.88         | Agency Mortgage-Backed Securities  |
| GNMI SF 562288 X       | 2033-12-15      | 6.0000%  | 0.0000% | $4565000.00        | $12740.45          | Agency Mortgage-Backed Securities  |
| GNII SP 785587 M       | 2044-12-20      | 3.5000%  | 0.0000% | $7055774.00        | $3501683.38        | Agency Mortgage-Backed Securities  |
| GNII SP 786428 C       | 2052-06-20      | 4.0000%  | 0.0000% | $50000.00          | $38769.76          | Agency Mortgage-Backed Securities  |
| GNII SP 786082 C       | 2051-11-20      | 3.0000%  | 0.0000% | $300000.00         | $189846.14         | Agency Mortgage-Backed Securities  |
| GNII SP 786108 C       | 2052-03-20      | 3.5000%  | 0.0000% | $1200000.00        | $912098.66         | Agency Mortgage-Backed Securities  |
| GNMI SP 782707 X       | 2039-07-15      | 5.0000%  | 0.0000% | $700000000.00      | $14670449.57       | Agency Mortgage-Backed Securities  |
| GNII SP 787664 M       | 2049-01-20      | 3.5000%  | 0.0000% | $111793199.00      | $95017711.45       | Agency Mortgage-Backed Securities  |
| GNII SP 786831 C       | 2053-07-20      | 5.5000%  | 0.0000% | $100000.00         | $82902.06          | Agency Mortgage-Backed Securities  |
| GNII SP 785954 C       | 2052-03-20      | 2.0000%  | 0.0000% | $5000000.00        | $2790130.97        | Agency Mortgage-Backed Securities  |
| GNII SP 786231 C       | 2052-06-20      | 4.0000%  | 0.0000% | $385000.00         | $272042.32         | Agency Mortgage-Backed Securities  |
| GNII SP 787575 M       | 2050-12-20      | 4.5000%  | 0.0000% | $79835922.00       | $70336176.53       | Agency Mortgage-Backed Securities  |
| GNII SP 787865 M       | 2051-06-20      | 4.5000%  | 0.0000% | $106784873.00      | $98634288.40       | Agency Mortgage-Backed Securities  |
| GNII SP 785713 C       | 2051-10-20      | 2.5000%  | 0.0000% | $900000.00         | $539970.50         | Agency Mortgage-Backed Securities  |
| GNII SP 786535 C       | 2053-02-20      | 5.5000%  | 0.0000% | $100000.00         | $76005.51          | Agency Mortgage-Backed Securities  |
| GNII SP 788115 C       | 2052-09-20      | 4.5000%  | 0.0000% | $10999523.00       | $10617211.17       | Agency Mortgage-Backed Securities  |
| GNII SP 786795 C       | 2053-07-20      | 6.0000%  | 0.0000% | $200000.00         | $173724.26         | Agency Mortgage-Backed Securities  |
| GNMI SP 788033 X       | 2050-03-15      | 4.0000%  | 0.0000% | $54196123.00       | $49274910.94       | Agency Mortgage-Backed Securities  |
| GNII SP 787852 C       | 2054-10-20      | 6.5000%  | 0.0000% | $51213761.00       | $45208277.07       | Agency Mortgage-Backed Securities  |
| GNII SP 787485 C       | 2054-07-20      | 5.5000%  | 0.0000% | $1900000.00        | $1768020.96        | Agency Mortgage-Backed Securities  |
| GNII SP 788251 C       | 2055-10-20      | 6.5000%  | 0.0000% | $50137603.00       | $52414157.83       | Agency Mortgage-Backed Securities  |
| GNMI SF 756900 X       | 2041-03-15      | 5.0000%  | 0.0000% | $100000.00         | $10048.97          | Agency Mortgage-Backed Securities  |
| GNII SP 788032 C       | 2054-06-20      | 7.0000%  | 0.0000% | $41770430.00       | $40542799.37       | Agency Mortgage-Backed Securities  |
| GNMI SP 782251 X       | 2038-01-15      | 6.0000%  | 0.0000% | $425000000.00      | $4418824.37        | Agency Mortgage-Backed Securities  |
| GNII SP 788248 C       | 2055-10-20      | 5.5000%  | 0.0000% | $63187884.00       | $64301565.04       | Agency Mortgage-Backed Securities  |
| GNMI SP 782205 X       | 2037-10-15      | 6.0000%  | 0.0000% | $14278825.00       | $150954.67         | Agency Mortgage-Backed Securities  |
| GNII SP 788168 C       | 2054-10-20      | 6.0000%  | 0.0000% | $58808280.00       | $58101603.91       | Agency Mortgage-Backed Securities  |
| GNMI SP 783362 X       | 2040-05-15      | 6.0000%  | 0.0000% | $1330031.00        | $67359.62          | Agency Mortgage-Backed Securities  |
| GNMI SP 783376 X       | 2041-06-15      | 5.0000%  | 0.0000% | $826433.00         | $20528.37          | Agency Mortgage-Backed Securities  |
| GNII SP 782950 C       | 2038-10-20      | 6.0000%  | 0.0000% | $556709.00         | $4590.24           | Agency Mortgage-Backed Securities  |
| GNMI SP 783765 X       | 2039-09-15      | 5.5000%  | 0.0000% | $4555035.00        | $574399.38         | Agency Mortgage-Backed Securities  |
| GNMI SP 788123 X       | 2040-12-15      | 5.0000%  | 0.0000% | $54195734.00       | $54109137.89       | Agency Mortgage-Backed Securities  |
| GNII SP 788238 M       | 2052-05-20      | 3.0000%  | 0.0000% | $172379.00         | $154896.33         | Agency Mortgage-Backed Securities  |
| GNII SP 787792 C       | 2055-01-20      | 5.0000%  | 0.0000% | $20000.00          | $18531.56          | Agency Mortgage-Backed Securities  |
| GNII SP 788136 C       | 2055-07-20      | 7.0000%  | 0.0000% | $51798278.00       | $49982876.45       | Agency Mortgage-Backed Securities  |
| GNII SP 787255 C       | 2054-02-20      | 5.5000%  | 0.0000% | $149000.00         | $111013.32         | Agency Mortgage-Backed Securities  |
| GNII SP 788166 M       | 2045-11-20      | 3.5000%  | 0.0000% | $72763053.00       | $67748192.32       | Agency Mortgage-Backed Securities  |
| GNII SP 786474 C       | 2053-01-20      | 5.0000%  | 0.0000% | $200000.00         | $152042.21         | Agency Mortgage-Backed Securities  |
| GNII SP 786959 C       | 2053-10-20      | 6.0000%  | 0.0000% | $65000.00          | $52914.78          | Agency Mortgage-Backed Securities  |
| GNII SP 788234 M       | 2052-05-20      | 3.0000%  | 0.0000% | $41442.00          | $37223.61          | Agency Mortgage-Backed Securities  |
| GNII SP 787097 C       | 2053-08-20      | 5.0000%  | 0.0000% | $100000.00         | $71648.38          | Agency Mortgage-Backed Securities  |
| GNAR AT 081282 M       | 2035-03-20      | 5.6250%  | 0.0000% | $761797.00         | $20720.85          | Agency Mortgage-Backed Securities  |
| GNII SP 785764 C       | 2051-11-20      | 2.5000%  | 0.0000% | $210000.00         | $127559.44         | Agency Mortgage-Backed Securities  |
| GNII SP 786709 C       | 2053-05-20      | 5.0000%  | 0.0000% | $100000.00         | $78497.90          | Agency Mortgage-Backed Securities  |
| GNII SP 786690 C       | 2053-05-20      | 5.5000%  | 0.0000% | $100000.00         | $79832.63          | Agency Mortgage-Backed Securities  |
| GNII SP 788200 C       | 2054-11-20      | 6.5000%  | 0.0000% | $25661007.00       | $25960995.55       | Agency Mortgage-Backed Securities  |
| GNMI SP 784154 X       | 2044-03-15      | 5.0000%  | 0.0000% | $879877.00         | $121529.62         | Agency Mortgage-Backed Securities  |
| GNII SP 786584 C       | 2052-05-20      | 3.5000%  | 0.0000% | $15006285.00       | $11462370.34       | Agency Mortgage-Backed Securities  |
| GNII SP 784507 C       | 2047-12-20      | 4.0000%  | 0.0000% | $1080000.00        | $217928.91         | Agency Mortgage-Backed Securities  |
| GNII SP 786150 C       | 2052-03-20      | 3.0000%  | 0.0000% | $1590000.00        | $1062734.57        | Agency Mortgage-Backed Securities  |
| GNII SP 787790 C       | 2050-02-20      | 5.0000%  | 0.0000% | $25378817.00       | $23083673.70       | Agency Mortgage-Backed Securities  |
| GNII SP 786340 C       | 2052-09-20      | 5.0000%  | 0.0000% | $100000.00         | $77132.27          | Agency Mortgage-Backed Securities  |
| GNII SP 787857 C       | 2055-01-20      | 7.0000%  | 0.0000% | $56436791.00       | $41889391.93       | Agency Mortgage-Backed Securities  |
| GNII SP 788080 M       | 2050-06-20      | 3.0000%  | 0.0000% | $83833574.00       | $73856992.88       | Agency Mortgage-Backed Securities  |
| GNII SP 788084 C       | 2055-07-20      | 5.5000%  | 0.0000% | $13592.00          | $13686.98          | Agency Mortgage-Backed Securities  |
| GNII SP 784875 M       | 2046-03-20      | 4.0000%  | 0.0000% | $12159742.00       | $3149141.36        | Agency Mortgage-Backed Securities  |
| GNII SP 786429 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1040000.00        | $796391.22         | Agency Mortgage-Backed Securities  |
| GNMI SP 788295 X       | 2052-02-15      | 4.0000%  | 0.0000% | $60324111.00       | $58050253.96       | Agency Mortgage-Backed Securities  |
| GNII SP 788143 C       | 2054-08-20      | 7.0000%  | 0.0000% | $86605443.00       | $84863957.36       | Agency Mortgage-Backed Securities  |
| GNII SP 788199 M       | 2047-04-20      | 2.5000%  | 0.0000% | $26409740.00       | $23223330.52       | Agency Mortgage-Backed Securities  |
| GNII SP 788111 M       | 2046-10-20      | 4.0000%  | 0.0000% | $71203417.00       | $67648980.55       | Agency Mortgage-Backed Securities  |
| GNMI SP 782721 X       | 2034-06-15      | 5.5000%  | 0.0000% | $99771081.00       | $3118883.72        | Agency Mortgage-Backed Securities  |
| GNII SP 783582 M       | 2042-05-20      | 3.5000%  | 0.0000% | $500000.00         | $36021.61          | Agency Mortgage-Backed Securities  |
| GNII SP 784098 M       | 2045-12-20      | 3.0000%  | 0.0000% | $1798587.00        | $205252.72         | Agency Mortgage-Backed Securities  |
| GNII SP 787733 C       | 2054-01-20      | 7.0000%  | 0.0000% | $26754713.00       | $20903491.07       | Agency Mortgage-Backed Securities  |
| GNII SP 783324 M       | 2041-05-20      | 4.0000%  | 0.0000% | $1955601.00        | $84562.97          | Agency Mortgage-Backed Securities  |
| GNII SP 788030 M       | 2047-01-20      | 3.0000%  | 0.0000% | $133434841.00      | $117293572.12      | Agency Mortgage-Backed Securities  |
| GNII SP 788293 M       | 2054-02-20      | 4.0000%  | 0.0000% | $93441672.00       | $89810715.51       | Agency Mortgage-Backed Securities  |
| GNII SP 788292 M       | 2051-01-20      | 4.0000%  | 0.0000% | $106187212.00      | $102242144.70      | Agency Mortgage-Backed Securities  |
| GNMI SP 788139 X       | 2051-10-15      | 4.0000%  | 0.0000% | $60428735.00       | $57408543.04       | Agency Mortgage-Backed Securities  |
| GNII SP 788161 M       | 2051-06-20      | 5.0000%  | 0.0000% | $41540836.00       | $41924615.32       | Agency Mortgage-Backed Securities  |
| GNII SP 786579 C       | 2053-03-20      | 5.5000%  | 0.0000% | $100000.00         | $73655.81          | Agency Mortgage-Backed Securities  |
| GNII SP 786916 C       | 2053-08-20      | 5.5000%  | 0.0000% | $400000.00         | $331026.17         | Agency Mortgage-Backed Securities  |
| GNII SP 784894 C       | 2048-02-20      | 3.5000%  | 0.0000% | $900000.00         | $234144.51         | Agency Mortgage-Backed Securities  |
| GNII SP 786205 C       | 2052-06-20      | 3.5000%  | 0.0000% | $2400000.00        | $1710514.57        | Agency Mortgage-Backed Securities  |
| GNII SP 783637 M       | 2042-06-20      | 3.0000%  | 0.0000% | $29000.00          | $2783.54           | Agency Mortgage-Backed Securities  |
| GNMI SP 781271 X       | 2031-04-15      | 7.0000%  | 0.0000% | $35740890.00       | $38927.28          | Agency Mortgage-Backed Securities  |
| GNAR AT 081179 M       | 2034-12-20      | 4.7500%  | 0.0000% | $652715.00         | $10778.33          | Agency Mortgage-Backed Securities  |
| GNII SP 787276 C       | 2054-02-20      | 6.0000%  | 0.0000% | $300000.00         | $260048.88         | Agency Mortgage-Backed Securities  |
| GNII SP 786963 C       | 2053-09-20      | 6.0000%  | 0.0000% | $1700000.00        | $1305013.30        | Agency Mortgage-Backed Securities  |
| GNII SP 784849 C       | 2049-10-20      | 3.0000%  | 0.0000% | $3325000.00        | $1187629.57        | Agency Mortgage-Backed Securities  |
| GNII SP 786337 C       | 2052-09-20      | 4.5000%  | 0.0000% | $8250000.00        | $6200421.43        | Agency Mortgage-Backed Securities  |
| GNII SP 786348 C       | 2052-08-20      | 4.5000%  | 0.0000% | $3100000.00        | $2353617.21        | Agency Mortgage-Backed Securities  |
| GNMI SP 780625 X       | 2027-08-15      | 7.0000%  | 0.0000% | $202000000.00      | $39759.62          | Agency Mortgage-Backed Securities  |
| GNII SP 785218 C       | 2050-12-20      | 2.0000%  | 0.0000% | $640000.00         | $328857.30         | Agency Mortgage-Backed Securities  |
| GNII SP 784682 C       | 2048-08-20      | 3.5000%  | 0.0000% | $700000.00         | $406477.34         | Agency Mortgage-Backed Securities  |
| GNMI SP 784293 X       | 2046-12-15      | 3.0000%  | 0.0000% | $5391730.00        | $2605324.61        | Agency Mortgage-Backed Securities  |
| GNMI SP 783798 X       | 2040-09-15      | 6.0000%  | 0.0000% | $2393446.00        | $153383.39         | Agency Mortgage-Backed Securities  |
| GNMI SP 784870 X       | 2047-01-15      | 4.5000%  | 0.0000% | $13297902.00       | $3631869.68        | Agency Mortgage-Backed Securities  |
| GNII JP 786298 M       | 2037-12-20      | 2.5000%  | 0.0000% | $500000.00         | $293713.33         | Agency Mortgage-Backed Securities  |
| GNII SP 786835 C       | 2053-08-20      | 5.5000%  | 0.0000% | $200000.00         | $166596.47         | Agency Mortgage-Backed Securities  |
| GNMI SP 787203 X       | 2052-10-15      | 4.5000%  | 0.0000% | $6430913.00        | $5029997.29        | Agency Mortgage-Backed Securities  |
| GNII SP 788110 M       | 2049-04-20      | 3.0000%  | 0.0000% | $161377077.00      | $144504990.74      | Agency Mortgage-Backed Securities  |
| GNII SP 788298 M       | 2051-12-20      | 4.5000%  | 0.0000% | $95906735.00       | $94355635.37       | Agency Mortgage-Backed Securities  |
| GNII SP 787170 C       | 2053-05-20      | 5.5000%  | 0.0000% | $2874162.00        | $2940920.47        | Agency Mortgage-Backed Securities  |
| GNII SP 787955 C       | 2055-05-20      | 5.5000%  | 0.0000% | $91338778.00       | $90845998.25       | Agency Mortgage-Backed Securities  |
| GNII SP 788083 C       | 2055-04-20      | 5.5000%  | 0.0000% | $31016834.00       | $30420007.72       | Agency Mortgage-Backed Securities  |
| GNII SP 786095 C       | 2052-04-20      | 3.0000%  | 0.0000% | $1140000.00        | $706561.42         | Agency Mortgage-Backed Securities  |
| GNII SP 786077 C       | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $64065.44          | Agency Mortgage-Backed Securities  |
| GNAR AT 082431 M       | 2039-12-20      | 4.7500%  | 0.0000% | $3150000.00        | $92799.24          | Agency Mortgage-Backed Securities  |
| GNII SP 785396 C       | 2051-03-20      | 2.0000%  | 0.0000% | $1000000.00        | $570171.26         | Agency Mortgage-Backed Securities  |
| GNII SP 785944 C       | 2052-02-20      | 3.0000%  | 0.0000% | $490000.00         | $321044.12         | Agency Mortgage-Backed Securities  |
| GNII SP 787854 C       | 2052-04-20      | 3.5000%  | 0.0000% | $55409567.00       | $47433843.85       | Agency Mortgage-Backed Securities  |
| GNII SP 787938 M       | 2048-05-20      | 4.0000%  | 0.0000% | $159309780.00      | $145381175.37      | Agency Mortgage-Backed Securities  |
| GNII SP 786583 C       | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $143887.12         | Agency Mortgage-Backed Securities  |
| GNII SP 785078 C       | 2050-05-20      | 4.0000%  | 0.0000% | $5700000.00        | $2345795.59        | Agency Mortgage-Backed Securities  |
| GNII SP 786216 C       | 2052-06-20      | 3.5000%  | 0.0000% | $600000.00         | $326958.25         | Agency Mortgage-Backed Securities  |
| GNII SP 784520 C       | 2047-08-20      | 3.5000%  | 0.0000% | $1100000.00        | $208334.36         | Agency Mortgage-Backed Securities  |
| GNII SP 784559 C       | 2047-09-20      | 3.5000%  | 0.0000% | $11030081.00       | $2885698.36        | Agency Mortgage-Backed Securities  |
| GNMI SF 551116 X       | 2031-08-15      | 7.0000%  | 0.0000% | $334413.00         | $948.33            | Agency Mortgage-Backed Securities  |
| GNII SP 783976 M       | 2043-04-20      | 3.5000%  | 0.0000% | $30000.00          | $3492.05           | Agency Mortgage-Backed Securities  |
| GNMI SP 786469 X       | 2040-07-15      | 5.0000%  | 0.0000% | $38000.00          | $28641.95          | Agency Mortgage-Backed Securities  |
| GNMI SP 787165 X       | 2052-02-15      | 3.5000%  | 0.0000% | $1776586.00        | $1493964.13        | Agency Mortgage-Backed Securities  |
| GNII SP 788116 C       | 2054-08-20      | 6.5000%  | 0.0000% | $61046765.00       | $56763184.84       | Agency Mortgage-Backed Securities  |
| GNII JP 788137 M       | 2039-09-20      | 6.0000%  | 0.0000% | $13312102.00       | $11728570.01       | Agency Mortgage-Backed Securities  |
| GNII SP 787355 C       | 2054-02-20      | 6.0000%  | 0.0000% | $15000.00          | $12581.45          | Agency Mortgage-Backed Securities  |
| GNII SP 785307 C       | 2050-09-20      | 4.0000%  | 0.0000% | $241000.00         | $99301.02          | Agency Mortgage-Backed Securities  |
| GNII SP 787853 C       | 2052-10-20      | 4.5000%  | 0.0000% | $43750113.00       | $38991423.11       | Agency Mortgage-Backed Securities  |
| GNII SP 785433 C       | 2051-04-20      | 2.5000%  | 0.0000% | $80000.00          | $44582.85          | Agency Mortgage-Backed Securities  |
| GNII SP 787227 C       | 2052-03-20      | 3.0000%  | 0.0000% | $110000.00         | $85265.08          | Agency Mortgage-Backed Securities  |
| GNII SP 785578 M       | 2046-01-20      | 3.5000%  | 0.0000% | $3000000.00        | $1396779.86        | Agency Mortgage-Backed Securities  |
| GNII SP 781055 M       | 2029-02-20      | 7.0000%  | 0.0000% | $199561283.00      | $148370.90         | Agency Mortgage-Backed Securities  |
| GNMI SF 536622 X       | 2030-11-15      | 8.0000%  | 0.0000% | $914132.00         | $3436.41           | Agency Mortgage-Backed Securities  |
| GNII SP 785087 M       | 2048-02-20      | 3.5000%  | 0.0000% | $78433971.00       | $19902780.16       | Agency Mortgage-Backed Securities  |
| GNAR AT 081174 M       | 2034-12-20      | 4.7500%  | 0.0000% | $823580.00         | $9459.37           | Agency Mortgage-Backed Securities  |
| GNMI SP 785009 X       | 2042-08-15      | 3.8750%  | 0.0000% | $700000.00         | $195007.35         | Agency Mortgage-Backed Securities  |
| GNMI SF 515963 X       | 2041-11-15      | 3.0000%  | 0.0000% | $540335.00         | $46630.38          | Agency Mortgage-Backed Securities  |
| GNMI SF 720259 X       | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $3366521.05        | Agency Mortgage-Backed Securities  |
| GNMI SF AX6549 X       | 2047-06-15      | 5.0000%  | 0.0000% | $3207888.00        | $115416.04         | Agency Mortgage-Backed Securities  |
| GNMI SF AW6591 X       | 2046-12-15      | 4.5000%  | 0.0000% | $266603.00         | $21397.88          | Agency Mortgage-Backed Securities  |
| GNII SP 788250 C       | 2054-10-20      | 5.5000%  | 0.0000% | $31947336.00       | $32622361.29       | Agency Mortgage-Backed Securities  |
| GNMI SF 752171 X       | 2030-10-15      | 2.5000%  | 0.0000% | $1087300.00        | $304772.48         | Agency Mortgage-Backed Securities  |
| GNMI SP 782044 X       | 2032-12-15      | 6.5000%  | 0.0000% | $300000.00         | $3018.50           | Agency Mortgage-Backed Securities  |
| GNMI SP 782106 X       | 2036-07-15      | 6.5000%  | 0.0000% | $254544.00         | $1843.92           | Agency Mortgage-Backed Securities  |
| GNMI SP 782288 X       | 2037-12-15      | 6.5000%  | 0.0000% | $1668824.00        | $13970.80          | Agency Mortgage-Backed Securities  |
| GNII SP 785359 C       | 2051-03-20      | 2.0000%  | 0.0000% | $40000.00          | $21400.25          | Agency Mortgage-Backed Securities  |
| GNII SP 788035 C       | 2052-01-20      | 3.0000%  | 0.0000% | $37292964.00       | $33440098.70       | Agency Mortgage-Backed Securities  |
| GNII SP 786735 C       | 2052-02-20      | 2.5000%  | 0.0000% | $48553372.00       | $36003026.95       | Agency Mortgage-Backed Securities  |
| GNMI SF 508398 X       | 2030-11-15      | 8.5000%  | 0.0000% | $3461146.00        | $2342.36           | Agency Mortgage-Backed Securities  |
| GNMI SF 736749 X       | 2042-08-15      | 3.0000%  | 0.0000% | $3300000.00        | $406377.66         | Agency Mortgage-Backed Securities  |
| GNMI SF 727528 X       | 2041-09-15      | 4.0000%  | 0.0000% | $25124.00          | $637.74            | Agency Mortgage-Backed Securities  |
| GNMI SF 738885 X       | 2041-10-15      | 4.0000%  | 0.0000% | $160000.00         | $20982.88          | Agency Mortgage-Backed Securities  |
| GNMI SF BM2121 X       | 2049-06-15      | 5.0000%  | 0.0000% | $5352757.00        | $1451101.34        | Agency Mortgage-Backed Securities  |
| GNMI SF BC7373 X       | 2047-11-15      | 3.5000%  | 0.0000% | $365509.00         | $22183.10          | Agency Mortgage-Backed Securities  |
| GNMI SF BD5898 X       | 2047-10-15      | 3.5000%  | 0.0000% | $1071320.00        | $142847.42         | Agency Mortgage-Backed Securities  |
| GNMI SF BS8470 X       | 2050-07-15      | 3.0000%  | 0.0000% | $13166278.00       | $5656416.46        | Agency Mortgage-Backed Securities  |
| GNMI SF BD1520 X       | 2047-11-15      | 4.5000%  | 0.0000% | $1910000.00        | $129508.73         | Agency Mortgage-Backed Securities  |
| GNMI SF BR4832 X       | 2052-06-15      | 4.0000%  | 0.0000% | $975872.00         | $434515.51         | Agency Mortgage-Backed Securities  |
| GNMI SF BA8293 X       | 2047-11-15      | 4.5000%  | 0.0000% | $894523.00         | $69342.12          | Agency Mortgage-Backed Securities  |
| GNMI SF BC5503 X       | 2047-11-15      | 3.5000%  | 0.0000% | $50949.00          | $10678.66          | Agency Mortgage-Backed Securities  |
| GNMI SF BA2310 X       | 2047-05-15      | 4.5000%  | 0.0000% | $1165320.00        | $79037.42          | Agency Mortgage-Backed Securities  |
| GNMI SF 770609 X       | 2041-08-15      | 4.0000%  | 0.0000% | $1084633.00        | $64542.19          | Agency Mortgage-Backed Securities  |
| GNMI SP 782716 X       | 2039-07-15      | 5.0000%  | 0.0000% | $952406.00         | $16104.91          | Agency Mortgage-Backed Securities  |
| GNMI SF 696500 X       | 2038-08-15      | 6.5000%  | 0.0000% | $698059.00         | $11046.84          | Agency Mortgage-Backed Securities  |
| GNMI SF 779063 X       | 2042-04-15      | 3.5000%  | 0.0000% | $1668727.00        | $105698.75         | Agency Mortgage-Backed Securities  |
| GNMI SF AB9169 X       | 2042-11-15      | 3.0000%  | 0.0000% | $2611539.00        | $256951.01         | Agency Mortgage-Backed Securities  |
| GNMI SF 793154 X       | 2041-09-15      | 4.5000%  | 0.0000% | $195971.00         | $78459.75          | Agency Mortgage-Backed Securities  |
| GNMI SF 779084 X       | 2042-04-15      | 3.0000%  | 0.0000% | $423863.00         | $34659.03          | Agency Mortgage-Backed Securities  |
| GNMI SF AA5330 X       | 2042-06-15      | 3.5000%  | 0.0000% | $1712134.00        | $386362.48         | Agency Mortgage-Backed Securities  |
| GNMI SF 766495 X       | 2041-10-15      | 4.0000%  | 0.0000% | $36018.00          | $1544.68           | Agency Mortgage-Backed Securities  |
| GNMI SF AB9109 X       | 2042-10-15      | 3.0000%  | 0.0000% | $200000.00         | $21628.12          | Agency Mortgage-Backed Securities  |
| GNMI SP 782719 X       | 2039-07-15      | 5.0000%  | 0.0000% | $400000000.00      | $7807401.43        | Agency Mortgage-Backed Securities  |
| GNMI SP 783142 X       | 2040-05-15      | 5.0000%  | 0.0000% | $360000000.00      | $8229791.09        | Agency Mortgage-Backed Securities  |
| GNMI SP 782691 X       | 2039-06-15      | 5.0000%  | 0.0000% | $400000000.00      | $9527472.40        | Agency Mortgage-Backed Securities  |
| GNMI SF 617852 X       | 2037-12-15      | 6.0000%  | 0.0000% | $199267.00         | $853.96            | Agency Mortgage-Backed Securities  |
| GNMI SP 783403 X       | 2041-09-15      | 3.5000%  | 0.0000% | $1710000.00        | $109574.17         | Agency Mortgage-Backed Securities  |
| GNMI SP 782686 X       | 2039-06-15      | 5.0000%  | 0.0000% | $360000000.00      | $6071041.26        | Agency Mortgage-Backed Securities  |
| GNII SP 783590 M       | 2041-06-20      | 4.5000%  | 0.0000% | $4533815.00        | $221543.30         | Agency Mortgage-Backed Securities  |
| GNMI SF 692606 X       | 2039-06-15      | 4.5000%  | 0.0000% | $7480000.00        | $319239.75         | Agency Mortgage-Backed Securities  |
| GNMI SF 676723 X       | 2038-02-15      | 6.0000%  | 0.0000% | $210637936.00      | $558245.14         | Agency Mortgage-Backed Securities  |
| GNMI SF BD4016 X       | 2049-10-15      | 3.0000%  | 0.0000% | $461531.00         | $79968.06          | Agency Mortgage-Backed Securities  |
| GNMI SF BC8961 X       | 2047-10-15      | 4.5000%  | 0.0000% | $269353.00         | $21293.85          | Agency Mortgage-Backed Securities  |
| GNMI SF 762922 X       | 2041-04-15      | 4.6250%  | 0.0000% | $5120849.00        | $299471.27         | Agency Mortgage-Backed Securities  |
| GNMI SF AM1088 X       | 2041-10-15      | 4.5000%  | 0.0000% | $78243.00          | $8613.07           | Agency Mortgage-Backed Securities  |
| GNMI SF CR2361 X       | 2052-12-15      | 6.0000%  | 0.0000% | $914715.00         | $907166.58         | Agency Mortgage-Backed Securities  |
| GNMI SF AQ2299 X       | 2045-11-15      | 3.5000%  | 0.0000% | $3087365.00        | $882428.75         | Agency Mortgage-Backed Securities  |
| GNMI SF 763432 X       | 2041-06-15      | 4.6250%  | 0.0000% | $7269365.00        | $684520.64         | Agency Mortgage-Backed Securities  |
| GNMI SF 764036 X       | 2027-06-15      | 3.0000%  | 0.0000% | $1000000.00        | $9822.62           | Agency Mortgage-Backed Securities  |
| GNMI SF AA5527 X       | 2042-08-15      | 3.5000%  | 0.0000% | $1243799.00        | $71623.05          | Agency Mortgage-Backed Securities  |
| GNMI SF 779072 X       | 2042-04-15      | 3.5000%  | 0.0000% | $4818397.00        | $738125.36         | Agency Mortgage-Backed Securities  |
| GNMI SF 778933 X       | 2042-02-15      | 3.5000%  | 0.0000% | $1679746.00        | $349620.81         | Agency Mortgage-Backed Securities  |
| GNMI SF 779080 X       | 2027-04-15      | 2.5000%  | 0.0000% | $3394870.00        | $25093.64          | Agency Mortgage-Backed Securities  |
| GNMI SF 779219 X       | 2042-05-15      | 3.5000%  | 0.0000% | $2546276.00        | $89205.64          | Agency Mortgage-Backed Securities  |
| GNMI SF AP5319 X       | 2046-01-15      | 5.0000%  | 0.0000% | $1541679.00        | $318314.67         | Agency Mortgage-Backed Securities  |
| GNMI SF 688025 X       | 2038-10-15      | 6.0000%  | 0.0000% | $500000.00         | $3636.83           | Agency Mortgage-Backed Securities  |
| GNMI SF 698036 X       | 2039-01-15      | 6.0000%  | 0.0000% | $2000000.00        | $8072.25           | Agency Mortgage-Backed Securities  |
| GNMI SF 675062 X       | 2038-01-15      | 6.0000%  | 0.0000% | $49000000.00       | $422744.68         | Agency Mortgage-Backed Securities  |
| GNII SP 783195 M       | 2040-12-20      | 4.5000%  | 0.0000% | $172498015.00      | $6637670.93        | Agency Mortgage-Backed Securities  |
| GNMI SF 647603 X       | 2036-09-15      | 6.5000%  | 0.0000% | $772745.00         | $27363.48          | Agency Mortgage-Backed Securities  |
| GNMI SF 668905 X       | 2037-08-15      | 7.5000%  | 0.0000% | $1500000.00        | $6632.71           | Agency Mortgage-Backed Securities  |
| GNMI SF 635437 X       | 2035-12-15      | 6.0000%  | 0.0000% | $150000.00         | $14880.66          | Agency Mortgage-Backed Securities  |
| GNMI SF 682229 X       | 2049-07-15      | 4.0000%  | 0.0000% | $18934703.00       | $2453569.08        | Agency Mortgage-Backed Securities  |
| GNMI SP 783170 X       | 2040-09-15      | 5.0000%  | 0.0000% | $360000000.00      | $6730460.50        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $65000.00          | $65248.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $188150500.00      | $192549555.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $41285200.00       | $41235811.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $7453400.00        | $7387814.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $89307700.00       | $91398316.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $240025500.00      | $249999901.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $245128000.00      | $249999929.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $247977000.00      | $249999926.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $463500.00         | $471198.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $163324200.00      | $166796019.80      | U.S. Treasuries (including strips) |
| GNMI SF AX6247 X       | 2047-05-15      | 5.0000%  | 0.0000% | $3869368.00        | $464922.23         | Agency Mortgage-Backed Securities  |
| GNMI SF CO6356 X       | 2052-07-15      | 5.0000%  | 0.0000% | $30000.00          | $21350.64          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $102537100.00      | $107516175.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $135672400.00      | $139473446.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $11584500.00       | $11871307.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $11823200.00       | $11858414.32       | U.S. Treasuries (including strips) |
| GNMI SF AA5649 X       | 2042-09-15      | 3.0000%  | 0.0000% | $290000.00         | $37628.26          | Agency Mortgage-Backed Securities  |
| GNMI SF AA8341 X       | 2028-02-15      | 2.5000%  | 0.0000% | $2448501.00        | $55208.52          | Agency Mortgage-Backed Securities  |
| GNMI SF 775131 X       | 2041-09-15      | 4.0000%  | 0.0000% | $100000.00         | $7808.64           | Agency Mortgage-Backed Securities  |
| GNMI SF CL5004 X       | 2052-02-15      | 3.5000%  | 0.0000% | $384135.00         | $327957.49         | Agency Mortgage-Backed Securities  |
| GNMI SF AA6290 X       | 2043-04-15      | 3.0000%  | 0.0000% | $7246955.00        | $892384.82         | Agency Mortgage-Backed Securities  |
| GNMI SF 778941 X       | 2042-03-15      | 3.5000%  | 0.0000% | $5483574.00        | $733249.10         | Agency Mortgage-Backed Securities  |
| GNAR AT MA0872 M       | 2043-03-20      | 5.6250%  | 0.0000% | $300000.00         | $8553.26           | Agency Mortgage-Backed Securities  |
| GNMI SF BR4833 X       | 2052-09-15      | 4.5000%  | 0.0000% | $1563671.00        | $1063264.42        | Agency Mortgage-Backed Securities  |
| GNMI SF AA5821 X       | 2042-11-15      | 3.0000%  | 0.0000% | $250846.00         | $33134.16          | Agency Mortgage-Backed Securities  |
| GNMI SF 763526 X       | 2041-05-15      | 4.6250%  | 0.0000% | $10150933.00       | $788914.06         | Agency Mortgage-Backed Securities  |
| GNMI SF CQ4341 X       | 2052-09-15      | 4.5000%  | 0.0000% | $2454597.00        | $1941098.67        | Agency Mortgage-Backed Securities  |
| GNMI SF CL4396 X       | 2052-03-15      | 4.0000%  | 0.0000% | $1133535.00        | $919143.42         | Agency Mortgage-Backed Securities  |
| GNMI SF AD1800 X       | 2028-03-15      | 3.5000%  | 0.0000% | $1000000.00        | $30217.95          | Agency Mortgage-Backed Securities  |
| GNMI SF BR9415 X       | 2050-02-15      | 3.0000%  | 0.0000% | $3762026.00        | $298063.11         | Agency Mortgage-Backed Securities  |
| GNMI SF BT0809 X       | 2050-03-15      | 3.0000%  | 0.0000% | $6362037.00        | $1040486.57        | Agency Mortgage-Backed Securities  |
| GNMI SF AQ1948 X       | 2046-12-15      | 3.0000%  | 0.0000% | $1132880.00        | $178465.65         | Agency Mortgage-Backed Securities  |
| GNMI SP 782690 X       | 2039-06-15      | 5.0000%  | 0.0000% | $200000000.00      | $4114267.70        | Agency Mortgage-Backed Securities  |
| GNMI SF 677595 X       | 2037-12-15      | 6.0000%  | 0.0000% | $624114.00         | $2575.22           | Agency Mortgage-Backed Securities  |
| GNMI SF 678161 X       | 2038-06-15      | 5.0000%  | 0.0000% | $475000.00         | $93768.48          | Agency Mortgage-Backed Securities  |
| GNMI SF 656454 X       | 2036-06-15      | 6.0000%  | 0.0000% | $588540.00         | $1376.80           | Agency Mortgage-Backed Securities  |
| GNMI SF 682444 X       | 2039-11-15      | 4.5000%  | 0.0000% | $100000.00         | $5804.56           | Agency Mortgage-Backed Securities  |
| GNMI SP 782885 X       | 2039-12-15      | 5.5000%  | 0.0000% | $84833000.00       | $1238370.17        | Agency Mortgage-Backed Securities  |
| GNMI SF 691315 X       | 2038-08-15      | 6.0000%  | 0.0000% | $190560.00         | $659.18            | Agency Mortgage-Backed Securities  |
| GNMI SF 674945 X       | 2037-11-15      | 6.0000%  | 0.0000% | $552926.00         | $6674.97           | Agency Mortgage-Backed Securities  |
| GNMI SF 710692 X       | 2039-07-15      | 5.0000%  | 0.0000% | $199085.00         | $3247.09           | Agency Mortgage-Backed Securities  |
| GNMI SF 701764 X       | 2042-02-15      | 3.5000%  | 0.0000% | $3747202.00        | $354200.64         | Agency Mortgage-Backed Securities  |
| GNII SP 787698 C       | 2054-01-20      | 7.0000%  | 0.0000% | $46086555.00       | $29903642.59       | Agency Mortgage-Backed Securities  |
| GNMI SF 711067 X       | 2040-01-15      | 5.0000%  | 0.0000% | $550000.00         | $23555.62          | Agency Mortgage-Backed Securities  |
| GNII SP 788081 M       | 2047-01-20      | 3.5000%  | 0.0000% | $152930284.00      | $139356555.12      | Agency Mortgage-Backed Securities  |
| GNII SP 785788 C       | 2051-12-20      | 2.5000%  | 0.0000% | $118000.00         | $72780.20          | Agency Mortgage-Backed Securities  |
| GNII SP 785306 C       | 2050-09-20      | 3.5000%  | 0.0000% | $779000.00         | $350265.75         | Agency Mortgage-Backed Securities  |
| GNII SP 785219 C       | 2050-12-20      | 2.0000%  | 0.0000% | $690000.00         | $349065.65         | Agency Mortgage-Backed Securities  |
| GNMI SP 785005 X       | 2042-08-15      | 3.6250%  | 0.0000% | $1400000.00        | $486577.67         | Agency Mortgage-Backed Securities  |
| GNII SP 785294 C       | 2051-01-20      | 3.5000%  | 0.0000% | $799998.00         | $429094.32         | Agency Mortgage-Backed Securities  |
| GNII SP 785327 C       | 2049-10-20      | 3.5000%  | 0.0000% | $61702.00          | $22912.43          | Agency Mortgage-Backed Securities  |
| GNMI SF 603681 X       | 2033-05-15      | 5.5000%  | 0.0000% | $611439.00         | $1987.62           | Agency Mortgage-Backed Securities  |
| GNII SP 785220 C       | 2050-12-20      | 2.0000%  | 0.0000% | $340000.00         | $180347.28         | Agency Mortgage-Backed Securities  |
| GNII SP 786201 C       | 2052-03-20      | 3.5000%  | 0.0000% | $16709200.00       | $12376787.77       | Agency Mortgage-Backed Securities  |
| GNAR AT 082977 M       | 2041-11-20      | 4.7500%  | 0.0000% | $600000.00         | $15222.75          | Agency Mortgage-Backed Securities  |
| GNII SP 780673 M       | 2027-11-20      | 7.0000%  | 0.0000% | $200000000.00      | $88103.51          | Agency Mortgage-Backed Securities  |
| GNII SP 786395 C       | 2052-10-20      | 5.0000%  | 0.0000% | $500000.00         | $365614.09         | Agency Mortgage-Backed Securities  |
| GNMI SP 783669 X       | 2042-09-15      | 3.0000%  | 0.0000% | $300000.00         | $35335.02          | Agency Mortgage-Backed Securities  |
| GNMI JP 783707 X       | 2028-01-15      | 2.5000%  | 0.0000% | $3215000.00        | $64992.81          | Agency Mortgage-Backed Securities  |
| GNII SP 785532 C       | 2051-06-20      | 3.0000%  | 0.0000% | $600000.00         | $344422.13         | Agency Mortgage-Backed Securities  |
| GNII SP 784994 C       | 2048-04-20      | 3.5000%  | 0.0000% | $500000.00         | $200111.42         | Agency Mortgage-Backed Securities  |
| GNMI SP 780623 X       | 2027-08-15      | 7.0000%  | 0.0000% | $202000000.00      | $21561.70          | Agency Mortgage-Backed Securities  |
| GNII SP 784601 C       | 2048-03-20      | 3.5000%  | 0.0000% | $19000000.00       | $5584183.93        | Agency Mortgage-Backed Securities  |
| GNMI SP 784699 X       | 2048-04-15      | 5.0000%  | 0.0000% | $2284765.00        | $353397.89         | Agency Mortgage-Backed Securities  |
| GNII SP 784445 C       | 2048-02-20      | 3.5000%  | 0.0000% | $1605537.00        | $565674.19         | Agency Mortgage-Backed Securities  |
| GNII SP 786134 C       | 2052-04-20      | 3.0000%  | 0.0000% | $1390000.00        | $750880.48         | Agency Mortgage-Backed Securities  |
| GNMI SP 784172 X       | 2045-10-15      | 4.5000%  | 0.0000% | $194182.00         | $20372.60          | Agency Mortgage-Backed Securities  |
| GNII SP 788082 M       | 2049-01-20      | 3.5000%  | 0.0000% | $275222166.00      | $249999999.87      | Agency Mortgage-Backed Securities  |
| GNMI SP 788124 X       | 2042-01-15      | 4.5000%  | 0.0000% | $92681903.00       | $90939727.91       | Agency Mortgage-Backed Securities  |
| GNMI SF 779881 X       | 2041-10-15      | 3.5000%  | 0.0000% | $1366392.00        | $81560.13          | Agency Mortgage-Backed Securities  |
| GNMI SF AB9207 X       | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $18385.64          | Agency Mortgage-Backed Securities  |
| GNMI SF BD5918 X       | 2047-11-15      | 3.5000%  | 0.0000% | $1369349.00        | $137597.13         | Agency Mortgage-Backed Securities  |
| GNMI SF AX5857 X       | 2047-01-15      | 4.0000%  | 0.0000% | $51819.00          | $4047.68           | Agency Mortgage-Backed Securities  |
| GNMI SF AX6248 X       | 2047-05-15      | 5.0000%  | 0.0000% | $3755916.00        | $527225.79         | Agency Mortgage-Backed Securities  |
| GNMI SF 587278 X       | 2032-09-15      | 6.5000%  | 0.0000% | $23126504.00       | $146277.86         | Agency Mortgage-Backed Securities  |
| GNMI SF CK3278 X       | 2052-02-15      | 4.0000%  | 0.0000% | $1057219.00        | $951381.36         | Agency Mortgage-Backed Securities  |
| GNMI SF CH0109 X       | 2051-12-15      | 3.5000%  | 0.0000% | $512162.00         | $394554.22         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $8417200.00        | $8439528.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $74013800.00       | $74121631.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $6607700.00        | $6184446.77        | U.S. Treasuries (including strips) |
| GNMI SF 762904 X       | 2041-04-15      | 4.5000%  | 0.0000% | $333127.00         | $8690.79           | Agency Mortgage-Backed Securities  |
| GNMI SF AA6403 X       | 2043-05-15      | 3.0000%  | 0.0000% | $280000.00         | $40113.97          | Agency Mortgage-Backed Securities  |
| GNMI SF 772827 X       | 2027-08-15      | 2.5000%  | 0.0000% | $859486.00         | $14468.79          | Agency Mortgage-Backed Securities  |
| GNMI SF AB2869 X       | 2042-09-15      | 3.0000%  | 0.0000% | $512500.00         | $70647.84          | Agency Mortgage-Backed Securities  |
| GNMI SF AB9205 X       | 2042-11-15      | 3.0000%  | 0.0000% | $104000.00         | $10594.45          | Agency Mortgage-Backed Securities  |
| GNMI SF AA6408 X       | 2043-05-15      | 3.0000%  | 0.0000% | $1592636.00        | $204705.66         | Agency Mortgage-Backed Securities  |
| GNMI SF 778935 X       | 2042-03-15      | 3.5000%  | 0.0000% | $1182916.00        | $251675.70         | Agency Mortgage-Backed Securities  |
| GNMI SF 796174 X       | 2042-03-15      | 3.5000%  | 0.0000% | $2060166.00        | $75834.27          | Agency Mortgage-Backed Securities  |
| GNMI SF AB9108 X       | 2042-10-15      | 3.0000%  | 0.0000% | $820000.00         | $86406.23          | Agency Mortgage-Backed Securities  |
| GNMI SF 770605 X       | 2041-08-15      | 4.0000%  | 0.0000% | $1802675.00        | $66938.85          | Agency Mortgage-Backed Securities  |
| GNMI SF AB9082 X       | 2042-10-15      | 3.0000%  | 0.0000% | $1082749.00        | $106861.92         | Agency Mortgage-Backed Securities  |
| GNMI SF 770563 X       | 2041-08-15      | 4.6250%  | 0.0000% | $1172347.00        | $108194.72         | Agency Mortgage-Backed Securities  |
| GNMI SF 770607 X       | 2041-08-15      | 4.0000%  | 0.0000% | $6986871.00        | $562169.62         | Agency Mortgage-Backed Securities  |
| GNMI SF 778934 X       | 2042-02-15      | 3.5000%  | 0.0000% | $1497291.00        | $144673.34         | Agency Mortgage-Backed Securities  |
| GNMI SF CL6189 X       | 2052-03-15      | 4.0000%  | 0.0000% | $1644155.00        | $1013217.65        | Agency Mortgage-Backed Securities  |
| GNMI SF 763406 X       | 2041-05-15      | 4.6250%  | 0.0000% | $9987846.00        | $284258.07         | Agency Mortgage-Backed Securities  |
| GNMI SF 763431 X       | 2041-06-15      | 4.6250%  | 0.0000% | $2807290.00        | $37445.47          | Agency Mortgage-Backed Securities  |
| GNMI SF AA5317 X       | 2042-05-15      | 3.5000%  | 0.0000% | $1299861.00        | $91198.53          | Agency Mortgage-Backed Securities  |
| GNMI SF AA8343 X       | 2027-11-15      | 3.5000%  | 0.0000% | $100000.00         | $780.73            | Agency Mortgage-Backed Securities  |
| GNMI SF AA0267 X       | 2042-03-15      | 3.5000%  | 0.0000% | $222132.00         | $91395.40          | Agency Mortgage-Backed Securities  |
| GNMI SF AB5980 X       | 2045-12-15      | 4.5000%  | 0.0000% | $3215245.00        | $147408.00         | Agency Mortgage-Backed Securities  |
| GNMI SF 677227 X       | 2038-08-15      | 6.0000%  | 0.0000% | $300000.00         | $1927.39           | Agency Mortgage-Backed Securities  |
| GNMI SF 650731 X       | 2036-01-15      | 5.5000%  | 0.0000% | $60000.00          | $1659.06           | Agency Mortgage-Backed Securities  |
| GNMI SF AJ9480 X       | 2044-11-15      | 3.0000%  | 0.0000% | $116973.00         | $11049.97          | Agency Mortgage-Backed Securities  |
| GNMI SF CJ2157 X       | 2052-03-15      | 3.0000%  | 0.0000% | $8056734.00        | $6419048.60        | Agency Mortgage-Backed Securities  |
| GNMI SF CK1815 X       | 2052-02-15      | 4.0000%  | 0.0000% | $1064729.00        | $408930.08         | Agency Mortgage-Backed Securities  |
| GNMI SF AQ5841 X       | 2039-12-15      | 5.0000%  | 0.0000% | $1150216.00        | $108712.27         | Agency Mortgage-Backed Securities  |
| GNMI SF CL4420 X       | 2052-04-15      | 4.0000%  | 0.0000% | $1031839.00        | $730123.59         | Agency Mortgage-Backed Securities  |
| GNMI SF BU8660 X       | 2050-07-15      | 2.5000%  | 0.0000% | $142273.00         | $55868.41          | Agency Mortgage-Backed Securities  |
| GNMI SF CL7254 X       | 2052-03-15      | 4.0000%  | 0.0000% | $1153357.00        | $802642.74         | Agency Mortgage-Backed Securities  |
| GNMI SF AD8784 X       | 2043-03-15      | 3.0000%  | 0.0000% | $375905.00         | $42511.52          | Agency Mortgage-Backed Securities  |
| GNII SP 785360 C       | 2051-03-20      | 2.0000%  | 0.0000% | $40000.00          | $23693.23          | Agency Mortgage-Backed Securities  |
| GNII SP 786699 C       | 2052-08-20      | 4.0000%  | 0.0000% | $15579636.00       | $11401911.70       | Agency Mortgage-Backed Securities  |
| GNII SP 788085 C       | 2055-06-20      | 6.5000%  | 0.0000% | $108697956.00      | $108272730.38      | Agency Mortgage-Backed Securities  |
| GNII SP 786435 M       | 2050-11-20      | 2.5000%  | 0.0000% | $48331023.00       | $32293324.55       | Agency Mortgage-Backed Securities  |
| GNII SP 788112 M       | 2051-05-20      | 4.5000%  | 0.0000% | $125729505.00      | $122863321.68      | Agency Mortgage-Backed Securities  |
| GNMI SP 788125 X       | 2050-06-15      | 3.5000%  | 0.0000% | $53373659.00       | $49032184.54       | Agency Mortgage-Backed Securities  |
| GNII SP 788029 M       | 2046-09-20      | 3.5000%  | 0.0000% | $64315399.00       | $57775086.38       | Agency Mortgage-Backed Securities  |
| GNII SP 788031 M       | 2047-09-20      | 3.0000%  | 0.0000% | $56237568.00       | $49092544.61       | Agency Mortgage-Backed Securities  |
| GNII SP 788294 M       | 2044-02-20      | 4.0000%  | 0.0000% | $30138701.00       | $30091202.41       | Agency Mortgage-Backed Securities  |
| GNMI SF 723157 X       | 2039-08-15      | 5.0000%  | 0.0000% | $300000000.00      | $4346035.75        | Agency Mortgage-Backed Securities  |
| GNMI SF 479343 X       | 2030-05-15      | 8.0000%  | 0.0000% | $1629279.00        | $2179.90           | Agency Mortgage-Backed Securities  |
| GNII SP 787544 M       | 2053-09-20      | 3.5000%  | 0.0000% | $3545000.00        | $2848963.32        | Agency Mortgage-Backed Securities  |
| GNII SP 786928 C       | 2053-09-20      | 6.5000%  | 0.0000% | $5300000.00        | $3547081.71        | Agency Mortgage-Backed Securities  |
| GNII SP 788086 C       | 2055-07-20      | 6.5000%  | 0.0000% | $53071821.00       | $49942632.66       | Agency Mortgage-Backed Securities  |
| GNII SP 784407 M       | 2047-11-20      | 3.5000%  | 0.0000% | $275013.00         | $34253.45          | Agency Mortgage-Backed Securities  |
| GNII SP 784934 M       | 2048-08-20      | 3.0000%  | 0.0000% | $331197263.00      | $62355814.91       | Agency Mortgage-Backed Securities  |
| GNMI SP 786154 X       | 2051-07-15      | 3.0000%  | 0.0000% | $19296017.00       | $11638997.56       | Agency Mortgage-Backed Securities  |
| GNII SP 786726 C       | 2051-03-20      | 2.0000%  | 0.0000% | $1700000.00        | $1136480.00        | Agency Mortgage-Backed Securities  |
| GNII SP 784674 C       | 2048-04-20      | 3.5000%  | 0.0000% | $580000.00         | $167244.14         | Agency Mortgage-Backed Securities  |
| GNII SP 787489 C       | 2054-07-20      | 5.5000%  | 0.0000% | $100000.00         | $87913.74          | Agency Mortgage-Backed Securities  |
| GNII SP 788034 C       | 2052-02-20      | 3.0000%  | 0.0000% | $25907642.00       | $22216927.81       | Agency Mortgage-Backed Securities  |
| GNMI SF 738945 X       | 2041-11-15      | 3.5000%  | 0.0000% | $1504343.00        | $351668.16         | Agency Mortgage-Backed Securities  |
| GNMI SF 542756 X       | 2031-04-15      | 7.0000%  | 0.0000% | $54500000.00       | $93231.87          | Agency Mortgage-Backed Securities  |
| GNMI SF 734271 X       | 2041-03-15      | 4.0000%  | 0.0000% | $2985610.00        | $244429.94         | Agency Mortgage-Backed Securities  |
| GNMI SF 748578 X       | 2040-09-15      | 4.6250%  | 0.0000% | $9665792.00        | $530466.85         | Agency Mortgage-Backed Securities  |
| GNMI SF 727565 X       | 2041-10-15      | 4.0000%  | 0.0000% | $93862.00          | $2574.63           | Agency Mortgage-Backed Securities  |
| GNII SP 787228 C       | 2054-01-20      | 6.0000%  | 0.0000% | $7700000.00        | $6042775.11        | Agency Mortgage-Backed Securities  |
| GNMI SF 479289 X       | 2030-04-15      | 8.0000%  | 0.0000% | $1969812.00        | $1062.69           | Agency Mortgage-Backed Securities  |
| GNII JP 788138 M       | 2040-02-20      | 4.0000%  | 0.0000% | $14614016.00       | $13837916.07       | Agency Mortgage-Backed Securities  |
| GNMI SP 781855 X       | 2034-11-15      | 6.0000%  | 0.0000% | $200000000.00      | $2421206.96        | Agency Mortgage-Backed Securities  |
| GNMI SF 479600 X       | 2030-08-15      | 8.0000%  | 0.0000% | $6526375.00        | $41050.62          | Agency Mortgage-Backed Securities  |
| GNMI SF 729331 X       | 2041-07-15      | 4.6250%  | 0.0000% | $3862123.00        | $47416.54          | Agency Mortgage-Backed Securities  |
| GNMI SF 723616 X       | 2040-01-15      | 5.0000%  | 0.0000% | $4000000.00        | $245596.13         | Agency Mortgage-Backed Securities  |
| GNMI SP 788126 X       | 2048-06-15      | 3.5000%  | 0.0000% | $84804636.00       | $77823255.00       | Agency Mortgage-Backed Securities  |

### Security 680: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.090000%
- **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: ARP1D0U38, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1D0U38
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLSL2683 | 2054-07-01      | 6.0000%  | 0.0000% | $11141800.00       | $10593847.23       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC2321 | 2051-05-01      | 2.5000%  | 0.0000% | $14887952.00       | $6702612.38        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9685 | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $44091.01          | Agency Mortgage-Backed Securities |
| FEPC 06.000 ZLZT1208 | 2036-08-01      | 6.0000%  | 0.0000% | $115000.00         | $871.14            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1965 | 2046-10-01      | 3.0000%  | 0.0000% | $11764960.00       | $3394703.64        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS8594 | 2031-01-01      | 3.0000%  | 0.0000% | $9000.00           | $788.90            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2540 | 2039-01-01      | 5.5000%  | 0.0000% | $7941824.00        | $62432.77          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5932 | 2054-05-01      | 5.5000%  | 0.0000% | $1100356.00        | $1067347.59        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2181 | 2030-10-01      | 4.0000%  | 0.0000% | $315000.00         | $7077.15           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $21000.00          | $17158.80          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7835 | 2031-06-01      | 3.5000%  | 0.0000% | $22553312.00       | $2064872.38        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0534 | 2047-12-01      | 3.5000%  | 0.0000% | $164000.00         | $40196.42          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6591 | 2052-01-01      | 2.5000%  | 0.0000% | $700000.00         | $415560.69         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1443 | 2052-05-01      | 4.0000%  | 0.0000% | $118000.00         | $67612.65          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1268 | 2054-04-01      | 5.5000%  | 0.0000% | $10923088.00       | $10022453.87       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $140000.00         | $110054.51         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0231 | 2050-01-01      | 3.0000%  | 0.0000% | $1100000.00        | $426506.87         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD7516 | 2050-05-01      | 4.0000%  | 0.0000% | $2000000.00        | $604375.03         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH1378 | 2053-09-01      | 6.0000%  | 0.0000% | $925000.00         | $800542.45         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8370 | 2040-03-01      | 4.5000%  | 0.0000% | $5000.00           | $4521.23           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3343 | 2041-10-01      | 5.0000%  | 0.0000% | $3660000.00        | $174871.92         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2205 | 2031-05-01      | 4.5000%  | 0.0000% | $801999.00         | $24870.86          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3513 | 2053-08-01      | 6.0000%  | 0.0000% | $42000.00          | $30503.36          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $205000.00         | $52688.74          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1640 | 2037-07-01      | 2.5000%  | 0.0000% | $2817564.00        | $2597137.67        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $1002570.00        | $804550.35         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8021 | 2049-09-01      | 2.5000%  | 0.0000% | $4900000.00        | $919876.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3934 | 2044-03-01      | 4.5000%  | 0.0000% | $48000.00          | $6132.94           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL0419 | 2053-10-01      | 3.0000%  | 0.0000% | $15710000.00       | $13295487.38       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0784 | 2051-12-01      | 2.0000%  | 0.0000% | $270000.00         | $171219.62         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $382000.00         | $288524.47         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1397 | 2044-07-01      | 5.0000%  | 0.0000% | $165000.00         | $98596.19          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3175 | 2026-05-01      | 4.0000%  | 0.0000% | $46999.00          | $61.08             | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  | 0.0000% | $1083772.00        | $522408.79         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2938 | 2040-02-01      | 5.5000%  | 0.0000% | $793990.00         | $8817.28           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  | 0.0000% | $121000.00         | $82478.70          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8197 | 2037-12-01      | 4.0000%  | 0.0000% | $125000.00         | $77846.27          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6646 | 2054-10-01      | 6.0000%  | 0.0000% | $3105000.00        | $2675154.21        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8546 | 2029-12-01      | 2.5000%  | 0.0000% | $83000.00          | $4987.99           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2670 | 2053-05-01      | 4.5000%  | 0.0000% | $4015736.00        | $3932037.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0184 | 2053-11-01      | 6.0000%  | 0.0000% | $33249664.00       | $28054958.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  | 0.0000% | $1780446.00        | $1780937.18        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI4902 | 2054-05-01      | 5.5000%  | 0.0000% | $2195712.00        | $2071490.89        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4788 | 2055-10-01      | 5.0000%  | 0.0000% | $1504103.00        | $1508207.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  | 0.0000% | $105000.00         | $92737.02          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4418 | 2050-06-01      | 3.0000%  | 0.0000% | $1134424.00        | $855797.46         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  | 0.0000% | $91000.00          | $78588.08          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $22222816.00       | $20117066.53       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1382 | 2048-06-01      | 3.5000%  | 0.0000% | $2197000.00        | $553635.91         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC3244 | 2051-06-01      | 3.0000%  | 0.0000% | $3300000.00        | $2024156.72        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  | 0.0000% | $72000.00          | $17095.25          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $700000.00         | $501849.37         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $3278008.00        | $2613355.34        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQE5114 | 2052-07-01      | 5.5000%  | 0.0000% | $4167100.00        | $2727598.10        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS0889 | 2035-07-01      | 5.0000%  | 0.0000% | $8702000.00        | $78221.17          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS6630 | 2028-01-01      | 2.5000%  | 0.0000% | $6000000.00        | $155318.91         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4774 | 2048-05-01      | 4.5000%  | 0.0000% | $1925734.00        | $164666.39         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI9418 | 2039-12-01      | 4.5000%  | 0.0000% | $77000.00          | $1352.72           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $165000.00         | $115359.22         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8509 | 2032-01-01      | 2.5000%  | 0.0000% | $371000.00         | $60092.16          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6659 | 2049-09-01      | 4.5000%  | 0.0000% | $1882014.00        | $1680360.33        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2023 | 2041-09-01      | 4.0000%  | 0.0000% | $236000.00         | $20997.49          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8222 | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $108529.87         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9573 | 2053-08-01      | 5.5000%  | 0.0000% | $205000.00         | $166692.58         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5088 | 2043-02-01      | 3.0000%  | 0.0000% | $7000.00           | $1033.94           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2261 | 2034-10-01      | 5.5000%  | 0.0000% | $593000.00         | $8099.72           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL6179 | 2043-06-01      | 3.0000%  | 0.0000% | $1175000.00        | $117961.58         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS9178 | 2031-09-01      | 5.0000%  | 0.0000% | $73000.00          | $4800.02           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2111 | 2029-01-01      | 5.0000%  | 0.0000% | $420963.00         | $1388.93           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS9040 | 2031-11-01      | 5.0000%  | 0.0000% | $1280812.00        | $21772.51          | Agency Mortgage-Backed Securities |

### Security 681: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.090000%
- **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: ARP1D0UA2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1D0UA2
- **C.18 - Value (incl. sponsor support):** $3653000000.00
- **C.18.a - Value (excl. sponsor support):** $3653000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CIMA3797   | 2034-10-01      | 2.5000%  | 0.0000% | $25000.00          | $3601.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4023   | 2053-03-01      | 5.5000%  | 0.0000% | $38911281.00       | $29936403.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889506   | 2037-03-01      | 6.0000%  | 0.0000% | $2505000.00        | $20710.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2866   | 2037-01-01      | 3.0000%  | 0.0000% | $176000.00         | $31666.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0780   | 2055-02-01      | 6.5000%  | 0.0000% | $42330759.00       | $41468706.83       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2923   | 2037-03-01      | 3.5000%  | 0.0000% | $136000.00         | $20823.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0822   | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $15809480.42       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5633   | 2040-02-01      | 6.5000%  | 0.0000% | $106803.00         | $48591.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRBM7344   | 2044-12-01      | 4.5000%  | 0.0000% | $2257924.00        | $1971612.90        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBR5797   | 2036-08-01      | 2.0000%  | 0.0000% | $36135.00          | $20301.88          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP4208   | 2050-05-01      | 2.5000%  | 0.0000% | $40000.00          | $25174.01          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5274   | 2054-02-01      | 7.0000%  | 0.0000% | $161000.00         | $72737.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978   | 2053-04-01      | 5.0000%  | 0.0000% | $41996421.00       | $34116753.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4644   | 2052-05-01      | 4.0000%  | 0.0000% | $280000.00         | $200638.16         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4329   | 2036-05-01      | 2.0000%  | 0.0000% | $2180000.00        | $1121532.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5505   | 2044-09-01      | 6.5000%  | 0.0000% | $237500.00         | $95965.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625   | 2052-06-01      | 3.5000%  | 0.0000% | $87750.00          | $65011.17          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4833   | 2037-12-01      | 4.0000%  | 0.0000% | $225157.00         | $130570.94         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4561   | 2052-03-01      | 1.5000%  | 0.0000% | $780067.00         | $497867.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4804   | 2052-11-01      | 4.0000%  | 0.0000% | $1047797.00        | $843803.31         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFM6982   | 2041-04-01      | 2.0000%  | 0.0000% | $513000.00         | $301984.13         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM2574   | 2035-02-01      | 2.5000%  | 0.0000% | $143000.00         | $24734.69          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9966   | 2043-08-01      | 3.5000%  | 0.0000% | $9521420.00        | $5637896.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1615   | 2037-04-01      | 3.0000%  | 0.0000% | $190902.00         | $120403.94         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTFM1039   | 2039-04-01      | 3.5000%  | 0.0000% | $25000.00          | $4604.56           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC3289   | 2054-09-01      | 7.0000%  | 0.0000% | $148000.00         | $89688.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7686   | 2051-06-01      | 3.0000%  | 0.0000% | $512000.00         | $289294.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3471   | 2053-07-01      | 4.0000%  | 0.0000% | $56280234.00       | $54649570.50       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF4987   | 2055-11-01      | 4.5000%  | 0.0000% | $38943.00          | $38300.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3679   | 2055-03-01      | 5.5000%  | 0.0000% | $19165876.00       | $19802930.55       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9448   | 2036-03-01      | 2.5000%  | 0.0000% | $55379.00          | $31210.85          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $8000.00           | $5262.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0263   | 2036-04-01      | 2.0000%  | 0.0000% | $8019260.00        | $4575691.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3625   | 2051-12-01      | 3.0000%  | 0.0000% | $63163399.00       | $57964798.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2545   | 2052-01-01      | 3.0000%  | 0.0000% | $1612042.00        | $1111566.02        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2400   | 2051-12-01      | 2.5000%  | 0.0000% | $1598048.00        | $1125185.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0998   | 2051-07-01      | 3.0000%  | 0.0000% | $10071502.00       | $6980825.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9220   | 2051-02-01      | 2.0000%  | 0.0000% | $3900000.00        | $2282693.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBK4762   | 2048-08-01      | 5.0000%  | 0.0000% | $1595000.00        | $287773.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4326   | 2051-05-01      | 2.5000%  | 0.0000% | $7000.00           | $3910.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $1044343.00        | $919806.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782   | 2052-10-01      | 3.5000%  | 0.0000% | $235000.00         | $182469.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3694   | 2049-07-01      | 4.5000%  | 0.0000% | $152698.00         | $16237.55          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA2776   | 2026-10-01      | 2.5000%  | 0.0000% | $115873136.00      | $1827299.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA2965   | 2027-04-01      | 2.5000%  | 0.0000% | $1175000.00        | $37494.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3994   | 2053-02-01      | 6.0000%  | 0.0000% | $5320000.00        | $3767332.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL969454   | 2038-01-01      | 5.0000%  | 0.0000% | $585000.00         | $3515.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085   | 2053-04-01      | 6.0000%  | 0.0000% | $3870000.00        | $3113585.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1910   | 2044-01-01      | 3.5000%  | 0.0000% | $100994.00         | $64096.63          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8157   | 2054-03-01      | 6.0000%  | 0.0000% | $3635558.00        | $3100676.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0260   | 2055-04-01      | 6.0000%  | 0.0000% | $327000.00         | $323875.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6731   | 2053-07-01      | 5.0000%  | 0.0000% | $102000.00         | $87849.15          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2695.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7736   | 2054-01-01      | 6.0000%  | 0.0000% | $326998.00         | $231516.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1371   | 2052-03-01      | 3.0000%  | 0.0000% | $1988695.00        | $1415818.26        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4500   | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $225047.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1904   | 2055-10-01      | 6.0000%  | 0.0000% | $1383488.00        | $1440587.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9439   | 2055-09-01      | 6.0000%  | 0.0000% | $99950706.00       | $101382520.63      | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5382   | 2039-04-01      | 3.5000%  | 0.0000% | $654656.00         | $471200.26         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $22973000.00       | $14901375.55       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3992   | 2050-04-01      | 3.5000%  | 0.0000% | $38000.00          | $6152.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9496   | 2055-09-01      | 5.5000%  | 0.0000% | $2689638.00        | $2748685.19        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA4150   | 2030-10-01      | 2.5000%  | 0.0000% | $16487796.00       | $4329294.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4096   | 2050-08-01      | 2.5000%  | 0.0000% | $4000.00           | $1502.54           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4236   | 2051-01-01      | 1.5000%  | 0.0000% | $205000.00         | $116458.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3960   | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $732.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3771   | 2039-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $211520.00         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4281   | 2051-03-01      | 2.0000%  | 0.0000% | $6406262.00        | $3649549.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3517   | 2033-11-01      | 3.5000%  | 0.0000% | $16000.00          | $1150.63           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3934   | 2040-02-01      | 3.0000%  | 0.0000% | $4000.00           | $742.15            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4361   | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $3877.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4204   | 2040-12-01      | 2.0000%  | 0.0000% | $9000.00           | $4598.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9442   | 2055-09-01      | 6.5000%  | 0.0000% | $1098739.00        | $1144838.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9352   | 2054-10-01      | 6.5000%  | 0.0000% | $27981000.00       | $26088070.08       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM6430   | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $255671.37         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $8300.00           | $8476.43           | U.S. Treasuries (including strips) |
| FNMS 04.000 CIMA5884   | 2040-11-01      | 4.0000%  | 0.0000% | $1381119.00        | $1362164.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888992   | 2037-11-01      | 6.5000%  | 0.0000% | $220000.00         | $1719.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7606   | 2048-09-01      | 4.5000%  | 0.0000% | $2831479.00        | $798801.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBV9862   | 2037-05-01      | 3.0000%  | 0.0000% | $65102.00          | $37425.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK0888   | 2048-07-01      | 4.0000%  | 0.0000% | $3109000.00        | $457218.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS3489   | 2037-01-01      | 2.0000%  | 0.0000% | $1203064.00        | $759054.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5745   | 2040-06-01      | 5.0000%  | 0.0000% | $65814966.00       | $61000741.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA5858   | 2040-10-01      | 4.0000%  | 0.0000% | $1961264.00        | $1885193.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS2950   | 2037-04-01      | 2.5000%  | 0.0000% | $103000.00         | $63704.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1294   | 2052-03-01      | 3.0000%  | 0.0000% | $3929489.00        | $2950694.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2605   | 2052-08-01      | 4.5000%  | 0.0000% | $323788.00         | $272366.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4130   | 2052-07-01      | 4.5000%  | 0.0000% | $100705241.00      | $79667747.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6668   | 2053-12-01      | 5.5000%  | 0.0000% | $520000.00         | $463504.66         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL511405   | 2029-10-01      | 7.0000%  | 0.0000% | $4999500.00        | $6238.66           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL831621   | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2178.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBT3908   | 2040-03-01      | 5.0000%  | 0.0000% | $1198138.00        | $1007249.11        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQBM7878   | 2047-02-01      | 3.0000%  | 0.0000% | $3231055.00        | $2947216.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBO8872   | 2034-12-01      | 3.0000%  | 0.0000% | $583987.00         | $95153.47          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF6525   | 2040-12-01      | 5.5000%  | 0.0000% | $1026581.00        | $1059276.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5031   | 2055-11-01      | 6.0000%  | 0.0000% | $1538686.00        | $1583400.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDB8242   | 2054-11-01      | 4.0000%  | 0.0000% | $1199880.00        | $1123953.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5557   | 2054-10-01      | 5.0000%  | 0.0000% | $1001275.00        | $995223.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD0608   | 2040-07-01      | 5.5000%  | 0.0000% | $9447498.00        | $8108555.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDF2937   | 2040-11-01      | 5.5000%  | 0.0000% | $1007158.00        | $1042277.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0758   | 2054-03-01      | 5.5000%  | 0.0000% | $1849307.00        | $1678949.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF1656   | 2055-10-01      | 5.0000%  | 0.0000% | $2476753.00        | $2485427.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735212   | 2034-12-01      | 5.0000%  | 0.0000% | $100000.00         | $997.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF0151   | 2055-09-01      | 6.5000%  | 0.0000% | $1327406.00        | $1380432.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAO7562   | 2042-10-01      | 3.0000%  | 0.0000% | $34000.00          | $2514.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6411   | 2055-07-01      | 6.5000%  | 0.0000% | $3832240.00        | $3735310.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDE0635   | 2040-05-01      | 6.5000%  | 0.0000% | $1199555.00        | $1208890.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE6252   | 2055-11-01      | 6.5000%  | 0.0000% | $9949434.00        | $10441679.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5897   | 2055-08-01      | 6.0000%  | 0.0000% | $1900131.00        | $1872224.42        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS7638   | 2031-07-01      | 2.5000%  | 0.0000% | $55000.00          | $5962.58           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7416   | 2055-08-01      | 6.5000%  | 0.0000% | $15874981.00       | $16568838.38       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3689   | 2055-08-01      | 6.0000%  | 0.0000% | $5518650.00        | $5411585.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL3909   | 2027-05-01      | 4.0000%  | 0.0000% | $10448481.00       | $37279.45          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1467   | 2055-06-01      | 6.0000%  | 0.0000% | $3052695.00        | $3177443.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1952   | 2055-06-01      | 5.0000%  | 0.0000% | $1145488.00        | $1155220.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8257   | 2055-04-01      | 5.5000%  | 0.0000% | $4601276.00        | $3603008.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDD8218   | 2040-04-01      | 5.0000%  | 0.0000% | $2304228.00        | $2284808.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE1534   | 2055-05-01      | 5.5000%  | 0.0000% | $1650137.00        | $1671733.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE5929   | 2055-08-01      | 5.5000%  | 0.0000% | $4514173.00        | $4581586.74        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC1052   | 2054-09-01      | 5.0000%  | 0.0000% | $2411000.00        | $1819059.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1994   | 2055-07-01      | 6.0000%  | 0.0000% | $1290836.00        | $1223651.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6626   | 2055-06-01      | 6.5000%  | 0.0000% | $2033890.00        | $2131729.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3834   | 2055-11-01      | 6.0000%  | 0.0000% | $1381274.00        | $1430194.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0544   | 2047-10-01      | 4.0000%  | 0.0000% | $109247138.00      | $23002687.73       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6194   | 2053-05-01      | 6.0000%  | 0.0000% | $500000.00         | $402640.85         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6528   | 2055-12-01      | 5.5000%  | 0.0000% | $6394428.00        | $6527687.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBC2837   | 2046-09-01      | 4.5000%  | 0.0000% | $24000.00          | $6648.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6271   | 2055-10-01      | 5.5000%  | 0.0000% | $1520168.00        | $1566112.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6259   | 2055-12-01      | 5.0000%  | 0.0000% | $4159143.00        | $4215237.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3892   | 2055-11-01      | 5.0000%  | 0.0000% | $1448323.00        | $1459667.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF6268   | 2055-11-01      | 5.0000%  | 0.0000% | $1449337.00        | $1470285.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT7819   | 2052-05-01      | 3.0000%  | 0.0000% | $4518626.00        | $3624584.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3239   | 2055-11-01      | 5.5000%  | 0.0000% | $10099445.00       | $10354435.79       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6313   | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2362792.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0593   | 2055-09-01      | 5.5000%  | 0.0000% | $3036685.00        | $2887909.03        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDD8696   | 2055-09-01      | 7.5000%  | 0.0000% | $811414.00         | $708871.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9335   | 2055-06-01      | 6.5000%  | 0.0000% | $3318701.00        | $3333807.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFS6977   | 2042-08-01      | 3.0000%  | 0.0000% | $500000.00         | $372629.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1142   | 2043-11-01      | 4.5000%  | 0.0000% | $31667762.00       | $2064650.40        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBQ6871   | 2036-12-01      | 1.5000%  | 0.0000% | $11018180.00       | $6499316.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0468   | 2053-09-01      | 6.5000%  | 0.0000% | $30487618.00       | $26088032.62       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8475   | 2054-05-01      | 5.0000%  | 0.0000% | $25697193.00       | $22969251.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0289   | 2055-01-01      | 5.0000%  | 0.0000% | $2456991.00        | $2347410.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA2748   | 2039-07-01      | 5.5000%  | 0.0000% | $10660418.00       | $10319948.57       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL8743   | 2046-06-01      | 4.5000%  | 0.0000% | $45000.00          | $7092.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6598   | 2052-08-01      | 3.5000%  | 0.0000% | $12366103.00       | $9846287.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAC8568   | 2040-01-01      | 4.5000%  | 0.0000% | $345000.00         | $6742.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7262   | 2053-08-01      | 5.5000%  | 0.0000% | $1017136.00        | $868824.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9338   | 2055-06-01      | 6.5000%  | 0.0000% | $4584482.00        | $4290042.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5416   | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $70431843.27       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL940777   | 2037-06-01      | 7.0000%  | 0.0000% | $160000.00         | $2691.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0885   | 2055-08-01      | 6.5000%  | 0.0000% | $18188028.00       | $19163849.41       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL995094   | 2035-11-01      | 4.5000%  | 0.0000% | $125000.00         | $1673.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9631   | 2053-11-01      | 6.5000%  | 0.0000% | $2050000.00        | $1765842.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3467   | 2055-07-01      | 6.0000%  | 0.0000% | $29031589.00       | $29004888.55       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL911605   | 2037-04-01      | 6.5000%  | 0.0000% | $1630000.00        | $9401.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7130   | 2054-01-01      | 5.0000%  | 0.0000% | $815000.00         | $720426.28         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS7804   | 2038-02-01      | 2.5000%  | 0.0000% | $24223662.00       | $18812620.43       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $7292862.00        | $6146157.80        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5768   | 2044-11-01      | 4.0000%  | 0.0000% | $59000.00          | $24552.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIFA3057   | 2039-08-01      | 6.5000%  | 0.0000% | $10899268.00       | $10835041.02       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA4619   | 2032-04-01      | 2.5000%  | 0.0000% | $4000000.00        | $1804593.31        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFS4755   | 2037-06-01      | 2.5000%  | 0.0000% | $1434442.00        | $994592.06         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1784   | 2051-10-01      | 2.5000%  | 0.0000% | $75000.00          | $49068.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3841   | 2052-06-01      | 3.5000%  | 0.0000% | $205000.00         | $150406.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB4243   | 2037-07-01      | 3.5000%  | 0.0000% | $22000.00          | $13860.63          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL620196   | 2032-01-01      | 7.0000%  | 0.0000% | $469330.00         | $1274.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5794   | 2053-03-01      | 5.0000%  | 0.0000% | $365741.00         | $335626.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8777   | 2053-11-01      | 6.0000%  | 0.0000% | $8387161.00        | $7053794.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9114   | 2053-04-01      | 5.0000%  | 0.0000% | $30090.00          | $23479.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5850   | 2053-09-01      | 6.0000%  | 0.0000% | $332364.00         | $252381.96         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0416   | 2052-11-01      | 5.0000%  | 0.0000% | $13874531.00       | $10297834.84       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5884   | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1101111.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $8421000.00        | $7386739.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 ZLFP0112   | 2040-10-25      | 5.5000%  | 0.0000% | $15388227.00       | $12955134.79       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0644   | 2055-08-01      | 6.5000%  | 0.0000% | $16895945.00       | $17439387.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4745   | 2053-05-01      | 6.5000%  | 0.0000% | $210000.00         | $132330.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAD5525   | 2040-06-01      | 5.0000%  | 0.0000% | $680000.00         | $34706.85          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5955   | 2053-10-01      | 6.5000%  | 0.0000% | $1265000.00        | $827389.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS6945   | 2042-04-01      | 2.5000%  | 0.0000% | $1873000.00        | $1433764.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8571   | 2055-05-01      | 6.0000%  | 0.0000% | $3486095.00        | $3259439.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0292   | 2055-04-01      | 6.5000%  | 0.0000% | $34274301.00       | $28656958.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0299   | 2058-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $3042139.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5852   | 2055-10-01      | 5.0000%  | 0.0000% | $444000.00         | $442158.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ1581   | 2048-01-01      | 4.0000%  | 0.0000% | $268246.00         | $99964.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV5809   | 2055-06-01      | 5.5000%  | 0.0000% | $4774729.00        | $4658813.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3835   | 2055-03-01      | 6.0000%  | 0.0000% | $1251683.00        | $1288199.26        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB1476   | 2036-08-01      | 2.5000%  | 0.0000% | $26865.00          | $14648.33          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4118   | 2055-03-01      | 6.5000%  | 0.0000% | $1097910.00        | $1080634.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2664   | 2052-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $977806.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1373   | 2051-08-01      | 2.0000%  | 0.0000% | $23488092.00       | $15543540.50       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9015   | 2055-02-01      | 5.0000%  | 0.0000% | $1107988.00        | $898267.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5026   | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $3356926.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBY1381   | 2038-09-01      | 3.0000%  | 0.0000% | $1050181.00        | $796014.66         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC9057   | 2055-05-01      | 7.5000%  | 0.0000% | $3531184.00        | $3758974.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3274   | 2054-09-01      | 6.5000%  | 0.0000% | $2399776.00        | $2108841.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1949   | 2055-07-01      | 5.0000%  | 0.0000% | $3524324.00        | $3546436.21        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8938   | 2055-09-01      | 6.0000%  | 0.0000% | $1063937.00        | $1113087.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE7570   | 2055-08-01      | 5.0000%  | 0.0000% | $1063385.00        | $1069969.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBT6754   | 2036-09-01      | 2.0000%  | 0.0000% | $13011593.00       | $7393766.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3843   | 2055-10-01      | 6.0000%  | 0.0000% | $1240745.00        | $1286848.60        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8398   | 2055-08-01      | 6.5000%  | 0.0000% | $1007394.00        | $1037897.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257595   | 2029-03-01      | 5.0000%  | 0.0000% | $334671.00         | $1201.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9224   | 2054-12-01      | 5.5000%  | 0.0000% | $2725000.00        | $2298016.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDC6440   | 2039-11-01      | 5.0000%  | 0.0000% | $800011.00         | $775082.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6031   | 2044-10-01      | 4.0000%  | 0.0000% | $163000.00         | $24314.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL1427   | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $7227928.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDC9111   | 2040-06-01      | 5.5000%  | 0.0000% | $2094710.00        | $2056435.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT256751   | 2027-06-01      | 5.5000%  | 0.0000% | $1785000.00        | $3050.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257075   | 2028-02-01      | 5.5000%  | 0.0000% | $9510000.00        | $28850.24          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5569   | 2055-03-01      | 6.5000%  | 0.0000% | $1122683.00        | $1031323.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE7532   | 2040-10-01      | 5.0000%  | 0.0000% | $1001674.00        | $1015080.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4588   | 2055-08-01      | 6.0000%  | 0.0000% | $30567759.00       | $28977824.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL878521   | 2036-02-01      | 6.5000%  | 0.0000% | $5200000.00        | $3441.33           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3488   | 2055-03-01      | 6.5000%  | 0.0000% | $1299721.00        | $1130293.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIDD5614   | 2040-03-01      | 6.5000%  | 0.0000% | $1136724.00        | $1159487.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT256383   | 2026-08-01      | 5.5000%  | 0.0000% | $1200031.00        | $578.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL256349   | 2036-07-01      | 6.0000%  | 0.0000% | $2474060.00        | $10083.82          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9655   | 2054-08-01      | 6.5000%  | 0.0000% | $1874611.00        | $1728899.68        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDB6516   | 2039-08-01      | 5.5000%  | 0.0000% | $1336074.00        | $1041854.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5916   | 2040-11-01      | 5.0000%  | 0.0000% | $94000.00          | $95520.83          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4919   | 2053-05-01      | 2.5000%  | 0.0000% | $240600.00         | $177372.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4777   | 2053-05-01      | 6.0000%  | 0.0000% | $17744000.00       | $10943803.37       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4349   | 2050-01-01      | 3.5000%  | 0.0000% | $59000.00          | $40404.14          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4716   | 2052-01-01      | 2.0000%  | 0.0000% | $5000.00           | $3348.65           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA4929   | 2053-02-01      | 7.0000%  | 0.0000% | $25000.00          | $11315.73          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0938   | 2055-03-01      | 6.0000%  | 0.0000% | $14180558.00       | $13693559.00       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFA0744   | 2040-02-01      | 5.0000%  | 0.0000% | $58914.00          | $49231.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA2158   | 2041-10-01      | 2.0000%  | 0.0000% | $4000000.00        | $3420010.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $653000.00         | $470169.52         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2433   | 2055-08-01      | 5.5000%  | 0.0000% | $38087806.00       | $38445265.06       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1679   | 2052-02-01      | 4.0000%  | 0.0000% | $10891881.00       | $10128831.97       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3686   | 2055-11-01      | 5.5000%  | 0.0000% | $70372234.00       | $72214227.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3799   | 2055-09-01      | 6.0000%  | 0.0000% | $93135415.00       | $97492103.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA2736   | 2037-06-01      | 2.5000%  | 0.0000% | $60294024.00       | $54887264.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFA2742   | 2039-04-01      | 3.5000%  | 0.0000% | $25868172.00       | $23793231.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2440   | 2054-12-01      | 6.0000%  | 0.0000% | $40368051.00       | $38115842.77       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7049   | 2054-11-01      | 4.5000%  | 0.0000% | $976434.00         | $944316.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2721   | 2055-06-01      | 6.5000%  | 0.0000% | $1134871.00        | $1193806.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6085   | 2055-04-01      | 6.5000%  | 0.0000% | $660805.00         | $684359.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4736   | 2053-05-01      | 6.5000%  | 0.0000% | $3705000.00        | $2541522.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS5387   | 2052-05-01      | 2.5000%  | 0.0000% | $3000.00           | $2269.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1762   | 2055-02-01      | 6.0000%  | 0.0000% | $4898210.00        | $4712584.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5350   | 2052-10-01      | 4.0000%  | 0.0000% | $2204000.00        | $1651636.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDC9253   | 2039-12-01      | 5.0000%  | 0.0000% | $2386441.00        | $2083977.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $285461046.00      | $249999999.76      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5890   | 2045-11-01      | 5.0000%  | 0.0000% | $73000000.00       | $73253542.01       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $39000.00          | $30830.59          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3345   | 2052-04-01      | 2.0000%  | 0.0000% | $158764.00         | $104222.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2311   | 2051-12-01      | 2.0000%  | 0.0000% | $921778.00         | $529785.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA5960   | 2045-11-01      | 4.0000%  | 0.0000% | $263100.00         | $256484.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2896   | 2052-02-01      | 3.0000%  | 0.0000% | $19425291.00       | $14413856.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3880   | 2052-06-01      | 5.0000%  | 0.0000% | $700000.00         | $480656.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CQAD7988   | 2040-07-01      | 4.5000%  | 0.0000% | $3927863.00        | $48136.51          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6434   | 2053-06-01      | 5.0000%  | 0.0000% | $5800.00           | $5228.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5771   | 2040-07-01      | 5.0000%  | 0.0000% | $67978909.00       | $63917945.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2366   | 2052-02-01      | 3.0000%  | 0.0000% | $37059669.00       | $32261869.76       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2383   | 2053-10-01      | 6.5000%  | 0.0000% | $46278964.00       | $42485855.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV1861   | 2055-04-01      | 4.5000%  | 0.0000% | $411401.00         | $381617.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3632   | 2055-03-01      | 5.0000%  | 0.0000% | $249081884.00      | $249999999.82      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM1456   | 2028-09-01      | 2.5000%  | 0.0000% | $118000.00         | $10509.48          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTFM1196   | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $169639.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBT8046   | 2053-01-01      | 5.5000%  | 0.0000% | $7981175.00        | $7373524.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3792   | 2055-07-01      | 6.0000%  | 0.0000% | $30890932.00       | $32458523.24       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4606   | 2042-05-01      | 2.0000%  | 0.0000% | $3033646.00        | $2065894.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5531   | 2054-11-01      | 5.5000%  | 0.0000% | $1445107.00        | $1297855.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5563   | 2044-12-01      | 5.5000%  | 0.0000% | $1223518.00        | $1049055.20        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4965   | 2038-03-01      | 4.0000%  | 0.0000% | $133931.00         | $89159.71          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV5848   | 2055-05-01      | 4.5000%  | 0.0000% | $2796131.00        | $2739321.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6413   | 2055-03-01      | 6.5000%  | 0.0000% | $424344.00         | $358082.44         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2132   | 2055-07-01      | 6.0000%  | 0.0000% | $1456586.00        | $1368017.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3089   | 2055-07-01      | 5.0000%  | 0.0000% | $1223784.00        | $1232682.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1799   | 2055-06-01      | 6.0000%  | 0.0000% | $1760679.00        | $1833382.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD4985   | 2055-05-01      | 4.5000%  | 0.0000% | $200392.00         | $196379.73         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5169   | 2055-08-01      | 6.0000%  | 0.0000% | $5753946.00        | $5972077.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5137   | 2053-12-01      | 6.5000%  | 0.0000% | $27000.00          | $14809.55          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTAL8223   | 2029-02-01      | 6.5000%  | 0.0000% | $800000.00         | $28721.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5148   | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $17043.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBW4976   | 2038-02-01      | 3.0000%  | 0.0000% | $391708.00         | $252347.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3159   | 2052-10-01      | 4.5000%  | 0.0000% | $1250000.00        | $1013981.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5110   | 2038-08-01      | 5.0000%  | 0.0000% | $78000.00          | $48949.22          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5835   | 2045-08-01      | 6.0000%  | 0.0000% | $12274174.00       | $12384377.71       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4930   | 2054-10-01      | 6.5000%  | 0.0000% | $166000.00         | $134141.99         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS1278   | 2037-04-01      | 3.0000%  | 0.0000% | $315718.00         | $164894.69         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1978   | 2052-03-01      | 2.5000%  | 0.0000% | $810894.00         | $582930.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6927   | 2053-08-01      | 6.0000%  | 0.0000% | $16013000.00       | $12520109.02       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4217   | 2052-07-01      | 5.0000%  | 0.0000% | $137308064.00      | $102194864.19      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM4818   | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $74829.65          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4313   | 2052-08-01      | 4.5000%  | 0.0000% | $63076512.00       | $49255840.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0750   | 2048-10-01      | 5.0000%  | 0.0000% | $455000.00         | $12569.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7936   | 2036-07-01      | 2.0000%  | 0.0000% | $56947.00          | $33112.81          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7990   | 2049-06-01      | 3.5000%  | 0.0000% | $1650000.00        | $745671.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0032   | 2052-07-01      | 4.5000%  | 0.0000% | $2295000.00        | $1452856.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1320   | 2052-02-01      | 3.0000%  | 0.0000% | $2083948.00        | $1371278.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6901   | 2054-07-01      | 6.0000%  | 0.0000% | $511878.00         | $409285.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4201   | 2052-03-01      | 3.0000%  | 0.0000% | $3617676.00        | $2664682.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3453   | 2054-09-01      | 6.0000%  | 0.0000% | $332000.00         | $282666.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3353   | 2052-03-01      | 3.0000%  | 0.0000% | $420548.00         | $318455.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBV1418   | 2045-03-01      | 6.0000%  | 0.0000% | $1027151.00        | $972700.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM1324   | 2031-11-01      | 3.0000%  | 0.0000% | $15000.00          | $901.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3454   | 2052-06-01      | 3.0000%  | 0.0000% | $17315353.00       | $15820639.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0673   | 2055-09-01      | 6.5000%  | 0.0000% | $15601107.00       | $15540350.42       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9089   | 2055-06-01      | 5.0000%  | 0.0000% | $2788888.00        | $2784739.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1719   | 2055-03-01      | 6.0000%  | 0.0000% | $1682834.00        | $1693950.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5854   | 2055-12-01      | 5.5000%  | 0.0000% | $2036292.00        | $2087172.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3476   | 2054-09-01      | 6.5000%  | 0.0000% | $360000.00         | $294821.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ9786   | 2042-12-01      | 3.5000%  | 0.0000% | $1253505.00        | $148053.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD6642   | 2055-05-01      | 4.5000%  | 0.0000% | $1773394.00        | $1536370.67        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD1809   | 2055-02-01      | 4.5000%  | 0.0000% | $46735.00          | $45474.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7737   | 2054-12-01      | 5.0000%  | 0.0000% | $1545128.00        | $1254163.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4294   | 2055-03-01      | 6.0000%  | 0.0000% | $9405987.00        | $8449317.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1710   | 2055-03-01      | 6.5000%  | 0.0000% | $1098175.00        | $1147173.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8062   | 2055-05-01      | 6.0000%  | 0.0000% | $2339271.00        | $2194339.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7358   | 2055-04-01      | 6.5000%  | 0.0000% | $1582968.00        | $1339180.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDD2618   | 2055-03-01      | 4.0000%  | 0.0000% | $540183.00         | $511729.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3031   | 2053-02-01      | 5.5000%  | 0.0000% | $20439925.00       | $20177389.54       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA1399   | 2040-04-01      | 5.5000%  | 0.0000% | $20516470.00       | $19281741.38       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1416   | 2052-01-01      | 3.0000%  | 0.0000% | $11000.00          | $7196.60           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $7000.00           | $5723.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTFS2495   | 2029-09-01      | 6.0000%  | 0.0000% | $676838.00         | $41866.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6962   | 2050-09-01      | 2.5000%  | 0.0000% | $2920000.00        | $1462766.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFS3849   | 2027-03-01      | 5.0000%  | 0.0000% | $971822.00         | $5436.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM0008   | 2049-08-01      | 3.5000%  | 0.0000% | $329490.00         | $47211.59          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3767   | 2050-10-01      | 6.0000%  | 0.0000% | $14336206.00       | $14848969.08       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFA3054   | 2036-11-01      | 2.0000%  | 0.0000% | $9034935.00        | $8197254.88        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966   | 2037-03-01      | 2.0000%  | 0.0000% | $782805.00         | $474180.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4901   | 2035-11-01      | 2.0000%  | 0.0000% | $720000.00         | $262643.77         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1980   | 2036-10-01      | 2.0000%  | 0.0000% | $3589222.00        | $2258121.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5508   | 2049-02-01      | 5.0000%  | 0.0000% | $170000.00         | $37097.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBK9818   | 2048-09-01      | 5.0000%  | 0.0000% | $1767897.00        | $173305.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ6089   | 2048-02-01      | 4.0000%  | 0.0000% | $1047551.00        | $161525.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1810   | 2051-10-01      | 3.0000%  | 0.0000% | $53624999.00       | $37200563.41       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582   | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $7081.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8289   | 2036-07-01      | 2.0000%  | 0.0000% | $44000000.00       | $23364799.84       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM5473   | 2035-12-01      | 3.0000%  | 0.0000% | $5394402.00        | $2241618.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2477   | 2048-10-01      | 4.5000%  | 0.0000% | $3560822.00        | $935100.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1518   | 2053-10-01      | 6.0000%  | 0.0000% | $781473.00         | $544536.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA2738   | 2033-11-01      | 3.5000%  | 0.0000% | $15000000.00       | $1822374.20        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA3519   | 2053-10-01      | 5.5000%  | 0.0000% | $459020.00         | $330464.82         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5578   | 2052-05-01      | 3.0000%  | 0.0000% | $27393382.00       | $19999837.80       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2776   | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2392773.64        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2099   | 2051-11-01      | 3.0000%  | 0.0000% | $900000.00         | $624261.02         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA8789   | 2036-02-01      | 2.0000%  | 0.0000% | $275000.00         | $132930.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5845   | 2040-08-01      | 6.5000%  | 0.0000% | $518412.00         | $516068.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5803   | 2040-08-01      | 6.5000%  | 0.0000% | $182841.00         | $163392.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1389   | 2051-08-01      | 2.5000%  | 0.0000% | $572456.00         | $354291.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5476   | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $2629.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5695   | 2045-04-01      | 6.5000%  | 0.0000% | $691186.00         | $629470.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA5575   | 2039-11-01      | 3.5000%  | 0.0000% | $15114574.00       | $12978254.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558   | 2039-12-01      | 5.0000%  | 0.0000% | $4520846.00        | $3655787.88        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877   | 2055-11-01      | 4.5000%  | 0.0000% | $4143666.00        | $4068480.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTCC0320   | 2045-04-01      | 5.5000%  | 0.0000% | $11061728.00       | $10464041.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICC0039   | 2040-02-01      | 5.0000%  | 0.0000% | $3009674.00        | $2698238.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0135   | 2055-03-01      | 6.5000%  | 0.0000% | $30131596.00       | $29686616.58       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5575   | 2055-03-01      | 6.5000%  | 0.0000% | $3860467.00        | $3229573.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4249   | 2055-03-01      | 6.0000%  | 0.0000% | $9116093.00        | $8877018.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2920   | 2047-03-01      | 3.0000%  | 0.0000% | $8000.00           | $1790.17           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890336   | 2026-08-01      | 4.5000%  | 0.0000% | $1050000.00        | $3412.64           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDC9247   | 2039-12-01      | 4.5000%  | 0.0000% | $1856051.00        | $1687357.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ1607   | 2032-11-01      | 3.5000%  | 0.0000% | $3035000.00        | $281482.44         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0534   | 2055-02-01      | 6.5000%  | 0.0000% | $1140053.00        | $1118639.93        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3505   | 2055-03-01      | 6.5000%  | 0.0000% | $1236406.00        | $1146978.96        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5418   | 2054-07-01      | 4.5000%  | 0.0000% | $16702312.00       | $15194673.20       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9070   | 2051-09-01      | 3.0000%  | 0.0000% | $1119943.00        | $811753.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5093   | 2038-07-01      | 5.0000%  | 0.0000% | $5000.00           | $2974.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA5196   | 2033-09-01      | 3.0000%  | 0.0000% | $1555245.00        | $954655.95         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5649   | 2055-03-01      | 7.0000%  | 0.0000% | $474705.00         | $379739.56         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4121   | 2052-07-01      | 4.0000%  | 0.0000% | $4550000.00        | $3507399.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV2963   | 2052-03-01      | 2.5000%  | 0.0000% | $954799.00         | $756680.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3021   | 2052-03-01      | 3.0000%  | 0.0000% | $15000.00          | $10573.96          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5879   | 2051-11-01      | 3.5000%  | 0.0000% | $3408382.00        | $2532988.83        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLAL1469   | 2039-02-01      | 7.0000%  | 0.0000% | $300000.00         | $6102.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTAL8062   | 2029-06-01      | 5.5000%  | 0.0000% | $1540733.00        | $1382.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6315   | 2053-11-01      | 6.5000%  | 0.0000% | $400000.00         | $293104.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8693   | 2054-06-01      | 5.5000%  | 0.0000% | $1250000.00        | $1050005.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $6405888.00        | $4935965.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4052   | 2036-10-01      | 2.0000%  | 0.0000% | $2250000.00        | $1530371.64        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8115   | 2054-03-01      | 4.5000%  | 0.0000% | $21030140.00       | $18503868.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9848   | 2052-09-01      | 5.0000%  | 0.0000% | $11925104.00       | $8145154.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8472   | 2030-03-01      | 3.0000%  | 0.0000% | $1182726.00        | $689890.72         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8559   | 2052-11-01      | 5.5000%  | 0.0000% | $1120000.00        | $948782.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6793   | 2053-06-01      | 4.0000%  | 0.0000% | $280488.00         | $245975.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0410   | 2055-05-01      | 6.5000%  | 0.0000% | $12309851.00       | $12279445.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5436   | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $373045.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTCC0336   | 2045-04-01      | 6.0000%  | 0.0000% | $2527337.00        | $2607958.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS7762   | 2037-02-01      | 2.0000%  | 0.0000% | $819195.00         | $612555.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE8457   | 2055-08-01      | 4.5000%  | 0.0000% | $3860333.00        | $3785804.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE9481   | 2055-08-01      | 6.5000%  | 0.0000% | $1067261.00        | $1125958.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1849   | 2055-10-01      | 6.0000%  | 0.0000% | $1652184.00        | $1601983.94        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE9468   | 2055-09-01      | 6.0000%  | 0.0000% | $2863636.00        | $2973216.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT257126   | 2028-03-01      | 6.0000%  | 0.0000% | $1030000.00        | $5551.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF6286   | 2055-10-01      | 6.5000%  | 0.0000% | $2437687.00        | $2569519.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0365   | 2055-09-01      | 6.0000%  | 0.0000% | $2046459.00        | $2105241.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9153   | 2054-12-01      | 5.0000%  | 0.0000% | $1908236.00        | $1901140.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3508   | 2055-03-01      | 6.0000%  | 0.0000% | $1287314.00        | $1098009.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDD6619   | 2040-06-01      | 5.5000%  | 0.0000% | $1254609.00        | $1200608.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5066   | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $21309761.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1802   | 2055-06-01      | 6.0000%  | 0.0000% | $1219237.00        | $1132990.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3996   | 2052-06-01      | 3.0000%  | 0.0000% | $117077.00         | $84673.96          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBX0441   | 2037-12-01      | 5.0000%  | 0.0000% | $50000.00          | $26193.15          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8854   | 2055-09-01      | 6.0000%  | 0.0000% | $1409190.00        | $1476455.60        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE9500   | 2055-09-01      | 5.0000%  | 0.0000% | $3913109.00        | $3925418.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1163   | 2055-09-01      | 5.5000%  | 0.0000% | $3061045.00        | $3091740.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDF5696   | 2040-12-01      | 5.0000%  | 0.0000% | $1133180.00        | $1152581.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBE1849   | 2031-11-01      | 2.0000%  | 0.0000% | $42249.00          | $6300.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3024   | 2047-11-01      | 4.0000%  | 0.0000% | $5090811.00        | $978737.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3531   | 2055-11-01      | 5.0000%  | 0.0000% | $1555778.00        | $1568247.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1122   | 2054-06-01      | 5.5000%  | 0.0000% | $3471838.00        | $3338086.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF0279   | 2055-09-01      | 5.0000%  | 0.0000% | $1373000.00        | $1376511.22        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDE6892   | 2040-11-01      | 4.5000%  | 0.0000% | $5766142.00        | $5791599.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIAL6741   | 2026-09-01      | 5.0000%  | 0.0000% | $30823526.00       | $2263.71           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5671   | 2055-04-01      | 4.5000%  | 0.0000% | $1470426.00        | $1404903.57        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0298   | 2055-04-01      | 7.0000%  | 0.0000% | $37186995.00       | $34498613.09       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1245   | 2055-10-01      | 6.0000%  | 0.0000% | $82313096.00       | $84093623.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB6378   | 2038-05-01      | 5.0000%  | 0.0000% | $2615394.00        | $1635881.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4661   | 2052-09-01      | 3.5000%  | 0.0000% | $78000.00          | $58919.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5820   | 2055-09-01      | 4.5000%  | 0.0000% | $84682823.00       | $82109918.58       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3425   | 2052-09-01      | 4.5000%  | 0.0000% | $1209145.00        | $984151.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5425   | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $557.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256311   | 2026-07-01      | 6.0000%  | 0.0000% | $925000.00         | $542.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM6372   | 2050-03-01      | 5.0000%  | 0.0000% | $584078.00         | $139388.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM5893   | 2050-08-01      | 5.0000%  | 0.0000% | $19000.00          | $6900.36           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFM5977   | 2051-02-01      | 1.5000%  | 0.0000% | $442409.00         | $274391.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9827   | 2053-05-01      | 5.0000%  | 0.0000% | $12365000.00       | $10172559.42       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM4272   | 2035-09-01      | 3.0000%  | 0.0000% | $172000.00         | $47370.83          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7105   | 2049-08-01      | 3.5000%  | 0.0000% | $734000.00         | $289088.53         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3312   | 2033-03-01      | 3.0000%  | 0.0000% | $592000.00         | $68166.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0023   | 2029-04-01      | 5.0000%  | 0.0000% | $460332.00         | $1436.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2457   | 2048-10-01      | 4.0000%  | 0.0000% | $140000.00         | $24840.78          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3491   | 2038-10-01      | 3.5000%  | 0.0000% | $199096.00         | $20903.29          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8209   | 2055-09-01      | 5.5000%  | 0.0000% | $12881009.00       | $13114163.60       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3251   | 2028-01-01      | 3.5000%  | 0.0000% | $200000.00         | $7721.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8955   | 2055-09-01      | 6.5000%  | 0.0000% | $1182534.00        | $1236273.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA2130   | 2029-11-01      | 3.5000%  | 0.0000% | $135000.00         | $9522.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4179   | 2035-11-01      | 2.0000%  | 0.0000% | $2350000.00        | $988430.62         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8962   | 2055-09-01      | 7.0000%  | 0.0000% | $1574870.00        | $1679019.07        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4368   | 2031-06-01      | 2.0000%  | 0.0000% | $1000000.00        | $364009.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA2878   | 2047-01-01      | 3.5000%  | 0.0000% | $250400.00         | $80048.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735402   | 2035-04-01      | 5.0000%  | 0.0000% | $270000.00         | $2643.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2016   | 2055-06-01      | 6.0000%  | 0.0000% | $7390109.00        | $7494297.30        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8932   | 2052-04-01      | 3.5000%  | 0.0000% | $44212244.00       | $30852863.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL725238   | 2034-03-01      | 5.0000%  | 0.0000% | $165000.00         | $1412.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3482   | 2055-11-01      | 4.5000%  | 0.0000% | $11146625.00       | $11020032.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT931851   | 2029-08-01      | 5.0000%  | 0.0000% | $246458.00         | $5572.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4909   | 2054-09-01      | 5.5000%  | 0.0000% | $25466376.00       | $24792387.72       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3477   | 2053-02-01      | 4.5000%  | 0.0000% | $24881561.00       | $24671411.34       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV6018   | 2040-08-01      | 5.5000%  | 0.0000% | $1160606.00        | $1072684.17        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6659   | 2055-08-01      | 6.0000%  | 0.0000% | $5552900.00        | $5240935.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5849   | 2048-01-01      | 4.0000%  | 0.0000% | $300000.00         | $70400.68          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9215   | 2048-01-01      | 3.5000%  | 0.0000% | $15000.00          | $2306.73           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBU9909   | 2037-01-01      | 2.0000%  | 0.0000% | $220000.00         | $120250.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBK0983   | 2048-02-01      | 5.0000%  | 0.0000% | $6000.00           | $919.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9169   | 2048-05-01      | 4.0000%  | 0.0000% | $48000.00          | $4886.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBX0008   | 2052-09-01      | 4.0000%  | 0.0000% | $54963.00          | $44409.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF4710   | 2055-11-01      | 5.5000%  | 0.0000% | $1093510.00        | $1113695.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBD7469   | 2031-10-01      | 3.0000%  | 0.0000% | $506567.00         | $78281.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3765   | 2048-04-01      | 4.0000%  | 0.0000% | $84144.00          | $16771.31          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF0603   | 2055-09-01      | 6.0000%  | 0.0000% | $2098271.00        | $2179420.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE6106   | 2055-08-01      | 5.0000%  | 0.0000% | $1100980.00        | $1108993.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIDE4546   | 2040-07-01      | 5.5000%  | 0.0000% | $1038334.00        | $808028.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT7075   | 2051-08-01      | 2.5000%  | 0.0000% | $354537.00         | $222708.93         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0019   | 2055-10-01      | 5.5000%  | 0.0000% | $5098525.00        | $5193656.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0906   | 2055-11-01      | 5.5000%  | 0.0000% | $1705857.00        | $1737974.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE7872   | 2040-09-01      | 5.0000%  | 0.0000% | $1073602.00        | $1081886.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3155   | 2034-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1454.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA0170   | 2047-02-01      | 2.5000%  | 0.0000% | $5238558.00        | $4370559.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF0100   | 2055-09-01      | 5.5000%  | 0.0000% | $1773425.00        | $1818856.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482   | 2049-02-01      | 4.0000%  | 0.0000% | $210307.00         | $19016.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4583   | 2042-09-01      | 3.5000%  | 0.0000% | $158593.00         | $48401.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4779   | 2048-06-01      | 4.0000%  | 0.0000% | $282338.00         | $76937.83          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5272   | 2053-06-01      | 6.0000%  | 0.0000% | $749524.00         | $448509.75         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBX4574   | 2053-08-01      | 3.0000%  | 0.0000% | $1710489.00        | $1349099.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF2347   | 2055-11-01      | 4.5000%  | 0.0000% | $5383829.00        | $5294952.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB8915   | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8681359.04        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5305   | 2053-12-01      | 7.5000%  | 0.0000% | $1445720.00        | $1225510.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF1320   | 2055-10-01      | 6.5000%  | 0.0000% | $1311902.00        | $1257936.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA5047   | 2053-11-01      | 5.5000%  | 0.0000% | $58485.00          | $57660.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4022   | 2054-05-01      | 6.5000%  | 0.0000% | $4454603.00        | $2722333.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV9369   | 2052-05-01      | 3.0000%  | 0.0000% | $323750.00         | $264654.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL995245   | 2039-01-01      | 5.0000%  | 0.0000% | $11673000.00       | $100071.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1485   | 2055-04-01      | 6.5000%  | 0.0000% | $2433760.00        | $2478145.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3442   | 2052-10-01      | 2.0000%  | 0.0000% | $10465573.00       | $8616703.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3361   | 2052-11-01      | 5.0000%  | 0.0000% | $55766955.00       | $56646924.81       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4156   | 2035-10-01      | 2.5000%  | 0.0000% | $790637.00         | $254710.51         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3794   | 2055-02-01      | 6.0000%  | 0.0000% | $42811544.00       | $44905499.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2369   | 2052-09-01      | 4.5000%  | 0.0000% | $22057078.00       | $21296743.63       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2841   | 2052-08-01      | 3.0000%  | 0.0000% | $191431955.00      | $168972958.28      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM5316   | 2050-12-01      | 2.0000%  | 0.0000% | $250000.00         | $145612.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIFA3735   | 2040-01-01      | 6.0000%  | 0.0000% | $46355225.00       | $48308124.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3762   | 2035-08-01      | 3.0000%  | 0.0000% | $39000.00          | $9752.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDB6257   | 2039-07-01      | 5.0000%  | 0.0000% | $1079606.00        | $765394.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3635   | 2054-06-01      | 6.0000%  | 0.0000% | $25236104.00       | $26488142.83       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA3448   | 2049-07-01      | 2.5000%  | 0.0000% | $7106149.00        | $6263203.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1626   | 2048-11-01      | 4.0000%  | 0.0000% | $68000.00          | $6686.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3040   | 2055-10-01      | 5.5000%  | 0.0000% | $11969997.00       | $12215030.29       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAB8442   | 2028-02-01      | 2.0000%  | 0.0000% | $94283.00          | $3565.94           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA2802   | 2031-11-01      | 2.0000%  | 0.0000% | $151131.00         | $24033.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3689   | 2055-04-01      | 5.5000%  | 0.0000% | $33727969.00       | $34555079.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2523   | 2055-11-01      | 6.0000%  | 0.0000% | $1159265.00        | $1208423.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5293   | 2055-11-01      | 5.5000%  | 0.0000% | $5193361.00        | $5339081.52        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9851   | 2055-01-01      | 7.0000%  | 0.0000% | $8841990.00        | $5771733.58        | Agency Mortgage-Backed Securities  |

### Security 682: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.090000%
- **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: ARP1D0UD6, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1D0UD6
- **C.18 - Value (incl. sponsor support):** $6487000000.00
- **C.18.a - Value (excl. sponsor support):** $6487000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2025-101 FA     | 2055-06-20      | 5.8989%  | 0.0000% | $100000000.00      | $99262449.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 FC     | 2055-01-20      | 5.1989%  | 0.0000% | $100000000.00      | $86640419.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE     | 2052-09-20      | 4.5489%  | 0.0000% | $15188000.00       | $10207697.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FA     | 2055-03-20      | 5.1489%  | 0.0000% | $100000000.00      | $90098712.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 NF     | 2055-10-20      | 5.0989%  | 0.0000% | $100000000.00      | $99986885.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA     | 2054-01-20      | 5.1989%  | 0.0000% | $100000000.00      | $43701966.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 FC     | 2055-04-20      | 5.2489%  | 0.0000% | $100000000.00      | $96456665.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 DF     | 2054-02-20      | 5.3989%  | 0.0000% | $100950000.00      | $70499097.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 FH     | 2055-05-20      | 5.7989%  | 0.0000% | $253035182.00      | $249999999.37      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY5054 | 2055-06-01      | 6.0000%  | 0.0000% | $52341625.00       | $45086759.77       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6583 | 2055-07-01      | 6.0000%  | 0.0000% | $25041659.00       | $23943421.93       | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FG     | 2053-05-20      | 5.1489%  | 0.0000% | $100000000.00      | $40311959.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FB     | 2055-03-20      | 5.1489%  | 0.0000% | $100000000.00      | $86024284.47       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-003 DY     | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50756450.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-144 FD     | 2054-09-20      | 5.2489%  | 0.0000% | $12365000.00       | $10415446.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FC     | 2055-07-20      | 5.1989%  | 0.0000% | $49244493.00       | $49082339.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-063 FL     | 2055-04-20      | 5.3489%  | 0.0000% | $7000000.00        | $5502034.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FH     | 2055-10-20      | 5.5000%  | 0.0000% | $250000000.00      | $249849481.21      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 QF     | 2054-05-20      | 5.1989%  | 0.0000% | $4500000.00        | $3455688.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-130 FB     | 2053-09-20      | 5.4489%  | 0.0000% | $50000000.00       | $35291560.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA     | 2053-05-20      | 5.0489%  | 0.0000% | $12468000.00       | $7042830.61        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ7169 | 2055-10-01      | 6.0000%  | 0.0000% | $2546900.00        | $2644940.72        | Agency Mortgage-Backed Securities         |
| GNRA 2025-135 FN     | 2055-08-20      | 5.1789%  | 0.0000% | $19754000.00       | $19744495.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 KF     | 2055-06-20      | 5.3489%  | 0.0000% | $100000000.00      | $99187463.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 FA     | 2053-04-20      | 4.9489%  | 0.0000% | $100000000.00      | $53362749.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FG     | 2050-09-20      | 5.0489%  | 0.0000% | $7735469.00        | $6017096.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FM     | 2055-10-20      | 5.3589%  | 0.0000% | $3900000.00        | $3889795.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-040 FE     | 2054-03-20      | 5.0989%  | 0.0000% | $25000000.00       | $12834214.87       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 ZLZT2492 | 2048-01-15      | 4.0000%  | 0.0000% | $34400416.00       | $32202835.67       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7105 | 2054-11-01      | 6.0000%  | 0.0000% | $24276691.00       | $20564901.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5790 | 2054-07-01      | 6.0000%  | 0.0000% | $144282033.00      | $123710014.39      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $40900727.00       | $38871724.31       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLZT2493 | 2047-11-15      | 3.5000%  | 0.0000% | $54853650.00       | $50632846.56       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1999 | 2054-09-01      | 6.0000%  | 0.0000% | $3277039.00        | $2804365.12        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2744 | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $55974814.52       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3503 | 2050-09-01      | 2.0000%  | 0.0000% | $260000.00         | $138578.34         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA0882 | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $734090.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547 | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $13328233.96       | Agency Mortgage-Backed Securities         |
| GNRA 2015-170 AF     | 2045-11-20      | 4.3543%  | 0.0000% | $48093505.00       | $7999101.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 FA     | 2055-07-20      | 5.2489%  | 0.0000% | $50000000.00       | $49687365.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-151 FB     | 2055-09-20      | 5.1689%  | 0.0000% | $114700249.00      | $114308117.76      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY6165 | 2055-06-01      | 6.0000%  | 0.0000% | $30493560.00       | $28641503.96       | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA     | 2052-03-20      | 3.5000%  | 0.0000% | $200000000.00      | $130495119.85      | Agency Collateralized Mortgage Obligation |
| GNRA 2007-051 FN     | 2037-08-20      | 4.4943%  | 0.0000% | $3522973.00        | $1232364.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 UF     | 2051-10-20      | 3.0000%  | 0.0000% | $100000000.00      | $62920933.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2009-052 FD     | 2039-07-16      | 5.0234%  | 0.0000% | $63000000.00       | $522883.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 BF     | 2055-07-20      | 5.1989%  | 0.0000% | $100000000.00      | $97285597.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH     | 2055-03-20      | 5.1689%  | 0.0000% | $100000000.00      | $95101407.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FD     | 2055-05-20      | 5.8189%  | 0.0000% | $286828267.00      | $250000000.02      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FC     | 2054-04-20      | 5.0989%  | 0.0000% | $50000000.00       | $43135767.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 YH     | 2055-04-20      | 5.3489%  | 0.0000% | $5000000.00        | $4855635.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FE     | 2053-11-20      | 5.4989%  | 0.0000% | $51000000.00       | $51455377.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FG     | 2054-10-20      | 5.1489%  | 0.0000% | $100000000.00      | $71595807.23       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ4555 | 2055-07-01      | 5.5000%  | 0.0000% | $77950063.00       | $75189119.28       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $2315033.00        | $2175356.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5555 | 2055-06-01      | 6.0000%  | 0.0000% | $11917549.00       | $10518262.25       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5804 | 2055-06-01      | 6.0000%  | 0.0000% | $120352858.00      | $116286029.00      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027 | 2055-07-01      | 5.5000%  | 0.0000% | $20170596.00       | $19665216.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $6130000.00        | $5122851.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $198381114.00      | $179583274.65      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4340 | 2053-11-01      | 5.5000%  | 0.0000% | $6547000.00        | $5611568.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7110 | 2054-02-01      | 6.5000%  | 0.0000% | $181279506.00      | $158338280.97      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1355765.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $140300000.00      | $107369244.92      | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2853 | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $97705582.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $240000000.00      | $197576253.21      | Agency Mortgage-Backed Securities         |
| GNRM 2024-084 BL     | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $85024365.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-097 FE     | 2055-06-20      | 5.1989%  | 0.0000% | $50000000.00       | $49345260.59       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 F      | 2055-10-20      | 5.5000%  | 0.0000% | $250000000.00      | $249936984.54      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 MF     | 2054-04-20      | 5.1989%  | 0.0000% | $31675000.00       | $25938181.10       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL0672 | 2055-03-01      | 6.0000%  | 0.0000% | $3000000.00        | $2667312.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  | 0.0000% | $10198696.00       | $10113104.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9129 | 2053-08-01      | 6.0000%  | 0.0000% | $14541846.00       | $10170790.73       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9311 | 2053-08-01      | 5.0000%  | 0.0000% | $1719043.00        | $1576208.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $11754422.97       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7265 | 2053-02-01      | 5.5000%  | 0.0000% | $34950.00          | $29486.25          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1504 | 2055-06-01      | 6.0000%  | 0.0000% | $114532848.00      | $113417259.59      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663 | 2055-03-01      | 6.0000%  | 0.0000% | $20715748.00       | $18522869.42       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91462 G | 2032-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $120168.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  | 0.0000% | $63435335.00       | $46977903.73       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9799 | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $13460051.63       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91707 G | 2033-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $176518.21         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $29921016.05       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $220515904.00      | $162165862.51      | Agency Mortgage-Backed Securities         |
| GNRM 2024-076 KB     | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $52033150.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD     | 2055-09-20      | 5.1689%  | 0.0000% | $100000000.00      | $100169326.22      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FB     | 2054-05-20      | 5.2989%  | 0.0000% | $100000000.00      | $46773388.59       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $27049000.00       | $15930205.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA      | 2046-09-20      | 4.4743%  | 0.0000% | $30000000.00       | $6696571.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 TF     | 2055-06-20      | 5.2989%  | 0.0000% | $100000000.00      | $94663357.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FA     | 2051-05-20      | 3.0000%  | 0.0000% | $200000000.00      | $109021950.97      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-012 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $100000000.00      | $60211566.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-020 FE     | 2040-02-20      | 4.8243%  | 0.0000% | $131000000.00      | $4436537.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-064 FA     | 2052-04-20      | 4.5000%  | 0.0000% | $10667117.00       | $6010770.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD     | 2053-12-20      | 5.3489%  | 0.0000% | $100000000.00      | $42986410.99       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $18433720.00       | $15121003.12       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9196 | 2053-08-01      | 5.5000%  | 0.0000% | $3072615.00        | $2665903.73        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6061 | 2050-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $980403.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957 | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $10967011.24       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055 | 2050-01-02      | 3.0000%  | 0.0000% | $300000000.00      | $58017216.07       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $750000000.00      | $67966729.35       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454 | 2054-08-01      | 6.0000%  | 0.0000% | $51000000.00       | $39969558.83       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718 | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $874322.20         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2987 | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $7313001.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870 | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $11986823.57       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5845 | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1577917.38        | Agency Mortgage-Backed Securities         |
| GNRA 2025-048 FA     | 2055-03-20      | 5.1489%  | 0.0000% | $100000000.00      | $93177091.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ     | 2055-06-20      | 5.2989%  | 0.0000% | $50000000.00       | $48430030.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF     | 2055-04-20      | 5.1489%  | 0.0000% | $150000000.00      | $141767904.10      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FD     | 2054-08-20      | 5.1989%  | 0.0000% | $100000000.00      | $85646750.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK     | 2055-03-20      | 5.1489%  | 0.0000% | $30597000.00       | $28284716.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VF     | 2055-05-20      | 5.3489%  | 0.0000% | $20265000.00       | $19878372.50       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $7780997.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $7113838.30        | Agency Mortgage-Backed Securities         |
| GNRA 2022-160 NF     | 2052-09-20      | 4.5989%  | 0.0000% | $8006953.00        | $5697098.42        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSL1541 | 2055-04-01      | 5.5000%  | 0.0000% | $127934622.00      | $127689155.97      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2743 | 2054-11-01      | 5.5000%  | 0.0000% | $123557348.00      | $115591476.69      | Agency Mortgage-Backed Securities         |
| GNRM 2025-151 BE     | 2051-07-20      | 4.5000%  | 0.0000% | $73304610.00       | $72560485.26       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $25749.00          | $17979.39          | Agency Mortgage-Backed Securities         |
| GNRA 2011-070 QF     | 2041-05-16      | 4.6834%  | 0.0000% | $100000000.00      | $5981618.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-150 FT     | 2040-02-20      | 4.5143%  | 0.0000% | $200000000.00      | $6569332.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-097 JF     | 2042-08-16      | 4.3234%  | 0.0000% | $506000.00         | $17645.41          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FE     | 2055-07-20      | 5.2489%  | 0.0000% | $181548000.00      | $181109990.82      | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY6552 | 2055-06-01      | 6.0000%  | 0.0000% | $57323091.00       | $52830629.42       | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLRA4014 | 2050-10-01      | 1.5000%  | 0.0000% | $531504.00         | $362230.55         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $62504088.00       | $54222278.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6469 | 2054-05-01      | 5.0000%  | 0.0000% | $8450769.00        | $7610250.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $240152.00         | $209432.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $21140504.00       | $19542719.54       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2742 | 2054-11-01      | 5.5000%  | 0.0000% | $125354763.00      | $119195192.34      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2854 | 2054-11-01      | 5.0000%  | 0.0000% | $21131211.00       | $19967582.45       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4054 | 2055-05-01      | 6.0000%  | 0.0000% | $1015000.00        | $957313.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $569763.82         | Agency Mortgage-Backed Securities         |

### Security 683: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0UE4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0UE4
- **C.18 - Value (incl. sponsor support):** $2988000000.00
- **C.18.a - Value (excl. sponsor support):** $2988000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $245590400.00      | $249999956.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $242679300.00      | $249763139.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $70605700.00       | $71535533.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $16400.00          | $14421.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $226660900.00      | $240353743.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $39355500.00       | $40624304.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $44561000.00       | $46454690.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $195010500.00      | $203297781.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $96479500.00       | $101314020.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $257124600.00      | $249964198.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $262713600.00      | $249999958.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $53243800.00       | $55539384.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1492600.00        | $1534869.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $200.00            | $207.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $725100.00         | $734444.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $49396200.00       | $101274657.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $247001900.00      | $249999985.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $88879000.00       | $94513310.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $242183900.00      | $249718493.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $138423000.00      | $131197799.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $49999900.00       | $47390078.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $140988900.00      | $127365264.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $235186200.00      | $249999972.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $361700.00         | $362659.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $28847400.00       | $28876292.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $5483900.00        | $5930811.87        | U.S. Treasuries (including strips) |

### Security 684: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.090000%
- **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: ARP1D0UF1, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0UF1
- **C.18 - Value (incl. sponsor support):** $608000000.00
- **C.18.a - Value (excl. sponsor support):** $608000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Farm Federal Credit Bank | 2025-12-01      | 4.1650%  | 0.0000% | $27000.00          | $27285.77          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-02-02      | 0.0000%  | 0.0000% | $1100000.00        | $1092939.10        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-09-07      | 4.1800%  | 0.0000% | $4049000.00        | $4090592.23        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-10-01      | 4.1450%  | 0.0000% | $5500000.00        | $5537285.41        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-06-09      | 3.9600%  | 0.0000% | $9000.00           | $9084.27           | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-07-15      | 4.1300%  | 0.0000% | $39000.00          | $39236.66          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-05-28      | 3.9600%  | 0.0000% | $56000.00          | $55991.60          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-12-11      | 4.1500%  | 0.0000% | $600000.00         | $606875.00         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-04-21      | 4.1200%  | 0.0000% | $39000.00          | $39185.03          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-06-18      | 4.0100%  | 0.0000% | $111000.00         | $111927.65         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-03-18      | 4.1150%  | 0.0000% | $45000.00          | $45386.64          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-08-14      | 4.5000%  | 0.0000% | $1625000.00        | $1655415.12        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-09-24      | 4.1400%  | 0.0000% | $23332000.00       | $23500444.09       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-11-05      | 4.2700%  | 0.0000% | $248675000.00      | $249999885.14      | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-05-12      | 4.0150%  | 0.0000% | $1000.00           | $1003.13           | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-02-15      | 4.3400%  | 0.0000% | $45035000.00       | $45222514.48       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-02-02      | 4.1000%  | 0.0000% | $25000.00          | $25076.90          | Agency Debentures and Agency Strips |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $10670000.00       | $11330021.30       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-10-25      | 4.4300%  | 0.0000% | $99353000.00       | $100427723.48      | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-02-09      | 4.1000%  | 0.0000% | $45000.00          | $45103.11          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-04-17      | 3.9700%  | 0.0000% | $800000.00         | $803735.11         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-11-12      | 4.2600%  | 0.0000% | $109620000.00      | $110105281.65      | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-03-24      | 3.9400%  | 0.0000% | $503000.00         | $506762.86         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-09-10      | 4.1400%  | 0.0000% | $459000.00         | $463297.39         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-01-07      | 0.0000%  | 0.0000% | $215000.00         | $214160.21         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-04-21      | 4.1150%  | 0.0000% | $10000.00          | $10042.99          | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2025-12-29      | 4.0950%  | 0.0000% | $157000.00         | $158102.71         | Agency Debentures and Agency Strips |
| FHDN 06/02/26            | 2026-06-02      | 0.0000%  | 0.0000% | $2000000.00        | $1963298.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-06-12      | 3.9600%  | 0.0000% | $5563000.00        | $5611853.95        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-10-16      | 4.1250%  | 0.0000% | $83000.00          | $83447.59          | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-01-06      | 4.1450%  | 0.0000% | $42500000.00       | $42844130.76       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-11-13      | 4.1700%  | 0.0000% | $90000.00          | $90267.55          | Agency Debentures and Agency Strips |
| FHDN 01/21/26            | 2026-01-21      | 0.0000%  | 0.0000% | $19465000.00       | $19361309.95       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-09-21      | 4.1350%  | 0.0000% | $165000.00         | $166397.46         | Agency Debentures and Agency Strips |

### Security 685: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0UP9, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1D0UP9
- **C.18 - Value (incl. sponsor support):** $1056000000.00
- **C.18.a - Value (excl. sponsor support):** $1056000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $933600.00         | $887068.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $187800.00         | $186990.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $781500.00         | $804766.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $8715300.00        | $8755825.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $390000.00         | $415443.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $50000000.00       | $53401096.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $10238600.00       | $10250166.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $543700.00         | $458912.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $626100.00         | $358173.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $10155400.00       | $9312832.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $2988700.00        | $3138880.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $6526400.00        | $6195594.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $14221400.00       | $14787922.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $88816600.00       | $68580162.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $1854400.00        | $1406095.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $22595000.00       | $17895790.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $2570300.00        | $2626521.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $22729200.00       | $14795024.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $3645800.00        | $3694780.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $500.00            | $528.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $1496000.00        | $1481846.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $22391100.00       | $15511707.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $61302000.00       | $51135847.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $841100.00         | $843435.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $7652600.00        | $7908112.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $300.00            | $235.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $7409900.00        | $7979972.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $22260000.00       | $16860358.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1444300.00        | $1040326.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $270500.00         | $179154.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $114968900.00      | $68695357.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $2697300.00        | $1974136.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $1265900.00        | $824683.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $17426000.00       | $16283680.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $406700.00         | $342963.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $42357000.00       | $35326434.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $122638100.00      | $73277800.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $1274800.00        | $1262220.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $18350800.00       | $17715054.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-12      | 0.0000%  | 0.0000% | $3408000.00        | $3382429.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $80500.00          | $79605.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $54063800.00       | $53190442.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $368700.00         | $367705.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $7671300.00        | $6301676.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $86070900.00       | $46732674.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $8947900.00        | $7021941.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $8086600.00        | $7695025.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $1375300.00        | $1378680.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $600.00            | $666.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $464000.00         | $498567.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $16333000.00       | $16234396.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $572800.00         | $568601.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $3380000.00        | $3436136.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $71776800.00       | $51783118.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $7439300.00        | $4923558.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $16717700.00       | $12333908.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $5569600.00        | $3245054.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $21993100.00       | $10914139.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $68341800.00       | $67480557.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $22769000.00       | $22359226.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $190300.00         | $198025.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-17      | 0.0000%  | 0.0000% | $200.00            | $197.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $4728600.00        | $4833503.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $17591600.00       | $18389108.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $902400.00         | $877754.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $829500.00         | $818261.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $1340400.00        | $1346409.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $25459500.00       | $26211140.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $6025800.00        | $6041784.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $11393400.00       | $8840630.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $56642400.00       | $55585353.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $21425000.00       | $21291222.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $22499800.00       | $20871573.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $411800.00         | $348976.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $56088800.00       | $42903713.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $18197000.00       | $11101216.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $894900.00         | $937793.44         | U.S. Treasuries (including strips) |

### Security 686: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.090000%
- **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: ARP1D0UY0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1D0UY0
- **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:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $513065703.00      | $55531524.05       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7885 | 2046-09-01      | 3.0000%  | 0.0000% | $55744679.00       | $12451467.82       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  | 0.0000% | $381465244.00      | $54992167.61       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8297 | 2046-11-01      | 3.0000%  | 0.0000% | $199988422.00      | $55452719.25       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6729 | 2042-03-01      | 3.5000%  | 0.0000% | $244443430.00      | $30662121.49       | Agency Mortgage-Backed Securities |

### Security 687: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0VH6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1D0VH6
- **C.18 - Value (incl. sponsor support):** $1999960000.00
- **C.18.a - Value (excl. sponsor support):** $1999960000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $58.00             | $2800.82           | Equities                           |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $802.00            | $38504.02          | Equities                           |
| UNITED STATES TREASURY                          | 2028-07-31      | 1.0000%  | 0.0000% | $12300000.00       | $11564237.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-11-30      | 1.5000%  | 0.0000% | $10950000.00       | $10412048.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-02-28      | 1.8750%  | 0.0000% | $205900000.00      | $196517303.09      | U.S. Treasuries (including strips) |
| GRANITESHARES ETF TR           2X SHORT NVDA DA | 2500-12-31      | N/A      | 0.0000% | $5.00              | $43.70             | Equities                           |
| UNITED STATES TREASURY                          | 2029-01-31      | 4.0000%  | 0.0000% | $50000000.00       | $51371173.91       | U.S. Treasuries (including strips) |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $346.00            | $5491.02           | Equities                           |
| UNITED STATES TREASURY                          | 2028-08-15      | 2.8750%  | 0.0000% | $8000000.00        | $7938081.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-01-31      | 3.5000%  | 0.0000% | $15800000.00       | $15938424.49       | U.S. Treasuries (including strips) |
| FIDELITY COVINGTON TRUST       MSCI INDL INDX   | 2500-12-31      | N/A      | 0.0000% | $64.00             | $5219.84           | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    CAP STRENGTH ETF | 2500-12-31      | N/A      | 0.0000% | $180.00            | $16640.86          | Equities                           |
| INVESCO EXCH TRADED FD TR II   S&P 500 HB ETF   | 2500-12-31      | N/A      | 0.0000% | $88.00             | $9860.40           | Equities                           |
| UNITED STATES TREASURY                          | 2030-03-31      | 3.6250%  | 0.0000% | $1600000.00        | $1612533.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-05-31      | 2.7500%  | 0.0000% | $7500000.00        | $7411760.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-02-28      | 4.0000%  | 0.0000% | $77715000.00       | $79786823.94       | U.S. Treasuries (including strips) |
| VANGUARD WORLD FD              ENERGY ETF       | 2500-12-31      | N/A      | 0.0000% | $249.00            | $31366.53          | Equities                           |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $32.00             | $4473.92           | Equities                           |
| UNITED STATES TREASURY                          | 2028-09-30      | 1.2500%  | 0.0000% | $1500000.00        | $1412977.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-12-31      | 3.8750%  | 0.0000% | $4300000.00        | $4418671.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-01-31      | 4.2500%  | 0.0000% | $15365000.00       | $15980686.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-10-15      | 1.6250%  | 0.0000% | $50000000.00       | $52536897.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-08-31      | 3.1250%  | 0.0000% | $21000000.00       | $20853210.23       | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE TRADED FD TR  WATER RES ETF    | 2500-12-31      | N/A      | 0.0000% | $19.00             | $1380.19           | Equities                           |
| UNITED STATES TREASURY                          | 2029-11-30      | 3.8750%  | 0.0000% | $24200000.00       | $24945269.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-02-28      | 4.2500%  | 0.0000% | $18350000.00       | $18949217.32       | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE TRADED FD TR  LEISURE AND ENTE | 2500-12-31      | N/A      | 0.0000% | $272.00            | $15947.36          | Equities                           |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $653.00            | $37031.63          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD    SHS              | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2597.18           | Equities                           |
| HUNTINGTON INGALLS INDS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $1681.00           | $528355.11         | Equities                           |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $8749.00           | Equities                           |
| UNITED STATES TREASURY                          | 2029-04-30      | 2.8750%  | 0.0000% | $300000.00         | $294453.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-03-31      | 4.1250%  | 0.0000% | $3700000.00        | $3793910.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-05-31      | 4.5000%  | 0.0000% | $6572000.00        | $6926336.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-06-30      | 4.2500%  | 0.0000% | $35100000.00       | $36563138.54       | U.S. Treasuries (including strips) |
| ABRDN PALLADIUM ETF TRUST      PHYSICAL PALLADM | 2500-12-31      | N/A      | 0.0000% | $65.00             | $8420.75           | Equities                           |
| BITWISE FUNDS TRUST            CRYPTO INDUSTRY  | 2500-12-31      | N/A      | 0.0000% | $281.00            | $6342.17           | Equities                           |
| SPROTT FDS TR                  URANIUM MINERS E | 2500-12-31      | N/A      | 0.0000% | $506.00            | $27840.12          | Equities                           |
| UNITED STATES TREASURY                          | 2030-04-30      | 3.8750%  | 0.0000% | $3385000.00        | $3436209.08        | U.S. Treasuries (including strips) |
| SCHWAB STRATEGIC TR            CRYPTO THEMATIC  | 2500-12-31      | N/A      | 0.0000% | $1.00              | $72.39             | Equities                           |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR LGCP   | 2500-12-31      | N/A      | 0.0000% | $1139.00           | $44751.31          | Equities                           |
| SPDR SERIES TRUST              STATE STREET SPD | 2500-12-31      | N/A      | 0.0000% | $3.00              | $276.81            | Equities                           |
| ISHARES TR                     GLOBAL MATER ETF | 2500-12-31      | N/A      | 0.0000% | $473.00            | $44003.05          | Equities                           |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL DIS   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $56.47             | Equities                           |
| UNITED STATES TREASURY                          | 2029-07-31      | 4.0000%  | 0.0000% | $82980000.00       | $85384136.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-09-30      | 4.6250%  | 0.0000% | $1200000.00        | $1245409.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-01-15      | 0.8750%  | 0.0000% | $22500000.00       | $28698716.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-07-15      | 0.2500%  | 0.0000% | $13000000.00       | $15989291.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-05-15      | 0.6250%  | 0.0000% | $5000000.00        | $4397222.24        | U.S. Treasuries (including strips) |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $31.00             | $2086.92           | Equities                           |
| UNITED STATES TREASURY                          | 2030-04-30      | 3.5000%  | 0.0000% | $1000000.00        | $999487.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-06-30      | 3.7500%  | 0.0000% | $46699500.00       | $47738247.64       | U.S. Treasuries (including strips) |
| INVESCO EXCH TRD SLF IDX FD TR RAFI STRATGIC US | 2500-12-31      | N/A      | 0.0000% | $1.00              | $57.11             | Equities                           |
| UNITED STATES TREASURY                          | 2029-02-15      | 2.6250%  | 0.0000% | $49100000.00       | $48151133.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-05-15      | 2.3750%  | 0.0000% | $59400000.00       | $57245734.29       | U.S. Treasuries (including strips) |
| FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV    | 2500-12-31      | N/A      | 0.0000% | $247.00            | $23892.31          | Equities                           |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $57.00             | $1602.84           | Equities                           |
| ISHARES TR                     MSCI POLAND ETF  | 2500-12-31      | N/A      | 0.0000% | $1014.00           | $34546.98          | Equities                           |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $35.00             | $1838.90           | Equities                           |
| ISHARES TR                     US CONSM STAPLES | 2500-12-31      | N/A      | 0.0000% | $1.00              | $69.22             | Equities                           |
| UNITED STATES TREASURY                          | 2029-03-31      | 2.3750%  | 0.0000% | $10800000.00       | $10452602.75       | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL MAT   | 2500-12-31      | N/A      | 0.0000% | $1.00              | $33.33             | Equities                           |
| UNITED STATES TREASURY                          | 2028-07-31      | 4.1250%  | 0.0000% | $48800000.00       | $50234821.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-06-30      | 4.0000%  | 0.0000% | $40600.00          | $41777.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-10-15      | 2.3750%  | 0.0000% | $45800000.00       | $50395906.76       | U.S. Treasuries (including strips) |
| DIREXION SHS ETF TR            DAILY F BEAR 1X  | 2500-12-31      | N/A      | 0.0000% | $837.00            | $16982.98          | Equities                           |
| DIMENSIONAL ETF TRUST          US SMALL CAP ETF | 2500-12-31      | N/A      | 0.0000% | $86.00             | $5987.32           | Equities                           |
| UNITED STATES TREASURY                          | 2028-10-31      | 1.3750%  | 0.0000% | $120800000.00      | $113860587.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-08-15      | 0.6250%  | 0.0000% | $59365700.00       | $51896502.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-08-31      | 1.1250%  | 0.0000% | $1000000.00        | $941084.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-12-31      | 1.3750%  | 0.0000% | $7500000.00        | $7081379.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-06-30      | 3.2500%  | 0.0000% | $12100000.00       | $12145128.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-08-31      | 3.6250%  | 0.0000% | $1110000.00        | $1123134.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-11-30      | 4.1250%  | 0.0000% | $24000000.00       | $24997334.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-10-31      | 4.1250%  | 0.0000% | $30160000.00       | $30884069.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-11-15      | 3.1250%  | 0.0000% | $48000000.00       | $47549963.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-10-31      | 4.8750%  | 0.0000% | $57500000.00       | $59885026.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-04-15      | 1.6250%  | 0.0000% | $69750000.00       | $72186904.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-06-30      | 3.8750%  | 0.0000% | $1399900.00        | $1439543.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-06-15      | 3.8750%  | 0.0000% | $800.00            | $821.69            | U.S. Treasuries (including strips) |
| GLOBAL X FDS                   CYBRSCURTY ETF   | 2500-12-31      | N/A      | 0.0000% | $1010.00           | $31441.30          | Equities                           |
| UNITED STATES TREASURY                          | 2028-06-30      | 1.2500%  | 0.0000% | $2240400.00        | $2128736.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-08-31      | 4.3750%  | 0.0000% | $73300000.00       | $75755858.99       | U.S. Treasuries (including strips) |
| FLEXSHARES TR                  MORNSTAR UPSTR   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $1959.76           | Equities                           |
| FIRST TR EXCHANGE TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $1.00              | $164.46            | Equities                           |
| FIDELITY COVINGTON TRUST       MSCI COMMNTN SVC | 2500-12-31      | N/A      | 0.0000% | $1.00              | $71.57             | Equities                           |
| UNITED STATES TREASURY                          | 2030-05-31      | 4.0000%  | 0.0000% | $51909000.00       | $53841645.82       | U.S. Treasuries (including strips) |
| VANECK ETF TRUST               PHARMACEUTCL ETF | 2500-12-31      | N/A      | 0.0000% | $6.00              | $618.96            | Equities                           |
| VANGUARD WORLD FD              UTILITIES ETF    | 2500-12-31      | N/A      | 0.0000% | $10.00             | $1949.80           | Equities                           |
| UNITED STATES TREASURY                          | 2030-01-15      | 0.1250%  | 0.0000% | $24000000.00       | $28898682.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-02-15      | 1.5000%  | 0.0000% | $77000000.00       | $71193498.63       | U.S. Treasuries (including strips) |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $61.00             | $38121.95          | Equities                           |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $53.00             | $4806.57           | Equities                           |
| UNITED STATES TREASURY                          | 2029-12-31      | 4.3750%  | 0.0000% | $6108000.00        | $6404596.94        | U.S. Treasuries (including strips) |
| INVESCO EXCHANGE TRADED FD TR  FOOD & BEVERAGE  | 2500-12-31      | N/A      | 0.0000% | $934.00            | $42558.55          | Equities                           |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $1293.00           | $44931.75          | Equities                           |
| FIRST TR EXCHANGE-TRADED FD II COMMON SHS       | 2500-12-31      | N/A      | 0.0000% | $49.00             | $808.50            | Equities                           |
| UNITED STATES TREASURY                          | 2028-08-15      | 5.5000%  | 0.0000% | $18000000.00       | $19224394.83       | U.S. Treasuries (including strips) |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $372.00            | $39952.80          | Equities                           |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $36.00             | $9988.20           | Equities                           |
| FIRST TR EXCH TRD ALPHDX FD II EMERG MKT ALPH   | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1798.39           | Equities                           |
| UNITED STATES TREASURY                          | 2030-07-31      | 3.8750%  | 0.0000% | $34487600.00       | $35341439.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-04-30      | 4.6250%  | 0.0000% | $2500000.00        | $2596615.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-09-30      | 3.5000%  | 0.0000% | $126465000.00      | $126961637.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-11-30      | 4.3750%  | 0.0000% | $9500000.00        | $9939345.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-12-31      | 3.7500%  | 0.0000% | $41500000.00       | $42442930.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2029-11-15      | 1.7500%  | 0.0000% | $26800000.00       | $25083338.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2030-07-15      | 0.1250%  | 0.0000% | $27274700.00       | $32850944.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                          | 2028-07-15      | 0.7500%  | 0.0000% | $84448500.00       | $108581154.91      | U.S. Treasuries (including strips) |
| GRANITESHARES ETF TR           2X LONG META DAI | 2500-12-31      | N/A      | 0.0000% | $9.00              | $278.64            | Equities                           |
| SCHWAB STRATEGIC TR            US BRD MKT ETF   | 2500-12-31      | N/A      | 0.0000% | $79.00             | $2066.64           | Equities                           |

### Security 688: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0VK9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0VK9
- **C.18 - Value (incl. sponsor support):** $703000000.00
- **C.18.a - Value (excl. sponsor support):** $703000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $201018100.00      | $207279638.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $48000.00          | $42259.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $48400.00          | $42513.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $700.00            | $741.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $31291000.00       | $31897542.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.9394%  | 0.0000% | $15998800.00       | $16047024.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $669900.00         | $785882.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $153700.00         | $156237.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $124906200.00      | $135037731.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $193510400.00      | $199617874.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $1000.00           | $1017.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $300.00            | $382.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $1069700.00        | $1134911.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $25986100.00       | $24563616.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $956600.00         | $1034878.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $13970000.00       | $12378802.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $22144500.00       | $23924026.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $55165000.00       | $63358487.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips) |

### Security 689: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.090000%
- **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: ARP1D0VM5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0VM5
- **C.18 - Value (incl. sponsor support):** $4054000000.00
- **C.18.a - Value (excl. sponsor support):** $4054000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $7548752.00        | $7064385.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5768   | 2045-07-01      | 6.0000%  | 0.0000% | $1000.00           | $974.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5737   | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $911.35            | Agency Mortgage-Backed Securities         |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $11680638.00       | $6936390.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 FW       | 2055-08-20      | 5.1989%  | 0.0000% | $100000000.00      | $99792099.36       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA0938   | 2055-03-01      | 6.0000%  | 0.0000% | $1024.00           | $988.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $32670000.00       | $27059465.69       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $18870900.00       | $14506606.38       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646   | 2055-03-01      | 5.5000%  | 0.0000% | $1055.00           | $974.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5446   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $703.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5011   | 2053-05-01      | 6.0000%  | 0.0000% | $15636440.00       | $11176228.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5266   | 2039-02-01      | 5.0000%  | 0.0000% | $46000.00          | $29875.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4640   | 2037-06-01      | 3.5000%  | 0.0000% | $7000.00           | $4014.64           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS5443   | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $756.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2465   | 2055-01-01      | 5.5000%  | 0.0000% | $1315110.00        | $1213065.35        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0157   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1009.92           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2554   | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1018.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0078   | 2056-04-01      | 4.0000%  | 0.0000% | $827000.00         | $214475.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4441   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $908.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4647   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $720.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0735   | 2055-08-01      | 6.0000%  | 0.0000% | $5248381.00        | $4279823.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1302   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $954.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9147   | 2055-08-01      | 6.0000%  | 0.0000% | $1002.00           | $1040.95           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD8892   | 2055-09-01      | 7.0000%  | 0.0000% | $1008.00           | $1094.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2548   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $77428992.00       | $60439047.91       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5216   | 2053-12-01      | 6.0000%  | 0.0000% | $62196416.00       | $43625496.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5853   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.81           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0535   | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $982.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8394   | 2055-03-01      | 6.5000%  | 0.0000% | $1017.00           | $1078.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3812   | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $827.37            | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $2605546.00        | $2640932.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1808   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB0869   | 2051-06-01      | 3.5000%  | 0.0000% | $40074050.00       | $21108528.76       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7451   | 2050-10-01      | 2.0000%  | 0.0000% | $146991360.00      | $76493451.64       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $2790000.00        | $2830883.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $17982000.00       | $18910703.84       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips)        |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $49966324.00       | $11326783.62       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips)        |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $1024.00           | $93.88             | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $2048.00           | $1051.62           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $883400.00         | $662938.50         | U.S. Treasuries (including strips)        |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $10507569.00       | $600583.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6333   | 2052-10-01      | 4.0000%  | 0.0000% | $8297100.00        | $6748593.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $14055.00          | $10236.44          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5177   | 2055-02-01      | 5.5000%  | 0.0000% | $18848800.00       | $17933154.07       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2125   | 2055-05-01      | 6.5000%  | 0.0000% | $12219.00          | $11648.27          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9426   | 2055-04-01      | 6.0000%  | 0.0000% | $15822400.00       | $14554579.39       | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $19997024.00       | $14960248.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1577   | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $214.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2213   | 2048-11-01      | 3.0000%  | 0.0000% | $1275998.00        | $243125.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8038   | 2051-07-01      | 3.0000%  | 0.0000% | $5219600.00        | $2812325.38        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CKMA5198   | 2053-09-01      | 7.0000%  | 0.0000% | $4694000.00        | $2372824.19        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7430   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $803.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7572   | 2055-07-01      | 5.5000%  | 0.0000% | $23602840.00       | $22981478.05       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY6746   | 2055-06-01      | 7.0000%  | 0.0000% | $1006.00           | $1072.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789   | 2055-08-01      | 4.0000%  | 0.0000% | $108080.00         | $102004.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7211   | 2054-02-01      | 6.0000%  | 0.0000% | $21637248.00       | $20246845.61       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQZ3608   | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $954.82            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3607   | 2037-02-01      | 2.5000%  | 0.0000% | $9000.00           | $6108.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5472   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $779.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4477   | 2037-05-01      | 2.5000%  | 0.0000% | $624000.00         | $417432.45         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $812.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0035   | 2054-02-01      | 6.5000%  | 0.0000% | $7443112.00        | $6621593.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0449   | 2053-10-01      | 5.5000%  | 0.0000% | $6133920.00        | $5541786.82        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3472   | 2055-09-01      | 5.0000%  | 0.0000% | $1008.00           | $1005.32           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1314   | 2055-08-01      | 5.5000%  | 0.0000% | $2605780.00        | $2584096.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7120   | 2055-10-01      | 5.5000%  | 0.0000% | $1016580.00        | $1039724.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3640   | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1034.99           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9420   | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $821.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4902   | 2055-02-01      | 5.5000%  | 0.0000% | $1492436.00        | $1495409.00        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQY3685   | 2055-05-01      | 4.0000%  | 0.0000% | $1458420.00        | $1385418.26        | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $2109101.00        | $1533331.29        | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2008.00           | $1105.53           | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $554360.00         | $326167.60         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2836   | 2055-09-01      | 5.5000%  | 0.0000% | $16705705.00       | $16863685.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8526   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $801.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8514   | 2029-01-01      | 3.5000%  | 0.0000% | $1001.00           | $47.82             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6442   | 2054-08-01      | 6.0000%  | 0.0000% | $6278952.00        | $6132763.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $456654.00         | $364062.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8329   | 2053-06-01      | 5.0000%  | 0.0000% | $38000.00          | $31903.97          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3262   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $917.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3047   | 2053-01-01      | 6.0000%  | 0.0000% | $52700000.00       | $47088012.06       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5602   | 2054-10-01      | 5.0000%  | 0.0000% | $1312496.00        | $1275390.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5563   | 2054-10-01      | 5.0000%  | 0.0000% | $6669800.00        | $6415925.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO1776   | 2049-07-01      | 4.0000%  | 0.0000% | $31707392.00       | $9053893.62        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2835   | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $730.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5839   | 2055-03-01      | 6.0000%  | 0.0000% | $1072618.00        | $1118580.23        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4566   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $944.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI9480   | 2054-07-01      | 5.0000%  | 0.0000% | $230841.00         | $227189.17         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX4207   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $789.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9160   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $831.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDB7478   | 2040-03-01      | 4.5000%  | 0.0000% | $1117211.00        | $1084041.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQI3592   | 2054-04-01      | 4.5000%  | 0.0000% | $99910.00          | $92388.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7531   | 2050-12-01      | 3.0000%  | 0.0000% | $1000.00           | $465.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6760   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $802.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3729   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $890.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4957   | 2054-09-01      | 6.0000%  | 0.0000% | $769735.00         | $788239.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7946   | 2052-09-01      | 5.5000%  | 0.0000% | $885000.00         | $680894.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1992   | 2052-12-01      | 5.0000%  | 0.0000% | $17487.00          | $15397.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9881   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $988.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4884   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $946.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $75053.00          | $56331.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $6872.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $830.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8385   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $557.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA1349   | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1563.41           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5555   | 2054-09-01      | 6.5000%  | 0.0000% | $3200640.00        | $2853986.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA6009   | 2050-05-01      | 3.5000%  | 0.0000% | $1007.00           | $265.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1109   | 2051-07-01      | 2.0000%  | 0.0000% | $677000.00         | $401938.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2097   | 2051-11-01      | 3.0000%  | 0.0000% | $505000.00         | $343088.69         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5883   | 2040-11-01      | 3.5000%  | 0.0000% | $255052.00         | $246665.05         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0216   | 2040-08-01      | 4.0000%  | 0.0000% | $1326312.00        | $45260.64          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5087   | 2038-07-01      | 5.5000%  | 0.0000% | $128006.00         | $79153.21          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5583   | 2055-01-01      | 4.0000%  | 0.0000% | $160998.00         | $147603.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $773.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732   | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $930.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5480   | 2044-09-01      | 5.5000%  | 0.0000% | $198000.00         | $150462.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4578   | 2052-04-01      | 2.5000%  | 0.0000% | $46624.00          | $31925.92          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5448   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $40000.00          | $31262.28          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4182   | 2050-11-01      | 2.0000%  | 0.0000% | $18000.00          | $9492.59           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL2529   | 2050-04-01      | 4.5000%  | 0.0000% | $18516960.00       | $18265222.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0694   | 2049-11-01      | 5.0000%  | 0.0000% | $3671748.00        | $3309976.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1180   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $968.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1516   | 2054-04-01      | 6.0000%  | 0.0000% | $8961609.00        | $8711787.67        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6879   | 2055-11-01      | 5.0000%  | 0.0000% | $2711000.00        | $2720338.79        | Agency Mortgage-Backed Securities         |
| GNII SP 785249 C       | 2050-11-20      | 4.0000%  | 0.0000% | $28749632.00       | $11481811.30       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1140   | 2054-06-01      | 6.5000%  | 0.0000% | $18019968.00       | $14928556.92       | Agency Mortgage-Backed Securities         |
| GNII SF MB0749 M       | 2055-11-20      | 7.0000%  | 0.0000% | $1024.00           | $1067.20           | Agency Mortgage-Backed Securities         |
| GNII SF MB0256 M       | 2050-10-20      | 4.0000%  | 0.0000% | $4632368.00        | $4339769.05        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $12273135.00       | $5847810.43        | Agency Mortgage-Backed Securities         |
| GNRA 2025-069 FN       | 2055-04-20      | 5.3989%  | 0.0000% | $50000000.00       | $49329120.37       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $14339500.00       | $14377172.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $8915500.00        | $8509126.03        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips)        |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $1019.00           | $121.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420   | 2054-04-01      | 5.5000%  | 0.0000% | $42328320.00       | $35423837.41       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6529   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $803.50            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1582   | 2052-05-01      | 3.0000%  | 0.0000% | $476462.00         | $342124.07         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463   | 2054-09-01      | 6.0000%  | 0.0000% | $7238992.00        | $5727928.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7571   | 2054-06-01      | 6.5000%  | 0.0000% | $27546200.00       | $23167184.84       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4051   | 2040-08-01      | 4.5000%  | 0.0000% | $1006808.00        | $988686.68         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $22000.00          | $11446.85          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA4936   | 2053-10-01      | 7.0000%  | 0.0000% | $1292986.00        | $1266744.07        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0343   | 2048-06-01      | 4.5000%  | 0.0000% | $1971.00           | $462.73            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO4057   | 2040-08-01      | 4.5000%  | 0.0000% | $3995512.00        | $3563862.87        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188   | 2052-01-01      | 2.0000%  | 0.0000% | $282579.00         | $183974.34         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0502   | 2050-08-01      | 3.0000%  | 0.0000% | $600000.00         | $282017.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7771   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1004.97           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA4934   | 2051-03-01      | 3.0000%  | 0.0000% | $154000.00         | $89735.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8849   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1068.48           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN9402   | 2037-02-01      | 2.0000%  | 0.0000% | $318078.00         | $164077.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTCB6022   | 2043-04-01      | 5.0000%  | 0.0000% | $3670559.00        | $2890600.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6931   | 2053-08-01      | 6.5000%  | 0.0000% | $14884200.00       | $12562017.48       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0831   | 2052-03-01      | 3.0000%  | 0.0000% | $11027166.00       | $8092080.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4139   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $739.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7605   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $564.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB6318   | 2054-06-01      | 6.5000%  | 0.0000% | $996500.00         | $870091.39         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $10858128.00       | $3817719.90        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.44             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $6548800.00        | $6881815.98        | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFS9534   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $927.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1005   | 2055-09-01      | 5.5000%  | 0.0000% | $1040.00           | $1065.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0278   | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1005.28           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $2001800.00        | $2462214.13        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $17710400.00       | $18437923.66       | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLQC0717   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $563.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA6444   | 2050-01-01      | 4.5000%  | 0.0000% | $744000.00         | $432271.65         | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $40879.00          | $800.61            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G02408 G   | 2036-12-01      | 5.5000%  | 0.0000% | $162792.00         | $853.76            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $71370.00          | $1333.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4085   | 2053-10-01      | 6.0000%  | 0.0000% | $40306823.00       | $33975749.30       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $445943.00         | $317846.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371   | 2053-11-01      | 5.0000%  | 0.0000% | $3833207.00        | $3354602.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $1007.00           | $832.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7059   | 2052-02-01      | 3.0000%  | 0.0000% | $110295.00         | $81760.56          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA1839   | 2049-08-01      | 4.0000%  | 0.0000% | $9000.00           | $2136.91           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8271   | 2052-10-01      | 2.5000%  | 0.0000% | $1008.00           | $742.95            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD2128   | 2051-11-01      | 2.5000%  | 0.0000% | $566129.00         | $362613.15         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4799   | 2052-01-01      | 2.5000%  | 0.0000% | $457241.00         | $292468.41         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $898.57            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.70             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $157.36            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $2000.00           | $1520.04           | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLDF2915   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.06           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV2890   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $821.36            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE9835   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $862.23            | Agency Mortgage-Backed Securities         |
| GNRA 2024-171 FA       | 2054-10-20      | 5.2489%  | 0.0000% | $38985141.00       | $33244830.97       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CTMA5598   | 2045-01-01      | 5.5000%  | 0.0000% | $5559993.00        | $4533934.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5422   | 2054-07-01      | 6.5000%  | 0.0000% | $380145.00         | $251197.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5535   | 2039-11-01      | 5.0000%  | 0.0000% | $39000.00          | $31812.97          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1342   | 2055-05-01      | 5.5000%  | 0.0000% | $32303232.00       | $31899853.54       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0513   | 2053-12-01      | 6.5000%  | 0.0000% | $15247500.00       | $12380685.93       | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $855.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1024.00           | $79.13             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2313   | 2055-09-01      | 6.0000%  | 0.0000% | $23378880.00       | $24096588.77       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1220   | 2055-04-01      | 6.0000%  | 0.0000% | $4498200.00        | $4385564.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0436   | 2054-05-01      | 5.5000%  | 0.0000% | $17092618.00       | $15988703.24       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL0918   | 2053-04-01      | 4.5000%  | 0.0000% | $5364145.00        | $5137556.71        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH5752   | 2047-11-01      | 3.5000%  | 0.0000% | $3988990.00        | $634132.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ8517   | 2055-11-01      | 5.5000%  | 0.0000% | $3663124.00        | $3784494.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0690   | 2054-08-01      | 6.5000%  | 0.0000% | $9545784.00        | $9389179.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAR1203   | 2042-12-01      | 3.0000%  | 0.0000% | $92000.00          | $31211.29          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ1163   | 2050-08-01      | 2.0000%  | 0.0000% | $994000.00         | $512430.40         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL883993   | 2036-04-01      | 6.5000%  | 0.0000% | $1009.00           | $5.60              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1508   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8863   | 2050-02-25      | 3.0000%  | 0.0000% | $1024.00           | $831.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0249   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $940.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL890362   | 2041-08-01      | 4.5000%  | 0.0000% | $1003.00           | $92.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885315   | 2036-06-01      | 6.0000%  | 0.0000% | $1140.00           | $15.50             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0590   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $993.81            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9091   | 2055-11-01      | 5.0000%  | 0.0000% | $3581658.00        | $3592385.07        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1695   | 2052-03-01      | 2.5000%  | 0.0000% | $5293248.00        | $4390063.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9506   | 2055-07-01      | 6.0000%  | 0.0000% | $1174774.00        | $1220098.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY4569   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $581.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB4274   | 2052-07-01      | 2.5000%  | 0.0000% | $20878450.00       | $14985039.77       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $63449900.00       | $64968462.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $8281600.00        | $8418342.26        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $170100.00         | $122492.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $25709200.00       | $18634605.55       | U.S. Treasuries (including strips)        |
| 03.500 FGPC G08788 G   | 2047-11-01      | 3.5000%  | 0.0000% | $366599.00         | $45078.57          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $8511.00           | $356.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $778.25            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0296   | 2050-03-01      | 4.0000%  | 0.0000% | $4160152.00        | $844601.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4518   | 2054-09-01      | 5.0000%  | 0.0000% | $2839564.00        | $2328861.34        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $7105784.00        | $4013296.51        | Agency Mortgage-Backed Securities         |
| GNRA 2025-121 FD       | 2055-07-20      | 5.3989%  | 0.0000% | $50000000.00       | $49855567.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $123702530.00      | $78152321.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 FH       | 2055-09-20      | 5.1989%  | 0.0000% | $100000000.00      | $99294887.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 4.9989%  | 0.0000% | $50000000.00       | $26441415.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6659998.00        | $4140546.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $125811000.00      | $74094977.13       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $997.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $1024.00           | $914.32            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $174999.00         | $107827.02         | Agency Mortgage-Backed Securities         |
| GNRA 2025-172 GF       | 2055-10-20      | 5.0989%  | 0.0000% | $29262600.00       | $29250977.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $165961588.00      | $104166728.91      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 AF       | 2055-08-20      | 5.3489%  | 0.0000% | $50000000.00       | $49684511.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.0989%  | 0.0000% | $49999000.00       | $39827521.48       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL0889   | 2055-04-01      | 6.0000%  | 0.0000% | $111965824.00      | $110671256.27      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0375   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $964.93            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7914   | 2055-11-01      | 5.5000%  | 0.0000% | $19761316.00       | $20113956.68       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5329   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.09           | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $2016.00           | $1775.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0082   | 2055-03-01      | 5.0000%  | 0.0000% | $1023.00           | $1024.60           | Agency Mortgage-Backed Securities         |
| GNII SP 786326 C       | 2052-08-20      | 5.5000%  | 0.0000% | $1056.00           | $869.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4439   | 2051-10-01      | 3.0000%  | 0.0000% | $183771.00         | $106894.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $131.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3665   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $115.07            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4403   | 2036-08-01      | 2.0000%  | 0.0000% | $72185.00          | $39089.36          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1213   | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $124.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB4102   | 2041-12-01      | 3.5000%  | 0.0000% | $450441.00         | $26174.75          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2189   | 2048-08-01      | 4.0000%  | 0.0000% | $45074426.00       | $15320930.68       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $1034.00           | $81.19             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3099   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $890.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1591   | 2043-08-01      | 4.5000%  | 0.0000% | $1000.00           | $165.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0551   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $955.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0386   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $975.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQMA1788   | 2044-02-01      | 4.0000%  | 0.0000% | $1000.00           | $136.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD1951   | 2046-07-01      | 3.0000%  | 0.0000% | $1001.00           | $241.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 I4BF0606   | 2062-03-01      | 5.0000%  | 0.0000% | $1000.00           | $732.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE3596   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $962.13            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $4918.00           | $175.49            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC O20139 G   | 2031-09-01      | 5.5000%  | 0.0000% | $1637.00           | $4.80              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZN0532   | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $92.03             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3RSF1009   | 2036-06-01      | 2.5000%  | 0.0000% | $2877925.00        | $1923744.50        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTRB5377   | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $996.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9174   | 2053-06-01      | 6.5000%  | 0.0000% | $23699.00          | $15899.79          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7912   | 2053-02-01      | 5.0000%  | 0.0000% | $8367085.00        | $6785153.09        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ3675   | 2054-09-01      | 4.5000%  | 0.0000% | $3660168.00        | $3435168.52        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6196   | 2048-04-01      | 3.5000%  | 0.0000% | $7889.00           | $940.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3629   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.42           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8551   | 2053-03-01      | 5.5000%  | 0.0000% | $961000.00         | $569352.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY1255   | 2053-05-01      | 6.0000%  | 0.0000% | $3192756.00        | $2522090.58        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0812   | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $714.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5447   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.99           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBN8997   | 2051-03-01      | 2.0000%  | 0.0000% | $294013.00         | $175986.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5807   | 2048-04-01      | 3.5000%  | 0.0000% | $7700001.00        | $1093774.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO9325   | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $121.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4379   | 2051-07-01      | 2.5000%  | 0.0000% | $817000.00         | $479695.71         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $402935.00         | $249649.20         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA3876   | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $96.80             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2707   | 2055-07-01      | 6.0000%  | 0.0000% | $32131074.00       | $32462527.04       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF4646   | 2055-11-01      | 5.5000%  | 0.0000% | $7178632.00        | $7367896.63        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA4468   | 2034-11-01      | 3.5000%  | 0.0000% | $1152.00           | $287.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8358   | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $731.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6233   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1503   | 2053-09-01      | 6.0000%  | 0.0000% | $8992000.00        | $8159091.12        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3490   | 2055-11-01      | 5.0000%  | 0.0000% | $3655144.00        | $3682656.27        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6977   | 2050-09-01      | 2.0000%  | 0.0000% | $126208288.00      | $64361543.83       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $300.00            | $222.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $2060000.00        | $1552525.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $116979100.00      | $119703102.02      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $44528900.00       | $45707368.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $1994300.00        | $2078693.45        | U.S. Treasuries (including strips)        |
| GNMI SF 711221 X       | 2040-03-15      | 4.5000%  | 0.0000% | $1003.00           | $107.82            | Agency Mortgage-Backed Securities         |
| GNRA 2025-115 FC       | 2055-07-20      | 5.1989%  | 0.0000% | $99995874.00       | $99445779.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $99307430.00       | $62844370.78       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY5658   | 2055-05-01      | 5.5000%  | 0.0000% | $1074638.00        | $1043472.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0779   | 2055-08-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ1385   | 2055-08-01      | 5.0000%  | 0.0000% | $1014890.00        | $1016097.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888129   | 2037-02-01      | 5.5000%  | 0.0000% | $65999925.00       | $426234.55         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9724   | 2054-03-01      | 5.5000%  | 0.0000% | $1748000.00        | $1399250.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9974   | 2054-12-01      | 6.0000%  | 0.0000% | $18976451.00       | $17928791.95       | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $32960886.00       | $18895197.99       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CIMA5772   | 2040-07-01      | 5.5000%  | 0.0000% | $29000.00          | $26319.03          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5911   | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9138   | 2050-03-01      | 4.0000%  | 0.0000% | $1008.00           | $496.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $58000.00          | $37784.58          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2511   | 2055-09-01      | 5.5000%  | 0.0000% | $3403290.00        | $3459309.35        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2843   | 2055-08-01      | 6.0000%  | 0.0000% | $1202457.00        | $1234308.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $2008.00           | $949.25            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $1600.00           | $1586.18           | U.S. Treasuries (including strips)        |
| FEPC 06.000 CISB1715   | 2040-08-01      | 6.0000%  | 0.0000% | $29867.00          | $31105.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2601   | 2047-02-01      | 4.0000%  | 0.0000% | $1040.00           | $203.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0941   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $665.72            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQI9979   | 2054-06-01      | 7.5000%  | 0.0000% | $1110030.00        | $841430.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2235   | 2053-01-01      | 6.0000%  | 0.0000% | $1341723.00        | $857809.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3382   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $863.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3515   | 2053-07-01      | 6.0000%  | 0.0000% | $110000.00         | $91915.45          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH6849   | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $699.33            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD5125   | 2054-04-01      | 7.0000%  | 0.0000% | $3521448.00        | $2599328.46        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5279   | 2052-08-01      | 3.0000%  | 0.0000% | $51000.00          | $39798.51          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5725   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.06           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB0693   | 2054-03-01      | 7.0000%  | 0.0000% | $507745.00         | $542013.11         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF5671   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD8010   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $659.37            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH7568   | 2053-12-01      | 7.0000%  | 0.0000% | $1008.00           | $558.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3596   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $789.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF1236   | 2052-10-01      | 4.5000%  | 0.0000% | $24977000.00       | $20320137.02       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2104   | 2052-05-01      | 3.5000%  | 0.0000% | $312000.00         | $213279.54         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBP9142   | 2050-07-01      | 5.0000%  | 0.0000% | $1000.00           | $350.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3144   | 2054-09-01      | 6.0000%  | 0.0000% | $275438.00         | $261978.73         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH4368   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $888.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2889   | 2054-09-01      | 5.5000%  | 0.0000% | $1019035.00        | $1035826.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $902.34            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ3218   | 2054-09-01      | 7.0000%  | 0.0000% | $2351728.00        | $2200451.56        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8370   | 2051-02-01      | 2.0000%  | 0.0000% | $1057820.00        | $604757.45         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8001   | 2052-08-01      | 4.5000%  | 0.0000% | $633515.00         | $504120.45         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $22423098.00       | $19557229.11       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2028   | 2055-06-01      | 5.5000%  | 0.0000% | $2043896.00        | $2032470.31        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3307   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.23           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q42771 G   | 2046-09-01      | 4.0000%  | 0.0000% | $1757468.00        | $262685.85         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257   | 2052-10-01      | 4.5000%  | 0.0000% | $16896822.00       | $13281786.89       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8195   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.39           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7917   | 2046-09-01      | 3.5000%  | 0.0000% | $1024.00           | $269.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6382   | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $956.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY9133   | 2053-08-01      | 5.0000%  | 0.0000% | $1020.00           | $949.82            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ9374   | 2051-01-01      | 2.5000%  | 0.0000% | $996000.00         | $634609.85         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G   | 2044-12-01      | 4.0000%  | 0.0000% | $12264.00          | $921.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3166   | 2055-07-01      | 6.0000%  | 0.0000% | $15571561.00       | $15274563.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE2117   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1402168.00        | $1117529.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9513   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $869.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4364   | 2052-08-01      | 3.5000%  | 0.0000% | $15999.00          | $11960.19          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2881   | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1019.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3695   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMB0304   | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $915.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAR1400   | 2043-01-01      | 3.5000%  | 0.0000% | $1024.00           | $117.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2880   | 2055-11-01      | 5.0000%  | 0.0000% | $3602907.00        | $3629568.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995076   | 2038-11-01      | 6.0000%  | 0.0000% | $1022.00           | $21.10             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE4688   | 2055-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA1154   | 2032-08-01      | 4.0000%  | 0.0000% | $1000.00           | $65.82             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0257   | 2055-04-01      | 6.0000%  | 0.0000% | $26573184.00       | $26357523.77       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL1466   | 2052-08-01      | 3.5000%  | 0.0000% | $19383852.00       | $17367997.16       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0775   | 2054-05-01      | 6.0000%  | 0.0000% | $52721051.00       | $43865069.81       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1115   | 2055-05-01      | 6.0000%  | 0.0000% | $119136896.00      | $110987363.84      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $924.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL883992   | 2036-04-01      | 6.0000%  | 0.0000% | $1001.00           | $24.06             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3065   | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $235.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7901   | 2044-01-01      | 4.0000%  | 0.0000% | $1000.00           | $845.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 ZLFP0137   | 2055-01-25      | 6.5000%  | 0.0000% | $1008.00           | $966.03            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0861   | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $995.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5450   | 2045-07-01      | 3.5000%  | 0.0000% | $1037.00           | $231.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2922   | 2055-09-01      | 5.5000%  | 0.0000% | $26586320.00       | $27349099.34       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0452   | 2054-02-01      | 6.0000%  | 0.0000% | $24049440.00       | $19875729.69       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9143   | 2052-01-01      | 2.5000%  | 0.0000% | $43000.00          | $32914.15          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $1000.00           | $1033.12           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $102.56            | U.S. Treasuries (including strips)        |
| GNRA 2025-062 FE       | 2055-04-20      | 5.1489%  | 0.0000% | $69202987.00       | $66963190.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-010 FB       | 2055-01-20      | 5.1689%  | 0.0000% | $67251000.00       | $60509949.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 5.2089%  | 0.0000% | $100000000.00      | $86984891.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $139933000.00      | $84078448.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $25047092.00       | $15353526.00       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $791.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0773   | 2054-04-01      | 5.0000%  | 0.0000% | $4855584.00        | $4011484.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2500   | 2055-07-01      | 6.5000%  | 0.0000% | $1031.00           | $1069.77           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0771   | 2054-03-01      | 6.0000%  | 0.0000% | $27139653.00       | $24537430.96       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0240   | 2048-09-01      | 3.0000%  | 0.0000% | $1000.00           | $840.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3414   | 2048-07-01      | 3.5000%  | 0.0000% | $2056424.00        | $224607.37         | Agency Mortgage-Backed Securities         |
| GNRA 2023-136 FC       | 2053-09-20      | 5.2989%  | 0.0000% | $22291818.00       | $7264341.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD       | 2054-11-20      | 5.1489%  | 0.0000% | $10848600.00       | $8675943.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 AF       | 2054-10-20      | 5.1489%  | 0.0000% | $121580700.00      | $94006319.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF       | 2054-04-20      | 5.1489%  | 0.0000% | $17549590.00       | $11032031.60       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY8351   | 2055-07-01      | 6.5000%  | 0.0000% | $668468.00         | $693690.72         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1504   | 2055-08-01      | 6.5000%  | 0.0000% | $1854188.00        | $1627802.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8716   | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $848.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995833   | 2029-05-01      | 5.5000%  | 0.0000% | $1024.00           | $3.57              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5885   | 2040-11-01      | 4.5000%  | 0.0000% | $139400.00         | $138547.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2645   | 2055-08-01      | 5.0000%  | 0.0000% | $1068176.00        | $1070031.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5920   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9318   | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $942.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2867   | 2055-11-01      | 5.0000%  | 0.0000% | $1013.00           | $1018.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKMA3725   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $35.57             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3383   | 2048-06-01      | 3.5000%  | 0.0000% | $1883368.00        | $196229.92         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $2892470.00        | $1409693.77        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $41897000.00       | $20419205.68       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7294   | 2050-10-01      | 2.5000%  | 0.0000% | $25467087.00       | $13461591.74       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4306   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $555.77            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4150   | 2050-09-01      | 2.5000%  | 0.0000% | $30802840.00       | $14224535.52       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM8297   | 2035-12-01      | 3.0000%  | 0.0000% | $439000.00         | $154986.83         | Agency Mortgage-Backed Securities         |
| GNRA 2025-080 FD       | 2055-05-20      | 5.4989%  | 0.0000% | $49997956.00       | $48797795.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.1989%  | 0.0000% | $52256128.00       | $39108393.53       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0687 M       | 2055-10-20      | 6.0000%  | 0.0000% | $106951079.00      | $109454672.38      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $76.82             | U.S. Treasuries (including strips)        |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $3234246.00        | $2234179.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.2489%  | 0.0000% | $100000000.00      | $81668472.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 FH       | 2055-01-20      | 5.3989%  | 0.0000% | $32243969.00       | $24660578.47       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL1467   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $999.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2556   | 2055-09-01      | 5.0000%  | 0.0000% | $7998003.00        | $8050688.54        | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 YF       | 2055-03-20      | 5.2989%  | 0.0000% | $1414500.00        | $1290914.49        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5139   | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $734.49            | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FG       | 2055-05-20      | 5.4989%  | 0.0000% | $46624970.00       | $45983795.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 5.2289%  | 0.0000% | $45293329.00       | $39619200.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.2089%  | 0.0000% | $26823044.00       | $17905365.54       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $417000.00         | $269808.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2680   | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $668.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4085   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $236.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8166   | 2051-06-01      | 3.0000%  | 0.0000% | $1897000.00        | $1024455.42        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4088   | 2035-07-01      | 3.5000%  | 0.0000% | $1000.00           | $247.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0588   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $998.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $123028800.00      | $77111358.02       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1968   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $828.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9855   | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $725.23            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2297   | 2051-12-01      | 2.5000%  | 0.0000% | $30566784.00       | $19021864.24       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0189   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $529.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1743   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $956.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0847   | 2051-06-01      | 3.0000%  | 0.0000% | $1024.00           | $601.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3057   | 2052-03-01      | 3.0000%  | 0.0000% | $1152.00           | $839.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $10125.00          | $990.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4356   | 2051-06-01      | 2.5000%  | 0.0000% | $1945707.00        | $1138041.17        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3984   | 2035-04-01      | 2.5000%  | 0.0000% | $1000.00           | $174.19            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $32659712.00       | $18706287.47       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $142609683.00      | $108519304.61      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4885   | 2052-11-01      | 3.0000%  | 0.0000% | $113000.00         | $82428.37          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106   | 2053-08-01      | 5.0000%  | 0.0000% | $1250.00           | $1056.50           | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $2130.00           | $156.21            | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $53439488.00       | $50841344.47       | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $30288865.00       | $31005598.59       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CJMA2308   | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $62.64             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAB7668   | 2043-01-01      | 3.0000%  | 0.0000% | $404587.00         | $50322.02          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3345   | 2028-04-01      | 3.5000%  | 0.0000% | $1001.00           | $52.78             | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M       | 2054-12-20      | 5.0000%  | 0.0000% | $2032.00           | $1943.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9919   | 2051-12-01      | 3.0000%  | 0.0000% | $24999000.00       | $16201776.58       | Agency Mortgage-Backed Securities         |
| GNRA 2025-024 FD       | 2055-02-20      | 5.1689%  | 0.0000% | $4212014.00        | $3485225.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 5.2989%  | 0.0000% | $113617792.00      | $96984108.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 FN       | 2055-08-20      | 5.1789%  | 0.0000% | $22738000.00       | $22727059.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC       | 2054-08-20      | 5.1589%  | 0.0000% | $2547328.00        | $1955575.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 5.2989%  | 0.0000% | $36770560.00       | $26750917.35       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $2227858.00        | $1790527.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9229   | 2055-07-01      | 6.0000%  | 0.0000% | $1112.00           | $1001.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3177   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.68           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9175   | 2054-09-01      | 7.0000%  | 0.0000% | $9633900.00        | $8769788.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3611   | 2034-03-01      | 4.0000%  | 0.0000% | $3301.00           | $246.70            | Agency Mortgage-Backed Securities         |

### Security 690: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.090000%
- **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: ARP1D0VN3, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1D0VN3
- **C.18 - Value (incl. sponsor support):** $609000000.00
- **C.18.a - Value (excl. sponsor support):** $609000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2020-167 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $509773625.00      | $247334313.13      | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $87979072.00       | $55312851.35       | Agency Mortgage-Backed Securities         |
| GNRM 2020-140 GA     | 2050-09-20      | 1.0000%  | 0.0000% | $190170546.00      | $77110516.10       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $104148822.00      | $80087822.63       | Agency Mortgage-Backed Securities         |
| GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  | 0.0000% | $389954191.00      | $172199927.91      | Agency Collateralized Mortgage Obligation |

### Security 691: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.090000%
- **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: ARP1D0VO1, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1D0VO1
- **C.18 - Value (incl. sponsor support):** $717000000.00
- **C.18.a - Value (excl. sponsor support):** $717000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLMA4733   | 2052-09-01      | 4.5000%  | 0.0000% | $52724022.00       | $40822756.40       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5583   | 2055-01-01      | 4.0000%  | 0.0000% | $102478.00         | $93952.04          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $59896600.00       | $59712717.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.70             | U.S. Treasuries (including strips) |
| GNII SP 785281 C       | 2050-06-20      | 4.5000%  | 0.0000% | $196404992.00      | $62157715.76       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| GNII SP 785116 M       | 2049-09-20      | 3.5000%  | 0.0000% | $184604416.00      | $34429223.11       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7751   | 2053-03-01      | 4.0000%  | 0.0000% | $8000.00           | $6924.15           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5520   | 2055-10-01      | 5.5000%  | 0.0000% | $8000.00           | $8128.07           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $3155700.00        | $3127062.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $69600.00          | $78901.18          | U.S. Treasuries (including strips) |
| FNMS 03.500 I4BF0181   | 2057-02-01      | 3.5000%  | 0.0000% | $1000.00           | $298.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5648   | 2055-03-01      | 6.5000%  | 0.0000% | $7032.00           | $5471.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $7886079.00        | $7622518.80        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA2772   | 2052-04-01      | 2.0000%  | 0.0000% | $948760.00         | $782576.47         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $534000.00         | $531438.31         | U.S. Treasuries (including strips) |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1024.00           | $648.35            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $3573800.00        | $2445604.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $26392800.00       | $26638508.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $217.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $78.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $2423100.00        | $2576466.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $205.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $632200.00         | $659719.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $4836400.00        | $3505531.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $8996100.00        | $8279484.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $85.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $185300.00         | $200330.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $2471100.00        | $2506304.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.13             | U.S. Treasuries (including strips) |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $132473344.00      | $134272506.08      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4745   | 2055-06-01      | 6.0000%  | 0.0000% | $40114027.00       | $39680367.69       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $99900.00          | $94405.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $341000.00         | $351621.85         | U.S. Treasuries (including strips) |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $277946589.00      | $248013185.52      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $3042000.00        | $2678172.47        | U.S. Treasuries (including strips) |
| GNPL PN CR3470         | 2057-12-15      | 4.9000%  | 0.0000% | $3037000.00        | $3004042.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0624   | 2054-08-01      | 6.5000%  | 0.0000% | $34764737.00       | $31267394.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA8042 M       | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $653.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA2771   | 2053-09-01      | 4.0000%  | 0.0000% | $23160190.00       | $22094200.81       | Agency Mortgage-Backed Securities  |

### Security 692: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.090000%
- **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: ARP1D0VT0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0VT0
- **C.18 - Value (incl. sponsor support):** $6492000000.00
- **C.18.a - Value (excl. sponsor support):** $6492000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLZM6169 | 2048-04-01      | 4.5000%  | 0.0000% | $800000.00         | $109243.82         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  | 0.0000% | $5033832.00        | $3219131.93        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0570 | 2031-06-01      | 7.0000%  | 0.0000% | $17997824.00       | $15080.62          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $5724904.00        | $3394620.75        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB1270 | 2039-09-01      | 6.5000%  | 0.0000% | $5263224.00        | $4122250.65        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  | 0.0000% | $546554.00         | $556664.11         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0001 | 2047-04-01      | 4.0000%  | 0.0000% | $1000000.00        | $163457.21         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4594 | 2044-12-01      | 4.0000%  | 0.0000% | $8605584.00        | $646140.10         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5281 | 2035-11-01      | 5.0000%  | 0.0000% | $295566.00         | $300794.56         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3715 | 2052-11-01      | 5.5000%  | 0.0000% | $855010.00         | $681269.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4494 | 2040-11-01      | 5.5000%  | 0.0000% | $1519896.00        | $1568327.49        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAY3416 | 2030-04-01      | 2.5000%  | 0.0000% | $398150.00         | $26225.82          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0861 | 2037-02-01      | 2.5000%  | 0.0000% | $602956.00         | $394685.91         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4365 | 2040-10-01      | 6.0000%  | 0.0000% | $2413868.00        | $2507930.87        | Agency Mortgage-Backed Securities |
| GNII SF MA0625 M     | 2042-12-20      | 3.5000%  | 0.0000% | $12089664.00       | $1133150.77        | Agency Mortgage-Backed Securities |
| GNII SF CT5318 C     | 2052-08-20      | 2.5000%  | 0.0000% | $2184832.00        | $1754842.97        | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.3750%  | 0.0000% | $25000000.00       | $1859910.73        | Agency Mortgage-Backed Securities |
| GNII SF MA4905 M     | 2034-01-20      | 6.0000%  | 0.0000% | $950000.00         | $123770.73         | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $92476.76          | Agency Mortgage-Backed Securities |
| GNII SF MA3710 M     | 2031-06-20      | 2.5000%  | 0.0000% | $100000.00         | $7909.39           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4404 | 2049-11-01      | 3.0000%  | 0.0000% | $6560000.00        | $1941675.61        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE2996 | 2052-06-01      | 3.5000%  | 0.0000% | $1034448.00        | $806977.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7531 | 2050-10-01      | 3.0000%  | 0.0000% | $100000.00         | $56960.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4389 | 2050-09-01      | 3.5000%  | 0.0000% | $6273960.00        | $2457951.25        | Agency Mortgage-Backed Securities |
| GNII SF DI1495 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1318694.00        | $1343892.56        | Agency Mortgage-Backed Securities |
| GNII SF DA6215 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1277192.00        | $1073826.08        | Agency Mortgage-Backed Securities |
| GNII ET CT6288 C     | 2063-07-20      | 6.0000%  | 0.0000% | $6365848.00        | $2825953.54        | Agency Mortgage-Backed Securities |
| GNMI SF AE7515 X     | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $58179.59          | Agency Mortgage-Backed Securities |
| GNII SF CX2364 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1994122.00        | $1717595.10        | Agency Mortgage-Backed Securities |
| GNII SF AM4971 C     | 2045-04-20      | 3.5000%  | 0.0000% | $7917000.00        | $815316.84         | Agency Mortgage-Backed Securities |
| GNII SF DO2191 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1245520.00        | $1307345.12        | Agency Mortgage-Backed Securities |
| GNPL PN DF5001       | 2060-11-15      | 5.2900%  | 0.0000% | $3950000.00        | $4086000.48        | Agency Mortgage-Backed Securities |
| GNII SF MB0740 M     | 2051-09-20      | 2.5000%  | 0.0000% | $181373.00         | $158326.84         | Agency Mortgage-Backed Securities |
| GNII SF DF5198 C     | 2054-07-20      | 7.5000%  | 0.0000% | $862031.00         | $918365.38         | Agency Mortgage-Backed Securities |
| GNPL PN DC7233       | 2060-03-15      | 5.8200%  | 0.0000% | $485682.00         | $517004.80         | Agency Mortgage-Backed Securities |
| GNII SF CX3733 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $1118573.35        | Agency Mortgage-Backed Securities |
| GNII SF CS1932 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1953304.00        | $1808165.30        | Agency Mortgage-Backed Securities |
| GNII SF DA9707 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1027972.00        | $485671.53         | Agency Mortgage-Backed Securities |
| GNII SF DD4245 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1046596.00        | $1083835.59        | Agency Mortgage-Backed Securities |
| GNII SF DA6814 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1458044.21        | Agency Mortgage-Backed Securities |
| GNII SF CV9047 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1289250.00        | $1113311.93        | Agency Mortgage-Backed Securities |
| GNII SF DB4811 C     | 2054-05-20      | 7.0000%  | 0.0000% | $1054838.00        | $624403.96         | Agency Mortgage-Backed Securities |
| GNII SF MA3311 M     | 2045-12-20      | 4.0000%  | 0.0000% | $3989064.00        | $352071.37         | Agency Mortgage-Backed Securities |
| GNII SF MA5306 M     | 2028-10-20      | 6.5000%  | 0.0000% | $534789.00         | $61280.21          | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $37263424.00       | $4035912.42        | Agency Mortgage-Backed Securities |
| GNAR AF MA6297 M     | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $118841.47         | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $60981.75          | Agency Mortgage-Backed Securities |
| GNII SF MA6074 M     | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $22432.21          | Agency Mortgage-Backed Securities |
| GNMI SF AF0623 X     | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $16291.90          | Agency Mortgage-Backed Securities |
| GNII SF MA7053 M     | 2050-12-20      | 3.0000%  | 0.0000% | $84803200.00       | $29333870.86       | Agency Mortgage-Backed Securities |
| GNII SF AJ9334 C     | 2044-10-20      | 3.5000%  | 0.0000% | $520000.00         | $65990.57          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | 0.0000% | $1827446.00        | $1233794.63        | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $9501.22           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL1494 | 2055-02-01      | 7.0000%  | 0.0000% | $16305376.00       | $13735293.21       | Agency Mortgage-Backed Securities |
| GNMI SP 782858 X     | 2039-11-15      | 6.0000%  | 0.0000% | $90000000.00       | $1536816.27        | Agency Mortgage-Backed Securities |
| GNMI SF 675475 X     | 2038-06-15      | 5.0000%  | 0.0000% | $2893920.00        | $82617.75          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2711 | 2055-09-01      | 5.5000%  | 0.0000% | $209022720.00      | $212334272.30      | Agency Mortgage-Backed Securities |
| GNII SP 788176 C     | 2055-08-20      | 5.0000%  | 0.0000% | $186361856.00      | $186091222.19      | Agency Mortgage-Backed Securities |
| GNMI SP 782551 X     | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $2024277.84        | Agency Mortgage-Backed Securities |
| GNII ET DM1679 C     | 2065-09-20      | 4.5000%  | 0.0000% | $231908.00         | $226930.07         | Agency Mortgage-Backed Securities |
| GNII SF DM3524 C     | 2055-09-20      | 6.0000%  | 0.0000% | $336555.00         | $351529.31         | Agency Mortgage-Backed Securities |
| GNII SF DN6083 C     | 2055-11-20      | 6.5000%  | 0.0000% | $4487616.00        | $4745981.52        | Agency Mortgage-Backed Securities |
| GNII SF DN0322 C     | 2055-11-20      | 5.5000%  | 0.0000% | $12621072.00       | $12889774.62       | Agency Mortgage-Backed Securities |
| GNII SF DN5522 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1394736.00        | $1432568.21        | Agency Mortgage-Backed Securities |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $310223872.00      | $249967490.98      | Agency Mortgage-Backed Securities |
| GNII ET DN9899 C     | 2064-09-20      | 4.5000%  | 0.0000% | $163339.00         | $159736.36         | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | 0.0000% | $100000000.00      | $98208575.50       | Agency Mortgage-Backed Securities |
| GNII ET DI6472 C     | 2065-05-20      | 5.0000%  | 0.0000% | $5134832.00        | $4783413.75        | Agency Mortgage-Backed Securities |
| GNII ET DN3104 C     | 2065-09-20      | 4.0000%  | 0.0000% | $196870.00         | $186962.63         | Agency Mortgage-Backed Securities |
| GNII SF DN5274 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3095360.00        | $3157694.26        | Agency Mortgage-Backed Securities |
| GNII SF DN1333 C     | 2055-10-20      | 6.0000%  | 0.0000% | $9178400.00        | $9454997.35        | Agency Mortgage-Backed Securities |
| GNII SF MA5441 M     | 2031-07-20      | 6.5000%  | 0.0000% | $231156.00         | $28130.04          | Agency Mortgage-Backed Securities |
| GNII SF MA4904 M     | 2047-12-20      | 5.5000%  | 0.0000% | $4537696.00        | $594888.67         | Agency Mortgage-Backed Securities |
| GNII SF MA5401 M     | 2048-08-20      | 5.5000%  | 0.0000% | $684160.00         | $58314.69          | Agency Mortgage-Backed Securities |
| GNII SF DJ9321 C     | 2055-07-20      | 6.5000%  | 0.0000% | $744674.00         | $778146.44         | Agency Mortgage-Backed Securities |
| GNII SF MA4724 M     | 2047-09-20      | 6.0000%  | 0.0000% | $900000.00         | $105505.94         | Agency Mortgage-Backed Securities |
| GNAR AF MA5032 M     | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6533.35           | Agency Mortgage-Backed Securities |
| GNII SF MA5714 M     | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $134546.50         | Agency Mortgage-Backed Securities |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $12448770.03       | Agency Mortgage-Backed Securities |
| GNII SF CR2372 C     | 2053-01-20      | 7.0000%  | 0.0000% | $2023264.00        | $1713948.35        | Agency Mortgage-Backed Securities |
| GNII SF CT3714 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1108380.00        | $789313.43         | Agency Mortgage-Backed Securities |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $501375.00         | $28007.96          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0002 | 2055-03-01      | 5.0000%  | 0.0000% | $1583968.00        | $1496761.36        | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1635346.00        | $276983.36         | Agency Mortgage-Backed Securities |
| GNII SF CA9373 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1580306.00        | $304229.55         | Agency Mortgage-Backed Securities |
| GNII SF MA4749 M     | 2032-09-20      | 3.0000%  | 0.0000% | $224867.00         | $23823.32          | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $962294.00         | $64307.13          | Agency Mortgage-Backed Securities |
| GNII SF MA7995 M     | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $178676.42         | Agency Mortgage-Backed Securities |
| GNII SF DI6404 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3504152.00        | $3647776.19        | Agency Mortgage-Backed Securities |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $6151.64           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB1313 | 2039-09-01      | 4.5000%  | 0.0000% | $180000.00         | $149116.95         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4497 | 2042-09-01      | 3.5000%  | 0.0000% | $38999000.00       | $3326312.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6226 | 2054-08-01      | 6.0000%  | 0.0000% | $30232576.00       | $27262973.65       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT0292 | 2043-03-01      | 3.0000%  | 0.0000% | $89926.00          | $15431.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  | 0.0000% | $780000.00         | $103831.34         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0307 | 2035-02-01      | 2.5000%  | 0.0000% | $2677000.00        | $788715.88         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8295 | 2039-04-01      | 6.0000%  | 0.0000% | $8869728.00        | $4824726.75        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB1024 | 2034-02-01      | 3.5000%  | 0.0000% | $150000.00         | $72827.87          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5481 | 2054-06-01      | 5.5000%  | 0.0000% | $650000.00         | $566244.06         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4330 | 2040-10-01      | 6.0000%  | 0.0000% | $1543254.00        | $1601739.96        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7571 | 2054-06-01      | 6.5000%  | 0.0000% | $1868000.00        | $1571044.33        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9116 | 2054-11-01      | 6.5000%  | 0.0000% | $2015628.00        | $2091103.96        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8108 | 2036-10-01      | 2.0000%  | 0.0000% | $323774.00         | $181354.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0903 | 2055-12-01      | 5.5000%  | 0.0000% | $1291434.00        | $1326359.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7288 | 2052-01-01      | 3.0000%  | 0.0000% | $288564.00         | $115137.10         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3LQU5004 | 2049-11-01      | 2.5000%  | 0.0000% | $1570000.00        | $390723.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3520 | 2050-05-01      | 3.5000%  | 0.0000% | $24473504.00       | $3647769.16        | Agency Mortgage-Backed Securities |
| GNII SP 787112 C     | 2051-12-20      | 2.5000%  | 0.0000% | $56515584.00       | $41494948.77       | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $158401000.00      | $109901359.46      | Agency Mortgage-Backed Securities |
| GNII SF MA9847 M     | 2054-08-20      | 3.5000%  | 0.0000% | $13464416.00       | $10247828.96       | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $1054580.67        | Agency Mortgage-Backed Securities |
| GNII SP 786706 C     | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $330614.95         | Agency Mortgage-Backed Securities |
| GNII SF DF9108 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1456190.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ3163 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1806266.00        | $1814436.88        | Agency Mortgage-Backed Securities |
| GNII SF DL4911 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1201930.00        | $1257641.62        | Agency Mortgage-Backed Securities |
| GNII SF MA7710 M     | 2051-11-20      | 5.0000%  | 0.0000% | $25000.00          | $11574.61          | Agency Mortgage-Backed Securities |
| GNII SF MA8245 M     | 2037-09-20      | 5.0000%  | 0.0000% | $344531.00         | $271956.19         | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1516206.00        | $1150285.37        | Agency Mortgage-Backed Securities |
| GNII SF DG2298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4594172.64        | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $651919.05         | Agency Mortgage-Backed Securities |
| GNII ET DA6457 C     | 2063-12-20      | 7.5000%  | 0.0000% | $266186.00         | $181208.00         | Agency Mortgage-Backed Securities |
| GNII SF DD6930 C     | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $1421031.27        | Agency Mortgage-Backed Securities |
| GNII ET DE2574 C     | 2064-09-20      | 7.0000%  | 0.0000% | $7455504.00        | $3656314.14        | Agency Mortgage-Backed Securities |
| GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $388677.00         | $407332.74         | Agency Mortgage-Backed Securities |
| GNII SF DG0944 C     | 2054-10-20      | 5.5000%  | 0.0000% | $2612456.00        | $2630821.10        | Agency Mortgage-Backed Securities |
| GNII SF DK5624 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3070328.00        | $3201426.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ9835 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $2201137.87        | Agency Mortgage-Backed Securities |
| GNII SF DJ8294 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2174584.00        | $2091938.73        | Agency Mortgage-Backed Securities |
| GNII SF DI2010 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2597240.00        | $2708330.79        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $110455424.00      | $110727598.67      | Agency Mortgage-Backed Securities |
| GNII SF MB0094 M     | 2054-11-20      | 6.5000%  | 0.0000% | $880786.00         | $557621.14         | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M     | 2054-09-20      | 6.0000%  | 0.0000% | $264872960.00      | $209491812.19      | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $2955210.56        | Agency Mortgage-Backed Securities |
| GNII SF DO2088 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1247948.00        | $1288357.94        | Agency Mortgage-Backed Securities |
| GNII ET DI6474 C     | 2065-05-20      | 5.5000%  | 0.0000% | $9403392.00        | $8570969.31        | Agency Mortgage-Backed Securities |
| GNII SF DG9770 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2571296.00        | $2565637.13        | Agency Mortgage-Backed Securities |
| GNII SF DK6713 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1229798.00        | $1284203.34        | Agency Mortgage-Backed Securities |
| GNII SF DO2093 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1225002.00        | $1264911.94        | Agency Mortgage-Backed Securities |
| GNII SF DO3298 C     | 2055-11-20      | 4.5000%  | 0.0000% | $4284310.00        | $4178127.66        | Agency Mortgage-Backed Securities |
| GNII SF DI2002 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1326352.00        | $1379074.59        | Agency Mortgage-Backed Securities |
| GNII SF DI8073 C     | 2055-05-20      | 5.5000%  | 0.0000% | $756855.00         | $760443.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2542 | 2055-01-01      | 5.0000%  | 0.0000% | $1011394.00        | $935353.24         | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $86368256.00       | $47569989.53       | Agency Mortgage-Backed Securities |
| GNII SF MA7827 M     | 2052-01-20      | 2.5000%  | 0.0000% | $123918592.00      | $78739104.61       | Agency Mortgage-Backed Securities |
| GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $52552896.00       | $39316069.70       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9850 | 2055-08-01      | 6.0000%  | 0.0000% | $152421120.00      | $154287576.30      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1127 | 2054-12-01      | 6.0000%  | 0.0000% | $1591160.00        | $1515263.54        | Agency Mortgage-Backed Securities |
| GNII SF MA7676 M     | 2036-11-20      | 2.0000%  | 0.0000% | $7779264.00        | $3996137.10        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9031 | 2055-11-01      | 5.5000%  | 0.0000% | $10132256.00       | $10459497.47       | Agency Mortgage-Backed Securities |
| GNII SF MA8146 M     | 2052-07-20      | 2.0000%  | 0.0000% | $1359154.00        | $754079.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9972 | 2055-07-01      | 6.0000%  | 0.0000% | $15654352.00       | $15349757.68       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8258 | 2055-11-01      | 5.0000%  | 0.0000% | $8668750.00        | $8762467.86        | Agency Mortgage-Backed Securities |
| GNII SF MA7742 M     | 2035-07-20      | 4.5000%  | 0.0000% | $56409.00          | $18016.89          | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $250000.00         | $55800.95          | Agency Mortgage-Backed Securities |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $1300000.00        | $795035.70         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6507 | 2055-09-01      | 7.0000%  | 0.0000% | $1074286.00        | $1133715.92        | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $35000.00          | $22682.89          | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $71606240.00       | $21003351.71       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8107 | 2055-11-01      | 6.0000%  | 0.0000% | $6754248.00        | $7010875.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0857 | 2055-08-01      | 6.5000%  | 0.0000% | $1580298.00        | $1655802.22        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX8438 | 2055-03-01      | 6.5000%  | 0.0000% | $2856560.00        | $3032031.16        | Agency Mortgage-Backed Securities |
| GNII SF DB6821 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2184851.57        | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | 0.0000% | $1116000.00        | $749953.70         | Agency Mortgage-Backed Securities |
| GNPL PN DD4693       | 2049-11-15      | 5.4400%  | 0.0000% | $56739.00          | $58307.52          | Agency Mortgage-Backed Securities |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $976953.83         | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $5874283.81        | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1084002.00        | $653120.90         | Agency Mortgage-Backed Securities |
| GNII ET DJ4967 C     | 2065-05-20      | 6.5000%  | 0.0000% | $3371748.00        | $3485503.88        | Agency Mortgage-Backed Securities |
| GNAR AF MA9865 M     | 2054-08-20      | 6.0000%  | 0.0000% | $1513774.00        | $852890.70         | Agency Mortgage-Backed Securities |
| GNII JM MA8191 M     | 2052-08-20      | 3.5000%  | 0.0000% | $10682496.00       | $7831869.13        | Agency Mortgage-Backed Securities |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $190504000.00      | $105114191.92      | Agency Mortgage-Backed Securities |
| GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $403200000.00      | $217777589.46      | Agency Mortgage-Backed Securities |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $270470656.00      | $231497205.63      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4342 | 2055-06-01      | 6.0000%  | 0.0000% | $21080384.00       | $20908558.76       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7609 | 2055-11-01      | 5.0000%  | 0.0000% | $1584450.00        | $1603060.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7562 | 2055-07-01      | 5.5000%  | 0.0000% | $1499810.00        | $1524221.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8620 | 2055-03-01      | 6.0000%  | 0.0000% | $6000000.00        | $5163347.31        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6007 | 2049-08-01      | 3.5000%  | 0.0000% | $4765832.00        | $323630.40         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4324 | 2040-10-01      | 5.0000%  | 0.0000% | $1800530.00        | $1824028.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5758 | 2054-04-01      | 5.5000%  | 0.0000% | $1532958.00        | $979381.19         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1826 | 2038-12-01      | 6.0000%  | 0.0000% | $2901132.00        | $2004298.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0910 | 2055-12-01      | 6.0000%  | 0.0000% | $1577372.00        | $1627672.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $1423500.00        | $51106.50          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3853 | 2040-07-01      | 5.0000%  | 0.0000% | $1081146.00        | $911473.19         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5813 | 2054-07-01      | 6.0000%  | 0.0000% | $10000000.00       | $8574008.87        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS8986 | 2032-09-01      | 3.5000%  | 0.0000% | $1150700.00        | $123012.53         | Agency Mortgage-Backed Securities |
| GNMI SP 784500 X     | 2047-02-15      | 3.0000%  | 0.0000% | $560000.00         | $189123.47         | Agency Mortgage-Backed Securities |
| GNPL PN CY1384       | 2059-04-15      | 5.5000%  | 0.0000% | $56625.00          | $58529.88          | Agency Mortgage-Backed Securities |
| GNII SF CX2662 C     | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6020438.41        | Agency Mortgage-Backed Securities |
| GNII SF CX9987 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1263932.00        | $800972.46         | Agency Mortgage-Backed Securities |
| GNII ET CQ3339 C     | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2570241.49        | Agency Mortgage-Backed Securities |
| GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $34984.00          | $37391.07          | Agency Mortgage-Backed Securities |
| GNII SF DB2848 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1335495.03        | Agency Mortgage-Backed Securities |
| GNII SF DA6957 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $1087173.16        | Agency Mortgage-Backed Securities |
| GNII SF DE5819 C     | 2054-12-20      | 7.5000%  | 0.0000% | $3882000.00        | $4156463.40        | Agency Mortgage-Backed Securities |
| GNII SF DG5013 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1688610.00        | $1750193.10        | Agency Mortgage-Backed Securities |
| GNII SF DC0127 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1107276.00        | $1015863.90        | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $153573.42         | Agency Mortgage-Backed Securities |
| GNII SP 784825 C     | 2049-10-20      | 3.5000%  | 0.0000% | $2200000.00        | $86535.47          | Agency Mortgage-Backed Securities |
| GNII SF DL0504 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1081272.00        | $1126396.11        | Agency Mortgage-Backed Securities |
| GNII SF DL0479 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1762000.00        | $1773354.93        | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $166259.11         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $7624352.00        | $3560580.53        | Agency Mortgage-Backed Securities |
| GNII JM MA6147 M     | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $419357.43         | Agency Mortgage-Backed Securities |
| GNII SF MA6046 M     | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $7376.96           | Agency Mortgage-Backed Securities |
| GNII JM MA7306 M     | 2051-03-20      | 3.5000%  | 0.0000% | $1384486.00        | $408755.72         | Agency Mortgage-Backed Securities |
| GNII ET DL0896 C     | 2065-09-20      | 6.0000%  | 0.0000% | $121162880.00      | $123946948.34      | Agency Mortgage-Backed Securities |
| GNAR AT 081224 M     | 2035-01-20      | 5.6250%  | 0.0000% | $1450000.00        | $15546.09          | Agency Mortgage-Backed Securities |
| GNMI SF 736519 X     | 2040-04-15      | 4.5000%  | 0.0000% | $1034000.00        | $27406.32          | Agency Mortgage-Backed Securities |
| GNII ET CZ0958 C     | 2064-01-20      | 7.5000%  | 0.0000% | $2695836.00        | $1077224.97        | Agency Mortgage-Backed Securities |
| GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $5000000.00        | $386373.10         | Agency Mortgage-Backed Securities |
| GNII SF MA6576 M     | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $5152.12           | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $7709849.73        | Agency Mortgage-Backed Securities |
| GNII SF CX4163 C     | 2054-02-20      | 7.5000%  | 0.0000% | $3467544.00        | $3584403.24        | Agency Mortgage-Backed Securities |
| GNII SF MA4558 M     | 2032-07-20      | 2.5000%  | 0.0000% | $2303240.00        | $237183.11         | Agency Mortgage-Backed Securities |
| GNII SF MA7396 M     | 2034-09-20      | 4.5000%  | 0.0000% | $114394.00         | $30391.71          | Agency Mortgage-Backed Securities |
| GNAR AF MA6421 M     | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $113153.47         | Agency Mortgage-Backed Securities |
| GNII ET DF1369 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $3070611.18        | Agency Mortgage-Backed Securities |
| GNII ET DA1964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63300.89          | Agency Mortgage-Backed Securities |
| GNII SF CX0792 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $1113622.37        | Agency Mortgage-Backed Securities |
| GNII SF CZ9362 C     | 2054-02-20      | 6.0000%  | 0.0000% | $13902368.00       | $11487233.11       | Agency Mortgage-Backed Securities |
| GNII SF DA9635 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1177896.95        | Agency Mortgage-Backed Securities |
| GNII SF DE2031 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1009554.00        | $910157.31         | Agency Mortgage-Backed Securities |
| GNII ET DG4212 C     | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1540821.51        | Agency Mortgage-Backed Securities |
| GNII SF DB2858 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1234532.00        | $1090924.62        | Agency Mortgage-Backed Securities |
| GNII ET DA9111 C     | 2064-02-20      | 7.5000%  | 0.0000% | $100019.00         | $103188.85         | Agency Mortgage-Backed Securities |
| GNMI SF 589193 X     | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $7306.98           | Agency Mortgage-Backed Securities |
| GNPL PN DE6504       | 2060-04-15      | 5.3400%  | 0.0000% | $77964.00          | $80572.54          | Agency Mortgage-Backed Securities |
| GNII SF CY1079 C     | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1392838.96        | Agency Mortgage-Backed Securities |
| GNII SF CZ1219 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1078286.00        | $1153682.89        | Agency Mortgage-Backed Securities |
| GNII SF DG6146 C     | 2045-02-20      | 6.5000%  | 0.0000% | $1112966.00        | $1132073.23        | Agency Mortgage-Backed Securities |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1324131.98        | Agency Mortgage-Backed Securities |
| GNII SF DG5758 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1174569.26        | Agency Mortgage-Backed Securities |
| GNPL PN DC7232       | 2060-03-15      | 5.8200%  | 0.0000% | $461577.00         | $491345.21         | Agency Mortgage-Backed Securities |
| GNII SF DJ1936 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1810462.00        | $1885109.38        | Agency Mortgage-Backed Securities |
| GNII ET DJ9043 C     | 2065-06-20      | 6.5000%  | 0.0000% | $23614720.00       | $24421514.76       | Agency Mortgage-Backed Securities |
| GNII SF DB6699 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1179490.00        | $1080683.87        | Agency Mortgage-Backed Securities |
| GNII SF DJ1934 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1323532.43        | Agency Mortgage-Backed Securities |
| GNII ET DB7479 C     | 2064-06-20      | 7.5000%  | 0.0000% | $1478938.00        | $236035.86         | Agency Mortgage-Backed Securities |
| GNII SF 003377 M     | 2033-04-20      | 6.5000%  | 0.0000% | $992349.00         | $5004.39           | Agency Mortgage-Backed Securities |
| GNII SF CZ1232 C     | 2054-02-20      | 6.5000%  | 0.0000% | $1095868.00        | $575988.75         | Agency Mortgage-Backed Securities |
| GNII SF MA6845 M     | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $73817.62          | Agency Mortgage-Backed Securities |
| GNII SF CX7191 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $1001347.23        | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $350000.00         | $131460.72         | Agency Mortgage-Backed Securities |
| GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $933175.43         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2227 | 2055-09-01      | 6.5000%  | 0.0000% | $7463832.00        | $7564945.91        | Agency Mortgage-Backed Securities |
| GNII SF MA6434 M     | 2034-12-20      | 2.0000%  | 0.0000% | $362516.00         | $162813.67         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY1887 | 2055-04-01      | 7.0000%  | 0.0000% | $1359200.00        | $1080667.11        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6161 | 2055-05-01      | 5.0000%  | 0.0000% | $1513262.00        | $1504691.81        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $2233456.00        | $1951273.73        | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $122705000.00      | $15209383.97       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY5734 | 2055-06-01      | 5.0000%  | 0.0000% | $1218906.00        | $1214880.66        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQX9822 | 2055-04-01      | 7.5000%  | 0.0000% | $3100904.00        | $2771780.68        | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $26235.20          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0059 | 2055-10-01      | 7.0000%  | 0.0000% | $30855.00          | $31280.39          | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M     | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $45655.82          | Agency Mortgage-Backed Securities |
| GNII SF MA6135 M     | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $49413.69          | Agency Mortgage-Backed Securities |
| GNII SF DK7156 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1275442.00        | $1275252.53        | Agency Mortgage-Backed Securities |
| GNII SF MA4748 M     | 2032-10-20      | 2.5000%  | 0.0000% | $939239.00         | $123585.50         | Agency Mortgage-Backed Securities |
| GNII ET DI6476 C     | 2065-05-20      | 6.5000%  | 0.0000% | $35977088.00       | $34029088.37       | Agency Mortgage-Backed Securities |
| GNII SF DN7581 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1998802.00        | $2046241.79        | Agency Mortgage-Backed Securities |
| GNII SF DI7988 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1338652.00        | $1392802.60        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIRR0047 | 2040-11-01      | 4.5000%  | 0.0000% | $39218880.00       | $39375441.77       | Agency Mortgage-Backed Securities |
| GNII SP 785702 C     | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1692492.35        | Agency Mortgage-Backed Securities |
| GNII SP 783736 M     | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $10249.59          | Agency Mortgage-Backed Securities |
| GNAR AT 081039 M     | 2034-08-20      | 5.3750%  | 0.0000% | $15999392.00       | $206909.51         | Agency Mortgage-Backed Securities |
| GNII SF 497778 C     | 2029-01-20      | 3.5000%  | 0.0000% | $1010772.00        | $16083.06          | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $255256.36         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8299 | 2048-09-01      | 4.0000%  | 0.0000% | $1674126.00        | $146766.37         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8181 | 2037-09-01      | 2.5000%  | 0.0000% | $1009790.00        | $592961.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE2538 | 2052-05-01      | 5.0000%  | 0.0000% | $241174.00         | $221259.63         | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8219 | 2054-10-01      | 6.5000%  | 0.0000% | $5381750.00        | $2179425.86        | Agency Mortgage-Backed Securities |
| 06.000 FGPC G07338 G | 2038-10-01      | 6.0000%  | 0.0000% | $1755584.00        | $82553.44          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQJ7623 | 2054-11-01      | 4.0000%  | 0.0000% | $1703022.00        | $1566130.00        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4061 | 2040-08-01      | 5.5000%  | 0.0000% | $1029638.00        | $976668.07         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTQK1587 | 2042-08-01      | 3.5000%  | 0.0000% | $1172810.00        | $731706.74         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4040 | 2040-08-01      | 6.0000%  | 0.0000% | $1054896.00        | $1087568.93        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8514 | 2055-03-01      | 5.0000%  | 0.0000% | $1164212.00        | $1115824.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $16975000.00       | $15233371.01       | Agency Mortgage-Backed Securities |
| GNII SF DN7313 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1577684.00        | $1612727.52        | Agency Mortgage-Backed Securities |
| GNII SF DN7326 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2115460.00        | $2169598.85        | Agency Mortgage-Backed Securities |
| GNII SF DM6191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $6204486.63        | Agency Mortgage-Backed Securities |
| GNII SF DM8571 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1179874.00        | $1227799.00        | Agency Mortgage-Backed Securities |
| GNII SF DM9011 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2499520.00        | $2604306.93        | Agency Mortgage-Backed Securities |
| GNII SF DM6195 C     | 2055-09-20      | 5.5000%  | 0.0000% | $4868296.00        | $4959579.09        | Agency Mortgage-Backed Securities |
| GNII SF DM2321 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1022968.00        | $1065356.12        | Agency Mortgage-Backed Securities |
| GNII SF DM9014 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1648274.00        | $1706994.11        | Agency Mortgage-Backed Securities |
| GNII SF DA9483 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $4852485.35        | Agency Mortgage-Backed Securities |
| GNII SF DB0874 C     | 2054-04-20      | 7.0000%  | 0.0000% | $1022378.00        | $1061821.39        | Agency Mortgage-Backed Securities |
| GNII SF DB0521 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $826805.19         | Agency Mortgage-Backed Securities |
| GNII SF CV0609 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $270418.26         | Agency Mortgage-Backed Securities |
| GNII SF MA1088 M     | 2043-06-20      | 2.5000%  | 0.0000% | $632813.00         | $101586.49         | Agency Mortgage-Backed Securities |
| GNII SF DN2067 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1963322.00        | $2054781.39        | Agency Mortgage-Backed Securities |
| GNII SF BM7534 C     | 2050-02-20      | 3.5000%  | 0.0000% | $200000.00         | $47158.37          | Agency Mortgage-Backed Securities |
| GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $44010000.00       | $31374946.12       | Agency Mortgage-Backed Securities |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $262069.66         | Agency Mortgage-Backed Securities |
| GNII SF DN3433 C     | 2055-11-20      | 5.0000%  | 0.0000% | $7388248.00        | $7439958.35        | Agency Mortgage-Backed Securities |
| GNMI SF BP7268 X     | 2049-09-15      | 2.5000%  | 0.0000% | $650221.00         | $294547.21         | Agency Mortgage-Backed Securities |
| GNII SF MA9488 M     | 2054-01-20      | 5.5000%  | 0.0000% | $105777408.00      | $82488751.86       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQZ2404 | 2055-06-01      | 4.5000%  | 0.0000% | $2646836.00        | $2609957.59        | Agency Mortgage-Backed Securities |
| GNMI SF AO8679 X     | 2045-09-15      | 4.0000%  | 0.0000% | $2584612.00        | $155048.60         | Agency Mortgage-Backed Securities |
| GNII SF CQ9881 C     | 2052-10-20      | 4.5000%  | 0.0000% | $289782.00         | $265004.71         | Agency Mortgage-Backed Securities |
| GNII SF DM4603 C     | 2055-08-20      | 6.5000%  | 0.0000% | $15070688.00       | $15714676.65       | Agency Mortgage-Backed Securities |
| GNII SF DM6672 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1353122.00        | $1431915.09        | Agency Mortgage-Backed Securities |
| GNII SF DM4667 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1637166.00        | $1650734.83        | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1705835.06        | Agency Mortgage-Backed Securities |
| GNII SF DL8119 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1433132.00        | $1497580.16        | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30918.76          | Agency Mortgage-Backed Securities |
| GNII SF DL6402 C     | 2055-09-20      | 5.5000%  | 0.0000% | $24218240.00       | $24460207.69       | Agency Mortgage-Backed Securities |
| GNII SF CI6776 C     | 2048-03-20      | 3.5000%  | 0.0000% | $1146078.00        | $671789.90         | Agency Mortgage-Backed Securities |
| GNII SF CM1520 C     | 2033-09-20      | 6.5000%  | 0.0000% | $1451068.00        | $870249.69         | Agency Mortgage-Backed Securities |
| GNII RG CM3407 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1515134.00        | $311254.37         | Agency Mortgage-Backed Securities |
| GNII SF DL5160 C     | 2055-10-20      | 6.0000%  | 0.0000% | $3683532.00        | $3792943.14        | Agency Mortgage-Backed Securities |
| GNII SF DL5820 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1040876.00        | $1088371.41        | Agency Mortgage-Backed Securities |
| GNII SF BX7064 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $834002.25         | Agency Mortgage-Backed Securities |
| GNII SF CN3265 C     | 2052-06-20      | 4.5000%  | 0.0000% | $1030846.00        | $1001684.47        | Agency Mortgage-Backed Securities |
| GNII SF CC0829 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771922.00        | $828616.85         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRQ0078 | 2055-11-01      | 6.5000%  | 0.0000% | $58004416.00       | $60501796.13       | Agency Mortgage-Backed Securities |
| GNII SF BV7356 C     | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $707254.79         | Agency Mortgage-Backed Securities |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1084736.37        | Agency Mortgage-Backed Securities |
| GNII SF BT0882 C     | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4685821.52        | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $54943.00          | $57430.85          | Agency Mortgage-Backed Securities |
| GNII SF BT3115 C     | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $92551.11          | Agency Mortgage-Backed Securities |
| GNII SF DL4891 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2014412.00        | $2102466.01        | Agency Mortgage-Backed Securities |
| GNII SF DJ5211 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2722961.79        | Agency Mortgage-Backed Securities |
| GNII SF DK4955 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1258024.00        | $1317297.96        | Agency Mortgage-Backed Securities |
| GNII SF DL8103 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2070144.00        | $2161191.53        | Agency Mortgage-Backed Securities |
| GNMI SF 752201 X     | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1220543.68        | Agency Mortgage-Backed Securities |
| GNII SF MA9273 M     | 2038-11-20      | 6.5000%  | 0.0000% | $441196.00         | $312989.11         | Agency Mortgage-Backed Securities |
| GNII SF BW4513 C     | 2033-01-20      | 6.5000%  | 0.0000% | $3285484.00        | $1017949.99        | Agency Mortgage-Backed Securities |
| GNII SF BV8709 C     | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $366027.35         | Agency Mortgage-Backed Securities |
| GNII SF MA8804 M     | 2053-02-20      | 7.0000%  | 0.0000% | $56000.00          | $19984.08          | Agency Mortgage-Backed Securities |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $71000.00          | $33090.90          | Agency Mortgage-Backed Securities |
| GNII SF BH8543 C     | 2048-07-20      | 4.5000%  | 0.0000% | $106585.00         | $39017.19          | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $83000.00          | $37354.44          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  | 0.0000% | $246883584.00      | $240978326.26      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  | 0.0000% | $178694656.00      | $181820954.29      | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB936590 | 2037-04-01      | 5.6200%  | 0.0000% | $28400000.00       | $67330.23          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5816 | 2045-09-01      | 3.5000%  | 0.0000% | $3000000.00        | $301000.35         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4840 | 2055-09-01      | 5.5000%  | 0.0000% | $81542400.00       | $82476249.78       | Agency Mortgage-Backed Securities |
| FMAR 8B0507 G        | 2055-11-01      | 5.0600%  | 0.0000% | $3674276.00        | $3742180.29        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $1122922.00        | $1101401.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6327 | 2055-12-01      | 5.0000%  | 0.0000% | $1080886.00        | $1092644.96        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | 0.0000% | $3012660.00        | $469024.13         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | 0.0000% | $150000.00         | $127744.99         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2281 | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $5112.31           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1649 | 2040-08-01      | 5.5000%  | 0.0000% | $39256064.00       | $39720359.99       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0785 | 2053-04-01      | 5.5000%  | 0.0000% | $2506748.00        | $1710078.69        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG0426 | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $255286.35         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA7589 | 2052-03-01      | 3.0000%  | 0.0000% | $683122.00         | $505080.22         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO4374 | 2040-10-01      | 6.5000%  | 0.0000% | $1293366.00        | $1352071.85        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  | 0.0000% | $4830888.00        | $4618645.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1353 | 2055-11-01      | 4.5000%  | 0.0000% | $2307732.00        | $2277946.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7262 | 2054-12-01      | 6.5000%  | 0.0000% | $11740912.00       | $10716909.63       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF4752 | 2055-11-01      | 6.5000%  | 0.0000% | $1329004.00        | $1401810.83        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850029 | 2036-05-01      | 6.0000%  | 0.0000% | $4028224.00        | $70442.38          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6520 | 2055-12-01      | 5.0000%  | 0.0000% | $2955500.00        | $2963651.27        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0213 | 2052-09-01      | 4.5000%  | 0.0000% | $10249760.00       | $7605477.90        | Agency Mortgage-Backed Securities |
| 02.000 FGPC G18634 G | 2032-03-01      | 2.0000%  | 0.0000% | $127388.00         | $21803.07          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS3915 | 2038-05-01      | 7.5000%  | 0.0000% | $2646028.00        | $267324.87         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1933 | 2052-06-01      | 3.5000%  | 0.0000% | $3244000.00        | $2396917.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $17780.00          | $15619.26          | Agency Mortgage-Backed Securities |
| GNII SF 796727 C     | 2038-12-20      | 6.5000%  | 0.0000% | $1887146.00        | $65294.77          | Agency Mortgage-Backed Securities |
| GNII SP 787665 M     | 2047-01-20      | 3.5000%  | 0.0000% | $108699904.00      | $92611920.12       | Agency Mortgage-Backed Securities |
| GNII SF DJ9729 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2689760.00        | $2803416.82        | Agency Mortgage-Backed Securities |
| GNMI SP 783321 X     | 2040-12-15      | 5.5000%  | 0.0000% | $15000000.00       | $488501.93         | Agency Mortgage-Backed Securities |
| GNII JP 787326 M     | 2039-07-20      | 6.0000%  | 0.0000% | $37725824.00       | $22086720.51       | Agency Mortgage-Backed Securities |
| GNII SF DK6449 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2176560.00        | $2269905.58        | Agency Mortgage-Backed Securities |
| GNII SF DK7051 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1399074.00        | $1457627.20        | Agency Mortgage-Backed Securities |
| GNII SF DD7704 C     | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4480764.60        | Agency Mortgage-Backed Securities |
| GNII ET DJ9042 C     | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3268691.23        | Agency Mortgage-Backed Securities |
| GNII SF DK3880 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2594300.00        | $2649530.05        | Agency Mortgage-Backed Securities |
| GNMI SP 781976 X     | 2035-02-15      | 6.5000%  | 0.0000% | $55948224.00       | $554272.74         | Agency Mortgage-Backed Securities |
| GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $47898176.00       | $41588660.55       | Agency Mortgage-Backed Securities |
| GNII SF DM3386 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3901544.00        | $4070228.20        | Agency Mortgage-Backed Securities |
| GNII SF DM4444 C     | 2055-10-20      | 6.0000%  | 0.0000% | $981760.00         | $1014426.64        | Agency Mortgage-Backed Securities |
| GNII SF DM0779 C     | 2055-08-20      | 7.0000%  | 0.0000% | $25860224.00       | $27458268.43       | Agency Mortgage-Backed Securities |
| GNII SF MA9307 M     | 2053-11-20      | 6.5000%  | 0.0000% | $47527.00          | $23116.14          | Agency Mortgage-Backed Securities |
| GNII SF DL5195 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1008510.00        | $1064837.22        | Agency Mortgage-Backed Securities |
| GNII SF DL5816 C     | 2055-10-20      | 6.5000%  | 0.0000% | $2000656.00        | $2098886.21        | Agency Mortgage-Backed Securities |
| GNII SF DL5825 C     | 2050-09-20      | 6.5000%  | 0.0000% | $1011316.00        | $1057623.56        | Agency Mortgage-Backed Securities |
| GNII SF MA9817 M     | 2031-02-20      | 2.0000%  | 0.0000% | $128910.00         | $100120.24         | Agency Mortgage-Backed Securities |
| GNII SF DL2500 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $5495083.85        | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $188860.00         | $43438.07          | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87061.00          | $89700.36          | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $133056.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9848 M     | 2050-01-20      | 4.0000%  | 0.0000% | $500000.00         | $457663.01         | Agency Mortgage-Backed Securities |
| GNII SF MA8270 M     | 2052-09-20      | 5.5000%  | 0.0000% | $98000000.00       | $65699574.82       | Agency Mortgage-Backed Securities |
| GNII SF MA8343 M     | 2052-09-20      | 2.5000%  | 0.0000% | $3726256.00        | $2375650.07        | Agency Mortgage-Backed Securities |
| GNMI SF 705997 X     | 2039-01-15      | 5.0000%  | 0.0000% | $3779000.00        | $32168.01          | Agency Mortgage-Backed Securities |
| GNII SP 787108 C     | 2053-11-20      | 6.5000%  | 0.0000% | $6539544.00        | $4773126.35        | Agency Mortgage-Backed Securities |
| GNII SF DK9379 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $4441959.90        | Agency Mortgage-Backed Securities |
| GNII SF DK9229 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2803328.00        | $2923322.84        | Agency Mortgage-Backed Securities |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1501292.00        | $1582293.50        | Agency Mortgage-Backed Securities |
| GNPL PN DK6739       | 2060-09-15      | 5.5800%  | 0.0000% | $10000000.00       | $10475818.69       | Agency Mortgage-Backed Securities |
| GNMI SF BA6976 X     | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $28185.05          | Agency Mortgage-Backed Securities |
| GNII SF MA9483 M     | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $227750.80         | Agency Mortgage-Backed Securities |
| GNII RG CN6338 C     | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $238289.32         | Agency Mortgage-Backed Securities |
| GNII SF MA8567 M     | 2053-01-20      | 4.0000%  | 0.0000% | $177392640.00      | $137911045.40      | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $67045504.00       | $48162035.52       | Agency Mortgage-Backed Securities |
| GNII SF MA9844 M     | 2052-06-20      | 2.0000%  | 0.0000% | $258661.00         | $200228.45         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL3363 | 2053-08-01      | 4.5000%  | 0.0000% | $50283520.00       | $49666541.21       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9134 | 2055-11-01      | 5.5000%  | 0.0000% | $1043612.00        | $1065140.67        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $570000.00         | $544426.43         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3000 | 2055-08-01      | 6.5000%  | 0.0000% | $68303360.00       | $69855013.65       | Agency Mortgage-Backed Securities |
| GNII SF DJ9732 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2757772.00        | $2873143.69        | Agency Mortgage-Backed Securities |
| GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $1146000.00        | $865876.79         | Agency Mortgage-Backed Securities |
| GNII SF MA8203 M     | 2052-08-20      | 5.5000%  | 0.0000% | $100272640.00      | $64991053.08       | Agency Mortgage-Backed Securities |
| GNII SF MA8769 M     | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $75539.26          | Agency Mortgage-Backed Securities |
| GNII SF MA9827 M     | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $102844.32         | Agency Mortgage-Backed Securities |
| GNII SF DH1579 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1550978.00        | $983815.77         | Agency Mortgage-Backed Securities |
| GNII SF MA9304 M     | 2053-10-20      | 5.0000%  | 0.0000% | $500000.00         | $447076.97         | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $303240192.00      | $217594089.29      | Agency Mortgage-Backed Securities |
| GNII SF DH2882 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1106598.00        | $1134699.01        | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $40000.00          | $24655.01          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6058 | 2055-10-01      | 5.5000%  | 0.0000% | $9566670.00        | $9746144.81        | Agency Mortgage-Backed Securities |
| GNII SF MA8173 M     | 2033-06-20      | 2.5000%  | 0.0000% | $56631.00          | $33338.49          | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M     | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $190199.53         | Agency Mortgage-Backed Securities |
| GNII JM MA8560 M     | 2053-01-20      | 5.5000%  | 0.0000% | $1000000.00        | $502806.83         | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $54500.28          | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1573454.00        | $1638819.07        | Agency Mortgage-Backed Securities |
| GNII SF DI7137 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1009468.00        | $904756.53         | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $28690.50          | Agency Mortgage-Backed Securities |
| GNII SF DI1963 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $1061967.05        | Agency Mortgage-Backed Securities |
| GNII SF DO6443 C     | 2055-11-20      | 5.0000%  | 0.0000% | $4640360.00        | $4676675.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ1771 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1859572.00        | $1290769.77        | Agency Mortgage-Backed Securities |
| GNII SF DK4954 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1424858.00        | $1493573.22        | Agency Mortgage-Backed Securities |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $51250.04          | Agency Mortgage-Backed Securities |
| GNMI SP 784135 X     | 2029-10-15      | 7.0000%  | 0.0000% | $8000000.00        | $562223.75         | Agency Mortgage-Backed Securities |
| GNII SF DO4246 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1312106.00        | $1359780.06        | Agency Mortgage-Backed Securities |
| GNII SF DI4703 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3577568.00        | $3778414.34        | Agency Mortgage-Backed Securities |
| GNII SF DI8777 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1138888.00        | $1197446.22        | Agency Mortgage-Backed Securities |
| GNII SF DO1811 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1686912.00        | $1755203.26        | Agency Mortgage-Backed Securities |
| GNII SF 003362 M     | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $6250.32           | Agency Mortgage-Backed Securities |
| GNII SF DI7295 C     | 2055-03-20      | 5.5000%  | 0.0000% | $3868468.00        | $3455490.55        | Agency Mortgage-Backed Securities |
| GNII SF DO5850 C     | 2055-11-20      | 5.0000%  | 0.0000% | $50011648.00       | $50270258.23       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3660 | 2055-11-01      | 6.0000%  | 0.0000% | $5106672.00        | $5268344.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3764 | 2055-11-01      | 5.0000%  | 0.0000% | $12643008.00       | $12728057.51       | Agency Mortgage-Backed Securities |
| GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $57371760.00       | $42860420.39       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7933 | 2055-11-01      | 6.0000%  | 0.0000% | $4359420.00        | $4502930.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL960427 | 2038-01-01      | 5.5000%  | 0.0000% | $306351104.00      | $1750363.55        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3801 | 2055-09-01      | 6.0000%  | 0.0000% | $4785952.00        | $4989777.63        | Agency Mortgage-Backed Securities |
| GNII SF DI2714 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4914560.00        | $5139288.74        | Agency Mortgage-Backed Securities |
| GNII SF DI4921 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1618376.00        | $1701900.32        | Agency Mortgage-Backed Securities |
| GNAR AF MB0568 M     | 2055-07-20      | 6.0000%  | 0.0000% | $462500.00         | $444126.81         | Agency Mortgage-Backed Securities |
| GNII SF DN1384 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2765892.00        | $2874412.94        | Agency Mortgage-Backed Securities |
| GNII ET DI6473 C     | 2065-05-20      | 6.0000%  | 0.0000% | $80093312.00       | $69126095.38       | Agency Mortgage-Backed Securities |
| GNII SF DI4713 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5959608.00        | $6269183.38        | Agency Mortgage-Backed Securities |
| GNII SF MB0459 M     | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $429651.01         | Agency Mortgage-Backed Securities |
| GNII SF DI4715 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1418102.00        | $1497724.64        | Agency Mortgage-Backed Securities |
| GNPL PN DF9974       | 2059-11-15      | 4.9800%  | 0.0000% | $37125.00          | $37425.09          | Agency Mortgage-Backed Securities |
| GNII ET DH0123 C     | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $9073655.16        | Agency Mortgage-Backed Securities |
| GNII SF DB8861 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1352710.00        | $1273171.01        | Agency Mortgage-Backed Securities |
| GNII SF MB0747 M     | 2055-11-20      | 6.0000%  | 0.0000% | $243463168.00      | $249999667.13      | Agency Mortgage-Backed Securities |
| GNII SF DI2186 C     | 2055-02-20      | 5.5000%  | 0.0000% | $8595008.00        | $5620041.08        | Agency Mortgage-Backed Securities |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $5274432.00        | $5162556.53        | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $95000000.00       | $85478105.47       | Agency Mortgage-Backed Securities |
| GNII SF 004496 M     | 2039-07-20      | 5.0000%  | 0.0000% | $390000.00         | $11192.73          | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $17234597.43       | Agency Mortgage-Backed Securities |
| GNII SF MA2963 M     | 2045-07-20      | 4.5000%  | 0.0000% | $16395000.00       | $1143019.75        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9451 | 2055-08-01      | 5.5000%  | 0.0000% | $2631860.00        | $2682767.80        | Agency Mortgage-Backed Securities |
| GNII SF DD7724 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1220762.00        | $1242341.26        | Agency Mortgage-Backed Securities |
| GNII SF MA0623 M     | 2042-12-20      | 2.5000%  | 0.0000% | $5269072.00        | $676782.96         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0036 | 2054-08-01      | 6.5000%  | 0.0000% | $1950000.00        | $1678193.14        | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M     | 2054-03-20      | 5.5000%  | 0.0000% | $15708944.00       | $12615732.50       | Agency Mortgage-Backed Securities |
| GNII SF DM3154 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4747230.00        | $4955517.57        | Agency Mortgage-Backed Securities |
| GNII BD DM3785 C     | 2055-07-20      | 3.5000%  | 0.0000% | $5024376.00        | $4483568.09        | Agency Mortgage-Backed Securities |
| GNII SF DK9378 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3108010.00        | $3239874.86        | Agency Mortgage-Backed Securities |
| GNII SF DL2636 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1999714.00        | $1839150.82        | Agency Mortgage-Backed Securities |
| GNII ET DK8104 C     | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $320833.14         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTCB6664 | 2043-07-01      | 7.0000%  | 0.0000% | $1051982.00        | $769369.37         | Agency Mortgage-Backed Securities |
| GNMI SF 666025 X     | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $12141.02          | Agency Mortgage-Backed Securities |
| GNII SF DM6146 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1002014.00        | $1046983.62        | Agency Mortgage-Backed Securities |
| GNII SF DN3514 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1768028.00        | $1817960.65        | Agency Mortgage-Backed Securities |
| GNII ET DM6729 C     | 2065-08-20      | 3.0000%  | 0.0000% | $754783.00         | $674950.50         | Agency Mortgage-Backed Securities |
| GNII SF DM7328 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1167788.00        | $1200466.75        | Agency Mortgage-Backed Securities |
| GNII SF DM4586 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1259790.00        | $1319286.56        | Agency Mortgage-Backed Securities |
| GNII SF DM4446 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1862442.00        | $1913879.37        | Agency Mortgage-Backed Securities |
| GNII SF DM7310 C     | 2055-09-20      | 6.0000%  | 0.0000% | $26049920.00       | $26384334.89       | Agency Mortgage-Backed Securities |
| GNPL PN CJ2547       | 2065-04-15      | 4.8500%  | 0.0000% | $2374908.00        | $2382838.47        | Agency Mortgage-Backed Securities |
| GNMI SF BU8315 X     | 2050-05-15      | 2.5000%  | 0.0000% | $10233520.00       | $4220496.40        | Agency Mortgage-Backed Securities |
| GNII SF DM3844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1127313.29        | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2635964.00        | $2760254.30        | Agency Mortgage-Backed Securities |
| GNII SF DM6755 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6035640.00        | $6236115.71        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ5266 | 2055-11-01      | 7.0000%  | 0.0000% | $11241952.00       | $12015724.31       | Agency Mortgage-Backed Securities |
| GNII SF BT0810 C     | 2050-03-20      | 3.0000%  | 0.0000% | $655000.00         | $103954.30         | Agency Mortgage-Backed Securities |
| GNII SF MA9902 M     | 2054-08-20      | 3.5000%  | 0.0000% | $166874.00         | $142524.02         | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $700821.44         | Agency Mortgage-Backed Securities |
| GNII SF BX4958 C     | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $58964.43          | Agency Mortgage-Backed Securities |
| GNII SF MA9910 M     | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $63264.67          | Agency Mortgage-Backed Securities |
| GNII SF MA0465 M     | 2042-09-20      | 5.0000%  | 0.0000% | $150929.00         | $5269.11           | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $500933.00         | $36021.66          | Agency Mortgage-Backed Securities |
| GNMI SF AA0268 X     | 2041-12-15      | 3.7500%  | 0.0000% | $88560.00          | $56698.13          | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $67000000.00       | $66591746.19       | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $11902.02          | Agency Mortgage-Backed Securities |
| GNII SF DI6416 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $3500254.54        | Agency Mortgage-Backed Securities |
| GNII SF DO4244 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1008888.00        | $1046779.82        | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $8353143.52        | Agency Mortgage-Backed Securities |
| GNII SF AX4341 C     | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $28728.85          | Agency Mortgage-Backed Securities |
| GNII ET DO6377 C     | 2059-11-20      | 3.0000%  | 0.0000% | $166256.00         | $149975.71         | Agency Mortgage-Backed Securities |
| GNII SF CG8221 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2138896.00        | $527852.39         | Agency Mortgage-Backed Securities |
| GNII SF 002615 M     | 2028-07-20      | 6.5000%  | 0.0000% | $14974976.00       | $9271.97           | Agency Mortgage-Backed Securities |
| GNII SF CK8200 C     | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $169581.13         | Agency Mortgage-Backed Securities |
| GNII SF DO7296 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1442778.00        | $1501927.57        | Agency Mortgage-Backed Securities |
| GNII SF BZ1783 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1491558.00        | $580494.63         | Agency Mortgage-Backed Securities |
| GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $602471.00         | $423146.95         | Agency Mortgage-Backed Securities |
| GNII ET DJ4966 C     | 2065-03-20      | 6.0000%  | 0.0000% | $1016842.00        | $1039684.68        | Agency Mortgage-Backed Securities |
| GNII SF DK0399 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $1245831.14        | Agency Mortgage-Backed Securities |
| GNII SF DH6835 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1109994.22        | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 5.6250%  | 0.0000% | $142846240.00      | $2785570.61        | Agency Mortgage-Backed Securities |
| GNPL PN CG6814       | 2064-07-15      | 2.7700%  | 0.0000% | $7895030.00        | $6774904.16        | Agency Mortgage-Backed Securities |
| GNII SF DI1654 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $2333148.27        | Agency Mortgage-Backed Securities |
| GNPL PN CC7501       | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $76870.03          | Agency Mortgage-Backed Securities |
| GNII SF DI9446 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1058048.00        | $1060971.38        | Agency Mortgage-Backed Securities |
| GNII SF CM9967 C     | 2052-05-20      | 4.0000%  | 0.0000% | $1448712.00        | $1227559.19        | Agency Mortgage-Backed Securities |
| GNII SF 005279 M     | 2042-01-20      | 3.5000%  | 0.0000% | $75735.00          | $5435.55           | Agency Mortgage-Backed Securities |
| GNPL PN DI9898       | 2060-06-15      | 5.9700%  | 0.0000% | $4401200.00        | $4729730.27        | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $945058.00         | $601870.07         | Agency Mortgage-Backed Securities |
| GNII SF MB0627 M     | 2055-09-20      | 7.5000%  | 0.0000% | $338590.00         | $351714.47         | Agency Mortgage-Backed Securities |
| GNII SF MB0626 M     | 2055-09-20      | 7.0000%  | 0.0000% | $3726540.00        | $3849078.60        | Agency Mortgage-Backed Securities |
| GNMI SF AX5857 X     | 2047-01-15      | 4.0000%  | 0.0000% | $354245.00         | $27670.73          | Agency Mortgage-Backed Securities |
| GNII SF DJ9879 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1695330.00        | $1766995.60        | Agency Mortgage-Backed Securities |
| GNII SF DF5929 C     | 2054-10-20      | 5.0000%  | 0.0000% | $7056272.00        | $6857779.70        | Agency Mortgage-Backed Securities |
| GNII SF DG7434 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2505876.00        | $2666545.00        | Agency Mortgage-Backed Securities |
| GNII SF DH4939 C     | 2055-07-20      | 6.5000%  | 0.0000% | $14527.00          | $15152.91          | Agency Mortgage-Backed Securities |
| GNII SF MA3495 M     | 2031-03-20      | 2.5000%  | 0.0000% | $68948.00          | $5980.95           | Agency Mortgage-Backed Securities |
| GNII SF DJ9245 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1989918.00        | $1761027.10        | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $13135904.00       | $1282734.30        | Agency Mortgage-Backed Securities |
| GNPL PN DE6503       | 2060-04-15      | 5.3400%  | 0.0000% | $67643.00          | $69906.22          | Agency Mortgage-Backed Securities |
| GNII SF DH4733 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2766432.00        | $2879798.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ5217 C     | 2055-03-20      | 6.5000%  | 0.0000% | $2370076.00        | $2466136.25        | Agency Mortgage-Backed Securities |
| GNII ET DF7153 C     | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $452921.51         | Agency Mortgage-Backed Securities |
| GNII RG CP1989 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1290868.00        | $701043.35         | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  | 0.0000% | $596987.00         | $17988.64          | Agency Mortgage-Backed Securities |
| GNMI SF BB3477 X     | 2047-09-15      | 5.0000%  | 0.0000% | $1177444.00        | $106552.04         | Agency Mortgage-Backed Securities |
| GNII SF DL4049 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3449664.00        | $3594811.08        | Agency Mortgage-Backed Securities |
| GNII SF DM4445 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1359764.00        | $1404869.33        | Agency Mortgage-Backed Securities |
| GNPL PN CY8219       | 2059-01-15      | 6.9300%  | 0.0000% | $127788.00         | $140698.87         | Agency Mortgage-Backed Securities |
| GNII SF DI2094 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1382636.62        | Agency Mortgage-Backed Securities |
| GNPL PN CQ8772       | 2064-12-15      | 5.7000%  | 0.0000% | $31036.00          | $32810.04          | Agency Mortgage-Backed Securities |
| GNPL PN CS8952       | 2065-05-15      | 6.1300%  | 0.0000% | $64601.00          | $71079.93          | Agency Mortgage-Backed Securities |
| GNPL PN CW8884       | 2058-12-15      | 6.1400%  | 0.0000% | $82724.00          | $88563.96          | Agency Mortgage-Backed Securities |
| GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $120349952.00      | $113888691.75      | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $124056832.00      | $125296260.34      | Agency Mortgage-Backed Securities |
| GNII SF MB0285 M     | 2040-03-20      | 6.5000%  | 0.0000% | $164543.00         | $167693.36         | Agency Mortgage-Backed Securities |
| GNII SF MA3216 M     | 2030-11-20      | 2.5000%  | 0.0000% | $79400.00          | $6725.75           | Agency Mortgage-Backed Securities |
| GNII SF MA2936 M     | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $5725.97           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY0424 | 2055-03-01      | 4.5000%  | 0.0000% | $1802974.00        | $1757254.36        | Agency Mortgage-Backed Securities |
| GNII EP 787494 C     | 2063-08-20      | 2.0000%  | 0.0000% | $7617776.00        | $5117938.33        | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $594748.00         | $17966.30          | Agency Mortgage-Backed Securities |
| GNII SF DN5531 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1395202.00        | $1452509.92        | Agency Mortgage-Backed Securities |
| GNII SF DM2552 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1099192.00        | $1110289.44        | Agency Mortgage-Backed Securities |
| GNII SF DM8515 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1165072.00        | $1190949.41        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2302 | 2055-09-01      | 7.0000%  | 0.0000% | $1000110.00        | $1051572.12        | Agency Mortgage-Backed Securities |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $151307520.00      | $10849309.52       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1904 | 2055-08-01      | 5.5000%  | 0.0000% | $10730944.00       | $10973533.82       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7585 | 2055-10-01      | 6.0000%  | 0.0000% | $3876020.00        | $4080778.51        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5541 | 2055-10-01      | 7.0000%  | 0.0000% | $1088150.00        | $1148726.76        | Agency Mortgage-Backed Securities |
| GNII SF MA0601 M     | 2027-12-20      | 2.5000%  | 0.0000% | $2000000.00        | $44892.16          | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $198968.97         | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $155457024.00      | $11532448.14       | Agency Mortgage-Backed Securities |
| GNII SF CK9592 C     | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $566619.01         | Agency Mortgage-Backed Securities |
| GNII SF AC0107 C     | 2042-11-20      | 3.5000%  | 0.0000% | $3008250.00        | $248521.47         | Agency Mortgage-Backed Securities |
| GNII SF AM4931 C     | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1653506.41        | Agency Mortgage-Backed Securities |
| GNII JM MA9952 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $2199006.60        | Agency Mortgage-Backed Securities |
| GNII SF MA2645 M     | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $126088.82         | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $21335.47          | Agency Mortgage-Backed Securities |
| GNAR AT MA0646 M     | 2042-12-20      | 4.7500%  | 0.0000% | $625000.00         | $19823.57          | Agency Mortgage-Backed Securities |
| GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $480184832.00      | $74528473.52       | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $62650304.00       | $6303876.83        | Agency Mortgage-Backed Securities |
| GNII SF MA2222 M     | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $676200.10         | Agency Mortgage-Backed Securities |
| GNII SF MA0673 M     | 2028-01-20      | 2.0000%  | 0.0000% | $444249.00         | $10739.35          | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $4400000.00        | $463643.16         | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C     | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $292868.36         | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $99606.31          | Agency Mortgage-Backed Securities |
| GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $895127.00         | $52717.92          | Agency Mortgage-Backed Securities |
| GNII SF MA0826 M     | 2028-03-20      | 3.0000%  | 0.0000% | $975000.00         | $21069.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0579 | 2052-11-01      | 5.0000%  | 0.0000% | $1000000.00        | $738976.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3758 | 2055-11-01      | 5.0000%  | 0.0000% | $3747024.00        | $3797563.86        | Agency Mortgage-Backed Securities |
| 03.500 FGPC T65245 G | 2044-10-01      | 3.5000%  | 0.0000% | $1680000.00        | $90487.53          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1970 | 2033-04-01      | 3.5000%  | 0.0000% | $2600000.00        | $538191.06         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G06615 G | 2041-06-01      | 4.0000%  | 0.0000% | $45000.00          | $5124.81           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $1157414.00        | $185666.81         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0651 | 2037-04-01      | 3.0000%  | 0.0000% | $2212788.00        | $1236979.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7029 | 2054-12-01      | 5.0000%  | 0.0000% | $3500000.00        | $3340627.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3960 | 2040-06-01      | 6.0000%  | 0.0000% | $1992354.00        | $2045518.69        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3887 | 2040-07-01      | 5.5000%  | 0.0000% | $1766450.00        | $1788390.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRC3555 | 2040-08-01      | 6.5000%  | 0.0000% | $1395320.00        | $1356349.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7562 | 2052-06-01      | 5.0000%  | 0.0000% | $163475200.00      | $116153620.85      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4362 | 2040-10-01      | 6.0000%  | 0.0000% | $1016916.00        | $1044870.10        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8407 | 2053-01-01      | 5.0000%  | 0.0000% | $138542336.00      | $115937531.76      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  | 0.0000% | $2334716.00        | $2060883.27        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ8026 | 2054-11-01      | 7.0000%  | 0.0000% | $10269920.00       | $9141380.21        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7134 | 2052-08-01      | 4.5000%  | 0.0000% | $2797400.00        | $2111534.51        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG3238 | 2053-04-01      | 4.5000%  | 0.0000% | $997306.00         | $808119.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1266 | 2053-04-01      | 5.5000%  | 0.0000% | $972612.00         | $725617.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2229 | 2038-08-01      | 5.5000%  | 0.0000% | $57105000.00       | $728054.42         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3833 | 2040-07-01      | 6.0000%  | 0.0000% | $1220850.00        | $1068227.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6353 | 2055-12-01      | 5.0000%  | 0.0000% | $4174664.00        | $4209430.60        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAZ9016 | 2030-10-01      | 2.0000%  | 0.0000% | $188147.00         | $30138.32          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2899 | 2042-04-01      | 3.5000%  | 0.0000% | $41151680.00       | $3309261.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  | 0.0000% | $6605712.00        | $5738654.21        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7526 | 2031-07-01      | 2.5000%  | 0.0000% | $1749706.00        | $245408.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3772 | 2055-11-01      | 5.5000%  | 0.0000% | $5682760.00        | $5857482.14        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7431 | 2043-07-01      | 6.6130%  | 0.0000% | $2995000.00        | $109591.62         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH7230 | 2053-12-01      | 6.0000%  | 0.0000% | $1751718.00        | $1625302.81        | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU8037 | 2051-12-01      | 2.5000%  | 0.0000% | $1384000.00        | $1058370.58        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ2090 | 2054-08-01      | 5.5000%  | 0.0000% | $446958.00         | $406663.54         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ1213 | 2054-08-01      | 6.5000%  | 0.0000% | $1601690.00        | $1323428.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  | 0.0000% | $571984.00         | $429842.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD7421 | 2052-02-01      | 3.0000%  | 0.0000% | $1053880.00        | $737684.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6310 | 2055-11-01      | 6.0000%  | 0.0000% | $10184880.00       | $10637995.13       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1028 | 2055-10-01      | 6.0000%  | 0.0000% | $31700576.00       | $32578408.71       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CRAL5942 | 2044-07-01      | 5.0000%  | 0.0000% | $155085.00         | $23422.20          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS5598 | 2037-08-01      | 1.5000%  | 0.0000% | $4422568.00        | $3122555.03        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3859 | 2054-12-01      | 5.5000%  | 0.0000% | $512839.00         | $484279.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2233 | 2055-07-01      | 6.5000%  | 0.0000% | $1315954.00        | $1383790.27        | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $165246.29         | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $21548096.00       | $20160370.44       | Agency Mortgage-Backed Securities |
| GNII ET DM0745 C     | 2065-08-20      | 7.0000%  | 0.0000% | $4479944.00        | $4634913.74        | Agency Mortgage-Backed Securities |
| GNII ET DL9948 C     | 2065-06-20      | 7.0000%  | 0.0000% | $3261848.00        | $3358868.53        | Agency Mortgage-Backed Securities |
| GNMI SF BC8602 X     | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $291755.90         | Agency Mortgage-Backed Securities |
| GNII ET DM5787 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7000000.00        | $7250820.60        | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $14886560.00       | $6124793.02        | Agency Mortgage-Backed Securities |
| GNII SF MA7862 M     | 2037-07-20      | 7.0000%  | 0.0000% | $94919.00          | $65065.35          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8753 | 2055-07-01      | 5.0000%  | 0.0000% | $1656284.00        | $1655883.72        | Agency Mortgage-Backed Securities |
| GNII JM MA8336 M     | 2052-09-20      | 3.0000%  | 0.0000% | $1493058.00        | $1231870.89        | Agency Mortgage-Backed Securities |
| GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $110532224.00      | $86791895.29       | Agency Mortgage-Backed Securities |
| GNII SF MA9899 M     | 2052-07-20      | 2.0000%  | 0.0000% | $355196.00         | $287274.15         | Agency Mortgage-Backed Securities |
| GNII SF MA8720 M     | 2053-01-20      | 2.5000%  | 0.0000% | $640000.00         | $418310.32         | Agency Mortgage-Backed Securities |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $10680000.00       | $6648697.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $28669184.00       | $10421096.23       | Agency Mortgage-Backed Securities |
| GNMI SF 711227 X     | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $24661.35          | Agency Mortgage-Backed Securities |
| GNII SF DO3402 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2586120.00        | $2707308.98        | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $38514.51          | Agency Mortgage-Backed Securities |
| GNII SP 783069 M     | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $155006.63         | Agency Mortgage-Backed Securities |
| GNII SF DK9303 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3601624.00        | $3756559.39        | Agency Mortgage-Backed Securities |
| GNII RG CP0023 C     | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $268962.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3643 | 2050-03-01      | 4.0000%  | 0.0000% | $702476.00         | $119808.36         | Agency Mortgage-Backed Securities |
| GNII SF CC9830 C     | 2046-06-20      | 3.0000%  | 0.0000% | $67782.00          | $50348.01          | Agency Mortgage-Backed Securities |
| GNII SF DL3739 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3029600.00        | $3162162.91        | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36918.37          | Agency Mortgage-Backed Securities |
| GNII SF BZ8511 C     | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $50968.30          | Agency Mortgage-Backed Securities |
| GNII SF DL3555 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1047578.00        | $1094116.96        | Agency Mortgage-Backed Securities |
| GNII SF BY6438 C     | 2050-11-20      | 2.5000%  | 0.0000% | $672782.00         | $381377.28         | Agency Mortgage-Backed Securities |
| GNII SF DL3116 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1920060.00        | $1935911.86        | Agency Mortgage-Backed Securities |
| GNII SF BW8884 C     | 2032-07-20      | 7.5000%  | 0.0000% | $1094792.00        | $371072.10         | Agency Mortgage-Backed Securities |
| GNMI SF BW3889 X     | 2050-08-15      | 2.5000%  | 0.0000% | $853969.00         | $221006.48         | Agency Mortgage-Backed Securities |
| GNII SF DL2625 C     | 2052-09-20      | 6.5000%  | 0.0000% | $1144432.00        | $1197584.35        | Agency Mortgage-Backed Securities |
| GNII SF DL5182 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4104688.00        | $4275808.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3381954.62        | Agency Mortgage-Backed Securities |
| GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $28000.00          | $9929.64           | Agency Mortgage-Backed Securities |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $29741376.00       | $26702385.47       | Agency Mortgage-Backed Securities |
| GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $55107456.00       | $42511929.93       | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $11892240.00       | $8411484.02        | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $1755128.00        | $1445189.94        | Agency Mortgage-Backed Securities |
| GNII SF MA9073 M     | 2038-07-20      | 6.5000%  | 0.0000% | $220594.00         | $158412.11         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ0992 | 2054-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $914363.48         | Agency Mortgage-Backed Securities |
| GNII SF MA7312 M     | 2051-04-20      | 2.5000%  | 0.0000% | $860815.00         | $439059.81         | Agency Mortgage-Backed Securities |
| GNII JM MA6532 M     | 2050-02-20      | 3.5000%  | 0.0000% | $4143400.00        | $412001.36         | Agency Mortgage-Backed Securities |
| GNII SF MA8615 M     | 2038-02-20      | 4.5000%  | 0.0000% | $480243.00         | $315041.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0011 | 2040-07-01      | 6.0000%  | 0.0000% | $44712384.00       | $39932427.36       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2489 | 2055-08-01      | 6.5000%  | 0.0000% | $61691136.00       | $61116997.36       | Agency Mortgage-Backed Securities |
| GNII SF DO2239 C     | 2055-11-20      | 5.0000%  | 0.0000% | $2795864.00        | $2809890.85        | Agency Mortgage-Backed Securities |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $24547327.00       | $23311.13          | Agency Mortgage-Backed Securities |
| GNII SF DO3421 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1589664.00        | $1669537.61        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9357 | 2055-04-01      | 6.5000%  | 0.0000% | $1142634.00        | $1201564.27        | Agency Mortgage-Backed Securities |
| GNII SF DO6998 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1576622.00        | $1644773.06        | Agency Mortgage-Backed Securities |
| GNII SP 785229 C     | 2050-11-20      | 3.0000%  | 0.0000% | $425000.00         | $206677.43         | Agency Mortgage-Backed Securities |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $1091031.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ2837 C     | 2055-07-20      | 6.5000%  | 0.0000% | $9050192.00        | $9438463.04        | Agency Mortgage-Backed Securities |
| GNII JP 785023 M     | 2034-05-20      | 3.0000%  | 0.0000% | $700000.00         | $124078.40         | Agency Mortgage-Backed Securities |
| GNII SF DJ3087 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8081280.00        | $8433150.37        | Agency Mortgage-Backed Securities |
| GNII SP 783976 M     | 2043-04-20      | 3.5000%  | 0.0000% | $11877984.00       | $1382618.56        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4707       | 2060-08-15      | 6.1200%  | 0.0000% | $5000000.00        | $5437221.06        | Agency Mortgage-Backed Securities |
| GNII SP 786980 C     | 2052-06-20      | 3.0000%  | 0.0000% | $17200000.00       | $12622200.15       | Agency Mortgage-Backed Securities |
| GNII SF DJ3037 C     | 2055-08-20      | 6.5000%  | 0.0000% | $13131056.00       | $13706155.32       | Agency Mortgage-Backed Securities |
| GNII SP 787259 C     | 2051-02-20      | 2.0000%  | 0.0000% | $1500000.00        | $1100099.35        | Agency Mortgage-Backed Securities |
| GNII ET DK3347 C     | 2065-04-20      | 6.5000%  | 0.0000% | $134385.00         | $138939.10         | Agency Mortgage-Backed Securities |
| GNMI SF 507768 X     | 2029-04-15      | 6.5000%  | 0.0000% | $29556736.00       | $21281.91          | Agency Mortgage-Backed Securities |
| GNII SF DL1847 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2857500.00        | $2975073.40        | Agency Mortgage-Backed Securities |
| GNII SF DL2708 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2220968.00        | $2313849.99        | Agency Mortgage-Backed Securities |
| GNII SF DL4772 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3141904.00        | $3277476.27        | Agency Mortgage-Backed Securities |
| GNII SF DL5968 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1350470.00        | $1409534.05        | Agency Mortgage-Backed Securities |
| GNPL PN DM0345       | 2060-10-15      | 5.5100%  | 0.0000% | $12640000.00       | $13374209.55       | Agency Mortgage-Backed Securities |
| GNII SF DM2602 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1433448.00        | $1505330.65        | Agency Mortgage-Backed Securities |
| GNII SF DL5030 C     | 2055-10-20      | 5.5000%  | 0.0000% | $15186580.00       | $15493620.30       | Agency Mortgage-Backed Securities |
| GNII SF DL3636 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1121576.00        | $1171464.48        | Agency Mortgage-Backed Securities |

### Security 693: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0VV5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0VV5
- **C.18 - Value (incl. sponsor support):** $8787000000.00
- **C.18.a - Value (excl. sponsor support):** $8787000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $119616000.00      | $128248957.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $277104000.00      | $249999782.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $185360000.00      | $189813504.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $267135200.00      | $133257160.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $331715200.00      | $249998159.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $344912000.00      | $249999963.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $292595200.00      | $249999520.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $3252000.00        | $3265689.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $89829000.00       | $85100074.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $234136000.00      | $231963924.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $237873600.00      | $249998966.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $318908000.00      | $249999710.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $228854400.00      | $213045075.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $294001600.00      | $249999685.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $188121600.00      | $193981423.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $248547200.00      | $249998942.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $98694400.00       | $100607484.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $263834000.00      | $249999431.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $199000.00         | $148058.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $296006400.00      | $214147355.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $4847600.00        | $3507021.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $305000.00         | $310525.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $262448000.00      | $249999686.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $246488000.00      | $249999619.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $247848000.00      | $249998424.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $280869600.00      | $249999803.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $314384800.00      | $249999845.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $278339200.00      | $249998275.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $248036800.00      | $249998997.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $3634500.00        | $2875930.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $238374400.00      | $249995067.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $255849600.00      | $249997301.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $247753600.00      | $249997338.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $294837600.00      | $249999603.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $237196800.00      | $249999160.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $119774400.00      | $123639884.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $246601600.00      | $249999993.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $246352000.00      | $249999582.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $143322800.00      | $102491250.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $333137600.00      | $249999708.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $235261600.00      | $249999486.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $298692000.00      | $249999959.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $276387200.00      | $249997159.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $190602400.00      | $200446309.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $285828800.00      | $249999232.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $65800200.00       | $35917997.45       | U.S. Treasuries (including strips) |

### Security 694: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.090000%
- **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: ARP1D0VW3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0VW3
- **C.18 - Value (incl. sponsor support):** $2033000000.00
- **C.18.a - Value (excl. sponsor support):** $2033000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII RG CO9606 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1129438.00        | $717166.37         | Agency Mortgage-Backed Securities |
| GNII SF DI2224 C     | 2052-02-20      | 5.5000%  | 0.0000% | $938149.00         | $621258.31         | Agency Mortgage-Backed Securities |
| GNII SF MB0597 M     | 2040-09-20      | 6.5000%  | 0.0000% | $255307.00         | $265422.35         | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $50000000.00       | $49899043.45       | Agency Mortgage-Backed Securities |
| GNII SF DI3374 C     | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $2908215.01        | Agency Mortgage-Backed Securities |
| GNMI SF BK5544 X     | 2049-09-15      | 3.0000%  | 0.0000% | $25000.00          | $6117.17           | Agency Mortgage-Backed Securities |
| GNII SF DN7588 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1102724.00        | $1151432.48        | Agency Mortgage-Backed Securities |
| GNII SP 787228 C     | 2054-01-20      | 6.0000%  | 0.0000% | $500000.00         | $392387.99         | Agency Mortgage-Backed Securities |
| GNII SP 785532 C     | 2051-06-20      | 3.0000%  | 0.0000% | $200000.00         | $114807.38         | Agency Mortgage-Backed Securities |
| GNII SP 786335 C     | 2052-09-20      | 4.5000%  | 0.0000% | $800000.00         | $578781.78         | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $6897232.00        | $466555.43         | Agency Mortgage-Backed Securities |
| GNII ET DF3028 C     | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $111138.61         | Agency Mortgage-Backed Securities |
| GNII ET CZ9537 C     | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $295136.23         | Agency Mortgage-Backed Securities |
| GNII SF DE5800 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2154961.63        | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $514932.00         | $55801.49          | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $197598.51         | Agency Mortgage-Backed Securities |
| GNII SF AA1032 C     | 2042-05-20      | 3.5000%  | 0.0000% | $3554540.00        | $368116.35         | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2969820.00        | $274663.14         | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M     | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $28848755.48       | Agency Mortgage-Backed Securities |
| GNII SF DM4564 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1875406.00        | $1960332.97        | Agency Mortgage-Backed Securities |
| GNII RG CP0132 C     | 2045-07-20      | 3.5000%  | 0.0000% | $375000.00         | $206323.78         | Agency Mortgage-Backed Securities |
| GNII RG CQ2915 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1771140.00        | $1163455.80        | Agency Mortgage-Backed Securities |
| GNII SF DM3435 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6610664.00        | $6918576.99        | Agency Mortgage-Backed Securities |
| GNMI SF AE0391 X     | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6858.69           | Agency Mortgage-Backed Securities |
| GNII ET DM1754 C     | 2065-09-20      | 3.5000%  | 0.0000% | $362754.00         | $330113.42         | Agency Mortgage-Backed Securities |
| GNII SF DK5707 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1619320.00        | $1688787.98        | Agency Mortgage-Backed Securities |
| GNII SF MB0461 M     | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $280597.61         | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $80752640.00       | $81506505.20       | Agency Mortgage-Backed Securities |
| GNII SF DO5511 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1949824.00        | $2040660.45        | Agency Mortgage-Backed Securities |
| GNII SF DI3258 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1468170.00        | $1532879.53        | Agency Mortgage-Backed Securities |
| GNMI SF 590213 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $8092.50           | Agency Mortgage-Backed Securities |
| GNII SF DK4324 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1217854.00        | $1256463.50        | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $2346536.00        | $311197.13         | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $5000000.00        | $597596.15         | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2320588.63        | Agency Mortgage-Backed Securities |
| GNII SF CC6421 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1456414.00        | $877239.87         | Agency Mortgage-Backed Securities |
| GNII SF BZ4586 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1431308.00        | $246825.43         | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C     | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $138278.92         | Agency Mortgage-Backed Securities |
| GNII RG CM1591 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1872652.00        | $1163126.24        | Agency Mortgage-Backed Securities |
| GNII SF CM4442 C     | 2052-06-20      | 2.5000%  | 0.0000% | $3140532.00        | $928116.21         | Agency Mortgage-Backed Securities |
| GNII SF MA2797 M     | 2030-05-20      | 3.0000%  | 0.0000% | $1491780.00        | $72882.41          | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $151695.19         | Agency Mortgage-Backed Securities |
| GNPL PN DE5558       | 2059-12-15      | 5.7300%  | 0.0000% | $50452.00          | $53250.14          | Agency Mortgage-Backed Securities |
| GNII SF CI1296 C     | 2052-02-20      | 2.5000%  | 0.0000% | $10686800.00       | $5378881.25        | Agency Mortgage-Backed Securities |
| GNII SF DJ5777 C     | 2055-07-20      | 6.0000%  | 0.0000% | $14745680.00       | $15376312.64       | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $64780.87          | Agency Mortgage-Backed Securities |
| GNII SF DH4939 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2561112.00        | $2671460.74        | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M     | 2046-11-20      | 3.5000%  | 0.0000% | $5760592.00        | $713765.87         | Agency Mortgage-Backed Securities |
| GNII SF DJ1696 C     | 2055-04-20      | 7.0000%  | 0.0000% | $3211688.00        | $2701458.64        | Agency Mortgage-Backed Securities |
| GNII SF DE9387 C     | 2054-09-20      | 5.0000%  | 0.0000% | $5357672.00        | $3933892.81        | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M     | 2038-08-20      | 5.5000%  | 0.0000% | $2288452.00        | $98414.22          | Agency Mortgage-Backed Securities |
| GNMI SF AB2742 X     | 2042-08-15      | 3.0000%  | 0.0000% | $408080.00         | $57966.60          | Agency Mortgage-Backed Securities |
| GNMI SF AE3296 X     | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $416071.73         | Agency Mortgage-Backed Securities |
| GNII SF MA2601 M     | 2045-02-20      | 3.5000%  | 0.0000% | $339412.00         | $24108.19          | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $115000.00         | $8473.13           | Agency Mortgage-Backed Securities |
| GNII SF AC0186 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $288756.82         | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $23000000.00       | $2416700.69        | Agency Mortgage-Backed Securities |
| GNII SF MA5469 M     | 2048-09-20      | 5.5000%  | 0.0000% | $279876.00         | $27681.62          | Agency Mortgage-Backed Securities |
| GNAR AT MA0483 M     | 2042-10-20      | 4.7500%  | 0.0000% | $310000.00         | $9641.00           | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $66926.07          | Agency Mortgage-Backed Securities |
| GNII SF 004580 M     | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $23494.35          | Agency Mortgage-Backed Securities |
| GNII SP 786723 C     | 2052-11-20      | 3.5000%  | 0.0000% | $8921040.00        | $5911605.83        | Agency Mortgage-Backed Securities |
| GNII FS MA2997 M     | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $64028.77          | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $4916000.00        | $392241.59         | Agency Mortgage-Backed Securities |
| GNII SF BY0805 C     | 2050-09-20      | 2.5000%  | 0.0000% | $50000.00          | $21124.33          | Agency Mortgage-Backed Securities |
| GNII SF AD1755 C     | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $1023370.40        | Agency Mortgage-Backed Securities |
| GNII RG CI8163 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1058782.00        | $584249.65         | Agency Mortgage-Backed Securities |
| GNMI SF BI8449 X     | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $163642.20         | Agency Mortgage-Backed Securities |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $648613.40         | Agency Mortgage-Backed Securities |
| GNII RG CQ5549 C     | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $936858.82         | Agency Mortgage-Backed Securities |
| GNII SF DM4288 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1432784.00        | $1495581.94        | Agency Mortgage-Backed Securities |
| GNII ET DN4219 C     | 2065-05-20      | 3.0000%  | 0.0000% | $357621.00         | $320108.17         | Agency Mortgage-Backed Securities |
| GNII SF DN5547 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1282526.00        | $1342272.47        | Agency Mortgage-Backed Securities |
| GNII SF DN3513 C     | 2055-11-20      | 5.5000%  | 0.0000% | $5076928.00        | $5219335.83        | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M     | 2040-09-20      | 5.5000%  | 0.0000% | $468745.00         | $473849.72         | Agency Mortgage-Backed Securities |
| GNII SF DM4663 C     | 2055-11-20      | 5.5000%  | 0.0000% | $10189120.00       | $10502323.36       | Agency Mortgage-Backed Securities |
| GNII SF DM6756 C     | 2055-10-20      | 6.0000%  | 0.0000% | $6411768.00        | $6649507.08        | Agency Mortgage-Backed Securities |
| GNII ET DM1753 C     | 2065-09-20      | 3.0000%  | 0.0000% | $385846.00         | $346931.80         | Agency Mortgage-Backed Securities |
| GNII SF DM4291 C     | 2055-09-20      | 6.5000%  | 0.0000% | $877760.00         | $928525.57         | Agency Mortgage-Backed Securities |
| GNII SF DM6247 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4688030.00        | $4879844.78        | Agency Mortgage-Backed Securities |
| GNII ET CW5902 C     | 2063-08-20      | 6.5000%  | 0.0000% | $6843370.00        | $1411746.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3629 | 2040-05-01      | 6.0000%  | 0.0000% | $1164702.00        | $1194132.19        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6480 | 2048-05-01      | 4.0000%  | 0.0000% | $6580000.00        | $639157.07         | Agency Mortgage-Backed Securities |
| GNII SF AM1139 C     | 2045-03-20      | 3.5000%  | 0.0000% | $9866464.00        | $1876695.92        | Agency Mortgage-Backed Securities |
| GNPL PN CU4661       | 2059-04-15      | 5.5500%  | 0.0000% | $26044.00          | $27009.64          | Agency Mortgage-Backed Securities |
| GNMI SF AF0251 X     | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $40644.65          | Agency Mortgage-Backed Securities |
| GNII SF AC0282 C     | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $397202.01         | Agency Mortgage-Backed Securities |
| GNII SF DM3697 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1223228.00        | $1235450.69        | Agency Mortgage-Backed Securities |
| GNII SF DN1383 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1284344.00        | $1333433.75        | Agency Mortgage-Backed Securities |
| GNII SF DM1111 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2530376.00        | $2646207.71        | Agency Mortgage-Backed Securities |
| GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $242169.12         | Agency Mortgage-Backed Securities |
| GNII SF 796478 C     | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $358305.59         | Agency Mortgage-Backed Securities |
| GNMI SF 767026 X     | 2028-02-15      | 2.5000%  | 0.0000% | $1201152.00        | $91338.58          | Agency Mortgage-Backed Securities |
| GNII SF MA9167 M     | 2053-08-20      | 3.5000%  | 0.0000% | $1045000.00        | $718486.85         | Agency Mortgage-Backed Securities |
| GNII SF MA8568 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1000000.00        | $798045.75         | Agency Mortgage-Backed Securities |
| GNII SF MA9392 M     | 2039-01-20      | 7.0000%  | 0.0000% | $53054.00          | $46922.09          | Agency Mortgage-Backed Securities |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $101875584.00      | $76502852.97       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQY8398 | 2055-07-01      | 4.5000%  | 0.0000% | $1211002.00        | $1185870.93        | Agency Mortgage-Backed Securities |
| GNII ET DO2119 C     | 2062-04-20      | 3.5000%  | 0.0000% | $169592.00         | $154443.04         | Agency Mortgage-Backed Securities |
| GNII SP 784479 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $375533.64         | Agency Mortgage-Backed Securities |
| GNII SF DL4352 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1557230.00        | $1629776.67        | Agency Mortgage-Backed Securities |
| GNII SF DL5183 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4736856.00        | $4931652.35        | Agency Mortgage-Backed Securities |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1398396.00        | $1464352.15        | Agency Mortgage-Backed Securities |
| GNII SF DL3772 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2202890.00        | $2276004.87        | Agency Mortgage-Backed Securities |
| GNII SP 786583 C     | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $71943.56          | Agency Mortgage-Backed Securities |
| GNII SP 786502 C     | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $285224.87         | Agency Mortgage-Backed Securities |
| GNII SF DL4743 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1432778.00        | $1500709.00        | Agency Mortgage-Backed Securities |
| GNII SF DL3556 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1322714.00        | $1381238.68        | Agency Mortgage-Backed Securities |
| GNII ET DJ6634 C     | 2065-03-20      | 6.5000%  | 0.0000% | $344889.00         | $239610.34         | Agency Mortgage-Backed Securities |
| GNII SF MA9383 M     | 2031-10-20      | 2.5000%  | 0.0000% | $48928.00          | $35140.50          | Agency Mortgage-Backed Securities |
| GNMI SF BG0080 X     | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $267162.51         | Agency Mortgage-Backed Securities |
| GNII RG CN2042 C     | 2047-12-20      | 3.5000%  | 0.0000% | $200000.00         | $81698.18          | Agency Mortgage-Backed Securities |
| GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $2982988.00        | $2064459.56        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3894 | 2055-04-01      | 6.0000%  | 0.0000% | $69429632.00       | $67571185.32       | Agency Mortgage-Backed Securities |
| GNII SF MA9489 M     | 2054-02-20      | 6.0000%  | 0.0000% | $45227264.00       | $27801382.10       | Agency Mortgage-Backed Securities |
| GNII SF DK9219 C     | 2055-07-20      | 4.0000%  | 0.0000% | $9033088.00        | $8410102.76        | Agency Mortgage-Backed Securities |
| GNMI SF BQ7388 X     | 2049-11-15      | 3.5000%  | 0.0000% | $1702166.00        | $160756.40         | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $857336.16         | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $273729536.00      | $182689710.47      | Agency Mortgage-Backed Securities |
| GNII JM MA9159 M     | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $173518.42         | Agency Mortgage-Backed Securities |
| GNII SF DL0489 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1619986.00        | $1687886.39        | Agency Mortgage-Backed Securities |
| GNMI SF 705956 X     | 2027-11-15      | 2.5000%  | 0.0000% | $1130604.00        | $114216.17         | Agency Mortgage-Backed Securities |
| GNII SF DJ9938 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1268656.00        | $1323486.69        | Agency Mortgage-Backed Securities |
| GNII ET DG8296 C     | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $405356.53         | Agency Mortgage-Backed Securities |
| GNII SF DM1572 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1022444.00        | $1067373.80        | Agency Mortgage-Backed Securities |
| GNII SF DM6550 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1421708.00        | $1496804.95        | Agency Mortgage-Backed Securities |
| GNII SF DK6656 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2215565.24        | Agency Mortgage-Backed Securities |
| GNII SF DM0773 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3241128.00        | $3441493.47        | Agency Mortgage-Backed Securities |
| GNII SF DL3166 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1738446.00        | $1815207.75        | Agency Mortgage-Backed Securities |
| GNII SF DG1159 C     | 2054-12-20      | 6.5000%  | 0.0000% | $3519530.00        | $2427807.77        | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $1056790.61        | Agency Mortgage-Backed Securities |
| GNII SP 785764 C     | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1273772.08        | Agency Mortgage-Backed Securities |
| GNII ET DE9127 C     | 2064-08-20      | 6.5000%  | 0.0000% | $6420240.00        | $3216333.99        | Agency Mortgage-Backed Securities |
| GNII SF MA8775 M     | 2032-04-20      | 7.5000%  | 0.0000% | $35255.00          | $27649.23          | Agency Mortgage-Backed Securities |
| GNII SF MA7568 M     | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $322152.11         | Agency Mortgage-Backed Securities |
| GNII SF MA7651 M     | 2051-10-20      | 3.5000%  | 0.0000% | $725000.00         | $451501.44         | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $301029.90         | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $1391289.20        | Agency Mortgage-Backed Securities |
| GNII SF DO2139 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1195206.00        | $1227997.67        | Agency Mortgage-Backed Securities |
| GNII SF MB0420 M     | 2055-05-20      | 3.5000%  | 0.0000% | $402315.00         | $366941.11         | Agency Mortgage-Backed Securities |
| GNII SF MB0462 M     | 2040-06-20      | 7.0000%  | 0.0000% | $139184.00         | $143101.43         | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $26679.20          | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M     | 2040-05-20      | 6.0000%  | 0.0000% | $760280.00         | $743925.00         | Agency Mortgage-Backed Securities |
| GNII SP 787154 C     | 2053-11-20      | 6.5000%  | 0.0000% | $3295460.00        | $2123823.90        | Agency Mortgage-Backed Securities |
| GNAR AF MA6166 M     | 2049-09-20      | 5.3750%  | 0.0000% | $1057290.00        | $125156.14         | Agency Mortgage-Backed Securities |
| GNII SF MA6740 M     | 2035-08-20      | 2.5000%  | 0.0000% | $900000.00         | $225031.82         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX9919 | 2055-03-01      | 7.0000%  | 0.0000% | $1263880.00        | $1357964.16        | Agency Mortgage-Backed Securities |
| GNII SF MA8422 M     | 2052-10-20      | 2.0000%  | 0.0000% | $1323304.00        | $767295.94         | Agency Mortgage-Backed Securities |
| GNII SF MA8916 M     | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $90062.03          | Agency Mortgage-Backed Securities |
| GNII ET DC0018 C     | 2064-07-20      | 2.5000%  | 0.0000% | $198668.00         | $162252.47         | Agency Mortgage-Backed Securities |
| GNII SF MA7592 M     | 2051-09-20      | 4.0000%  | 0.0000% | $34896.00          | $18867.84          | Agency Mortgage-Backed Securities |
| GNII SF MA8914 M     | 2038-06-20      | 3.5000%  | 0.0000% | $194136.00         | $128475.20         | Agency Mortgage-Backed Securities |
| GNII SF DH6888 C     | 2055-02-20      | 6.5000%  | 0.0000% | $4202400.00        | $2743713.57        | Agency Mortgage-Backed Securities |
| GNII ET CZ6958 C     | 2063-12-20      | 7.5000%  | 0.0000% | $846020.00         | $631610.65         | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $32670.50          | Agency Mortgage-Backed Securities |
| GNII ET DG6500 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1282974.00        | $1010449.20        | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1388236.73        | Agency Mortgage-Backed Securities |
| GNII SF MA8403 M     | 2031-01-20      | 7.5000%  | 0.0000% | $33249.00          | $7928.00           | Agency Mortgage-Backed Securities |
| GNII SF DK6565 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1423364.00        | $1484244.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ2851 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10102928.00       | $10522539.04       | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $751901.17         | Agency Mortgage-Backed Securities |
| GNII SF DH2738 C     | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $975691.92         | Agency Mortgage-Backed Securities |
| GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $75516.00          | $76126.41          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2474 | 2053-01-01      | 5.5000%  | 0.0000% | $200000.00         | $141069.29         | Agency Mortgage-Backed Securities |
| GNII SF 543534 C     | 2030-09-20      | 3.5000%  | 0.0000% | $616463.00         | $18731.61          | Agency Mortgage-Backed Securities |
| GNII SF DK8323 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1099710.84        | Agency Mortgage-Backed Securities |
| GNII SF MA5690 M     | 2031-08-20      | 7.0000%  | 0.0000% | $53730.00          | $12152.63          | Agency Mortgage-Backed Securities |
| GNII SF MA8025 M     | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $295321.47         | Agency Mortgage-Backed Securities |
| GNII SF MA7972 M     | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $16859.14          | Agency Mortgage-Backed Securities |
| GNII JM MA6646 M     | 2050-05-20      | 3.0000%  | 0.0000% | $1500000.00        | $259117.75         | Agency Mortgage-Backed Securities |
| GNII SF DL2269 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1321422.00        | $1362216.92        | Agency Mortgage-Backed Securities |
| GNII SF DL3542 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1517914.00        | $1582433.52        | Agency Mortgage-Backed Securities |
| GNMI SF 722016 X     | 2028-12-15      | 2.5000%  | 0.0000% | $1331238.00        | $137395.10         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4633 | 2055-08-01      | 5.5000%  | 0.0000% | $112287616.00      | $113228186.41      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5505 | 2055-12-01      | 5.0000%  | 0.0000% | $99917056.00       | $100996459.96      | Agency Mortgage-Backed Securities |
| GNII SF DN5535 C     | 2055-11-20      | 6.0000%  | 0.0000% | $4849320.00        | $5015118.25        | Agency Mortgage-Backed Securities |
| GNII SF MB0593 M     | 2040-09-20      | 4.5000%  | 0.0000% | $434377.00         | $430853.86         | Agency Mortgage-Backed Securities |
| GNII ET DI6471 C     | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $587987.18         | Agency Mortgage-Backed Securities |
| GNII ET DN9903 C     | 2065-09-20      | 3.5000%  | 0.0000% | $615502.00         | $560592.07         | Agency Mortgage-Backed Securities |
| GNII SF DN5229 C     | 2055-10-20      | 6.0000%  | 0.0000% | $567546.00         | $588340.77         | Agency Mortgage-Backed Securities |
| GNII JM MA5867 M     | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $86516.45          | Agency Mortgage-Backed Securities |
| GNII SF MA6320 M     | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $8284.03           | Agency Mortgage-Backed Securities |
| GNII SF MA6654 M     | 2050-05-20      | 2.0000%  | 0.0000% | $548394.00         | $230646.27         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5497 | 2055-12-01      | 5.5000%  | 0.0000% | $77620096.00       | $79836770.70       | Agency Mortgage-Backed Securities |
| GNII RG CM2670 C     | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $421103.95         | Agency Mortgage-Backed Securities |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $92370048.00       | $69511542.71       | Agency Mortgage-Backed Securities |
| GNII SF CK4920 C     | 2052-01-20      | 3.5000%  | 0.0000% | $146807.00         | $108381.11         | Agency Mortgage-Backed Securities |
| GNII SF CZ8457 C     | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $976831.40         | Agency Mortgage-Backed Securities |
| GNII SF DN3061 C     | 2055-10-20      | 6.5000%  | 0.0000% | $10794288.00       | $11259483.59       | Agency Mortgage-Backed Securities |
| GNII SF CX0272 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $1831601.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ1986 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1519740.12        | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1178278.39        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0351       | 2060-10-15      | 5.4700%  | 0.0000% | $5400000.00        | $5656218.93        | Agency Mortgage-Backed Securities |
| GNII SF DJ3076 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1170116.00        | $1221358.38        | Agency Mortgage-Backed Securities |
| GNII SF MA6688 M     | 2034-11-20      | 5.0000%  | 0.0000% | $634921.00         | $124420.32         | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $5106872.00        | $3004719.25        | Agency Mortgage-Backed Securities |
| GNAR AF MA6351 M     | 2049-11-20      | 4.5000%  | 0.0000% | $1014736.00        | $141048.92         | Agency Mortgage-Backed Securities |
| GNII SF MA6016 M     | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $92564.71          | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $411258880.00      | $249999601.00      | Agency Mortgage-Backed Securities |
| GNPL PN DC7255       | 2060-07-15      | 5.8200%  | 0.0000% | $4716000.00        | $5036386.00        | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $324310.32         | Agency Mortgage-Backed Securities |
| GNII SF MA6432 M     | 2034-10-20      | 2.0000%  | 0.0000% | $729480.00         | $71051.86          | Agency Mortgage-Backed Securities |
| GNII SF MA6318 M     | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $8273.26           | Agency Mortgage-Backed Securities |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $101154240.00      | $37608511.14       | Agency Mortgage-Backed Securities |
| GNII SF MA5766 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $695111.47         | Agency Mortgage-Backed Securities |
| GNII SF MA7195 M     | 2051-02-20      | 3.5000%  | 0.0000% | $405863.00         | $154333.89         | Agency Mortgage-Backed Securities |
| GNII ET DO0339 C     | 2065-09-20      | 2.0000%  | 0.0000% | $500473.00         | $369580.85         | Agency Mortgage-Backed Securities |
| GNII SF CU9136 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $710902.81         | Agency Mortgage-Backed Securities |
| GNII SF AZ7823 C     | 2047-04-20      | 3.5000%  | 0.0000% | $295000.00         | $77190.98          | Agency Mortgage-Backed Securities |
| GNPL PN CV1946       | 2065-04-15      | 5.5000%  | 0.0000% | $19588580.00       | $20451595.43       | Agency Mortgage-Backed Securities |
| GNII SF DK5760 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5654088.00        | $5893637.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ3200 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12005072.00       | $12490790.54       | Agency Mortgage-Backed Securities |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $500000.00         | $60189.86          | Agency Mortgage-Backed Securities |
| GNII SF DK7135 C     | 2055-06-20      | 6.5000%  | 0.0000% | $826713.00         | $867050.11         | Agency Mortgage-Backed Securities |
| GNII SF BY7980 C     | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $136902.14         | Agency Mortgage-Backed Securities |
| GNII RG CN6337 C     | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $412661.32         | Agency Mortgage-Backed Securities |
| GNII RG CL3466 C     | 2049-08-20      | 5.0000%  | 0.0000% | $3046540.00        | $1571832.60        | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $90165.60          | Agency Mortgage-Backed Securities |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $179134.97         | Agency Mortgage-Backed Securities |
| GNII SF MA6064 M     | 2034-08-20      | 3.0000%  | 0.0000% | $100000.00         | $12108.91          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $6085000.00        | $4772814.73        | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $31300000.00       | $6375638.31        | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $6984208.00        | $949687.13         | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M     | 2034-01-20      | 4.5000%  | 0.0000% | $2589124.00        | $230634.82         | Agency Mortgage-Backed Securities |
| GNII SF MA5820 M     | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $552339.64         | Agency Mortgage-Backed Securities |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $1334692.00        | $137291.97         | Agency Mortgage-Backed Securities |
| GNII SF MA6444 M     | 2030-01-20      | 2.0000%  | 0.0000% | $459544.00         | $95463.96          | Agency Mortgage-Backed Securities |
| GNII SF AC0185 C     | 2042-12-20      | 3.5000%  | 0.0000% | $3810450.00        | $446189.75         | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M     | 2047-05-20      | 3.5000%  | 0.0000% | $1126842.00        | $130629.95         | Agency Mortgage-Backed Securities |
| GNII SF MB0746 M     | 2055-11-20      | 5.5000%  | 0.0000% | $185643008.00      | $188636501.50      | Agency Mortgage-Backed Securities |
| GNII SF DD7536 C     | 2054-08-20      | 7.5000%  | 0.0000% | $1140766.00        | $1215080.01        | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $458486.57         | Agency Mortgage-Backed Securities |
| GNCL CS CV1939       | 2066-02-15      | 12.3000% | 0.0000% | $10864688.00       | $11969040.08       | Agency Mortgage-Backed Securities |
| GNII SF MB0530 M     | 2040-07-20      | 6.0000%  | 0.0000% | $1276288.00        | $1306021.77        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9440 | 2055-12-01      | 5.5000%  | 0.0000% | $4452944.00        | $4546767.53        | Agency Mortgage-Backed Securities |
| GNII SF 003297 M     | 2032-10-20      | 6.5000%  | 0.0000% | $3570264.00        | $9982.22           | Agency Mortgage-Backed Securities |
| GNII SF DM4381 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1266258.00        | $1297309.00        | Agency Mortgage-Backed Securities |
| GNII SF DN0011 C     | 2055-09-20      | 6.5000%  | 0.0000% | $922730.00         | $967169.00         | Agency Mortgage-Backed Securities |
| GNII SF DN4042 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1092218.00        | $1132185.40        | Agency Mortgage-Backed Securities |
| GNII SF DM9689 C     | 2055-11-20      | 5.0000%  | 0.0000% | $9442912.00        | $9520806.58        | Agency Mortgage-Backed Securities |
| GNII ET DM7095 C     | 2065-09-20      | 3.5000%  | 0.0000% | $365391.00         | $332803.63         | Agency Mortgage-Backed Securities |
| GNII SF DM3433 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2453876.00        | $2570665.99        | Agency Mortgage-Backed Securities |
| GNII SF DN5533 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2937912.00        | $3047114.19        | Agency Mortgage-Backed Securities |
| GNII SF DN8151 C     | 2055-10-20      | 5.0000%  | 0.0000% | $3316688.00        | $3338916.19        | Agency Mortgage-Backed Securities |
| GNII SF DK9295 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1376428.00        | $1434204.96        | Agency Mortgage-Backed Securities |
| GNII SF DK7028 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1107662.00        | $1152984.51        | Agency Mortgage-Backed Securities |
| GNII ET DK8685 C     | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $431202.03         | Agency Mortgage-Backed Securities |
| GNII ET DL0585 C     | 2065-09-20      | 6.5000%  | 0.0000% | $6400000.00        | $6623193.98        | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244735.00       | $15731007.25       | Agency Mortgage-Backed Securities |
| GNMI SF 738107 X     | 2041-03-15      | 4.0000%  | 0.0000% | $250000.00         | $16932.18          | Agency Mortgage-Backed Securities |
| GNII ET DG9073 C     | 2062-05-20      | 2.5000%  | 0.0000% | $237612.00         | $194687.72         | Agency Mortgage-Backed Securities |
| GNII SF DI8419 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2249400.00        | $2342833.57        | Agency Mortgage-Backed Securities |
| GNII SF MB0961 M     | 2040-11-20      | 2.0000%  | 0.0000% | $100000.00         | $92632.20          | Agency Mortgage-Backed Securities |
| GNMI SF AS4907 X     | 2046-04-15      | 4.0000%  | 0.0000% | $909018.00         | $87005.38          | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1446578.00        | $1157967.58        | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $85000.00          | $61299.93          | Agency Mortgage-Backed Securities |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $43054.04          | Agency Mortgage-Backed Securities |
| GNII SF DL0854 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10998128.00       | $11206846.02       | Agency Mortgage-Backed Securities |
| GNII SF DG9280 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $1168431.17        | Agency Mortgage-Backed Securities |
| GNII SF DH4973 C     | 2055-07-20      | 6.5000%  | 0.0000% | $820793.00         | $858903.76         | Agency Mortgage-Backed Securities |
| GNII SF DK4957 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1120702.00        | $1171062.09        | Agency Mortgage-Backed Securities |
| GNII SF 518955 C     | 2029-09-20      | 3.5000%  | 0.0000% | $1127130.00        | $40756.43          | Agency Mortgage-Backed Securities |
| GNII SF DG1073 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1447300.00        | $990494.23         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9283 | 2055-12-01      | 5.5000%  | 0.0000% | $35272384.00       | $35963581.64       | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $87365632.00       | $66285372.05       | Agency Mortgage-Backed Securities |
| GNII JM MA8558 M     | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $596454.24         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9336 | 2055-11-01      | 5.0000%  | 0.0000% | $3819508.00        | $3859234.70        | Agency Mortgage-Backed Securities |
| GNII SF MA7993 M     | 2052-04-20      | 5.5000%  | 0.0000% | $33000.00          | $16760.30          | Agency Mortgage-Backed Securities |
| GNII SF DL5948 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1628440.00        | $1704365.01        | Agency Mortgage-Backed Securities |
| GNII SF MA7452 M     | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $418567.69         | Agency Mortgage-Backed Securities |
| GNII SF MA8263 M     | 2052-09-20      | 2.0000%  | 0.0000% | $3591816.00        | $2260295.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M     | 2053-08-20      | 6.5000%  | 0.0000% | $113000.00         | $53522.42          | Agency Mortgage-Backed Securities |
| GNII SF DM0778 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2870888.00        | $3048123.73        | Agency Mortgage-Backed Securities |
| GNII SF DL6442 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1494188.00        | $1569798.26        | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $608168.84         | Agency Mortgage-Backed Securities |
| GNII SP 788100 C     | 2055-08-20      | 5.5000%  | 0.0000% | $105502848.00      | $105960520.56      | Agency Mortgage-Backed Securities |
| GNMI SF AO3542 X     | 2045-08-15      | 3.0000%  | 0.0000% | $150256.00         | $14435.43          | Agency Mortgage-Backed Securities |
| GNII SF DM3617 C     | 2055-10-20      | 6.0000%  | 0.0000% | $19714688.00       | $20399063.26       | Agency Mortgage-Backed Securities |
| GNMI SF 705951 X     | 2027-08-15      | 2.5000%  | 0.0000% | $1329354.00        | $134437.82         | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $204247.81         | Agency Mortgage-Backed Securities |
| GNII JM MA7579 M     | 2051-09-20      | 2.5000%  | 0.0000% | $115000.00         | $71845.28          | Agency Mortgage-Backed Securities |
| GNII SF MA7912 M     | 2037-03-20      | 3.5000%  | 0.0000% | $647991.00         | $195555.48         | Agency Mortgage-Backed Securities |
| GNPL PN DK6736       | 2060-06-15      | 5.8400%  | 0.0000% | $1640000.00        | $1752666.57        | Agency Mortgage-Backed Securities |
| GNII SF DK3185 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8863184.00        | $8973711.13        | Agency Mortgage-Backed Securities |
| GNPL PN DJ0343       | 2060-10-15      | 5.7000%  | 0.0000% | $5478000.00        | $5812317.42        | Agency Mortgage-Backed Securities |
| GNII ET DF5642 C     | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143921.32         | Agency Mortgage-Backed Securities |
| GNII SF DH8138 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1270193.40        | Agency Mortgage-Backed Securities |
| GNII SF DK6443 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1055410.00        | $1102135.79        | Agency Mortgage-Backed Securities |
| GNMI SF 651901 X     | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13469.54          | Agency Mortgage-Backed Securities |
| GNII SP 784474 C     | 2048-02-20      | 3.5000%  | 0.0000% | $5800000.00        | $1454872.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAT7754 | 2028-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $63230.04          | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X     | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8955.46           | Agency Mortgage-Backed Securities |
| GNII SF DM7305 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745699.00         | $783785.21         | Agency Mortgage-Backed Securities |
| GNII SF DM4244 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1797868.00        | $1876751.12        | Agency Mortgage-Backed Securities |
| GNII SF DN3512 C     | 2055-11-20      | 5.5000%  | 0.0000% | $5213424.00        | $5351047.97        | Agency Mortgage-Backed Securities |
| GNII ET DM6732 C     | 2065-09-20      | 4.5000%  | 0.0000% | $190845.00         | $186764.75         | Agency Mortgage-Backed Securities |
| GNII SF DM8489 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3763408.00        | $3880935.84        | Agency Mortgage-Backed Securities |
| GNAR AF MB0565 M     | 2055-08-20      | 4.5000%  | 0.0000% | $681227.00         | $683563.12         | Agency Mortgage-Backed Securities |
| GNII SF DN0005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1045169.24        | Agency Mortgage-Backed Securities |
| GNII SF DN5527 C     | 2055-11-20      | 5.5000%  | 0.0000% | $11212016.00       | $11454139.49       | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $257323.98         | Agency Mortgage-Backed Securities |
| GNII SF DM6983 C     | 2055-09-20      | 6.0000%  | 0.0000% | $5590864.00        | $5769971.12        | Agency Mortgage-Backed Securities |
| GNII SF DN3238 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1730932.00        | $1778953.25        | Agency Mortgage-Backed Securities |
| GNII SF DM7927 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1368790.00        | $1440892.50        | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $26227.90          | Agency Mortgage-Backed Securities |
| GNII SF DN2296 C     | 2055-10-20      | 7.0000%  | 0.0000% | $3917932.00        | $4166787.47        | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 5.3750%  | 0.0000% | $6940000.00        | $221732.61         | Agency Mortgage-Backed Securities |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $101104.77         | Agency Mortgage-Backed Securities |
| GNII SF DO2190 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1508626.00        | $1560210.45        | Agency Mortgage-Backed Securities |
| GNII SF DK5755 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2474772.00        | $2578655.38        | Agency Mortgage-Backed Securities |
| GNII SF DK0845 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1307178.00        | $1366629.28        | Agency Mortgage-Backed Securities |
| GNII SF DK0415 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1281852.00        | $1334514.31        | Agency Mortgage-Backed Securities |
| GNII SF DM2120 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1448398.00        | $1455887.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ8286 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2603024.00        | $2717005.66        | Agency Mortgage-Backed Securities |
| GNII SF DM1828 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1101806.00        | $1153966.75        | Agency Mortgage-Backed Securities |
| GNII SF DM3337 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1674454.00        | $1765538.91        | Agency Mortgage-Backed Securities |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $83116.63          | Agency Mortgage-Backed Securities |
| GNMI SF AZ8592 X     | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $36148.27          | Agency Mortgage-Backed Securities |
| GNMI SF CL4396 X     | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $49114.88          | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1214946.65        | Agency Mortgage-Backed Securities |
| GNII SF DL5979 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1911236.00        | $1994048.25        | Agency Mortgage-Backed Securities |
| GNMI SF BY2848 X     | 2051-02-15      | 2.5000%  | 0.0000% | $4802472.00        | $3547300.79        | Agency Mortgage-Backed Securities |
| GNMI SF CJ2165 X     | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $622770.61         | Agency Mortgage-Backed Securities |
| GNII RG CI8172 C     | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2696292.47        | Agency Mortgage-Backed Securities |
| GNII SF CB6524 C     | 2051-05-20      | 3.0000%  | 0.0000% | $6312976.00        | $4108597.40        | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $1643000.00        | $975763.54         | Agency Mortgage-Backed Securities |
| GNII SF BY9472 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1251672.00        | $636277.15         | Agency Mortgage-Backed Securities |
| GNMI SF BC3009 X     | 2047-12-15      | 3.0000%  | 0.0000% | $769953.00         | $275597.44         | Agency Mortgage-Backed Securities |
| GNII SF DK7267 C     | 2055-06-20      | 7.0000%  | 0.0000% | $3916608.00        | $3425088.35        | Agency Mortgage-Backed Securities |
| GNMI SF BR6606 X     | 2050-02-15      | 3.0000%  | 0.0000% | $47717056.00       | $8800214.99        | Agency Mortgage-Backed Securities |
| GNII RG CF0263 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1051452.00        | $370632.35         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0867 | 2037-06-01      | 2.5000%  | 0.0000% | $421000.00         | $289604.38         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1151 | 2036-09-01      | 6.5000%  | 0.0000% | $52138000.00       | $363922.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZM6472 | 2048-05-01      | 5.5000%  | 0.0000% | $1067682.00        | $267140.01         | Agency Mortgage-Backed Securities |

### Security 695: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **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: ARP1D0W28, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0W28
- **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:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 DJ8903 C       | 2055-04-20      | 4.5000%  | 0.0000% | $1265838.00        | $1225677.19        | Agency Mortgage-Backed Securities  |
| GNII SF DN9104 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1701646.00        | $1756952.90        | Agency Mortgage-Backed Securities  |
| GNAR AT MB0637 M       | 2055-08-20      | 3.5000%  | 0.0000% | $1546930.00        | $1517254.94        | Agency Mortgage-Backed Securities  |
| GNII SF DN0460 C       | 2055-11-20      | 5.0000%  | 0.0000% | $3818084.00        | $3846055.28        | Agency Mortgage-Backed Securities  |
| GNMI SF 535760 X       | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $6748.82           | Agency Mortgage-Backed Securities  |
| GNII SF MB0682 M       | 2055-10-20      | 3.5000%  | 0.0000% | $94157312.00       | $86629902.55       | Agency Mortgage-Backed Securities  |
| GNII SF MA3282 M       | 2030-12-20      | 2.5000%  | 0.0000% | $732272.00         | $58291.27          | Agency Mortgage-Backed Securities  |
| GNII SF MA6865 M       | 2050-09-20      | 2.5000%  | 0.0000% | $3444816.00        | $1314261.57        | Agency Mortgage-Backed Securities  |
| GNMI SP 784439 X       | 2045-02-15      | 3.0000%  | 0.0000% | $1707500.00        | $368774.45         | Agency Mortgage-Backed Securities  |
| GNMI SP 784250 X       | 2040-05-15      | 6.5000%  | 0.0000% | $13621408.00       | $1910155.33        | Agency Mortgage-Backed Securities  |
| GNMI SF 707098 X       | 2039-01-15      | 5.5000%  | 0.0000% | $4635000.00        | $13102.72          | Agency Mortgage-Backed Securities  |
| GNII SF DH4975 C       | 2055-07-20      | 6.5000%  | 0.0000% | $841909.00         | $878137.23         | Agency Mortgage-Backed Securities  |
| GNII SF 003335 M       | 2033-01-20      | 6.5000%  | 0.0000% | $5065111.00        | $22983.25          | Agency Mortgage-Backed Securities  |
| GNII SF MA8941 M       | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1234791.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA6540 M       | 2050-02-20      | 2.5000%  | 0.0000% | $68000.00          | $14112.73          | Agency Mortgage-Backed Securities  |
| GNII SF DL6673 C       | 2055-09-20      | 7.0000%  | 0.0000% | $1184062.00        | $1235291.21        | Agency Mortgage-Backed Securities  |
| GNII SF BS7617 C       | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $662258.27         | Agency Mortgage-Backed Securities  |
| GNII SF DO3673 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1510192.00        | $1555568.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M       | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $197057.51         | Agency Mortgage-Backed Securities  |
| GNII SF BV8689 C       | 2050-07-20      | 2.5000%  | 0.0000% | $852691.00         | $527539.51         | Agency Mortgage-Backed Securities  |
| GNII SF DN0010 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3830960.00        | $3908871.83        | Agency Mortgage-Backed Securities  |
| GNII ET DK2993 C       | 2065-06-20      | 6.5000%  | 0.0000% | $2543936.00        | $1610113.99        | Agency Mortgage-Backed Securities  |
| GNII SF 683318 C       | 2050-01-20      | 3.5000%  | 0.0000% | $1264210.00        | $444766.85         | Agency Mortgage-Backed Securities  |
| GNII ET DA4374 C       | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95617.52          | Agency Mortgage-Backed Securities  |
| GNII SF DJ9066 C       | 2055-05-20      | 4.5000%  | 0.0000% | $49892096.00       | $48634302.92       | Agency Mortgage-Backed Securities  |
| GNII SF DL9836 C       | 2055-09-20      | 5.0000%  | 0.0000% | $4023370.00        | $4034467.45        | Agency Mortgage-Backed Securities  |
| GNII SF DM0569 C       | 2055-11-20      | 5.5000%  | 0.0000% | $1559472.00        | $1592673.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA7232 M       | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $45884.81          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $12249100.00       | $10902826.78       | U.S. Treasuries (including strips) |
| GNII SF DL2100 C       | 2055-07-20      | 6.5000%  | 0.0000% | $136430.00         | $142656.69         | Agency Mortgage-Backed Securities  |
| GNII SF MB0258 M       | 2055-03-20      | 5.0000%  | 0.0000% | $14000000.00       | $13715064.00       | Agency Mortgage-Backed Securities  |
| GNMI SF 590432 X       | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $7154.79           | Agency Mortgage-Backed Securities  |
| GNMI SF 613046 X       | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $10114.09          | Agency Mortgage-Backed Securities  |
| GNMI SF 667703 X       | 2037-05-15      | 5.5000%  | 0.0000% | $1119202.00        | $15361.97          | Agency Mortgage-Backed Securities  |
| GNII SF DE4860 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1378223.06        | Agency Mortgage-Backed Securities  |
| GNII SF CX3287 C       | 2053-11-20      | 7.0000%  | 0.0000% | $800000.00         | $80438.06          | Agency Mortgage-Backed Securities  |
| GNII SP 784421 C       | 2047-12-20      | 3.5000%  | 0.0000% | $845125.00         | $419466.04         | Agency Mortgage-Backed Securities  |
| GNII SP 785663 C       | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2094359.01        | Agency Mortgage-Backed Securities  |
| GNPL PN DF8938         | 2059-12-15      | 5.4800%  | 0.0000% | $52051.00          | $54164.58          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1772 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2124650.84        | Agency Mortgage-Backed Securities  |
| GNMI SF 590247 X       | 2032-05-15      | 6.5000%  | 0.0000% | $182513.00         | $10937.46          | Agency Mortgage-Backed Securities  |
| GNMI SF AL0786 X       | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6242.03           | Agency Mortgage-Backed Securities  |
| GNMI SF AD7472 X       | 2043-04-15      | 3.5000%  | 0.0000% | $38098.00          | $5468.13           | Agency Mortgage-Backed Securities  |
| GNII SF MA5506 M       | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $37421.72          | Agency Mortgage-Backed Securities  |
| GNMI SF AE3305 X       | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $472244.48         | Agency Mortgage-Backed Securities  |
| GNII ET DL3016 C       | 2065-08-20      | 6.5000%  | 0.0000% | $1294358.00        | $1340243.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA9604 M       | 2054-04-20      | 5.0000%  | 0.0000% | $2616908.00        | $2359353.59        | Agency Mortgage-Backed Securities  |
| GNPL PN CP4186         | 2058-01-15      | 5.7000%  | 0.0000% | $34651.00          | $35665.05          | Agency Mortgage-Backed Securities  |
| GNMI SF BG5671 X       | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $668319.97         | Agency Mortgage-Backed Securities  |
| GNMI SF AD5950 X       | 2043-03-15      | 3.5000%  | 0.0000% | $25000.00          | $5564.97           | Agency Mortgage-Backed Securities  |
| GNII SF BC9322 C       | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16869.63          | Agency Mortgage-Backed Securities  |
| GNII SF DM0776 C       | 2055-08-20      | 7.0000%  | 0.0000% | $7287904.00        | $7738685.21        | Agency Mortgage-Backed Securities  |

### Security 696: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WA0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1D0WA0
- **C.18 - Value (incl. sponsor support):** $1759000000.00
- **C.18.a - Value (excl. sponsor support):** $1759000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $189.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $204.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $427123200.00      | $249999422.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $500.00            | $513.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $246948000.00      | $249998374.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $500.00            | $521.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $400.00            | $379.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $2200.00           | $2189.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $1200.00           | $1177.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $300.00            | $286.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | 0.0000% | $400.00            | $399.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $300.00            | $303.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $500.00            | $506.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $251924800.00      | $249999708.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $300.00            | $301.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $248810000.00      | $249999503.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $400.00            | $421.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $900.00            | $889.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $46520200.00       | $49011662.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $300.00            | $293.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $393204800.00      | $249999547.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $2200.00           | $2179.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $200.00            | $198.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $83.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $11623100.00       | $24710780.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $2800.00           | $2792.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $2000.00           | $1983.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1007.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $241024000.00      | $249997596.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $600.00            | $610.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $106.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $276700.00         | $278059.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $2200.00           | $2223.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $500.00            | $508.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $200.00            | $202.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9404%  | 0.0000% | $156478600.00      | $156946791.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $200.00            | $199.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $2000.00           | $1992.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $2100.00           | $2092.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $200.00            | $169.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $300.00            | $294.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $400.00            | $393.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $400.00            | $376.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $600.00            | $597.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $2400.00           | $2389.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $4200.00           | $4074.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $66449000.00       | $63203633.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $300.00            | $299.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $700.00            | $690.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |

### Security 697: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WB8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WB8
- **C.18 - Value (incl. sponsor support):** $8389000000.00
- **C.18.a - Value (excl. sponsor support):** $8389000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $824096000.00      | $832350068.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $743840000.00      | $761600854.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $300908800.00      | $305390542.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $612088800.00      | $628620559.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1165392000.00     | $1184604968.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $84192500.00       | $85685616.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $243182000.00      | $255947733.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $1152867200.00     | $1112927268.72     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $295200.00         | $293801.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $63485100.00       | $67873292.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $1826441600.00     | $1902340458.59     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $736119200.00      | $735786884.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $676468000.00      | $683358024.66      | U.S. Treasuries (including strips) |

### Security 698: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WC6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WC6
- **C.18 - Value (incl. sponsor support):** $8812000000.00
- **C.18.a - Value (excl. sponsor support):** $8812000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $2013494400.00     | $2028252524.13     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1668892000.00     | $1688640487.72     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $263453600.00      | $262015143.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $3008972800.00     | $2984199926.94     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $2026156800.00     | $2019308390.02     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $5893300.00        | $5823599.94        | U.S. Treasuries (including strips) |

### Security 699: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.110000%
- **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: ARP1D0WE2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1D0WE2
- **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:** 4.1100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  | 0.0000% | $894323.00         | $271908.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2908 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $901.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2900 | 2054-09-01      | 6.0000%  | 0.0000% | $1160286.00        | $1086041.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $941.10            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  | 0.0000% | $1124440.00        | $1173573.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL1040 | 2028-12-01      | 3.8100%  | 0.0000% | $880000.00         | $881747.24         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2243 | 2055-07-01      | 5.5000%  | 0.0000% | $25835280.00       | $24989083.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5915 | 2046-11-01      | 3.0000%  | 0.0000% | $1969.00           | $434.57            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  | 0.0000% | $7720248.00        | $7190049.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | 0.0000% | $1004.00           | $966.12            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM7037 | 2032-08-01      | 1.7546%  | 0.0000% | $1076.00           | $938.38            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $13325680.00       | $12418531.41       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7529 | 2053-11-01      | 7.0000%  | 0.0000% | $5697401.00        | $3996920.06        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7659 | 2053-12-01      | 7.0000%  | 0.0000% | $11297908.00       | $8884181.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $624.20            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7603 | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $468.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $780.31            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3603 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $740.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 I4BF0566 | 2061-09-01      | 5.0000%  | 0.0000% | $4000.00           | $2577.28           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5425 | 2030-11-01      | 3.9800%  | 0.0000% | $1000.00           | $1002.62           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4981 | 2054-02-01      | 7.0000%  | 0.0000% | $1549.00           | $1263.87           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI7575 | 2054-06-01      | 6.5000%  | 0.0000% | $1284754.00        | $1276508.78        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7088 | 2054-11-01      | 5.0000%  | 0.0000% | $1130.00           | $998.73            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM3603 | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $96.94             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1473 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $916.70            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB1310 | 2050-07-01      | 2.0000%  | 0.0000% | $1000.00           | $482.35            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH8014 | 2054-01-01      | 6.5000%  | 0.0000% | $2002.00           | $1732.33           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q20146 G | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $155.14            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q42771 G | 2046-09-01      | 4.0000%  | 0.0000% | $1001.00           | $149.62            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5365 | 2030-11-01      | 3.9700%  | 0.0000% | $1329762.00        | $1332632.29        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF3886 | 2055-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0885 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.05           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6695 | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $696.26            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD7159 | 2055-10-01      | 7.0000%  | 0.0000% | $1218298.00        | $1294983.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6366 | 2055-11-01      | 6.0000%  | 0.0000% | $1082461.00        | $1120203.17        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8464 | 2052-04-01      | 3.0000%  | 0.0000% | $295000.00         | $216267.23         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1485 | 2054-08-01      | 5.5000%  | 0.0000% | $1494116.00        | $1259705.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7076 | 2054-06-01      | 5.5000%  | 0.0000% | $836312.00         | $843030.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  | 0.0000% | $2799132.00        | $2073061.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $808.51            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5544 | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $788.01            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $21425152.00       | $16602713.27       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB0099 | 2050-06-01      | 2.5000%  | 0.0000% | $10149.00          | $4679.88           | Agency Mortgage-Backed Securities |
| 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $124.56            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $6001.00           | $4706.38           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  | 0.0000% | $1582404.00        | $1513249.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6166 | 2054-10-01      | 5.5000%  | 0.0000% | $1308588.00        | $1168206.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  | 0.0000% | $1544500.00        | $1144799.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | 0.0000% | $34987903.00       | $9212282.88        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $702.12            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7065 | 2054-06-01      | 6.0000%  | 0.0000% | $1182500.00        | $1213386.53        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $1001.00           | $376.18            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA6144 | 2054-01-01      | 7.0000%  | 0.0000% | $1939951.00        | $1121426.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8089 | 2054-07-01      | 6.5000%  | 0.0000% | $1141772.00        | $1084926.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB0453 | 2054-05-01      | 5.0000%  | 0.0000% | $2739756.00        | $2695445.57        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8858 | 2054-07-01      | 6.5000%  | 0.0000% | $1258743.00        | $1099811.62        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8967 | 2050-04-01      | 3.0000%  | 0.0000% | $1001.00           | $302.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6340 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.83           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2795 | 2046-11-01      | 3.0000%  | 0.0000% | $1024.00           | $328.02            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3279 | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $361.52            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $228708.00         | $225283.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3100 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.90           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  | 0.0000% | $3047088.00        | $2754229.49        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9573 | 2053-08-01      | 5.5000%  | 0.0000% | $302795.00         | $246213.07         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ8204 | 2054-11-01      | 6.5000%  | 0.0000% | $1067736.00        | $1116504.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1255 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $789.94            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3538 | 2031-10-01      | 1.7900%  | 0.0000% | $10574612.00       | $9267775.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $896.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1563 | 2055-04-01      | 5.5000%  | 0.0000% | $136980.00         | $135351.79         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  | 0.0000% | $1280.00           | $654.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  | 0.0000% | $1024.00           | $222.25            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6546 | 2053-06-01      | 6.5000%  | 0.0000% | $56331.00          | $42460.43          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3834 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $756.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5220 | 2053-07-01      | 5.5000%  | 0.0000% | $2459840.00        | $2081635.80        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0668 | 2049-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1242.42           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  | 0.0000% | $1396.00           | $1329.73           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7794 | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $868.52            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2637 | 2055-02-01      | 6.0000%  | 0.0000% | $2060105.00        | $1908994.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ0527 | 2054-07-01      | 5.5000%  | 0.0000% | $1728900.00        | $1523468.09        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ9334 | 2054-11-01      | 5.0000%  | 0.0000% | $1288759.00        | $1192669.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7394 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.20           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7946 | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $769.37            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5490 | 2030-11-01      | 3.9000%  | 0.0000% | $1359088.00        | $1357583.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  | 0.0000% | $25357344.00       | $6344066.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3572 | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $254.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $473.97            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  | 0.0000% | $6952319.00        | $4160663.52        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8886 | 2053-04-01      | 6.0000%  | 0.0000% | $837905.00         | $664926.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6543 | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $754.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0415 | 2048-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1212.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2296 | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $635.88            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7699 | 2048-11-01      | 3.0000%  | 0.0000% | $24969423.00       | $11781755.92       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1195.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4933 | 2054-09-01      | 6.0000%  | 0.0000% | $5224.00           | $4926.01           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $2838.00           | $2066.95           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  | 0.0000% | $8112289.00        | $6421000.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1945 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $901.50            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1476.49           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5052 | 2050-10-01      | 4.0000%  | 0.0000% | $1395000.00        | $561190.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5090 | 2052-11-01      | 6.0000%  | 0.0000% | $17373984.00       | $13434976.38       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7863 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7431 | 2053-11-01      | 5.5000%  | 0.0000% | $7947258.00        | $6563047.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $668.96            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR2620 | 2051-02-01      | 2.0000%  | 0.0000% | $14336.00          | $8806.70           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9281 | 2054-07-01      | 5.5000%  | 0.0000% | $1119175.00        | $1085034.28        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $1055.00           | $579.58            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5409 | 2054-05-01      | 6.0000%  | 0.0000% | $28849003.00       | $26090613.08       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $1180734.00        | $1024286.41        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC6586 | 2054-11-01      | 7.0000%  | 0.0000% | $1020178.00        | $1074819.81        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3115 | 2049-02-01      | 3.0000%  | 0.0000% | $1000.00           | $734.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5581 | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.43           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  | 0.0000% | $1345726.00        | $796145.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1317 | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $201.87            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFA3425 | 2039-09-01      | 2.5000%  | 0.0000% | $1000.00           | $926.44            | Agency Mortgage-Backed Securities |

### Security 700: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WH5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WH5
- **C.18 - Value (incl. sponsor support):** $4573000000.00
- **C.18.a - Value (excl. sponsor support):** $4573000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $141188700.00      | $143222767.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $322545600.00      | $319586191.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $335460800.00      | $310164000.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $1347424000.00     | $1287707017.78     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $80712200.00       | $75542216.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $547279800.00      | $537430405.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $635284000.00      | $646271317.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $199901000.00      | $200646550.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $704812000.00      | $705391363.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $251278000.00      | $236700131.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $213415200.00      | $201798082.77      | U.S. Treasuries (including strips) |

### Security 701: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WK8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1D0WK8
- **C.18 - Value (incl. sponsor support):** $8812000000.00
- **C.18.a - Value (excl. sponsor support):** $8812000000.00
- **C.19 - Percentage of Net Assets:** 2.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $48214300.00       | $49104784.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $599006400.00      | $609187122.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $135451800.00      | $139005547.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $1045000.00        | $1041021.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | 0.0000% | $1252300.00        | $1245700.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $283671000.00      | $276831692.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $183038600.00      | $194099754.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $824700.00         | $823807.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $420200.00         | $411273.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $409261600.00      | $408506921.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $472900.00         | $466020.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $111172000.00      | $105710345.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-30      | 0.0000%  | 0.0000% | $23173700.00       | $23101606.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $1530819200.00     | $1556731139.79     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $902900.00         | $891663.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $72129600.00       | $74120242.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $98979000.00       | $100405945.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $250931200.00      | $242237939.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $27229600.00       | $27715918.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $349932000.00      | $357129140.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $19851400.00       | $19757363.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $922500.00         | $921704.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $127769400.00      | $129018225.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $706152800.00      | $696528307.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $1210564800.00     | $1197039179.33     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $301516400.00      | $301155702.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1354038400.00     | $1376527047.76     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $7907000.00        | $8153352.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $74100.00          | $73453.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $511413600.00      | $504830353.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $136584600.00      | $131562117.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $863500.00         | $850695.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $161420800.00      | $160765595.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $293629600.00      | $290917508.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $1358800.00        | $1371861.62        | U.S. Treasuries (including strips) |

### Security 702: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0WW2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1D0WW2
- **C.18 - Value (incl. sponsor support):** $1409000000.00
- **C.18.a - Value (excl. sponsor support):** $1409000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? 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% | $9337800.00        | $9711972.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $89000.00          | $93459.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $39600.00          | $39232.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $37735600.00       | $38581645.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $247828000.00      | $249769406.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $11383600.00       | $11249668.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $383100.00         | $407230.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $21850600.00       | $35985008.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $400.00            | $412.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $5220400.00        | $5308764.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $800.00            | $784.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $1000000.00        | $1016926.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $15035100.00       | $14930004.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $2100.00           | $2069.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $61665000.00       | $62933279.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $1027200.00        | $998594.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $53479600.00       | $70326389.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $400.00            | $396.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $102.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.9854%  | 0.0000% | $400.00            | $401.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $29900.00          | $30233.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $8102400.00        | $7692538.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $51300.00          | $52975.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1506200.00        | $1628948.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $2047400.00        | $2412118.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $400.00            | $377.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $2100000.00        | $2380117.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $2030000.00        | $1934416.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $300.00            | $313.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $3500.00           | $3433.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $1500.00           | $1506.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $41600.00          | $41782.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1814300.00        | $1872792.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $92455400.00       | $92700655.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $25006400.00       | $25117402.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $40015400.00       | $40542378.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1105700.00        | $1142031.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $36200.00          | $36588.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.0254%  | 0.0000% | $317700.00         | $318736.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $2013600.00        | $2072394.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $300.00            | $295.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $6470500.00        | $6596429.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1378600.00        | $1410871.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $7860200.00        | $7895091.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $50000000.00       | $51844988.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $22675800.00       | $23013533.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $33138600.00       | $33377045.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $5876500.00        | $6351773.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $400.00            | $405.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $79969300.00       | $82827093.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $800.00            | $787.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $64980100.00       | $63952888.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $7018500.00        | $7007670.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $400.00            | $491.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $33300.00          | $35861.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $400.00            | $387.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $66714000.00       | $70142589.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $27162400.00       | $28111391.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $170928800.00      | $176900658.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1061200.00        | $1092401.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $43200.00          | $44384.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $961300.00         | $1019392.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $25900.00          | $26686.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $11157400.00       | $11023690.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $300.00            | $263.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $12757800.00       | $14964130.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1100.00           | $1035.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $9348500.00        | $9383366.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1278100.00        | $1277523.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $369300.00         | $409685.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $600.00            | $524.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1800.00           | $1255.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $6400.00           | $6841.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $4999000.00        | $5139382.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $48031600.00       | $48829336.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $28911400.00       | $28896573.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $300.00            | $283.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $1529700.00        | $1446431.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $9808600.00        | $11751628.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $95.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $98.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $525800.00         | $538437.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $18448000.00       | $27449593.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $2600.00           | $2403.94           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $25699200.00       | $26445720.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $1938700.00        | $1858415.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $2701700.00        | $2602353.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $240.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $2089200.00        | $2152266.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $3000.00           | $3082.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $4100.00           | $3913.17           | U.S. Treasuries (including strips) |

### Security 703: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0X27, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1D0X27
- **C.18 - Value (incl. sponsor support):** $2695920000.00
- **C.18.a - Value (excl. sponsor support):** $2695920000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HANOVER INS GROUP INC          SR GLBL NT5.5%35    | 2035-09-01      | 5.5000%  | 0.0000% | $932000.00         | $967098.60         | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 4.6%27      | 2027-02-05      | 4.6000%  | 0.0000% | $147000.00         | $150169.16         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.15%032730      | 2030-03-27      | 5.1500%  | 0.0000% | $3000.00           | $3106.64           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          -UU 4.125%48        | 2048-06-01      | 4.1250%  | 0.0000% | $243000.00         | $203998.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $300000.00         | $303617.00         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP     | 2079-12-31      | 6.5000%  | 0.0000% | $1933000.00        | $1992006.97        | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL NT 29       | 2029-05-15      | 6.3750%  | 0.0000% | $3000.00           | $3237.01           | Corporate Debt Securities                         |
| HORACE MANN EDUCATORS CORP NEW SR GLBL -2025 30    | 2030-10-01      | 4.7000%  | 0.0000% | $153000.00         | $153788.63         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $6000.00           | $5833.61           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT3.5%30    | 2030-09-01      | 3.5000%  | 0.0000% | $5581000.00        | $5426229.57        | Corporate Debt Securities                         |
| GREAT LAKES 2015-1R            C-R    20300115 FLT | 2030-01-15      | 6.6552%  | 0.0000% | $1179882.00        | $504953.40         | Asset-Backed Securities                           |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $37000.00          | $39332.21          | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 45       | 2045-10-15      | 6.3500%  | 0.0000% | $115000.00         | $120166.34         | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL31    | 2031-12-15      | 2.9000%  | 0.0000% | $866000.00         | $791862.22         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB5.9%55    | 2055-03-15      | 5.9000%  | 0.0000% | $32000.00          | $33402.04          | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 31       | 2031-09-01      | 4.9500%  | 0.0000% | $9000.00           | $9481.61           | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 28       | 2028-09-01      | 5.6250%  | 0.0000% | $4000.00           | $4185.41           | Corporate Debt Securities                         |
| NATWEST GROUP PLC              LW TIER II 34       | 2034-06-01      | 6.4750%  | 0.0000% | $881000.00         | $954726.85         | Corporate Debt Securities                         |
| HIGH STR FDG TR III            SR 144A NT 55       | 2055-02-15      | 5.8070%  | 0.0000% | $100000.00         | $101668.45         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $1087000.00        | $1141757.87        | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 27       | 2027-02-10      | 4.5500%  | 0.0000% | $33000.00          | $33692.34          | Corporate Debt Securities                         |
| SUNCOR ENERGY INC NEW          SR GLBL NT 34       | 2034-12-01      | 5.9500%  | 0.0000% | $200000.00         | $218554.83         | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT5.7%37    | 2037-03-15      | 5.7000%  | 0.0000% | $1739000.00        | $1892689.92        | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       CR SEN SR GLBL30    | 2030-09-15      | 3.5000%  | 0.0000% | $210000.00         | $200950.52         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $133000.00         | $140549.19         | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT 32       | 2032-12-15      | 5.2500%  | 0.0000% | $5433000.00        | $5741381.61        | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $11000.00          | $9770.10           | Corporate Debt Securities                         |
| NAVIGATOR ACFT ABS LTD 2021-1  A      20461115 2.7 | 2046-11-15      | 2.7710%  | 0.0000% | $10700000.00       | $6897284.39        | Asset-Backed Securities                           |
| HONEYWELL INTL INC             SR GLBL NT4.7%30    | 2030-02-01      | 4.7000%  | 0.0000% | $3000.00           | $3120.80           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 53       | 2053-06-01      | 4.5500%  | 0.0000% | $2667000.00        | $2368804.95        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $2000.00           | $2103.64           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 35      | 2035-03-15      | 5.4500%  | 0.0000% | $301000.00         | $316598.24         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.6%35    | 2035-11-05      | 4.6000%  | 0.0000% | $305000.00         | $306457.56         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.6%35    | 2035-11-05      | 4.6000%  | 0.0000% | $2802000.00        | $2815390.45        | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -P NT 30    | 2030-04-01      | 2.6000%  | 0.0000% | $39000.00          | $36574.46          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD32    | 2032-11-01      | 4.0230%  | 0.0000% | $48000.00          | $47012.03          | Corporate Debt Securities                         |
| TRITON CONTAINER INTERNATIONAL SR 144A NT 31       | 2031-06-15      | 3.1500%  | 0.0000% | $4385000.00        | $4032062.31        | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $1240000.00        | $1218190.98        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL REGS 28     | 2028-01-15      | 4.9500%  | 0.0000% | $65000.00          | $66976.49          | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC     SR GLBL NT 35       | 2035-08-15      | 4.2500%  | 0.0000% | $703000.00         | $668538.74         | Corporate Debt Securities                         |
| AEP TEX CENT CO                SR -B NT 6.65%33    | 2033-02-15      | 6.6500%  | 0.0000% | $41000.00          | $45951.83          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -O NT 34    | 2034-05-15      | 5.7000%  | 0.0000% | $792000.00         | $833008.44         | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -Q NT 34    | 2034-04-01      | 5.1500%  | 0.0000% | $3000.00           | $3110.11           | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 30     | 2030-08-15      | 4.1250%  | 0.0000% | $662000.00         | $650356.80         | Corporate Debt Securities                         |
| ZOETIS INC                     SR NT 3%27          | 2027-09-12      | 3.0000%  | 0.0000% | $25000.00          | $24763.58          | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT 35       | 2035-09-01      | 5.2500%  | 0.0000% | $286000.00         | $309485.60         | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL REGS 28     | 2028-03-17      | 2.2500%  | 0.0000% | $637000.00         | $612142.67         | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   -2017 BD3.394%48    | 2048-02-15      | 3.3940%  | 0.0000% | $1000.00           | $776.46            | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 29       | 2029-02-15      | 4.8750%  | 0.0000% | $2000.00           | $2084.60           | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.8%29    | 2029-11-15      | 4.8000%  | 0.0000% | $60000.00          | $61325.60          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 5%34     | 2034-04-15      | 5.0000%  | 0.0000% | $1903000.00        | $1961426.33        | Corporate Debt Securities                         |
| WOODMONT  TR 2017-2RR          D-RR   20361020 FLT | 2036-10-20      | 7.7844%  | 0.0000% | $24490487.00       | $24777102.67       | Asset-Backed Securities                           |
| TRUIST FINL CORP               FR 1.887%060729     | 2029-06-07      | 1.8870%  | 0.0000% | $25000.00          | $23902.08          | Corporate Debt Securities                         |
| OCP CLO LTD 2016-11R3          A-R3   20380726 FLT | 2038-07-26      | 5.1580%  | 0.0000% | $18082430.00       | $18160091.70       | Asset-Backed Securities                           |
| NORFOLK SOUTHN CORP            GLBL NT 5.05%30     | 2030-08-01      | 5.0500%  | 0.0000% | $271000.00         | $286244.43         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL FL NT 26    | 2026-02-13      | 4.4205%  | 0.0000% | $2700000.00        | $2706030.17        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 GLBL NT 4.68%45     | 2045-02-15      | 4.6800%  | 0.0000% | $1887000.00        | $1641727.74        | Corporate Debt Securities                         |
| RELX CAPITAL INC               SR GLBL NT 3%30     | 2030-05-22      | 3.0000%  | 0.0000% | $1000.00           | $952.36            | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 53       | 2053-08-01      | 5.3500%  | 0.0000% | $217000.00         | $217947.75         | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 33       | 2033-02-27      | 5.1500%  | 0.0000% | $3000.00           | $3171.56           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $635000.00         | $686938.24         | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -BBBB 54    | 2054-04-15      | 5.5500%  | 0.0000% | $400000.00         | $399715.67         | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT5.4%30    | 2030-04-25      | 5.4000%  | 0.0000% | $375000.00         | $392302.50         | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 6%41     | 2041-09-15      | 6.0000%  | 0.0000% | $2629000.00        | $2738489.09        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $290000.00         | $300318.04         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 6.208%29    | 2029-08-21      | 6.2080%  | 0.0000% | $270000.00         | $288294.42         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $328000.00         | $282253.66         | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT3.5%28    | 2028-02-15      | 3.5000%  | 0.0000% | $3275000.00        | $3280252.74        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $643000.00         | $553320.43         | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 26       | 2026-09-30      | 4.9500%  | 0.0000% | $248000.00         | $251929.56         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 6.208%29    | 2029-08-21      | 6.2080%  | 0.0000% | $5000.00           | $5338.79           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.1%30    | 2030-11-05      | 4.1000%  | 0.0000% | $46000.00          | $46343.59          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53       | 2053-02-06      | 5.5500%  | 0.0000% | $3610000.00        | $3234620.17        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL NT 26      | 2026-11-23      | 4.3750%  | 0.0000% | $627000.00         | $628703.96         | Corporate Debt Securities                         |
| HARBOR PK CLO 2018-R2 LTD      C-R2   20310120 FLT | 2031-01-20      | 5.5344%  | 0.0000% | $557134.00         | $559750.10         | Asset-Backed Securities                           |
| HONEYWELL INTL INC             SR GLBL NT 32       | 2032-02-01      | 4.7500%  | 0.0000% | $2000.00           | $2082.68           | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $8758000.00        | $9197092.06        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $9118000.00        | $9575141.06        | Corporate Debt Securities                         |
| MOSAIC CO                      SR NT 5.45%33       | 2033-11-15      | 5.4500%  | 0.0000% | $7282000.00        | $7562634.12        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $1403000.00        | $1473340.96        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -I NT     | 2500-12-31      | 6.7000%  | 0.0000% | $7125000.00        | $7482219.79        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $674000.00         | $581129.82         | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 102225-101829    | 2029-10-18      | 4.9693%  | 0.0000% | $3335000.00        | $3353699.61        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $789000.00         | $680284.02         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46       | 2046-06-01      | 4.3750%  | 0.0000% | $5883000.00        | $5072383.88        | Corporate Debt Securities                         |
| KEMPER CORP                    GLBL NT 3.8%32      | 2032-02-23      | 3.8000%  | 0.0000% | $1985000.00        | $1853151.89        | Corporate Debt Securities                         |
| JERSEY CENT PWR & LT CO        SR GLBL 144A 29     | 2029-01-15      | 4.1500%  | 0.0000% | $1303000.00        | $1317102.80        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29       | 2029-03-07      | 3.7410%  | 0.0000% | $3000.00           | $3000.80           | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 4.447%27      | 2027-10-15      | 4.4470%  | 0.0000% | $1030000.00        | $1038911.25        | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54       | 2054-10-01      | 6.1760%  | 0.0000% | $705000.00         | $694318.31         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $25000.00          | $24970.27          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2079-12-31      | 3.6500%  | 0.0000% | $14025000.00       | $14008321.94       | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2452000.00        | $2842489.92        | Corporate Debt Securities                         |
| LIBERTY MUT INS CO             SUB 144A NT 97      | 2097-10-15      | 7.6970%  | 0.0000% | $2757000.00        | $3196062.28        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT4.5%32    | 2032-10-15      | 4.5000%  | 0.0000% | $98000.00          | $98483.14          | Corporate Debt Securities                         |
| NEVADA POWER CO                SR SEC -CC NT 29    | 2029-05-01      | 3.7000%  | 0.0000% | $100000.00         | $98968.50          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.9%35      | 2035-10-15      | 4.9000%  | 0.0000% | $2000.00           | $2084.24           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.32%071935      | 2035-07-19      | 5.3200%  | 0.0000% | $2000.00           | $2116.71           | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC          SR GLBL NT 28       | 2028-12-01      | 5.5500%  | 0.0000% | $24000.00          | $25529.46          | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT2.3%30    | 2030-07-15      | 2.3000%  | 0.0000% | $200000.00         | $187241.44         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT FXD/FLT 28    | 2028-07-24      | 3.6680%  | 0.0000% | $86000.00          | $86470.78          | Corporate Debt Securities                         |
| CROWN CASTLE INC               SR GLBL NT2.5%31    | 2031-07-15      | 2.5000%  | 0.0000% | $12000.00          | $10845.31          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL A NT5%30    | 2030-06-15      | 5.0000%  | 0.0000% | $135000.00         | $143947.05         | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL B NT3%29    | 2029-11-15      | 3.0000%  | 0.0000% | $23000.00          | $21800.17          | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 51       | 2051-02-15      | 2.9500%  | 0.0000% | $2000.00           | $1903.54           | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $3000.00           | $3098.04           | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 44       | 2044-03-30      | 4.3750%  | 0.0000% | $472000.00         | $417242.62         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT 35       | 2035-11-06      | 5.1250%  | 0.0000% | $1000.00           | $1008.78           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 26       | 2026-07-15      | 2.6500%  | 0.0000% | $422000.00         | $422012.78         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 45       | 2045-09-26      | 5.8750%  | 0.0000% | $2250000.00        | $2151175.63        | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26       | 2026-02-01      | 7.8500%  | 0.0000% | $5795000.00        | $5946379.89        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 43       | 2043-09-15      | 6.5500%  | 0.0000% | $2545000.00        | $2866362.10        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR NT 4.75%41       | 2041-11-01      | 4.7500%  | 0.0000% | $200000.00         | $184984.50         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 42       | 2042-03-15      | 5.1500%  | 0.0000% | $165000.00         | $161152.70         | Corporate Debt Securities                         |
| TELEDYNE TECHNOLOGIES INC      SR GLBL NT 28       | 2028-04-01      | 2.2500%  | 0.0000% | $86000.00          | $82765.76          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.8%33        | 2033-05-15      | 4.8000%  | 0.0000% | $3000.00           | $3047.71           | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29     | 2029-02-01      | 4.0000%  | 0.0000% | $3000.00           | $3012.45           | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT 33       | 2033-07-05      | 5.4500%  | 0.0000% | $57000.00          | $60533.35          | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 1.85%073026      | 2026-07-30      | 1.8500%  | 0.0000% | $3000.00           | $2977.54           | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -M NT 33    | 2033-06-01      | 5.4000%  | 0.0000% | $275000.00         | $292910.75         | Corporate Debt Securities                         |
| AGL CLO 2025-41 LTD            D-1    20380720 FLT | 2038-07-20      | 7.5344%  | 0.0000% | $13612000.00       | $13653275.80       | Asset-Backed Securities                           |
| AIA GROUP LTD HONG KONG        FR 4.5%031646       | 2046-03-16      | 4.5000%  | 0.0000% | $915000.00         | $846676.95         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 4.9%35      | 2035-11-01      | 4.9000%  | 0.0000% | $23000.00          | $23151.60          | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 41       | 2041-03-01      | 6.3750%  | 0.0000% | $6263000.00        | $6930549.68        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.25%32     | 2032-02-01      | 2.2500%  | 0.0000% | $3000.00           | $2668.84           | Corporate Debt Securities                         |
| AON PLC                        SR GLBL NT 25       | 2025-12-15      | 3.8750%  | 0.0000% | $350000.00         | $356063.80         | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT 35       | 2035-08-15      | 5.3750%  | 0.0000% | $540000.00         | $573597.97         | Corporate Debt Securities                         |
| ASSURANT INC                   SR GLBL NT 36       | 2036-02-15      | 5.5500%  | 0.0000% | $2500000.00        | $2589416.67        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 39       | 2039-03-15      | 6.8750%  | 0.0000% | $4932000.00        | $5680534.43        | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT3.5%27    | 2027-06-15      | 3.5000%  | 0.0000% | $19000.00          | $19172.47          | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR NT 5%43          | 2043-09-30      | 5.0000%  | 0.0000% | $210000.00         | $204392.07         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.75%060126      | 2026-06-01      | 3.7500%  | 0.0000% | $2353000.00        | $2389700.92        | Corporate Debt Securities                         |
| AGL CLO 2022-20R LTD           D-1R   20371020 FLT | 2037-10-20      | 6.8844%  | 0.0000% | $9688027.00        | $9589588.34        | Asset-Backed Securities                           |
| ALTRIA GROUP INC               SR GLBL NT 26       | 2026-09-16      | 2.6250%  | 0.0000% | $80000.00          | $79498.40          | Corporate Debt Securities                         |
| AEP TEX INC                    SR GLBL -I NT 30    | 2030-07-01      | 2.1000%  | 0.0000% | $15000.00          | $13816.58          | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC          GLBL NT 4.5%34      | 2034-10-04      | 4.5000%  | 0.0000% | $2000.00           | $2000.26           | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 34     | 2034-10-01      | 5.1250%  | 0.0000% | $2815000.00        | $2813211.30        | Corporate Debt Securities                         |
| ABBVIE INC                     GLBL NT 4.75%45     | 2045-03-15      | 4.7500%  | 0.0000% | $241000.00         | $226579.03         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 1.875%081526     | 2026-08-15      | 1.8750%  | 0.0000% | $270000.00         | $266917.84         | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 27       | 2027-12-01      | 3.6250%  | 0.0000% | $1400000.00        | $1406066.08        | Corporate Debt Securities                         |
| AIMCO CLO LTD 2022-17R         D-1-R  20370720 FLT | 2037-07-20      | 6.7574%  | 0.0000% | $7500000.00        | $7522423.58        | Asset-Backed Securities                           |
| COMMONWEALTH EDISON CO         1M GLBL 138 BD55    | 2055-06-01      | 5.9500%  | 0.0000% | $3000.00           | $3289.73           | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.7%52      | 2052-08-23      | 4.7000%  | 0.0000% | $100000.00         | $92650.28          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD2.5%29    | 2029-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1916.32           | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%             | 2099-12-31      | 6.7000%  | 0.0000% | $2551000.00        | $2603492.49        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.744%021236     | 2036-02-12      | 5.7440%  | 0.0000% | $3000.00           | $3202.48           | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR NT FIX/FLT 28    | 2028-07-21      | 3.5930%  | 0.0000% | $4367000.00        | $4388115.78        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.65%012831      | 2031-01-28      | 1.6500%  | 0.0000% | $356000.00         | $317797.64         | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $51000.00          | $51522.81          | Corporate Debt Securities                         |
| BLUE OWL CR INCOME CORP        SR GLBL NT5.8%30    | 2030-03-15      | 5.8000%  | 0.0000% | $674000.00         | $680909.25         | Corporate Debt Securities                         |
| BCRD MML CLO 2022-1            C      20350420 FLT | 2035-04-20      | 6.6344%  | 0.0000% | $9500000.00        | $9539209.45        | Asset-Backed Securities                           |
| BOEING CO                      CR SEN SR GLBL60    | 2060-05-01      | 5.9300%  | 0.0000% | $4274000.00        | $4270912.04        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 3.25%051627      | 2027-05-16      | 3.2500%  | 0.0000% | $52000.00          | $51654.89          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 52     | 2052-01-30      | 3.2000%  | 0.0000% | $1073000.00        | $747085.79         | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 29       | 2029-02-08      | 4.8740%  | 0.0000% | $4000.00           | $4144.81           | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50      | 2050-11-15      | 2.8390%  | 0.0000% | $1000.00           | $654.98            | Corporate Debt Securities                         |
| AUTONATION INC                 SR GLBL NT 32       | 2032-03-01      | 3.8500%  | 0.0000% | $27000.00          | $25691.96          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 30       | 2030-08-02      | 6.3430%  | 0.0000% | $5541000.00        | $6117920.92        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.834%102533     | 2033-10-25      | 5.8340%  | 0.0000% | $1000.00           | $1088.96           | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT4.8%33    | 2033-05-15      | 4.8000%  | 0.0000% | $193000.00         | $194498.32         | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL -K     | 2500-12-31      | 6.4500%  | 0.0000% | $10624000.00       | $10726548.16       | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT4.4%52    | 2052-04-05      | 4.4000%  | 0.0000% | $4000.00           | $3295.67           | Corporate Debt Securities                         |
| XYLEM INC                      SR GLBL NT 26       | 2026-11-01      | 3.2500%  | 0.0000% | $475000.00         | $472676.06         | Corporate Debt Securities                         |
| NEW YORK ST ELEC & GAS CORP    SR REGS NT 33       | 2033-08-15      | 5.8500%  | 0.0000% | $12000.00          | $13033.41          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1099000.00        | $966945.08         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB GLBL NT 44      | 2044-01-15      | 5.6060%  | 0.0000% | $35000.00          | $36101.14          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.389%042434     | 2034-04-24      | 5.3890%  | 0.0000% | $3000.00           | $3161.31           | Corporate Debt Securities                         |
| INVERSIONES CMPC S A           SR REGS NT 34       | 2034-02-26      | 6.1250%  | 0.0000% | $880000.00         | $918854.44         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.942%021131     | 2031-02-11      | 4.9420%  | 0.0000% | $18000.00          | $18826.36          | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 33       | 2033-09-08      | 5.2500%  | 0.0000% | $5000.00           | $5282.58           | Corporate Debt Securities                         |
| AVIS BT RT CR FD(AP) LC 2025-4 A      20320220 4.4 | 2032-02-20      | 4.4000%  | 0.0000% | $1450000.00        | $1452556.03        | Asset-Backed Securities                           |
| BANK AMERICA CORP              FR 2.299%072132     | 2032-07-21      | 2.2990%  | 0.0000% | $25036000.00       | $22684627.92       | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 53       | 2053-08-02      | 7.0810%  | 0.0000% | $26000.00          | $30416.79          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.623%050929     | 2029-05-09      | 4.6230%  | 0.0000% | $33000.00          | $33547.80          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $2000.00           | $1980.34           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2082-10-27      | 8.6250%  | 0.0000% | $808000.00         | $861357.96         | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $300000.00         | $323501.25         | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.4500%  | 0.0000% | $666000.00         | $718172.78         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR GLBL NT 28       | 2028-12-20      | 3.4190%  | 0.0000% | $1798000.00        | $1801965.69        | Corporate Debt Securities                         |
| APTARGROUP INC                 SR NT 4.75%31       | 2031-03-30      | 4.7500%  | 0.0000% | $140000.00         | $141543.58         | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 32      | 2032-09-01      | 3.9500%  | 0.0000% | $36000.00          | $35154.93          | Corporate Debt Securities                         |
| WIND RIVER CLO LTD 2021-4R     A-R    20350122 FLT | 2035-01-22      | 5.1000%  | 0.0000% | $3553120.00        | $3570816.83        | Asset-Backed Securities                           |
| WALMART INC                    SR GLBL NT3.9%28    | 2028-04-15      | 3.9000%  | 0.0000% | $4000.00           | $4042.71           | Corporate Debt Securities                         |
| USB REALTY CORP                -A 6.091%           | 2500-12-31      | 5.3132%  | 0.0000% | $1600000.00        | $1285798.16        | Corporate Debt Securities                         |
| PROSUS N V                     SR GLBL REGS 52     | 2052-01-19      | 4.9870%  | 0.0000% | $2838000.00        | $2346657.30        | Corporate Debt Securities                         |
| WORD FIN NT CR MS NT TR 2024-B A      20310515 4.6 | 2031-05-15      | 4.6200%  | 0.0000% | $11883000.00       | $12021928.11       | Asset-Backed Securities                           |
| US BANCORP                     FR 2.491%110336     | 2036-11-03      | 2.4910%  | 0.0000% | $1000.00           | $874.98            | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $18000.00          | $15983.33          | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $51000.00          | $45286.09          | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $100000.00         | $90869.00          | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1000000.00        | $879840.83         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      TIER I PERP GLBL    | 2079-12-31      | 3.7000%  | 0.0000% | $4951000.00        | $4953668.04        | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 50       | 2050-08-06      | 2.1250%  | 0.0000% | $485000.00         | $283187.19         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $4004000.00        | $4163994.83        | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -OO NT    | 2149-12-31      | 6.6250%  | 0.0000% | $9550000.00        | $9931606.06        | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $76000.00          | $77012.65          | Corporate Debt Securities                         |
| AON CORP                       SR GLBL NT 29       | 2029-05-02      | 3.7500%  | 0.0000% | $1434000.00        | $1421693.89        | Corporate Debt Securities                         |
| BPCE                           SNR NPF GLBL 32     | 2032-01-20      | 2.2770%  | 0.0000% | $4672000.00        | $4195811.07        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 30     | 2030-01-15      | 5.1500%  | 0.0000% | $18000.00          | $18689.34          | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT6.5%33    | 2033-11-21      | 6.5000%  | 0.0000% | $1514000.00        | $1641408.99        | Corporate Debt Securities                         |
| BANK AMERICA CORP              ALT TIER I PERP     | 2079-12-31      | 6.1250%  | 0.0000% | $5785000.00        | $5862081.11        | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      FR 1.604%100426     | 2026-10-04      | 1.6040%  | 0.0000% | $390000.00         | $383368.44         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                NT 3.125%27         | 2027-06-12      | 3.1250%  | 0.0000% | $4127000.00        | $4147014.80        | Corporate Debt Securities                         |
| APIDOS CLO XXXIX 2022-39R LTD  A-1-R  20381021 FLT | 2038-10-21      | 5.3996%  | 0.0000% | $1644142.00        | $1653919.62        | Asset-Backed Securities                           |
| APA CORPORATION                GLBL NT 6.75%55     | 2055-02-15      | 6.7500%  | 0.0000% | $4000.00           | $4124.49           | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 55       | 2055-09-05      | 5.7500%  | 0.0000% | $8891000.00        | $9391091.58        | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $2315000.00        | $2273382.73        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT3.5%31    | 2031-01-15      | 3.5000%  | 0.0000% | $180000.00         | $172702.90         | Corporate Debt Securities                         |
| APPLIED MATLS INC              SR GLBL NT3.3%27    | 2027-04-01      | 3.3000%  | 0.0000% | $3530000.00        | $3526522.95        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.464%050936     | 2036-05-09      | 5.4640%  | 0.0000% | $500000.00         | $529196.89         | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2025-12  B      20370422 FLT | 2037-04-22      | 5.6074%  | 0.0000% | $6400010.00        | $6327261.79        | Asset-Backed Securities                           |
| BIOGEN INC                     SR GLBL NT5.2%45    | 2045-09-15      | 5.2000%  | 0.0000% | $819000.00         | $779142.91         | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP SUB -DD NT     | 2500-12-31      | 6.3000%  | 0.0000% | $79000.00          | $80266.37          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 30       | 2030-06-15      | 5.1250%  | 0.0000% | $22000.00          | $23506.98          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $26000.00          | $23727.28          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $35000.00          | $31940.57          | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48     | 2048-04-20      | 5.0000%  | 0.0000% | $56000.00          | $51104.92          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               GLBL NT 4.9%28      | 2028-05-19      | 4.9000%  | 0.0000% | $92000.00          | $93514.78          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $380000.00         | $394862.70         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 39     | 2039-03-01      | 8.3750%  | 0.0000% | $6350000.00        | $7586342.35        | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT4.9%29    | 2029-02-20      | 4.9000%  | 0.0000% | $27000.00          | $28196.34          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $50000.00          | $46399.08          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 48       | 2048-11-30      | 5.5500%  | 0.0000% | $1205000.00        | $1118217.91        | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $605000.00         | $458310.02         | Corporate Debt Securities                         |
| DIAMETER CAPITAL CLO 2023-4R   C-1-R  20370115 FLT | 2037-01-15      | 8.2045%  | 0.0000% | $11831558.00       | $11944759.64       | Asset-Backed Securities                           |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-11-15      | 3.3750%  | 0.0000% | $828000.00         | $825887.56         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52      | 2052-01-15      | 4.1000%  | 0.0000% | $934000.00         | $707539.77         | Corporate Debt Securities                         |
| COBANK ACB                     PERP GLBL -L NT     | 2079-12-31      | 7.2500%  | 0.0000% | $4950000.00        | $5121711.38        | Corporate Debt Securities                         |
| DANONE SA                      SR 144A NT 26       | 2026-11-02      | 2.9470%  | 0.0000% | $200000.00         | $198547.68         | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC       GLBL 144A NT4%29    | 2029-10-01      | 4.0000%  | 0.0000% | $220000.00         | $217290.33         | Corporate Debt Securities                         |
| COBANK ACB                     PERP GLBL -L NT     | 2079-12-31      | 7.2500%  | 0.0000% | $994000.00         | $1028481.03        | Corporate Debt Securities                         |
| DELTA AIR LINES INC            SR GLBL NT 30       | 2030-07-10      | 5.2500%  | 0.0000% | $270000.00         | $283994.10         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR NT 6.75%39       | 2039-11-15      | 6.7500%  | 0.0000% | $6220000.00        | $6954877.45        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR NT 4.8%30        | 2030-05-01      | 4.8000%  | 0.0000% | $20000.00          | $20449.40          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D35    | 2035-09-11      | 5.4030%  | 0.0000% | $164000.00         | $170162.53         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT 33       | 2033-03-15      | 6.2500%  | 0.0000% | $2000.00           | $2192.07           | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64    | 2064-04-18      | 5.9000%  | 0.0000% | $1552000.00        | $1511222.06        | Corporate Debt Securities                         |
| CITIBANK N A                   SR GLBL NT 26       | 2026-04-30      | 5.4380%  | 0.0000% | $4984000.00        | $5028654.42        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 29       | 2029-02-15      | 4.1500%  | 0.0000% | $400000.00         | $401981.78         | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 6.84%091334      | 2034-09-13      | 6.8400%  | 0.0000% | $200000.00         | $227722.00         | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2964.02           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-03-17      | 3.7850%  | 0.0000% | $82000.00          | $79236.18          | Corporate Debt Securities                         |
| CERBERUS LN FDG XLI LLC 2023-4 B      20350716 FLT | 2035-07-16      | 7.5045%  | 0.0000% | $400000.00         | $403708.89         | Asset-Backed Securities                           |
| DIAMONDBACK ENERGY INC         SR GLBL NT3.5%29    | 2029-12-01      | 3.5000%  | 0.0000% | $76000.00          | $75088.63          | Corporate Debt Securities                         |
| D R HORTON INC                 SR GLBL NT 30       | 2030-10-15      | 4.8500%  | 0.0000% | $34000.00          | $35071.10          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 31        | 2031-01-13      | 5.2450%  | 0.0000% | $9000.00           | $9508.49           | Corporate Debt Securities                         |
| COTERRA ENERGY INC             SR GLBL NT5.9%55    | 2055-02-15      | 5.9000%  | 0.0000% | $7759000.00        | $7709579.48        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 32       | 2032-05-01      | 2.5610%  | 0.0000% | $1000.00           | $912.69            | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             GLBL NT 2.65%32     | 2032-01-15      | 2.6500%  | 0.0000% | $2292000.00        | $2067407.56        | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT5.7%35    | 2035-01-15      | 5.7000%  | 0.0000% | $22000.00          | $23345.48          | Corporate Debt Securities                         |
| NTT FINANCE CORP               GLBL REGS NT 31     | 2031-04-03      | 2.0650%  | 0.0000% | $200000.00         | $178510.97         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 33     | 2033-11-06      | 4.8440%  | 0.0000% | $1071000.00        | $1083937.92        | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $71000.00          | $64516.99          | Corporate Debt Securities                         |
| BANQUE FED DU CRED MUTUEL      SNR PREF REGS 28    | 2028-10-16      | 5.0531%  | 0.0000% | $407000.00         | $411215.96         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR GLBL NT 28       | 2028-07-25      | 4.8080%  | 0.0000% | $1320000.00        | $1356256.88        | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL REGS 26     | 2026-01-30      | 1.9500%  | 0.0000% | $17000.00          | $17036.41          | Corporate Debt Securities                         |
| WELLS FARGO & CO               SB GLBL DB5.5%35    | 2035-08-01      | 5.5000%  | 0.0000% | $39000.00          | $41344.88          | Corporate Debt Securities                         |
| MINEJESA CAPITAL BV            SR SEC GLBL 37      | 2037-08-10      | 5.6250%  | 0.0000% | $200000.00         | $201395.00         | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 35    | 2035-01-15      | 5.3000%  | 0.0000% | $7000.00           | $7454.16           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            JR SB GLBL -C 55    | 2055-05-15      | 6.6250%  | 0.0000% | $402000.00         | $417723.17         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-04-22      | 2.5220%  | 0.0000% | $1454000.00        | $1363098.83        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 52       | 2052-04-22      | 3.3280%  | 0.0000% | $98000.00          | $71662.30          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26    | 2026-11-16      | 3.5000%  | 0.0000% | $6655000.00        | $6633349.07        | Corporate Debt Securities                         |
| ALLY FINL INC                  SR NT 8%31          | 2031-11-01      | 8.0000%  | 0.0000% | $1099000.00        | $1257607.68        | Corporate Debt Securities                         |
| EMD FINANCE LLC                SR REGS NT 28       | 2028-08-15      | 4.1250%  | 0.0000% | $1000.00           | $1013.62           | Corporate Debt Securities                         |
| HARLEY DAVIDSON FINL SVCS INC  FR 3.05%021427      | 2027-02-14      | 3.0500%  | 0.0000% | $50000.00          | $49797.06          | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.061%071331     | 2031-07-13      | 3.0610%  | 0.0000% | $915000.00         | $842164.86         | Corporate Debt Securities                         |
| WOODMONT TR 2022-10R           C-R    20380415 FLT | 2038-04-15      | 6.0045%  | 0.0000% | $12150000.00       | $12014635.42       | Asset-Backed Securities                           |
| CSL FIN PLC                    SR REGS NT 32       | 2032-04-27      | 4.2500%  | 0.0000% | $2591000.00        | $2569260.79        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 41     | 2041-03-11      | 2.8750%  | 0.0000% | $400000.00         | $309627.72         | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL REGS 33     | 2033-11-06      | 4.8440%  | 0.0000% | $1924000.00        | $1947242.35        | Corporate Debt Securities                         |
| AT&T INC                       GLBL REGS NT 53     | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $24393.50          | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR REGS NT 30       | 2030-10-03      | 4.6470%  | 0.0000% | $23000.00          | $23352.35          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL REGS NT 26     | 2026-04-27      | 1.6250%  | 0.0000% | $200000.00         | $198151.86         | Corporate Debt Securities                         |
| US BANCORP                     FR 5.678%012335     | 2035-01-23      | 5.6780%  | 0.0000% | $8000.00           | $8673.24           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 32       | 2032-07-23      | 4.6500%  | 0.0000% | $3000.00           | $3129.02           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.9%33    | 2033-02-06      | 4.9000%  | 0.0000% | $1681000.00        | $1675241.64        | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-10-06      | 2.3750%  | 0.0000% | $845000.00         | $837851.77         | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 3.4000%  | 0.0000% | $393000.00         | $384237.85         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 4%47     | 2047-11-15      | 4.0000%  | 0.0000% | $914000.00         | $667288.04         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%35     | 2035-08-15      | 6.0000%  | 0.0000% | $30000.00          | $32241.50          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.8%28    | 2028-08-03      | 4.8000%  | 0.0000% | $4000.00           | $4101.85           | Corporate Debt Securities                         |
| 2018 C48 III 5.12658 15JAN52 144A F                | 2052-01-15      | 5.2978%  | 0.0000% | $8683779.00        | $8226312.02        | Asset-Backed Securities                           |
| UBS GROUP AG                   SR GLBL COCO 35     | 2035-02-08      | 5.6990%  | 0.0000% | $3600000.00        | $3880273.00        | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $37719000.00       | $36608678.37       | Corporate Debt Securities                         |
| WRKCO INC                      SR GLBL NT 3%33     | 2033-06-15      | 3.0000%  | 0.0000% | $14000.00          | $12734.17          | Corporate Debt Securities                         |
| JEFFERIES CR PT BDC CLO 2025-1 A      20370427 FLT | 2037-04-27      | 5.4080%  | 0.0000% | $21984736.00       | $21967216.21       | Asset-Backed Securities                           |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.6%36    | 2036-01-15      | 5.6000%  | 0.0000% | $3269000.00        | $3365875.00        | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN GLBL NT 47    | 2047-09-30      | 3.8000%  | 0.0000% | $493000.00         | $390772.62         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79          | 2079-05-01      | 5.6500%  | 0.0000% | $32000.00          | $32509.36          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.5%38    | 2038-04-15      | 6.5000%  | 0.0000% | $796000.00         | $840905.46         | Corporate Debt Securities                         |
| SMBC AVIATION CAP FIN          SR GLBL REGS 26     | 2026-10-15      | 1.9000%  | 0.0000% | $210000.00         | $206358.48         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT35    | 2035-10-15      | 5.2500%  | 0.0000% | $1079000.00        | $1084815.81        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.478%040431     | 2031-04-04      | 4.4780%  | 0.0000% | $29000.00          | $29533.22          | Corporate Debt Securities                         |
| VISIO TR 2023-1                A-3    20580325 FLT | 2058-03-25      | 7.3220%  | 0.0000% | $297692.00         | $198721.75         | Private Label Collateralized Mortgage Obligations |
| ALIBABA GROUP HLDG LTD         SR GLBL REGS 54     | 2054-11-26      | 5.6250%  | 0.0000% | $666000.00         | $695898.41         | Corporate Debt Securities                         |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 35       | 2035-05-31      | 6.3420%  | 0.0000% | $4000.00           | $4428.27           | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL COCO 32     | 2032-03-15      | 2.8960%  | 0.0000% | $3726000.00        | $3449875.25        | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR GLBL 144A 27     | 2027-05-12      | 4.4500%  | 0.0000% | $74000.00          | $74003.54          | Corporate Debt Securities                         |
| POLARIS INC                    SR GLBL NT 29       | 2029-03-15      | 6.9500%  | 0.0000% | $16000.00          | $17249.17          | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53    | 2053-03-01      | 6.7500%  | 0.0000% | $4533000.00        | $4903765.40        | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT2.9%30    | 2030-10-01      | 2.9000%  | 0.0000% | $27000.00          | $25511.54          | Corporate Debt Securities                         |
| RADIAN GROUP INC               SR NT 4.875%27      | 2027-03-15      | 4.8750%  | 0.0000% | $4000.00           | $4052.42           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 27       | 2027-11-01      | 4.3750%  | 0.0000% | $3000.00           | $3036.51           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $697000.00         | $697074.35         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%    | 2079-12-31      | 4.0000%  | 0.0000% | $3844000.00        | $3844410.03        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 3%27     | 2027-02-10      | 3.0000%  | 0.0000% | $300000.00         | $298467.00         | Corporate Debt Securities                         |
| INDIGO MERGER SUB INC          SR SEC GLBL 26      | 2026-07-15      | 2.8750%  | 0.0000% | $568000.00         | $568631.35         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%47    | 2047-05-11      | 4.1000%  | 0.0000% | $200000.00         | $155303.22         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           FR 5.875%070134     | 2034-07-01      | 5.8750%  | 0.0000% | $280000.00         | $300537.88         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 47       | 2047-12-08      | 3.7340%  | 0.0000% | $173000.00         | $129259.16         | Corporate Debt Securities                         |
| OCP CLO LTD 2024-37            D-1    20371015 FLT | 2037-10-15      | 6.8545%  | 0.0000% | $13631136.00       | $13744393.99       | Asset-Backed Securities                           |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT6.2%30    | 2030-07-15      | 6.2000%  | 0.0000% | $155000.00         | $162878.48         | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $421760.00         | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1735000.00        | $1829384.00        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.3%34    | 2034-07-08      | 4.3000%  | 0.0000% | $10000.00          | $9411.42           | Corporate Debt Securities                         |
| OCP CLO 2024-33 LTD            A-1    20370720 FLT | 2037-07-20      | 5.3844%  | 0.0000% | $949139.00         | $956943.91         | Asset-Backed Securities                           |
| HUMANA INC                     SR GLBL NT5.5%53    | 2053-03-15      | 5.5000%  | 0.0000% | $50000.00          | $46912.14          | Corporate Debt Securities                         |
| PECO ENERGY CAP TR III         JR SB PFD TR 28     | 2028-04-06      | 7.3800%  | 0.0000% | $1400000.00        | $1476160.00        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 31       | 2031-03-25      | 2.8750%  | 0.0000% | $3032000.00        | $2769371.95        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.05%012827      | 2027-01-28      | 5.0500%  | 0.0000% | $6000.00           | $6107.60           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82    | 2082-10-31      | 8.1250%  | 0.0000% | $6299000.00        | $6658984.35        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 32       | 2032-10-15      | 4.9500%  | 0.0000% | $2609000.00        | $2668524.33        | Corporate Debt Securities                         |
| US BANCORP                     ALT TIER I PERP     | 2079-12-31      | 5.3000%  | 0.0000% | $3000.00           | $3023.31           | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $778000.00         | $822815.39         | Corporate Debt Securities                         |
| OLD REP INTL CORP              SR GLBL NT 34       | 2034-03-28      | 5.7500%  | 0.0000% | $1500000.00        | $1586405.00        | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53      | 2053-09-15      | 7.1250%  | 0.0000% | $2239000.00        | $2382873.48        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT3.3%26    | 2026-07-15      | 3.3000%  | 0.0000% | $2025000.00        | $2041284.38        | Corporate Debt Securities                         |
| STATE STR CORP                 GLBL NT 4.993%27    | 2027-03-18      | 4.9930%  | 0.0000% | $2000.00           | $2046.44           | Corporate Debt Securities                         |
| NOMURA HLDGS INC               LW TIER II 36       | 2036-06-10      | 5.0430%  | 0.0000% | $102000.00         | $102474.96         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 33       | 2033-01-15      | 4.6250%  | 0.0000% | $4673000.00        | $4711342.61        | Corporate Debt Securities                         |
| NEUBERGER BER 0.01 16APR35 144A FRN                | 2035-04-16      | 5.2045%  | 0.0000% | $10000016.00       | $10062072.85       | Asset-Backed Securities                           |
| NORDEA BK ABP MED TERM NTS     ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $200000.00         | $203087.94         | Corporate Debt Securities                         |
| NGPL PIPECO LLC                SR GLBL 3 144A37    | 2037-12-15      | 7.7680%  | 0.0000% | $90000.00          | $108694.06         | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 33       | 2033-03-15      | 6.1250%  | 0.0000% | $2000.00           | $2171.68           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 55       | 2055-04-01      | 5.9500%  | 0.0000% | $54000.00          | $53560.48          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-09-15      | 5.4000%  | 0.0000% | $232000.00         | $239124.72         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.8%31    | 2031-02-15      | 4.8000%  | 0.0000% | $10000.00          | $10275.57          | Corporate Debt Securities                         |
| TAPESTRY INC                   SR GLBL NT5.5%35    | 2035-03-11      | 5.5000%  | 0.0000% | $2000.00           | $2078.25           | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            SR GLBL 2020A 31    | 2031-01-15      | 1.7500%  | 0.0000% | $100000.00         | $89108.53          | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.385%011636     | 2036-01-16      | 5.3850%  | 0.0000% | $200000.00         | $208091.00         | Corporate Debt Securities                         |
| HUNTINGTON AUTO TR 2024-1      A-3    20290116 5.2 | 2029-01-16      | 5.2300%  | 0.0000% | $290000.00         | $268696.40         | Asset-Backed Securities                           |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%60     | 2060-09-15      | 3.0000%  | 0.0000% | $450000.00         | $275124.75         | Corporate Debt Securities                         |
| OWL ROCK CLO III, LLC 2020-3   A-R    20360421 FLT | 2036-04-21      | 5.7344%  | 0.0000% | $7203604.00        | $7237117.40        | Asset-Backed Securities                           |
| HYATT HOTELS CORP              SR GLBL NT 28       | 2028-09-15      | 4.3750%  | 0.0000% | $24000.00          | $24302.20          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD 53       | 2053-12-01      | 5.3500%  | 0.0000% | $3000.00           | $2786.92           | Corporate Debt Securities                         |
| OVERSEA CHINESE BK             FR 4.55%090835      | 2035-09-08      | 4.5500%  | 0.0000% | $45000.00          | $45583.70          | Corporate Debt Securities                         |
| KKR GROUP FINANCE COMP III LLC SR GLBL 144A 44     | 2044-06-01      | 5.1250%  | 0.0000% | $3149000.00        | $3059593.33        | Corporate Debt Securities                         |
| GARTNER INC                    SR GLBL 144A 30     | 2030-10-01      | 3.7500%  | 0.0000% | $9000.00           | $8593.99           | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          SR GLBL NT 45       | 2045-06-01      | 5.5500%  | 0.0000% | $5000.00           | $5034.14           | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 49       | 2049-04-01      | 5.9500%  | 0.0000% | $3725000.00        | $3696022.60        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $20473000.00       | $21379988.02       | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $105000.00         | $109651.68         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB OO NT    | 2500-12-31      | 6.5000%  | 0.0000% | $1438000.00        | $1501705.80        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64    | 2064-09-27      | 5.5000%  | 0.0000% | $6592000.00        | $5672610.10        | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.534%27    | 2027-03-10      | 2.5340%  | 0.0000% | $4000.00           | $3948.36           | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR NT 5.2%32        | 2032-11-15      | 5.2000%  | 0.0000% | $14317000.00       | $14411524.02       | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 6%29     | 2029-07-15      | 6.0000%  | 0.0000% | $12000.00          | $12499.88          | Corporate Debt Securities                         |
| GM FINL AUTO LEASING TR 2025-1 A-3    20280221 4.6 | 2028-02-21      | 4.6600%  | 0.0000% | $238000.00         | $240116.19         | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SR GLBL NT 32       | 2032-04-22      | 2.5800%  | 0.0000% | $248000.00         | $228425.36         | Corporate Debt Securities                         |
| JUNIPER NETWORKS               SR NT 5.95%41       | 2041-03-15      | 5.9500%  | 0.0000% | $15000.00          | $15313.28          | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL 144A 66     | 2066-04-15      | 6.3750%  | 0.0000% | $639000.00         | $667823.43         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   FR 3%041826         | 2026-04-18      | 3.0000%  | 0.0000% | $3000.00           | $2996.74           | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  SR NT 6.65%37       | 2037-01-15      | 6.6500%  | 0.0000% | $2000.00           | $2244.98           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 31       | 2031-12-10      | 2.1500%  | 0.0000% | $4943000.00        | $4462507.45        | Corporate Debt Securities                         |
| MARINER FINANCE ISS TR 2024-B  A      20381122 4.9 | 2038-11-22      | 4.9100%  | 0.0000% | $7474000.00        | $7624220.76        | Asset-Backed Securities                           |
| TARGA RES CORP                 SR GLBL NT4.9%30    | 2030-09-15      | 4.9000%  | 0.0000% | $2000.00           | $2061.27           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 5%021336         | 2036-02-13      | 5.0000%  | 0.0000% | $1530000.00        | $1575990.10        | Corporate Debt Securities                         |
| NOMURA HLDGS INC               SR GLBL NT 28       | 2028-07-12      | 6.0700%  | 0.0000% | $605000.00         | $646455.27         | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT4.9%49    | 2049-03-15      | 4.9000%  | 0.0000% | $401000.00         | $373209.14         | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT1.9%28    | 2028-12-10      | 1.9000%  | 0.0000% | $227000.00         | $216586.75         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SUB BD    6.8%28    | 2028-03-15      | 6.8000%  | 0.0000% | $3000.00           | $3213.69           | Corporate Debt Securities                         |
| BANK AMERICA CORP              SUB GLBL NT 37      | 2037-01-29      | 6.1100%  | 0.0000% | $139000.00         | $154061.62         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 6.2%37        | 2037-10-15      | 6.2000%  | 0.0000% | $169000.00         | $183959.13         | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR 144A NT 34       | 2034-01-17      | 5.2900%  | 0.0000% | $241000.00         | $251160.49         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $11000.00          | $8911.18           | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52     | 2052-08-15      | 4.0500%  | 0.0000% | $589000.00         | $477153.32         | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT2.8%41    | 2041-10-15      | 2.8000%  | 0.0000% | $7356000.00        | $5536231.85        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT3.3%27    | 2027-03-26      | 3.3000%  | 0.0000% | $421000.00         | $420811.95         | Corporate Debt Securities                         |
| TRAVELERS COMPANIES INC        SR NT 6.25%37       | 2037-06-15      | 6.2500%  | 0.0000% | $3005000.00        | $3460704.08        | Corporate Debt Securities                         |
| TRINITAS CLO XIX LTD / TRINITAS CLO XIX LL         | 2033-10-20      | 6.8344%  | 0.0000% | $6000000.00        | $6054503.86        | Asset-Backed Securities                           |
| TRUIST FINL CORP               FR 7.161%103029     | 2029-10-30      | 7.1610%  | 0.0000% | $18000.00          | $19602.35          | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $80000.00          | $75017.87          | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $5958000.00        | $5560060.22        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-06-01      | 2.6500%  | 0.0000% | $800000.00         | $746567.33         | Corporate Debt Securities                         |
| NVIDIA CORPORATION             SR GLBL NT 2%31     | 2031-06-15      | 2.0000%  | 0.0000% | $7000.00           | $6398.60           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 5%26     | 2026-12-05      | 5.0000%  | 0.0000% | $3000.00           | $3102.68           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33    | 2033-03-15      | 4.7000%  | 0.0000% | $218000.00         | $223779.30         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.916%072833     | 2033-07-28      | 4.9160%  | 0.0000% | $4000.00           | $4089.27           | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.7%55    | 2055-09-15      | 5.7000%  | 0.0000% | $3800000.00        | $4005877.67        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.407%110129     | 2029-11-01      | 6.4070%  | 0.0000% | $2000.00           | $2133.79           | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $100000.00         | $101559.00         | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT 26       | 2026-09-15      | 1.1250%  | 0.0000% | $52000.00          | $51047.43          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        3.95%48             | 2048-02-26      | 3.9500%  | 0.0000% | $17000.00          | $14277.70          | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD      SR NT 6.2%37        | 2037-10-15      | 6.2000%  | 0.0000% | $4571000.00        | $4975604.60        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 35       | 2035-11-01      | 6.0500%  | 0.0000% | $1100000.00        | $1186314.25        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.625%090129     | 2029-09-01      | 2.6250%  | 0.0000% | $1000.00           | $959.80            | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55    | 2055-03-15      | 6.3500%  | 0.0000% | $2000.00           | $2135.77           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.65%101830      | 2030-10-18      | 4.6500%  | 0.0000% | $3000.00           | $3061.64           | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR 144A NT 31       | 2031-03-08      | 4.9090%  | 0.0000% | $2518000.00        | $2638533.86        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54     | 2054-03-05      | 6.9500%  | 0.0000% | $1100000.00        | $901079.97         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT2.2%30    | 2030-09-02      | 2.2000%  | 0.0000% | $640000.00         | $582941.16         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD    SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $214000.00         | $218502.65         | Corporate Debt Securities                         |
| RCKT MORTGAGE TR 2025-CES8     A-1A   20550825 FLT | 2055-08-25      | 5.1477%  | 0.0000% | $3299618.00        | $3193504.96        | Asset-Backed Securities                           |
| ROYAL CARIBBEAN GROUP          SR 144A NT 26       | 2026-07-01      | 4.2500%  | 0.0000% | $49000.00          | $49829.28          | Corporate Debt Securities                         |
| RENAISSANCERE HLDGS LTD        SR GLBL NT 33       | 2033-06-05      | 5.7500%  | 0.0000% | $1333000.00        | $1439655.92        | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $561000.00         | $615510.50         | Corporate Debt Securities                         |
| PULTE GROUP INC                SR NT 7.875%32      | 2032-06-15      | 7.8750%  | 0.0000% | $1098000.00        | $1328367.26        | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.7%050128       | 2028-05-01      | 3.7000%  | 0.0000% | $43000.00          | $42978.71          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 30       | 2030-09-15      | 4.4500%  | 0.0000% | $207000.00         | $211136.44         | Corporate Debt Securities                         |
| PPL CAP FDG INC                SR GLBL NT 34       | 2034-09-01      | 5.2500%  | 0.0000% | $21000.00          | $21939.28          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 2.95%26       | 2026-10-01      | 2.9500%  | 0.0000% | $9088000.00        | $9057471.89        | Corporate Debt Securities                         |
| GILEAD SCIENCES INC            SR GLBL NT4.6%35    | 2035-09-01      | 4.6000%  | 0.0000% | $86000.00          | $86905.29          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31       | 2031-03-15      | 4.2500%  | 0.0000% | $5676000.00        | $5697155.71        | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       SR GLBL COCO 28     | 2028-08-16      | 4.5500%  | 0.0000% | $1005000.00        | $1030599.03        | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT 33       | 2033-03-15      | 5.7500%  | 0.0000% | $3955000.00        | $4250516.50        | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 26       | 2026-06-01      | 1.5500%  | 0.0000% | $2000.00           | $1989.12           | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 40       | 2040-09-15      | 6.5500%  | 0.0000% | $1000.00           | $1115.21           | Corporate Debt Securities                         |
| GEORGIA PWR CO                 GLBL 2024B NT 34    | 2034-03-15      | 5.2500%  | 0.0000% | $500000.00         | $524907.92         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $36000.00          | $26821.94          | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT5.1%32    | 2032-07-15      | 5.1000%  | 0.0000% | $66000.00          | $68997.83          | Corporate Debt Securities                         |
| M & T BK CORP                  SR GLBL NT 28       | 2028-08-16      | 4.5530%  | 0.0000% | $5000.00           | $5089.30           | Corporate Debt Securities                         |
| GENERATE CLO LTD 2022-10R      C-R    20380122 FLT | 2038-01-22      | 5.6574%  | 0.0000% | $1651056.00        | $1658509.69        | Asset-Backed Securities                           |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 3.85%26     | 2026-12-15      | 3.8500%  | 0.0000% | $50000.00          | $50778.10          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-09-06      | 5.4500%  | 0.0000% | $759000.00         | $784087.90         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 28       | 2028-10-27      | 6.3610%  | 0.0000% | $16000.00          | $16751.16          | Corporate Debt Securities                         |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 28       | 2028-12-01      | 2.1250%  | 0.0000% | $100000.00         | $95223.79          | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27       | 2027-02-16      | 4.6500%  | 0.0000% | $3000.00           | $3069.16           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40    | 2040-07-01      | 4.5000%  | 0.0000% | $128795.00         | $115769.32         | Corporate Debt Securities                         |
| PHILLIPS 66                    SR GLBL NT 30       | 2030-12-15      | 2.1500%  | 0.0000% | $101000.00         | $91729.69          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $119000.00         | $121420.39         | Corporate Debt Securities                         |
| PERNOD RICARD SA               GLBL 144A NT 26     | 2026-06-08      | 3.2500%  | 0.0000% | $275000.00         | $277718.99         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 55       | 2055-09-26      | 5.9500%  | 0.0000% | $19358000.00       | $18312614.23       | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%35    | 2035-08-03      | 5.5000%  | 0.0000% | $113000.00         | $115298.36         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.1%35      | 2035-02-12      | 5.1000%  | 0.0000% | $670000.00         | $710130.77         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL -B NT 42    | 2042-12-15      | 4.0700%  | 0.0000% | $3000.00           | $2669.12           | Corporate Debt Securities                         |
| PIKES PEAK CLO 4               D-RR   20340715 FLT | 2034-07-15      | 7.0045%  | 0.0000% | $7757000.00        | $7804093.56        | Asset-Backed Securities                           |
| HEALTHPEAK OP LLC              SR GLBL NT 35       | 2035-02-15      | 5.3750%  | 0.0000% | $3000.00           | $3134.79           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $18720000.00       | $19222486.40       | Corporate Debt Securities                         |
| HP INC                         SR GLBL NT 26       | 2026-06-17      | 1.4500%  | 0.0000% | $605000.00         | $600108.41         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50    | 2050-08-01      | 3.5000%  | 0.0000% | $11636000.00       | $8137345.70        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V    | 2500-12-31      | 6.2000%  | 0.0000% | $1163000.00        | $1194217.50        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL DEB 32      | 2032-11-29      | 5.8750%  | 0.0000% | $3000.00           | $3356.50           | Corporate Debt Securities                         |
| PIKES PEAK CLO LTD 2023-12R    A-R    20380420 FLT | 2038-04-20      | 5.1044%  | 0.0000% | $1850000.00        | $1855882.65        | Asset-Backed Securities                           |
| PHILIP MORRIS INTL INC         SR GLBL NT2.1%30    | 2030-05-01      | 2.1000%  | 0.0000% | $865000.00         | $794956.62         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27       | 2027-03-15      | 3.1250%  | 0.0000% | $7000.00           | $6952.10           | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT2.6%31    | 2031-05-10      | 2.6000%  | 0.0000% | $561000.00         | $515098.98         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47    | 2047-04-15      | 5.3000%  | 0.0000% | $170000.00         | $155024.79         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT6.3%32    | 2032-11-22      | 6.3000%  | 0.0000% | $329000.00         | $362590.90         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $190000.00         | $172431.28         | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL REGS 35     | 2035-07-09      | 5.3320%  | 0.0000% | $2000000.00        | $2062134.89        | Corporate Debt Securities                         |
| WOODSIDE FIN LTD               SR GLBL REGS 28     | 2028-03-15      | 3.7000%  | 0.0000% | $36000.00          | $35856.82          | Corporate Debt Securities                         |
| NIAGARA MOHAWK PWR CORP        SR GLBL REGS 28     | 2028-12-15      | 4.2780%  | 0.0000% | $214000.00         | $218776.44         | Corporate Debt Securities                         |
| WESTERN UN CO                  CR SEN SR GLBL26    | 2026-03-15      | 1.3500%  | 0.0000% | $414000.00         | $411320.39         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $400000.00         | $337436.67         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.3%072227       | 2027-07-22      | 4.3000%  | 0.0000% | $4000.00           | $4077.16           | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR LW TIER II 32       | 2032-12-08      | 6.7420%  | 0.0000% | $1665000.00        | $1907602.52        | Corporate Debt Securities                         |
| RELIANCE INDS LTD              GLBL REGS NT 32     | 2032-01-12      | 2.8750%  | 0.0000% | $753000.00         | $696638.79         | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26       | 2026-01-15      | 1.1250%  | 0.0000% | $4000.00           | $4000.47           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          4.2%29              | 2029-06-30      | 4.2000%  | 0.0000% | $299000.00         | $305681.65         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -A 56    | 2056-03-15      | 5.8750%  | 0.0000% | $2000.00           | $1989.13           | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33    | 2033-06-30      | 5.3000%  | 0.0000% | $145000.00         | $153187.99         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 5.2%030134       | 2034-03-01      | 5.2000%  | 0.0000% | $352000.00         | $370894.19         | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 29       | 2029-12-15      | 4.6250%  | 0.0000% | $133000.00         | $138282.89         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            5.7%48              | 2048-09-15      | 5.7000%  | 0.0000% | $45000.00          | $46006.12          | Corporate Debt Securities                         |
| RR LTD 2019-7R                 B-1-B  20370115 FLT | 2037-01-15      | 6.0045%  | 0.0000% | $5300000.00        | $5334497.07        | Asset-Backed Securities                           |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $86000.00          | $89678.98          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 6.4%38        | 2038-05-15      | 6.4000%  | 0.0000% | $1000.00           | $1148.74           | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $1567000.00        | $1626692.69        | Corporate Debt Securities                         |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55    | 2055-09-15      | 7.0000%  | 0.0000% | $12973000.00       | $13653491.51       | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $77000.00          | $72746.46          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 54       | 2054-06-15      | 5.6500%  | 0.0000% | $246000.00         | $242731.14         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 4.75%44       | 2044-02-15      | 4.7500%  | 0.0000% | $301000.00         | $263534.61         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 6.07%27       | 2027-10-22      | 6.0700%  | 0.0000% | $1857000.00        | $1900305.24        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29    | 2029-01-15      | 6.1000%  | 0.0000% | $101000.00         | $107929.22         | Corporate Debt Securities                         |
| PARLIAMENT CLO 2021-2 LTD      C      20320820 FLT | 2032-08-20      | 6.7006%  | 0.0000% | $6000000.00        | $5996814.09        | Asset-Backed Securities                           |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $3639000.00        | $3777622.65        | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT5.3%35    | 2035-10-10      | 5.3000%  | 0.0000% | $2000.00           | $2016.37           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT6.5%27    | 2027-07-01      | 6.5000%  | 0.0000% | $1430000.00        | $1498985.58        | Corporate Debt Securities                         |
| CARNIVAL CORP                  1LIEN 144A NT 29    | 2029-08-15      | 7.0000%  | 0.0000% | $82000.00          | $87688.16          | Corporate Debt Securities                         |
| CARLYLE US CLO 2023-3 LTD 2023 A-1-R  20381015 FLT | 2038-10-15      | 5.1345%  | 0.0000% | $3000000.00        | $3016332.17        | Asset-Backed Securities                           |
| DTE ENERGY CO                  SR GLBL -D NT 34    | 2034-06-01      | 5.8500%  | 0.0000% | $2258000.00        | $2485250.77        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.5%50    | 2050-05-01      | 3.5000%  | 0.0000% | $615000.00         | $453571.72         | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD5.7%54    | 2054-03-15      | 5.7000%  | 0.0000% | $100000.00         | $102705.83         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR -2025 A DB 55    | 2055-11-15      | 5.7500%  | 0.0000% | $79000.00          | $81144.65          | Corporate Debt Securities                         |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $186000.00         | $195799.56         | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%26    | 2026-02-15      | 3.7000%  | 0.0000% | $60000.00          | $60554.77          | Corporate Debt Securities                         |
| DISNEY WALT CO                 FR 2.95%061527      | 2027-06-15      | 2.9500%  | 0.0000% | $440000.00         | $440803.86         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 33       | 2033-12-01      | 6.5500%  | 0.0000% | $7668000.00        | $8711876.79        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 49       | 2049-09-01      | 2.7500%  | 0.0000% | $5609000.00        | $3682453.40        | Corporate Debt Securities                         |
| DIAGEO INVT CORP               SR NT 4.25%42       | 2042-05-11      | 4.2500%  | 0.0000% | $215000.00         | $188685.49         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54       | 2054-09-01      | 5.9500%  | 0.0000% | $3000000.00        | $2717817.50        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $921000.00         | $933100.40         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%           | 2500-12-31      | 7.1250%  | 0.0000% | $781000.00         | $817706.67         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.514%070533     | 2033-07-05      | 5.5140%  | 0.0000% | $3101000.00        | $3351476.56        | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.3%28    | 2028-06-20      | 4.3000%  | 0.0000% | $1862000.00        | $1913227.76        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         GLBL NT 2.45%31     | 2031-12-02      | 2.4500%  | 0.0000% | $6985000.00        | $6370374.33        | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 65       | 2065-11-15      | 5.7500%  | 0.0000% | $1000.00           | $1002.15           | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            SR GLBL NT 35       | 2035-08-15      | 5.2500%  | 0.0000% | $3359000.00        | $3502085.00        | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $2000.00           | $1994.68           | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT5.4%38    | 2038-01-09      | 5.4000%  | 0.0000% | $6595000.00        | $6577457.30        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 34       | 2034-10-01      | 4.2500%  | 0.0000% | $27000.00          | $25077.58          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $3000.00           | $3024.83           | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $1166000.00        | $1175650.59        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $7700000.00        | $7763730.33        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 4%42     | 2042-09-30      | 4.0000%  | 0.0000% | $4000.00           | $3453.50           | Corporate Debt Securities                         |
| CFG INVESTMENTS LTD 2025-1     A      20360325 6.4 | 2036-03-25      | 6.4700%  | 0.0000% | $22500000.00       | $22906016.26       | Asset-Backed Securities                           |
| CGI INC                        SR 144A NT 30       | 2030-03-14      | 4.9500%  | 0.0000% | $303000.00         | $311543.08         | Corporate Debt Securities                         |
| BOEING CO                      3.625%48            | 2048-03-01      | 3.6250%  | 0.0000% | $206000.00         | $151576.95         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $25000.00          | $26737.86          | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 4.8%46      | 2046-07-15      | 4.8000%  | 0.0000% | $65000.00          | $59831.42          | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 4.8%46      | 2046-07-15      | 4.8000%  | 0.0000% | $255000.00         | $234723.25         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30       | 2030-05-15      | 5.6250%  | 0.0000% | $3300000.00        | $3337756.12        | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 33       | 2033-10-01      | 2.4500%  | 0.0000% | $1840000.00        | $1532773.67        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SUB GLBL COCO 55    | 2055-01-15      | 6.3000%  | 0.0000% | $369000.00         | $372721.36         | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL26    | 2026-02-04      | 2.1960%  | 0.0000% | $3000.00           | $3008.65           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.2%30    | 2030-10-15      | 4.2000%  | 0.0000% | $1089000.00        | $1100427.24        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL     | 2081-10-27      | 3.6250%  | 0.0000% | $8500000.00        | $8217217.99        | Corporate Debt Securities                         |
| BARCLAYS PLC                   SR GLBL NT 46       | 2046-08-11      | 5.8600%  | 0.0000% | $399000.00         | $421630.17         | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 28       | 2028-09-30      | 2.8500%  | 0.0000% | $334000.00         | $317290.54         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT6.5%34    | 2034-01-15      | 6.5000%  | 0.0000% | $23000.00          | $25442.69          | Corporate Debt Securities                         |
| CFE FIBRA E BANCO CITI MEXICO  SR GLBL 144A 40     | 2040-09-23      | 5.8750%  | 0.0000% | $2305000.00        | $2333175.42        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL 144A 32     | 2032-04-15      | 4.1500%  | 0.0000% | $100000.00         | $99245.69          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 32       | 2032-08-22      | 4.2980%  | 0.0000% | $2000.00           | $2005.32           | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41      | 2041-09-15      | 4.9500%  | 0.0000% | $3000.00           | $2962.76           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           SR GLBL NT2.7%26    | 2026-08-03      | 2.7000%  | 0.0000% | $578000.00         | $577945.09         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 4%29     | 2029-01-15      | 4.0000%  | 0.0000% | $294000.00         | $290480.17         | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL 144A 45     | 2045-04-15      | 3.9500%  | 0.0000% | $9418000.00        | $7077891.23        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $137000.00         | $141383.21         | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT4.7%50    | 2050-04-15      | 4.7000%  | 0.0000% | $2761000.00        | $2428420.68        | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%45        | 2045-06-01      | 4.5000%  | 0.0000% | $1000.00           | $914.46            | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 28       | 2028-06-15      | 4.9500%  | 0.0000% | $42000.00          | $43685.99          | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $128000.00         | $110484.84         | Corporate Debt Securities                         |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46    | 2046-11-15      | 4.3000%  | 0.0000% | $22000.00          | $18989.58          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT 29       | 2029-08-01      | 3.1500%  | 0.0000% | $22000.00          | $21440.49          | Corporate Debt Securities                         |
| PROSUS N V                     FR 3.832%020851     | 2051-02-08      | 3.8320%  | 0.0000% | $3601000.00        | $2475251.38        | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.5288%  | 0.0000% | $665816.00         | $50358.21          | Private Label Collateralized Mortgage Obligations |
| BANK NOVA SCOTIA B C           FR 4.338%091531     | 2031-09-15      | 4.3380%  | 0.0000% | $284000.00         | $286288.05         | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $4132000.00        | $4233729.84        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.8%36    | 2036-02-15      | 4.8000%  | 0.0000% | $137000.00         | $138503.80         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3%50        | 2050-02-24      | 3.0000%  | 0.0000% | $99000.00          | $67097.58          | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 31       | 2031-02-11      | 1.9570%  | 0.0000% | $3375000.00        | $3026047.41        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.518%102535     | 2035-10-25      | 5.5180%  | 0.0000% | $8024000.00        | $8343019.53        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT      | 2079-12-31      | 3.7500%  | 0.0000% | $110000.00         | $108733.17         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $17802000.00       | $18493686.82       | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 55       | 2055-09-15      | 6.0770%  | 0.0000% | $3000.00           | $3134.42           | Corporate Debt Securities                         |
| BANK OF AMERICA NA             SR GLBL NT 26       | 2026-08-18      | 5.5260%  | 0.0000% | $1765000.00        | $1808454.30        | Corporate Debt Securities                         |
| BAYER US FIN LLC               SR 144A NT 53       | 2053-11-21      | 6.8750%  | 0.0000% | $4373000.00        | $4736732.17        | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34     | 2034-04-18      | 6.2500%  | 0.0000% | $11547000.00       | $11995652.27       | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL27    | 2027-05-01      | 6.2590%  | 0.0000% | $3195000.00        | $3297221.63        | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $121000.00         | $89098.05          | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT 59       | 2059-08-01      | 3.9500%  | 0.0000% | $297000.00         | $218695.21         | Corporate Debt Securities                         |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 28     | 2028-03-15      | 6.1000%  | 0.0000% | $31000.00          | $31460.33          | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34     | 2034-09-17      | 4.6500%  | 0.0000% | $4813000.00        | $4819742.21        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51     | 2051-09-15      | 3.3000%  | 0.0000% | $33000.00          | $23632.68          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51     | 2051-09-15      | 3.3000%  | 0.0000% | $67000.00          | $47981.49          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 3.97%030529      | 2029-03-05      | 3.9700%  | 0.0000% | $3000.00           | $3023.08           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 31       | 2031-08-15      | 3.3750%  | 0.0000% | $175000.00         | $166088.34         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.1%030129       | 2029-03-01      | 5.1000%  | 0.0000% | $142000.00         | $146064.75         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.7%60    | 2060-06-03      | 2.7000%  | 0.0000% | $13000.00          | $7780.82           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.6%25    | 2025-12-01      | 4.6000%  | 0.0000% | $2000.00           | $2045.23           | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC          GLBL NT 4.05%29     | 2029-10-04      | 4.0500%  | 0.0000% | $10000.00          | $10091.45          | Corporate Debt Securities                         |
| AGREE LTD PARTNERSHIP          SR GLBL NT4.8%32    | 2032-10-01      | 4.8000%  | 0.0000% | $60000.00          | $61398.60          | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 45       | 2045-11-15      | 5.3500%  | 0.0000% | $6218000.00        | $6397510.21        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 55       | 2055-11-15      | 5.4500%  | 0.0000% | $10728000.00       | $10974964.52       | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 27       | 2027-01-15      | 3.9500%  | 0.0000% | $2000.00           | $2023.41           | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.1%30    | 2030-11-15      | 4.1000%  | 0.0000% | $1132000.00        | $1145839.33        | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 29       | 2029-12-01      | 4.6500%  | 0.0000% | $3000.00           | $3150.82           | Corporate Debt Securities                         |
| ALCON FIN CORP                 SR GLBL 144A 30     | 2030-05-27      | 2.6000%  | 0.0000% | $250000.00         | $232893.06         | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR NT 5.9%27        | 2027-02-01      | 5.9000%  | 0.0000% | $1000.00           | $1040.76           | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT3.3%32    | 2032-01-30      | 3.3000%  | 0.0000% | $1441000.00        | $1352200.78        | Corporate Debt Securities                         |
| ALLIANT ENERGY CORP            JR SB GLBL NT 56    | 2056-04-01      | 5.7500%  | 0.0000% | $906000.00         | $912090.84         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.125%120130     | 2030-12-01      | 3.1250%  | 0.0000% | $376000.00         | $355114.92         | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 30     | 2030-01-15      | 3.7500%  | 0.0000% | $750000.00         | $737928.13         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 41       | 2041-10-29      | 3.8500%  | 0.0000% | $371000.00         | $307233.04         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33       | 2033-07-20      | 4.9180%  | 0.0000% | $4000.00           | $4168.57           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.85%100430      | 2030-10-04      | 5.8500%  | 0.0000% | $235000.00         | $252703.73         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.55%45     | 2045-11-01      | 5.5500%  | 0.0000% | $225000.00         | $223806.75         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.7%35    | 2035-11-15      | 4.7000%  | 0.0000% | $1017000.00        | $1037352.43        | Corporate Debt Securities                         |
| AKER BP ASA                    SR GLBL 144A 30     | 2030-01-15      | 3.7500%  | 0.0000% | $556000.00         | $547050.72         | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 34       | 2034-09-09      | 4.7500%  | 0.0000% | $229000.00         | $232534.30         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 55       | 2055-11-15      | 5.4500%  | 0.0000% | $1000.00           | $1023.02           | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $164000.00         | $174138.21         | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55    | 2055-03-10      | 6.9500%  | 0.0000% | $14556000.00       | $15455827.66       | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 28       | 2028-10-01      | 4.6250%  | 0.0000% | $2000.00           | $2025.71           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.9%34    | 2034-01-15      | 4.9000%  | 0.0000% | $29000.00          | $29672.30          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $27000.00          | $20844.27          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR NT 4.3%42        | 2042-12-01      | 4.3000%  | 0.0000% | $3000.00           | $2712.88           | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 35       | 2035-08-06      | 5.2500%  | 0.0000% | $31000.00          | $32041.08          | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR GLBL NT4.5%34    | 2034-11-28      | 4.5000%  | 0.0000% | $1999000.00        | $1995681.66        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL34    | 2034-05-01      | 6.5280%  | 0.0000% | $28000.00          | $31298.29          | Corporate Debt Securities                         |
| COMM MTG TR 2018-COR3          C      20510512 FLT | 2051-05-12      | 4.7154%  | 0.0000% | $10899924.00       | $7684964.90        | Private Label Collateralized Mortgage Obligations |
| THE CIGNA GROUP                SR GLBL NT5.4%33    | 2033-03-15      | 5.4000%  | 0.0000% | $2000.00           | $2121.34           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT3.8%28    | 2028-03-01      | 3.8000%  | 0.0000% | $65000.00          | $65474.72          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 3.25%100129      | 2029-10-01      | 3.2500%  | 0.0000% | $100000.00         | $96045.58          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.875%011532     | 2032-01-15      | 2.8750%  | 0.0000% | $333000.00         | $302887.32         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT2.3%31    | 2031-02-25      | 2.3000%  | 0.0000% | $8000.00           | $7313.69           | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT2.7%60    | 2060-06-03      | 2.7000%  | 0.0000% | $560000.00         | $335174.00         | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT 53       | 2053-04-15      | 5.1500%  | 0.0000% | $236000.00         | $210703.49         | Corporate Debt Securities                         |
| ANTARES CLO LTD 2017-1RR       D-RR   20370121 FLT | 2037-01-21      | 7.6344%  | 0.0000% | $23185364.00       | $23100520.48       | Asset-Backed Securities                           |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $700000.00         | $728854.25         | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        SR NT 6.125%37      | 2037-11-15      | 6.1250%  | 0.0000% | $5000.00           | $5452.71           | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT3.8%27    | 2027-11-15      | 3.8000%  | 0.0000% | $2000.00           | $1998.98           | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 5%35     | 2035-11-15      | 5.0000%  | 0.0000% | $100000.00         | $100294.67         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 29       | 2029-08-18      | 4.0500%  | 0.0000% | $4843000.00        | $4893851.50        | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT 26       | 2026-10-15      | 3.3750%  | 0.0000% | $263000.00         | $262482.22         | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 2.2%011527       | 2027-01-15      | 2.2000%  | 0.0000% | $4000.00           | $3940.27           | Corporate Debt Securities                         |
| AIRBUS GROUP SE                SR GLBL 144A 27     | 2027-04-10      | 3.1500%  | 0.0000% | $150000.00         | $149140.50         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT2.2%31    | 2031-09-15      | 2.2000%  | 0.0000% | $3000.00           | $2699.76           | Corporate Debt Securities                         |
| AIRBUS GROUP SE                SR GLBL 144A 27     | 2027-04-10      | 3.1500%  | 0.0000% | $284000.00         | $282372.68         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 4.5%090430       | 2030-09-04      | 4.5000%  | 0.0000% | $7073000.00        | $7193099.54        | Corporate Debt Securities                         |
| ALIBABA GROUP HLDG LTD         SR GLBL NT 54       | 2054-11-26      | 5.6250%  | 0.0000% | $199000.00         | $207933.61         | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.8%33      | 2033-03-03      | 4.8000%  | 0.0000% | $100000.00         | $103650.33         | Corporate Debt Securities                         |
| AIG GLOBAL FDG SR SECD MED     FR 4.9%082132       | 2032-08-21      | 4.9000%  | 0.0000% | $3000.00           | $3065.32           | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 60       | 2060-08-15      | 2.2500%  | 0.0000% | $5000.00           | $2706.04           | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 30       | 2030-12-15      | 1.4500%  | 0.0000% | $5000.00           | $4407.43           | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 35     | 2035-01-11      | 6.0970%  | 0.0000% | $220000.00         | $242845.34         | Corporate Debt Securities                         |
| ALLIANZ SE                     LW TIER II 53       | 2053-09-06      | 6.3500%  | 0.0000% | $1800000.00        | $1963807.00        | Corporate Debt Securities                         |
| BAYER US FIN II LLC            SR GLBL REGS 35     | 2035-07-30      | 5.5000%  | 0.0000% | $1000.00           | $1033.88           | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 6.3%             | 2500-12-31      | 6.3000%  | 0.0000% | $600000.00         | $614451.00         | Corporate Debt Securities                         |
| ECOLAB INC                     GLBL NT 2.75%55     | 2055-08-18      | 2.7500%  | 0.0000% | $93000.00          | $58063.52          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.2%28    | 2028-11-20      | 4.2000%  | 0.0000% | $970000.00         | $973679.53         | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 29       | 2029-04-01      | 6.3750%  | 0.0000% | $465000.00         | $486452.19         | Corporate Debt Securities                         |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 7.375%45      | 2045-10-15      | 7.3750%  | 0.0000% | $4999000.00        | $5970450.81        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT4.1%27    | 2027-02-09      | 4.1000%  | 0.0000% | $30000.00          | $30352.62          | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 49       | 2049-01-20      | 4.4500%  | 0.0000% | $2067000.00        | $1844119.98        | Corporate Debt Securities                         |
| ENI SPA                        GLBL B 144A NT40    | 2040-10-01      | 5.7000%  | 0.0000% | $225000.00         | $227658.38         | Corporate Debt Securities                         |
| ELMWOOD CLO 2025-45 LTD        A-1    20381017 FLT | 2038-10-17      | 5.1301%  | 0.0000% | $3080516.00        | $3099292.03        | Asset-Backed Securities                           |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27       | 2027-03-06      | 4.3500%  | 0.0000% | $3754000.00        | $3816347.68        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D31    | 2031-08-04      | 5.3242%  | 0.0000% | $7199000.00        | $7208483.82        | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR GLBL -B NT 52    | 2052-08-15      | 4.8500%  | 0.0000% | $400000.00         | $356426.56         | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 30       | 2030-06-01      | 2.4500%  | 0.0000% | $59000.00          | $55466.24          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT 26       | 2026-01-13      | 1.7500%  | 0.0000% | $2000.00           | $2007.09           | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT4.5%30    | 2030-09-15      | 4.5000%  | 0.0000% | $3000.00           | $3067.09           | Corporate Debt Securities                         |
| BROWN FORMAN CORP              4%38                | 2038-04-15      | 4.0000%  | 0.0000% | $164000.00         | $150230.20         | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26      | 2026-07-28      | 3.7500%  | 0.0000% | $12209000.00       | $12321689.07       | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31    | 2031-02-09      | 4.4000%  | 0.0000% | $5313000.00        | $5359907.89        | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT 29       | 2029-11-15      | 2.8750%  | 0.0000% | $28000.00          | $26763.19          | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49      | 2049-05-30      | 6.5810%  | 0.0000% | $2898000.00        | $3133792.31        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42        | 2042-05-15      | 4.4000%  | 0.0000% | $1494000.00        | $1403760.74        | Corporate Debt Securities                         |
| CGI INC                        SR GLBL NT 26       | 2026-09-14      | 1.4500%  | 0.0000% | $17000.00          | $16708.29          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.35%30     | 2030-02-15      | 4.3500%  | 0.0000% | $3000.00           | $3065.18           | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT1.3%27    | 2027-08-21      | 1.3000%  | 0.0000% | $53000.00          | $50690.41          | Corporate Debt Securities                         |
| BEAR STEARNS ALT-A 2006-5      I-A-1  20360825 FLT | 2036-08-25      | 4.4088%  | 0.0000% | $135906792.00      | $5189422.53        | Private Label Collateralized Mortgage Obligations |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.1%31    | 2031-02-22      | 5.1000%  | 0.0000% | $260000.00         | $276070.60         | Corporate Debt Securities                         |
| BCRD MML CLO 2022-1            B      20350420 FLT | 2035-04-20      | 5.8844%  | 0.0000% | $5500000.00        | $5501841.46        | Asset-Backed Securities                           |
| BROOKFIELD FIN INC             SR GLBL NT 36       | 2036-01-15      | 5.3300%  | 0.0000% | $3495000.00        | $3569895.91        | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.05%27     | 2027-10-15      | 3.0500%  | 0.0000% | $8000.00           | $7900.82           | Corporate Debt Securities                         |
| BELROSE FDG TR II              SR 144A NT 55       | 2055-05-15      | 6.7920%  | 0.0000% | $200000.00         | $209528.53         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 27       | 2027-06-01      | 3.2500%  | 0.0000% | $8000.00           | $8053.19           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $42000.00          | $44816.72          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL NT 55      | 2055-03-15      | 7.3750%  | 0.0000% | $13856000.00       | $14785250.72       | Corporate Debt Securities                         |
| EATON CORP OHIO                GLBL NT 4.15%33     | 2033-03-15      | 4.1500%  | 0.0000% | $2000.00           | $2000.79           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.1%28    | 2028-12-01      | 6.1000%  | 0.0000% | $4000.00           | $4326.89           | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 33       | 2033-07-15      | 5.3750%  | 0.0000% | $181000.00         | $195037.93         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 4.5%40        | 2040-10-01      | 4.5000%  | 0.0000% | $42000.00          | $41895.63          | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34       | 2034-04-15      | 5.3750%  | 0.0000% | $287000.00         | $307603.77         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT FXD/FLT 28    | 2028-02-01      | 3.7820%  | 0.0000% | $6715000.00        | $6776586.62        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 49       | 2049-01-23      | 3.8970%  | 0.0000% | $468000.00         | $388393.78         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 49       | 2049-01-23      | 3.8970%  | 0.0000% | $10094000.00       | $8377023.22        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-22      | 4.9790%  | 0.0000% | $323000.00         | $333499.60         | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.8%010143       | 2043-01-01      | 3.8000%  | 0.0000% | $684000.00         | $578025.60         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 36       | 2036-04-22      | 5.5720%  | 0.0000% | $19000.00          | $20314.46          | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-02-13      | 4.5500%  | 0.0000% | $3600000.00        | $3649071.00        | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT 34       | 2034-08-09      | 5.2500%  | 0.0000% | $26000.00          | $27325.63          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.2%080128       | 2028-08-01      | 5.2000%  | 0.0000% | $24000.00          | $25199.52          | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT4.9%33    | 2033-03-22      | 4.9000%  | 0.0000% | $10000.00          | $10358.73          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-01-23      | 4.1500%  | 0.0000% | $50000.00          | $49893.99          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 5.576%36     | 2036-07-23      | 5.5760%  | 0.0000% | $15539000.00       | $16561328.08       | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 26       | 2026-03-01      | 2.4500%  | 0.0000% | $3848000.00        | $3855853.13        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 32       | 2032-03-01      | 4.8500%  | 0.0000% | $3504000.00        | $3702784.84        | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-11-24      | 6.3500%  | 0.0000% | $1667000.00        | $1637486.69        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 26     | 2026-08-31      | 5.5000%  | 0.0000% | $1931000.00        | $1961576.31        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 33     | 2033-02-01      | 6.0000%  | 0.0000% | $2380000.00        | $2496001.20        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.305%110331     | 2031-11-03      | 4.3050%  | 0.0000% | $12673000.00       | $12731670.71       | Corporate Debt Securities                         |
| SEMPRA                         SR GLBL NT 4%48     | 2048-02-01      | 4.0000%  | 0.0000% | $191000.00         | $151006.51         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $3595000.00        | $3355345.32        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $1131000.00        | $1055603.77        | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 45       | 2045-08-01      | 4.5500%  | 0.0000% | $1827000.00        | $1622773.37        | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 1.9%31      | 2031-09-01      | 1.9000%  | 0.0000% | $92000.00          | $81443.15          | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 6.1%34        | 2034-03-15      | 6.1000%  | 0.0000% | $2000.00           | $2234.56           | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1776000.00        | $1562597.32        | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 52    | 2052-04-01      | 4.1250%  | 0.0000% | $1185000.00        | $1162818.28        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 29       | 2029-11-07      | 2.3750%  | 0.0000% | $5000.00           | $4727.63           | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 26       | 2026-08-03      | 5.2720%  | 0.0000% | $168000.00         | $172190.11         | Corporate Debt Securities                         |
| SKYMILES IP LTD & DELTA AIR LI 1LIEN AMZ 144A28    | 2028-10-20      | 4.7500%  | 0.0000% | $16145.00          | $16327.99          | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51       | 2051-09-15      | 3.7500%  | 0.0000% | $4162000.00        | $4136171.32        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $833000.00         | $916485.34         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $1721000.00        | $1893482.92        | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL 37      | 2037-09-15      | 5.9000%  | 0.0000% | $32000.00          | $33365.39          | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACTION LLC   1LIEN GLBL NT 30    | 2030-05-15      | 4.5000%  | 0.0000% | $330000.00         | $332770.35         | Corporate Debt Securities                         |
| REGATTA FDG 32 LTD             C      20380725 FLT | 2038-07-25      | 6.0018%  | 0.0000% | $2426547.00        | $2472974.59        | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO            1M GLBL BD 40       | 2040-03-01      | 5.6900%  | 0.0000% | $99000.00          | $106881.47         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2024-DNA1 M-1    20440225 FLT | 2044-02-25      | 5.4218%  | 0.0000% | $385606.00         | $175240.70         | Private Label Collateralized Mortgage Obligations |
| OCP CLO LTD 2024-36            D-1    20371016 FLT | 2037-10-16      | 6.8436%  | 0.0000% | $3100000.00        | $3127634.44        | Asset-Backed Securities                           |
| OHIO PWR CO                    SR GLBL -Q NT 31    | 2031-01-15      | 1.6250%  | 0.0000% | $56000.00          | $49408.99          | Corporate Debt Securities                         |
| TEXTRON INC                    SR GLBL NT 31       | 2031-03-15      | 2.4500%  | 0.0000% | $289000.00         | $264113.65         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2034-09-10      | 5.1460%  | 0.0000% | $5000.00           | $5135.50           | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $171000.00         | $191048.89         | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $657000.00         | $734029.96         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.2%040150       | 2050-04-01      | 4.2000%  | 0.0000% | $2521000.00        | $2100345.94        | Corporate Debt Securities                         |
| OHA CREDIT FDG LTD 2020-5R     C-R    20371019 FLT | 2037-10-19      | 5.7844%  | 0.0000% | $3000000.00        | $3005329.43        | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO            1M GLBL BD 32       | 2032-02-03      | 2.4500%  | 0.0000% | $3000000.00        | $2742199.17        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.4%30    | 2030-05-01      | 4.4000%  | 0.0000% | $5233000.00        | $5314582.47        | Corporate Debt Securities                         |
| MOLSON COORS BEVERAGE CO       SR GLBL NT4.2%46    | 2046-07-15      | 4.2000%  | 0.0000% | $4446000.00        | $3715418.46        | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $117000.00         | $120729.50         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31       | 2031-10-21      | 4.3690%  | 0.0000% | $399000.00         | $401617.58         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $700000.00         | $692064.33         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.55%32     | 2032-10-15      | 4.5500%  | 0.0000% | $2000.00           | $2067.13           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 3.2%26        | 2026-06-15      | 3.2000%  | 0.0000% | $2000.00           | $2019.62           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-01-23      | 5.3360%  | 0.0000% | $22000.00          | $23429.29          | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 34       | 2034-06-25      | 4.9500%  | 0.0000% | $2000.00           | $2102.38           | Corporate Debt Securities                         |
| FREDDIE SCRTT SERIES 2020-3    M      20600525 FLT | 2060-05-25      | 4.2500%  | 0.0000% | $2300000.00        | $2214763.15        | Private Label Collateralized Mortgage Obligations |
| FORTITUDE GLOBAL FDG           144A NT 4.625%28    | 2028-10-06      | 4.6250%  | 0.0000% | $4000.00           | $4032.36           | Corporate Debt Securities                         |
| GLS AUTO RECV ISSUER TR 2024-4 B      20290416 4.8 | 2029-04-16      | 4.8900%  | 0.0000% | $112000.00         | $112849.95         | Asset-Backed Securities                           |
| FIRSTENERGY CORP               GLBL B NT2.25%30    | 2030-09-01      | 2.2500%  | 0.0000% | $154000.00         | $140609.32         | Corporate Debt Securities                         |
| GOLDENTREE LN MGMT 2019-6R2    A-R-2  20350420 FLT | 2035-04-20      | 4.8544%  | 0.0000% | $250000.00         | $250534.74         | Asset-Backed Securities                           |
| MCDONALDS CORP                 FR 6.3%030138       | 2038-03-01      | 6.3000%  | 0.0000% | $2550000.00        | $2897373.75        | Corporate Debt Securities                         |
| PIEDMONT OPER PARTNERSHIP LP   SR GLBL NT 30       | 2030-08-15      | 3.1500%  | 0.0000% | $244000.00         | $225922.65         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 35       | 2035-07-22      | 5.2940%  | 0.0000% | $3562000.00        | $3784514.58        | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30     | 2030-02-04      | 2.5500%  | 0.0000% | $258000.00         | $242554.83         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-01-23      | 5.0120%  | 0.0000% | $4581000.00        | $4786287.34        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-10-22      | 4.6030%  | 0.0000% | $24000.00          | $24517.75          | Corporate Debt Securities                         |
| PROLOGIS L P                   GLBL NT 3.05%50     | 2050-03-01      | 3.0500%  | 0.0000% | $1000.00           | $688.83            | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-01-25      | 2.9630%  | 0.0000% | $14645000.00       | $13670720.63       | Corporate Debt Securities                         |
| MICROSOFT CORP                 GLBL NT 2.675%60    | 2060-06-01      | 2.6750%  | 0.0000% | $2000.00           | $1219.90           | Corporate Debt Securities                         |
| MADISON PK FDG XL-R 2013-40R   A      20381016 FLT | 2038-10-16      | 5.2525%  | 0.0000% | $9750000.00        | $9860095.44        | Asset-Backed Securities                           |
| UBS GROUP AG                   SR GLBL NT 26       | 2026-04-17      | 4.5500%  | 0.0000% | $370000.00         | $372518.06         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         4.6%29              | 2029-05-23      | 4.6000%  | 0.0000% | $23000.00          | $23323.81          | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT2.8%31    | 2031-06-30      | 2.8000%  | 0.0000% | $8000.00           | $7497.77           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT2.8%31    | 2031-06-30      | 2.8000%  | 0.0000% | $102000.00         | $95596.55          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            ALT TIER I PERP     | 2099-12-31      | 6.6954%  | 0.0000% | $3000.00           | $3043.26           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $479000.00         | $316074.67         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $1000.00           | $1070.75           | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES HOLDCO INC  SR GLBL NT4.3%48    | 2048-02-21      | 4.3000%  | 0.0000% | $270000.00         | $234820.65         | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.969%47    | 2047-11-01      | 3.9690%  | 0.0000% | $135000.00         | $104220.91         | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT1.4%26    | 2026-05-10      | 1.4000%  | 0.0000% | $4000.00           | $3955.24           | Corporate Debt Securities                         |
| FACTSET RESH SYS INC           SR GLBL NT 32       | 2032-03-01      | 3.4500%  | 0.0000% | $45000.00          | $42131.59          | Corporate Debt Securities                         |
| EOG RES INC                    SR GLBL NT 5%32     | 2032-07-15      | 5.0000%  | 0.0000% | $2000.00           | $2097.31           | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 29       | 2029-12-01      | 2.3750%  | 0.0000% | $1009000.00        | $957850.85         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-05-07      | 4.6430%  | 0.0000% | $1000.00           | $1009.66           | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 55       | 2055-02-15      | 5.9620%  | 0.0000% | $429000.00         | $434970.80         | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         SR GLBL NT3.7%29    | 2029-12-01      | 3.7000%  | 0.0000% | $261000.00         | $257195.06         | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $2907000.00        | $2939164.34        | Corporate Debt Securities                         |
| ELMWOOD CLO LTD 2024-34        D-1    20371019 FLT | 2037-10-19      | 6.8316%  | 0.0000% | $9820761.00        | $9768477.58        | Asset-Backed Securities                           |
| EXELON CORP                    GLBL NT 5.875%55    | 2055-03-15      | 5.8750%  | 0.0000% | $62000.00          | $64382.24          | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE GLOBAL FDG SR SEC 144A NT26    | 2026-11-12      | 1.7000%  | 0.0000% | $292000.00         | $286030.22         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SB GLBL NT7.2%54    | 2054-06-27      | 7.2000%  | 0.0000% | $10000.00          | $10952.40          | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.25%27     | 2027-04-05      | 5.2500%  | 0.0000% | $2635000.00        | $2691334.10        | Corporate Debt Securities                         |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54    | 2054-10-15      | 5.6500%  | 0.0000% | $2484000.00        | $2471179.11        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67    | 2067-06-15      | 6.4244%  | 0.0000% | $999000.00         | $917577.26         | Corporate Debt Securities                         |
| CARVANA AUTO REC 2023-N4       A      20280110 6.4 | 2028-01-10      | 6.4200%  | 0.0000% | $74000.00          | $4692.66           | Asset-Backed Securities                           |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $2608000.00        | $2259467.17        | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35    | 2035-08-15      | 4.9000%  | 0.0000% | $186000.00         | $191223.71         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34       | 2034-08-15      | 5.9500%  | 0.0000% | $131000.00         | $143417.96         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $52000.00          | $52985.30          | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 29       | 2029-03-15      | 4.2500%  | 0.0000% | $6000.00           | $6113.69           | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34      | 2034-03-15      | 5.9000%  | 0.0000% | $45000.00          | $49161.33          | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 26       | 2026-07-15      | 1.4500%  | 0.0000% | $2043000.00        | $2018722.92        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 5%30     | 2030-04-15      | 5.0000%  | 0.0000% | $2000.00           | $2082.06           | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 35       | 2035-06-15      | 5.0500%  | 0.0000% | $42000.00          | $44088.46          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT 35       | 2035-06-15      | 5.6500%  | 0.0000% | $98000.00          | $105971.51         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%32    | 2032-11-15      | 4.3000%  | 0.0000% | $4089000.00        | $4076294.57        | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             SR GLBL NT 2%26     | 2026-04-21      | 2.0000%  | 0.0000% | $2000.00           | $1986.71           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.9%38    | 2038-02-15      | 4.9000%  | 0.0000% | $100000.00         | $100723.06         | Corporate Debt Securities                         |
| CI FINL CORP                   SR GLBL NT3.2%30    | 2030-12-17      | 3.2000%  | 0.0000% | $4000.00           | $3662.24           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 36       | 2036-03-27      | 5.3330%  | 0.0000% | $124000.00         | $129216.24         | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $55000.00          | $42308.02          | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT4.7%47    | 2047-06-22      | 4.7000%  | 0.0000% | $1100000.00        | $846160.33         | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB GLBL NT 46      | 2046-05-18      | 4.7500%  | 0.0000% | $1000.00           | $891.64            | Corporate Debt Securities                         |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 32       | 2032-01-31      | 3.2500%  | 0.0000% | $330000.00         | $306924.02         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT4.3%32    | 2032-11-15      | 4.3000%  | 0.0000% | $22000.00          | $21931.64          | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26       | 2026-10-01      | 2.7500%  | 0.0000% | $1596000.00        | $1583318.45        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 27    | 2027-09-29      | 4.4500%  | 0.0000% | $11350000.00       | $11486234.68       | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 30       | 2030-10-01      | 1.7500%  | 0.0000% | $99000.00          | $88639.73          | Corporate Debt Securities                         |
| CABOT CORP                     SR GLBL NT 5%32     | 2032-06-30      | 5.0000%  | 0.0000% | $7000.00           | $7274.44           | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 30     | 2030-04-23      | 2.1250%  | 0.0000% | $3000.00           | $2766.26           | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.3%28              | 2028-03-25      | 4.3000%  | 0.0000% | $5542000.00        | $5600440.39        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           SR GLBL NT 26       | 2026-02-11      | 3.4100%  | 0.0000% | $2000.00           | $2019.35           | Corporate Debt Securities                         |
| BRUNSWICK CORP                 SR GLBL NT2.4%31    | 2031-08-18      | 2.4000%  | 0.0000% | $145000.00         | $128075.12         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $93000.00          | $86534.80          | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $11000.00          | $9529.96           | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32      | 2032-09-30      | 2.6380%  | 0.0000% | $130000.00         | $112626.81         | Corporate Debt Securities                         |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 26       | 2026-10-01      | 2.7500%  | 0.0000% | $103000.00         | $102181.58         | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 29     | 2029-09-18      | 4.2500%  | 0.0000% | $300000.00         | $279427.17         | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.8%051530       | 2030-05-15      | 4.8000%  | 0.0000% | $58000.00          | $59696.11          | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 4.05%090528      | 2028-09-05      | 4.0500%  | 0.0000% | $48000.00          | $48650.76          | Corporate Debt Securities                         |
| SK HYNIX INC                   SR REGS BD 30       | 2030-09-11      | 4.3750%  | 0.0000% | $705000.00         | $712802.69         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        EXT JR SB A-6 68    | 2068-05-15      | 8.1750%  | 0.0000% | $7031000.00        | $7841970.19        | Corporate Debt Securities                         |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 30       | 2030-11-15      | 4.3750%  | 0.0000% | $120000.00         | $120802.45         | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT | 2038-04-20      | 5.4844%  | 0.0000% | $2250000.00        | $2277167.57        | Asset-Backed Securities                           |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL -2032 32    | 2032-11-29      | 6.8000%  | 0.0000% | $32000.00          | $36848.36          | Corporate Debt Securities                         |
| AMERICA MOVIL SAB DE CV        GTD SR 6.125%40     | 2040-03-30      | 6.1250%  | 0.0000% | $414000.00         | $451929.88         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT4.5%30    | 2030-08-06      | 4.5000%  | 0.0000% | $437000.00         | $446666.44         | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 50       | 2050-06-30      | 4.3750%  | 0.0000% | $1095000.00        | $946404.24         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 2.25%30     | 2030-05-15      | 2.2500%  | 0.0000% | $1000.00           | $920.41            | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT 35       | 2035-11-12      | 4.7500%  | 0.0000% | $500000.00         | $505575.56         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           SR GLBL NT 27       | 2027-01-16      | 3.0170%  | 0.0000% | $2000.00           | $2002.56           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.699%29    | 2029-04-10      | 4.6990%  | 0.0000% | $3000.00           | $3082.64           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 45       | 2045-07-30      | 4.6500%  | 0.0000% | $83000.00          | $77229.98          | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR 144A NT 42       | 2042-02-15      | 4.4870%  | 0.0000% | $295000.00         | $261797.10         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30       | 2030-09-10      | 5.0500%  | 0.0000% | $2287000.00        | $2277741.46        | Corporate Debt Securities                         |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $398000.00         | $381405.39         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.375%041538     | 2038-04-15      | 4.3750%  | 0.0000% | $1100000.00        | $1067930.26        | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 34       | 2034-01-15      | 5.8750%  | 0.0000% | $67000.00          | $70945.29          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 49       | 2049-09-11      | 2.9500%  | 0.0000% | $2000.00           | $1392.50           | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 55    | 2055-06-28      | 6.8750%  | 0.0000% | $347000.00         | $350149.65         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.1%31    | 2031-01-15      | 5.1000%  | 0.0000% | $3018000.00        | $3015681.17        | Corporate Debt Securities                         |
| AUTOMATIC DATA PROCESSING INC  SR GLBL NT 32       | 2032-05-08      | 4.7500%  | 0.0000% | $184000.00         | $189808.68         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 34       | 2034-01-15      | 5.8750%  | 0.0000% | $260000.00         | $275310.06         | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 2.95%051126      | 2026-05-11      | 2.9500%  | 0.0000% | $1000.00           | $996.00            | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT5.5%34    | 2034-12-01      | 5.5000%  | 0.0000% | $1000000.00        | $1062121.67        | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  FR 4.6%041548       | 2048-04-15      | 4.6000%  | 0.0000% | $797000.00         | $729402.00         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.2%030535       | 2035-03-05      | 5.2000%  | 0.0000% | $837000.00         | $865013.46         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 33       | 2033-02-01      | 6.6500%  | 0.0000% | $311000.00         | $342542.40         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.4%62    | 2062-02-22      | 4.4000%  | 0.0000% | $161000.00         | $131382.98         | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $1000.00           | $992.29            | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.85%64     | 2064-11-01      | 5.8500%  | 0.0000% | $539000.00         | $539861.05         | Corporate Debt Securities                         |
| ANCHORAGE CR FD 2019-8R LTD    D-R    20370727 5.2 | 2037-07-27      | 5.2060%  | 0.0000% | $1300000.00        | $1273840.32        | Asset-Backed Securities                           |
| AMAZON COM INC                 SR GLBL NT2.5%50    | 2050-06-03      | 2.5000%  | 0.0000% | $134000.00         | $84453.87          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR NT 6.875%33      | 2033-11-01      | 6.8750%  | 0.0000% | $2015000.00        | $2302432.19        | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT5.6%43    | 2043-03-02      | 5.6000%  | 0.0000% | $2430000.00        | $2519783.10        | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 27       | 2027-05-28      | 2.8500%  | 0.0000% | $1643000.00        | $1614576.10        | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT4.4%33    | 2033-02-15      | 4.4000%  | 0.0000% | $2000.00           | $1997.18           | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 49       | 2049-07-01      | 5.3500%  | 0.0000% | $250000.00         | $215946.46         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 47       | 2047-11-13      | 3.7500%  | 0.0000% | $4291000.00        | $3493099.28        | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR FLT NT 27        | 2027-05-21      | 4.7748%  | 0.0000% | $3131000.00        | $3139271.93        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 53       | 2053-06-15      | 4.1500%  | 0.0000% | $65000.00          | $54464.17          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 4%26     | 2026-10-06      | 4.0000%  | 0.0000% | $14374000.00       | $14437357.40       | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.1%64      | 2064-02-09      | 5.1000%  | 0.0000% | $1150000.00        | $1112385.42        | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            3.5%27              | 2027-11-15      | 3.5000%  | 0.0000% | $1001000.00        | $981924.83         | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR NT 4.15%43       | 2043-02-15      | 4.1500%  | 0.0000% | $131000.00         | $112969.63         | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT 29       | 2029-03-11      | 4.3750%  | 0.0000% | $30000.00          | $30370.43          | Corporate Debt Securities                         |
| GLOBAL PMTS INC                GLBL NT 2.15%27     | 2027-01-15      | 2.1500%  | 0.0000% | $377000.00         | $371199.12         | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT2.5%26    | 2026-08-24      | 2.5000%  | 0.0000% | $177000.00         | $175426.08         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 4%26     | 2026-10-06      | 4.0000%  | 0.0000% | $700000.00         | $703085.44         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 31       | 2031-01-15      | 5.1250%  | 0.0000% | $2596000.00        | $2613407.26        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL 144A NT 30     | 2030-04-01      | 5.1860%  | 0.0000% | $13000.00          | $13514.69          | Corporate Debt Securities                         |
| GOLE LN MAGT US CLO LTD 2025-4 A      20381020 FLT | 2038-10-20      | 5.0344%  | 0.0000% | $1000000.00        | $1004133.98        | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 31    | 2031-10-21      | 5.1349%  | 0.0000% | $4947000.00        | $4963783.52        | Corporate Debt Securities                         |
| LEGGETT & PLATT INC            SR GLBL NT4.4%29    | 2029-03-15      | 4.4000%  | 0.0000% | $590000.00         | $584296.01         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.2%29      | 2029-08-14      | 4.2000%  | 0.0000% | $2000.00           | $2049.33           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-09-10      | 1.5420%  | 0.0000% | $414000.00         | $407007.95         | Corporate Debt Securities                         |
| GOLDMAN SACHS BDC INC          SR GLBL NT 26       | 2026-01-15      | 2.8750%  | 0.0000% | $169000.00         | $170345.50         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37      | 2037-10-01      | 6.7500%  | 0.0000% | $4657000.00        | $5300772.04        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26       | 2026-12-09      | 1.0930%  | 0.0000% | $3375000.00        | $3388672.22        | Corporate Debt Securities                         |
| GOLUB CAP PAR CLO 2020-47(M)R  A-1A-R 20370805 FLT | 2037-08-05      | 5.5206%  | 0.0000% | $1236771.00        | $1232240.76        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2014-1 A      20271011 4.0 | 2027-10-11      | 4.0000%  | 0.0000% | $1499000.00        | $645806.97         | Asset-Backed Securities                           |
| TRANSCANADA PIPELINES LTD      SR GLBL NT5.1%49    | 2049-03-15      | 5.1000%  | 0.0000% | $3000.00           | $2850.97           | Corporate Debt Securities                         |
| 2017 HR2 III 4.31523 15DEC50 144A F                | 2050-12-15      | 4.4589%  | 0.0000% | $18477600.00       | $17480404.12       | Asset-Backed Securities                           |
| 2019 C54 III 3.88461 15DEC52 144A F                | 2052-12-15      | 4.0140%  | 0.0000% | $4164118.00        | $3696227.18        | Asset-Backed Securities                           |
| EQUINOR ASA                    SR NT 4.25%41       | 2041-11-23      | 4.2500%  | 0.0000% | $492000.00         | $447144.50         | Corporate Debt Securities                         |
| SOUTHERN CO                    SR GLBL 2024B 35    | 2035-03-15      | 4.8500%  | 0.0000% | $23000.00          | $23180.43          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT2.4%29    | 2029-03-15      | 2.4000%  | 0.0000% | $494000.00         | $470701.31         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    FR 4.306%101628     | 2028-10-16      | 4.3060%  | 0.0000% | $143000.00         | $145026.83         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 28       | 2028-02-07      | 2.2030%  | 0.0000% | $2000.00           | $1972.07           | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT4.5%46    | 2046-04-01      | 4.5000%  | 0.0000% | $1725000.00        | $1522838.62        | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT4.8%30    | 2030-03-15      | 4.8000%  | 0.0000% | $1000000.00        | $1034923.33        | Corporate Debt Securities                         |
| STATE STR CORP                 PERP GLBL -J NT     | 2500-12-31      | 6.7000%  | 0.0000% | $447000.00         | $471127.32         | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $396000.00         | $403775.36         | Corporate Debt Securities                         |
| KENVUE INC                     SR GLBL NT4.9%33    | 2033-03-22      | 4.9000%  | 0.0000% | $1049000.00        | $1086631.13        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%33     | 2033-04-15      | 5.0000%  | 0.0000% | $127000.00         | $131479.57         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $164000.00         | $126871.95         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5%050233         | 2033-05-02      | 5.0000%  | 0.0000% | $798000.00         | $828691.97         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT3.1%27    | 2027-05-15      | 3.1000%  | 0.0000% | $3500000.00        | $3472663.06        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39       | 2039-01-26      | 6.8750%  | 0.0000% | $1516000.00        | $1736894.25        | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $2000.00           | $1982.99           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $3000.00           | $2974.48           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 29       | 2029-04-05      | 3.6500%  | 0.0000% | $7000.00           | $6940.46           | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    SR GLBL NT 26       | 2026-10-19      | 3.0100%  | 0.0000% | $200000.00         | $198898.17         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT5.7%56    | 2056-01-15      | 5.7000%  | 0.0000% | $5436000.00        | $5468172.06        | Corporate Debt Securities                         |
| TPG OPER GROUP II LP           SR GLBL NT 36       | 2036-01-15      | 5.3750%  | 0.0000% | $100000.00         | $101891.78         | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.68%042241      | 2041-04-22      | 3.6800%  | 0.0000% | $2037000.00        | $1754590.32        | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT 6%34     | 2034-01-17      | 6.0000%  | 0.0000% | $4769000.00        | $5310058.95        | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19652000.00       | $19795590.61       | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $19816000.00       | $19960788.91       | Corporate Debt Securities                         |
| FHLMC STACR 2021-DNA6          B-2    20411025 FLT | 2041-10-25      | 11.5718% | 0.0000% | $2342834.00        | $2459803.07        | Private Label Collateralized Mortgage Obligations |
| NUTRIEN LTD                    SR GLBL NT 35       | 2035-03-15      | 4.1250%  | 0.0000% | $131000.00         | $123417.01         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.1%61    | 2061-03-25      | 4.1000%  | 0.0000% | $400000.00         | $274446.00         | Corporate Debt Securities                         |
| OMNIS FDG TR                   SR 144A NT 55       | 2055-05-15      | 6.7220%  | 0.0000% | $100000.00         | $106076.74         | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR 144A NT 35       | 2035-09-09      | 5.3590%  | 0.0000% | $550000.00         | $569618.52         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.7%34    | 2034-09-27      | 4.7000%  | 0.0000% | $2000.00           | $1917.59           | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 26       | 2026-11-01      | 5.5500%  | 0.0000% | $400000.00         | $406253.00         | Corporate Debt Securities                         |
| OCTAGON LTD 2021-56            B      20341016 FLT | 2034-10-16      | 5.8162%  | 0.0000% | $3320000.00        | $3339185.04        | Asset-Backed Securities                           |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 41       | 2041-11-15      | 5.7500%  | 0.0000% | $140000.00         | $144858.89         | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 35       | 2035-07-15      | 5.2500%  | 0.0000% | $305000.00         | $326988.72         | Corporate Debt Securities                         |
| OMNICOM GROUP INC              GLBL NT 2.45%30     | 2030-04-30      | 2.4500%  | 0.0000% | $366000.00         | $339913.55         | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT4.95%52    | 2052-09-15      | 4.9500%  | 0.0000% | $1153000.00        | $1066718.13        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.8%30    | 2030-11-01      | 5.8000%  | 0.0000% | $29000.00          | $30766.68          | Corporate Debt Securities                         |
| OBX TR 2024-NQM15              B-1A   20641025 FLT | 2064-10-25      | 6.9140%  | 0.0000% | $12725318.00       | $11910395.00       | Private Label Collateralized Mortgage Obligations |
| ONEOK INC NEW                  SR GLBL NT 34       | 2034-09-01      | 5.6500%  | 0.0000% | $1238000.00        | $1299038.56        | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT 26       | 2026-11-01      | 5.5500%  | 0.0000% | $65000.00          | $66016.11          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 26       | 2026-03-25      | 1.6500%  | 0.0000% | $822000.00         | $817509.82         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%50    | 2050-04-01      | 3.6000%  | 0.0000% | $3109000.00        | $2084771.04        | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP            GLBL NT 2.565%30    | 2030-02-15      | 2.5650%  | 0.0000% | $137000.00         | $129433.32         | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -T NT 34    | 2034-06-01      | 5.6500%  | 0.0000% | $198000.00         | $213291.38         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 40       | 2040-07-15      | 5.3750%  | 0.0000% | $2000.00           | $1906.94           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 40       | 2040-07-15      | 5.3750%  | 0.0000% | $5806000.00        | $5535833.11        | Corporate Debt Securities                         |
| ORIX CORP                      NT 2.25%31          | 2031-03-09      | 2.2500%  | 0.0000% | $74000.00          | $67055.65          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%32    | 2032-06-15      | 5.9000%  | 0.0000% | $24000.00          | $25902.09          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%32    | 2032-06-15      | 5.9000%  | 0.0000% | $533000.00         | $575242.32         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $3932000.00        | $3709352.68        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT6.1%65    | 2065-09-26      | 6.1000%  | 0.0000% | $4480000.00        | $4226322.49        | Corporate Debt Securities                         |
| TENCENT HLDGS LTD              FR 3.575%041126     | 2026-04-11      | 3.5750%  | 0.0000% | $201000.00         | $201562.27         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 29       | 2029-11-09      | 6.1500%  | 0.0000% | $22000.00          | $23186.15          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.7%34    | 2034-09-27      | 4.7000%  | 0.0000% | $1480000.00        | $1419014.96        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 26       | 2026-02-15      | 4.7500%  | 0.0000% | $280000.00         | $284065.68         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR FLT NT 28        | 2028-01-14      | 5.1431%  | 0.0000% | $2700000.00        | $2734308.75        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.431%012330     | 2030-01-23      | 4.4310%  | 0.0000% | $1273000.00        | $1302947.86        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-10-21      | 1.9480%  | 0.0000% | $4000.00           | $3929.29           | Corporate Debt Securities                         |
| MITSUBISHI CORP                SR 144A NT 5%29     | 2029-07-02      | 5.0000%  | 0.0000% | $259000.00         | $272415.62         | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27      | 2027-05-21      | 5.4140%  | 0.0000% | $9113000.00        | $9176542.42        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.794%021332     | 2032-02-13      | 1.7940%  | 0.0000% | $385000.00         | $341380.46         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 0.985%121026     | 2026-12-10      | 0.9850%  | 0.0000% | $3000.00           | $3010.31           | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 28    | 2028-04-04      | 5.2531%  | 0.0000% | $5000000.00        | $5040335.55        | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $6172000.00        | $6570320.31        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 34       | 2034-02-15      | 4.7500%  | 0.0000% | $2000.00           | $2065.14           | Corporate Debt Securities                         |
| LOUISIANA PAC CORP             SR GLBL 144A 29     | 2029-03-15      | 3.6250%  | 0.0000% | $159000.00         | $153702.23         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31      | 2031-03-15      | 5.2000%  | 0.0000% | $198000.00         | $205451.62         | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT2.5%32    | 2032-11-15      | 2.5000%  | 0.0000% | $100000.00         | $84023.28          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $5001000.00        | $4769987.14        | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 5%26     | 2026-02-27      | 5.0000%  | 0.0000% | $3500000.00        | $3544201.11        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 5%42     | 2042-06-04      | 5.0000%  | 0.0000% | $186000.00         | $177408.04         | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49       | 2049-10-01      | 4.8750%  | 0.0000% | $100000.00         | $88772.88          | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49       | 2049-10-01      | 4.8750%  | 0.0000% | $200000.00         | $177545.75         | Corporate Debt Securities                         |
| JOHNSON CONTROLS INTERNATION   SR GLBL NT 64       | 2064-07-02      | 4.9500%  | 0.0000% | $50000.00          | $45197.25          | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 6.625%062033     | 2033-06-20      | 6.6250%  | 0.0000% | $2300000.00        | $2615367.69        | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 27       | 2027-11-01      | 1.7070%  | 0.0000% | $2000.00           | $1956.32           | Corporate Debt Securities                         |
| FORD CR AUTO OWNER TR 2024-D   A-3    20290815 4.6 | 2029-08-15      | 4.6100%  | 0.0000% | $246000.00         | $249107.65         | Asset-Backed Securities                           |
| FLORIDA PWR & LT CO            1ST MTG 6.2%36      | 2036-06-01      | 6.2000%  | 0.0000% | $2000000.00        | $2276986.67        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $3630000.00        | $3974940.75        | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT 26       | 2026-03-01      | 3.3500%  | 0.0000% | $17000.00          | $17136.78          | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.2%33    | 2033-03-01      | 4.2000%  | 0.0000% | $5987000.00        | $5951317.48        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $29000.00          | $26193.24          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 29       | 2029-04-13      | 3.4500%  | 0.0000% | $2900000.00        | $2881157.25        | Corporate Debt Securities                         |
| APPALACHIAN PWR CO             SR GLBL -Z NT 50    | 2050-05-01      | 3.7000%  | 0.0000% | $448000.00         | $332037.44         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $679000.00         | $683485.93         | Corporate Debt Securities                         |
| FIRST AMERN FINL CORP          SR GLBL NT2.4%31    | 2031-08-15      | 2.4000%  | 0.0000% | $2000.00           | $1768.67           | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $700000.00         | $740343.04         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39    | 2039-01-25      | 6.3000%  | 0.0000% | $25669000.00       | $28108196.73       | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.5%29    | 2029-07-01      | 3.5000%  | 0.0000% | $15000.00          | $14738.43          | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT1.4%26    | 2026-05-10      | 1.4000%  | 0.0000% | $29000.00          | $28675.49          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 29       | 2029-07-31      | 3.1250%  | 0.0000% | $2000.00           | $1962.51           | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26       | 2026-08-16      | 2.2750%  | 0.0000% | $3000.00           | $2985.86           | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 2.5%33      | 2033-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1734.01           | Corporate Debt Securities                         |
| HCA INC.                       SR DEB 7.5%95       | 2095-11-15      | 7.5000%  | 0.0000% | $4565000.00        | $5117859.54        | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $57000.00          | $56040.55          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30       | 2030-04-01      | 3.7500%  | 0.0000% | $3292000.00        | $3236587.41        | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC       SR GLBL NT3.5%27    | 2027-05-09      | 3.5000%  | 0.0000% | $209000.00         | $207722.43         | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28       | 2028-03-21      | 4.7500%  | 0.0000% | $1000000.00        | $1022510.28        | Corporate Debt Securities                         |
| CONN AVN SEC TR 2022-R07       1M-2   20420625 FLT | 2042-06-25      | 8.7218%  | 0.0000% | $1802000.00        | $1897229.96        | Private Label Collateralized Mortgage Obligations |
| COMCAST CORP NEW               SR GLBL NT2.8%51    | 2051-01-15      | 2.8000%  | 0.0000% | $613000.00         | $373748.82         | Corporate Debt Securities                         |
| CERBERUS LOAN FDG XLIV 2024-44 C      20360115 FLT | 2036-01-15      | 8.1045%  | 0.0000% | $273000.00         | $275595.01         | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 33       | 2033-01-25      | 3.0570%  | 0.0000% | $60000.00          | $55895.08          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 34       | 2034-01-15      | 6.1250%  | 0.0000% | $2000.00           | $2226.30           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 60       | 2060-06-01      | 2.7500%  | 0.0000% | $130000.00         | $80366.11          | Corporate Debt Securities                         |
| CHURCHILL NCPCIF CLO 2024-1    B      20360721 FLT | 2036-07-21      | 5.8344%  | 0.0000% | $2800003.00        | $2801432.80        | Asset-Backed Securities                           |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49    | 2049-10-01      | 4.1870%  | 0.0000% | $322000.00         | $260955.05         | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR GLBL 144A 48     | 2048-03-15      | 4.2730%  | 0.0000% | $1249000.00        | $1027633.10        | Corporate Debt Securities                         |
| CONCENTRIX CORP                GLBL NT 6.65%26     | 2026-08-02      | 6.6500%  | 0.0000% | $975000.00         | $1006929.08        | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 135 BD53    | 2053-02-01      | 5.3000%  | 0.0000% | $2000.00           | $1975.03           | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.251%011035     | 2035-01-10      | 6.2510%  | 0.0000% | $520000.00         | $566515.13         | Corporate Debt Securities                         |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT4.9%33    | 2033-01-15      | 4.9000%  | 0.0000% | $305000.00         | $309560.26         | Corporate Debt Securities                         |
| CHENIERE CORPUS CHRISTI HLDGS  1LIEN GLBL NT 29    | 2029-11-15      | 3.7000%  | 0.0000% | $1441000.00        | $1412145.58        | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     LW TIER II 26       | 2026-07-21      | 3.7500%  | 0.0000% | $500000.00         | $504769.58         | Corporate Debt Securities                         |
| CBAM LTD 2019-11R              B      20350122 FLT | 2035-01-22      | 5.8961%  | 0.0000% | $4475600.00        | $4501949.59        | Asset-Backed Securities                           |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%031329       | 2029-03-13      | 4.9000%  | 0.0000% | $1430000.00        | $1479876.02        | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $978000.00         | $883344.27         | Corporate Debt Securities                         |
| BAE SYS HLDGS INC              SR 144A NT 25       | 2025-12-15      | 3.8500%  | 0.0000% | $358000.00         | $364165.46         | Corporate Debt Securities                         |
| ANCHORAGE CR FD 1 LTD R2       D-R2   20370728 5.2 | 2037-07-28      | 5.2060%  | 0.0000% | $1086000.00        | $1062122.48        | Asset-Backed Securities                           |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 2.25%30     | 2030-05-15      | 2.2500%  | 0.0000% | $954000.00         | $878073.52         | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35     | 2035-09-23      | 5.0000%  | 0.0000% | $45000.00          | $44652.95          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT3.4%30    | 2030-05-06      | 3.4000%  | 0.0000% | $133000.00         | $128635.97         | Corporate Debt Securities                         |
| ESSENTIAL UTILS INC            3.566%29            | 2029-05-01      | 3.5660%  | 0.0000% | $184000.00         | $180775.31         | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 26     | 2026-01-30      | 1.9500%  | 0.0000% | $75000.00          | $75160.63          | Corporate Debt Securities                         |
| AMERICAN INTL GROUP INC        SR GLBL NT 35       | 2035-05-07      | 5.4500%  | 0.0000% | $5000.00           | $5264.50           | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3207.77           | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2026000.00        | $2166313.44        | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT 68       | 2068-03-01      | 4.6500%  | 0.0000% | $106000.00         | $90642.46          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     LW TIER II 26       | 2026-07-21      | 3.7500%  | 0.0000% | $320000.00         | $323052.53         | Corporate Debt Securities                         |
| COMED FING III                 GTD PFD 6.35%33     | 2033-03-15      | 6.3500%  | 0.0000% | $2724000.00        | $2912654.40        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 31       | 2031-02-26      | 4.9500%  | 0.0000% | $740000.00         | $780130.20         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $2000.00           | $2041.31           | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            JR SB GLBL NT 54    | 2054-09-15      | 6.3750%  | 0.0000% | $1035000.00        | $1056380.08        | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT2.8%51    | 2051-01-15      | 2.8000%  | 0.0000% | $201000.00         | $122550.59         | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $6000.00           | $6730.98           | Corporate Debt Securities                         |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63       | 2063-08-15      | 6.7140%  | 0.0000% | $299000.00         | $335427.02         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 34       | 2034-04-15      | 3.4690%  | 0.0000% | $157000.00         | $145559.96         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 35       | 2035-07-26      | 5.2840%  | 0.0000% | $3277000.00        | $3464466.97        | Corporate Debt Securities                         |
| AUTODESK INC                   SR GLBL NT2.4%31    | 2031-12-15      | 2.4000%  | 0.0000% | $28000.00          | $25368.19          | Corporate Debt Securities                         |
| AVALONBAY CMNTYS INC           FR 3.9%101546       | 2046-10-15      | 3.9000%  | 0.0000% | $1000.00           | $819.27            | Corporate Debt Securities                         |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 5%32     | 2032-02-15      | 5.0000%  | 0.0000% | $587000.00         | $609837.56         | Corporate Debt Securities                         |
| BOSTON GAS CO                  SR 144A NT 42       | 2042-02-15      | 4.4870%  | 0.0000% | $318000.00         | $282208.40         | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 34       | 2034-04-15      | 3.4690%  | 0.0000% | $21000.00          | $19469.80          | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR NT 4.125%42      | 2042-02-24      | 4.1250%  | 0.0000% | $440000.00         | $390781.97         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26     | 2026-02-21      | 2.1250%  | 0.0000% | $336000.00         | $335759.99         | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 1.8%011331       | 2031-01-13      | 1.8000%  | 0.0000% | $1019000.00        | $906940.57         | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 33       | 2033-11-01      | 6.5500%  | 0.0000% | $3000.00           | $3376.96           | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT3.8%29    | 2029-08-15      | 3.8000%  | 0.0000% | $572000.00         | $569827.67         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 30       | 2030-11-15      | 4.1250%  | 0.0000% | $325000.00         | $325189.31         | Corporate Debt Securities                         |
| FHLMC REMIC SERIES K-076       A-2    20280425 3.9 | 2028-04-25      | 3.9000%  | 0.0000% | $1000.00           | $1004.53           | Agency Collateralized Mortgage Obligation         |
| META PLATFORMS INC             SR GLBL NT4.6%32    | 2032-11-15      | 4.6000%  | 0.0000% | $2000.00           | $2038.51           | Corporate Debt Securities                         |
| EQUITABLE HLDGS INC            SR GLBL NT 33       | 2033-01-11      | 5.5940%  | 0.0000% | $18000.00          | $19245.75          | Corporate Debt Securities                         |
| COBANK ACB                     PERP JR GLBL NT     | 2079-12-31      | 4.2500%  | 0.0000% | $270000.00         | $265139.78         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT2.5%26    | 2026-09-20      | 2.5000%  | 0.0000% | $2000.00           | $1989.26           | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 28       | 2028-10-12      | 3.1250%  | 0.0000% | $298000.00         | $276509.15         | Corporate Debt Securities                         |
| COMCAST CORP NEW               4.049%52            | 2052-11-01      | 4.0490%  | 0.0000% | $50000.00          | $37668.84          | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 2.5%33      | 2033-08-01      | 2.5000%  | 0.0000% | $398000.00         | $345067.99         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 26     | 2026-04-12      | 4.0500%  | 0.0000% | $200000.00         | $200791.00         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL BD 37       | 2037-05-15      | 5.9500%  | 0.0000% | $882000.00         | $964271.73         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.35%090826      | 2026-09-08      | 4.3500%  | 0.0000% | $85000.00          | $86024.82          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR FLT NT 28        | 2028-11-17      | 4.8024%  | 0.0000% | $4955000.00        | $4963815.77        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.4%021231       | 2031-02-12      | 4.4000%  | 0.0000% | $451000.00         | $460742.60         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $64000.00          | $67369.24          | Corporate Debt Securities                         |
| NMI HLDGS INC                  GLBL NT 6%29        | 2029-08-15      | 6.0000%  | 0.0000% | $37000.00          | $38932.02          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.875%012726     | 2026-01-27      | 3.8750%  | 0.0000% | $88000.00          | $89085.42          | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT 29       | 2029-01-15      | 4.3500%  | 0.0000% | $3000.00           | $3016.66           | Corporate Debt Securities                         |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7316%  | 0.0000% | $11500000.00       | $9117058.91        | Private Label Collateralized Mortgage Obligations |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $1003000.00        | $1053526.35        | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL COCO 29     | 2029-09-11      | 4.2540%  | 0.0000% | $218000.00         | $220844.65         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT5.3%31    | 2031-01-15      | 5.3000%  | 0.0000% | $448000.00         | $473540.73         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31       | 2031-09-12      | 4.5270%  | 0.0000% | $1000000.00        | $1019377.00        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT1.9%31    | 2031-03-15      | 1.9000%  | 0.0000% | $422000.00         | $380995.43         | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 30       | 2030-05-30      | 4.6500%  | 0.0000% | $130000.00         | $135643.52         | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32       | 2032-04-15      | 2.7030%  | 0.0000% | $50000.00          | $45009.43          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $5000.00           | $5381.83           | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29    | 2029-07-15      | 3.5000%  | 0.0000% | $100000.00         | $98708.06          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB NT 5.25%44      | 2044-03-14      | 5.2500%  | 0.0000% | $3738000.00        | $3726044.63        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 30       | 2030-11-06      | 4.1250%  | 0.0000% | $90000.00          | $90762.37          | Corporate Debt Securities                         |
| STATE STREET BANK & TRUST      SR GLBL NT 26       | 2026-11-25      | 4.5940%  | 0.0000% | $1900000.00        | $1913932.38        | Corporate Debt Securities                         |
| STATE STREET BANK & TRUST      SR GLBL NT 26       | 2026-11-25      | 4.5940%  | 0.0000% | $2413000.00        | $2430694.13        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $65000.00          | $68274.39          | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT 29       | 2029-01-15      | 4.3500%  | 0.0000% | $535000.00         | $537970.59         | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 3.95%43       | 2043-05-15      | 3.9500%  | 0.0000% | $76000.00          | $65448.65          | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $1680000.00        | $1689486.40        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 31       | 2031-11-15      | 2.2500%  | 0.0000% | $40000.00          | $35633.70          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT3.4%29    | 2029-03-07      | 3.4000%  | 0.0000% | $3000.00           | $2977.50           | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $322000.00         | $335358.89         | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 31    | 2031-03-03      | 2.2000%  | 0.0000% | $54000.00          | $48882.12          | Corporate Debt Securities                         |
| STATE STR CORP                 SR SB GLBL NT 31    | 2031-03-03      | 2.2000%  | 0.0000% | $129000.00         | $116773.95         | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $499000.00         | $523900.92         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL NT4.5%34    | 2034-09-15      | 4.5000%  | 0.0000% | $2000.00           | $2004.45           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.484%091636     | 2036-09-16      | 2.4840%  | 0.0000% | $22000.00          | $19499.88          | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32          | 2032-01-15      | 4.0000%  | 0.0000% | $4159000.00        | $4036383.44        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT 30       | 2030-03-12      | 2.2500%  | 0.0000% | $14000.00          | $13017.34          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $781000.00         | $811639.17         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 32       | 2032-05-15      | 5.1250%  | 0.0000% | $13711000.00       | $14248892.05       | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL 144A 32     | 2032-09-12      | 6.3750%  | 0.0000% | $1013000.00        | $1079896.83        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2031-09-15      | 3.6250%  | 0.0000% | $348000.00         | $348393.48         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.627%110134     | 2034-11-01      | 6.6270%  | 0.0000% | $7000.00           | $7924.98           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 26       | 2026-03-20      | 1.4500%  | 0.0000% | $124000.00         | $124130.06         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.125%32    | 2032-05-15      | 5.1250%  | 0.0000% | $2000.00           | $2022.46           | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $1895000.00        | $1839217.52        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 1.2%060326       | 2026-06-03      | 1.2000%  | 0.0000% | $3000.00           | $2974.03           | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 6.125%54    | 2054-04-01      | 6.1250%  | 0.0000% | $600000.00         | $609316.75         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 51       | 2051-03-22      | 3.5500%  | 0.0000% | $480000.00         | $352194.40         | Corporate Debt Securities                         |
| SOUTHWESTERN ELEC PWR CO       SR -J NT 3.9%45     | 2045-04-01      | 3.9000%  | 0.0000% | $7000.00           | $5589.47           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT5.4%35    | 2035-05-01      | 5.4000%  | 0.0000% | $359000.00         | $382309.87         | Corporate Debt Securities                         |
| VERIZON MASTER TR 2023-7       A-1A   20291120 5.6 | 2029-11-20      | 5.6700%  | 0.0000% | $2250000.00        | $2291089.50        | Asset-Backed Securities                           |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 30       | 2030-11-15      | 4.7500%  | 0.0000% | $6000.00           | $6110.55           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $412000.00         | $411562.64         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR NT 3%26          | 2026-10-23      | 3.0000%  | 0.0000% | $369000.00         | $366832.74         | Corporate Debt Securities                         |
| WALMART INC                    SR NT 6.5%37        | 2037-08-15      | 6.5000%  | 0.0000% | $3200000.00        | $3815991.11        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428     | 2028-03-24      | 3.5260%  | 0.0000% | $1000.00           | $998.94            | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27       | 2027-08-01      | 5.1130%  | 0.0000% | $403000.00         | $410912.80         | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2025-4 A-1    20700525 FLT | 2070-05-25      | 5.4480%  | 0.0000% | $22047798.00       | $20044641.46       | Asset-Backed Securities                           |
| WASTE MGMT INC DEL             SR GLBL NT 27       | 2027-11-15      | 3.1500%  | 0.0000% | $3000.00           | $2963.81           | Corporate Debt Securities                         |
| U S BK NATL ASSN               SR GLBL ACR NT27    | 2027-10-22      | 4.5070%  | 0.0000% | $403000.00         | $406392.05         | Corporate Debt Securities                         |
| PERUSAHAAN LISTRIK NEGARA PT   SR GLBL 3 REGS29    | 2029-01-25      | 5.3750%  | 0.0000% | $300000.00         | $313441.37         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR GLBL NT 28       | 2028-08-01      | 4.6500%  | 0.0000% | $973000.00         | $993542.46         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $1635000.00        | $1618489.23        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $1780000.00        | $1834579.25        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 41 BD 34    | 2034-05-15      | 5.3500%  | 0.0000% | $176000.00         | $183052.66         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-02-24      | 2.8500%  | 0.0000% | $3598000.00        | $3613189.56        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56    | 2056-03-15      | 6.2000%  | 0.0000% | $4001000.00        | $4051514.85        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 33       | 2033-02-09      | 5.8750%  | 0.0000% | $1475000.00        | $1597378.09        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT 26       | 2026-02-24      | 0.7500%  | 0.0000% | $3600000.00        | $3577530.00        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-04-22      | 1.5780%  | 0.0000% | $924000.00         | $915996.31         | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 6.25%34     | 2034-01-15      | 6.2500%  | 0.0000% | $319000.00         | $359605.60         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 31      | 2031-05-13      | 2.9560%  | 0.0000% | $5286000.00        | $5000617.67        | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 43       | 2043-08-01      | 4.7500%  | 0.0000% | $289000.00         | $263662.65         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD5.4%54    | 2054-03-15      | 5.4000%  | 0.0000% | $3000.00           | $3019.80           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 36    | 2036-05-02      | 6.5000%  | 0.0000% | $150000.00         | $163811.17         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 33       | 2033-03-09      | 4.8500%  | 0.0000% | $3000.00           | $3138.49           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.1%43    | 2043-04-15      | 4.1000%  | 0.0000% | $10000.00          | $8115.57           | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   GLBL FLT 144A 26    | 2026-07-31      | 4.6704%  | 0.0000% | $2700000.00        | $2714017.48        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 2.125%030130     | 2030-03-01      | 2.1250%  | 0.0000% | $2451000.00        | $2276967.77        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL III BD40    | 2040-08-15      | 4.5000%  | 0.0000% | $909000.00         | $853346.47         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 2.691%062332     | 2032-06-23      | 2.6910%  | 0.0000% | $7590000.00        | $7012144.84        | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52      | 2052-02-02      | 4.3750%  | 0.0000% | $680000.00         | $545820.51         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $116000.00         | $98869.60          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $372000.00         | $317064.59         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 46       | 2046-04-01      | 4.5500%  | 0.0000% | $4860000.00        | $4142295.45        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.255%31      | 2031-10-22      | 4.2550%  | 0.0000% | $1887000.00        | $1899501.38        | Corporate Debt Securities                         |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT4.5%33    | 2033-03-30      | 4.5000%  | 0.0000% | $2811000.00        | $2855554.35        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30       | 2030-06-14      | 4.5650%  | 0.0000% | $141000.00         | $145992.26         | Corporate Debt Securities                         |
| CAISSE CENTRALE DESJARDINS     FR 5.7%031428       | 2028-03-14      | 5.7000%  | 0.0000% | $334000.00         | $350608.71         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 31       | 2031-01-24      | 5.1400%  | 0.0000% | $65000.00          | $68606.49          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 4.81%36       | 2036-10-22      | 4.8100%  | 0.0000% | $4424000.00        | $4473416.08        | Corporate Debt Securities                         |
| SALESFORCE INC                 GLBL NT 2.9%51      | 2051-07-15      | 2.9000%  | 0.0000% | $8099000.00        | $5366995.83        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 3.2%30      | 2030-05-01      | 3.2000%  | 0.0000% | $26000.00          | $24747.84          | Corporate Debt Securities                         |
| US BANCORP                     PERP JR SB GLBL     | 2079-12-31      | 3.7000%  | 0.0000% | $2000.00           | $1953.24           | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 47       | 2047-06-02      | 4.5500%  | 0.0000% | $387000.00         | $342910.81         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2500-12-31      | 9.2500%  | 0.0000% | $46205000.00       | $54159383.27       | Corporate Debt Securities                         |
| 2018 CX11 II 4.7792 15APR51 144A FR                | 2051-04-15      | 4.9384%  | 0.0000% | $15246400.00       | $14476849.81       | Asset-Backed Securities                           |
| TOYOTA MOTOR CORP              SR GLBL NT 29       | 2029-07-02      | 2.7600%  | 0.0000% | $164000.00         | $159293.75         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.069%072327     | 2027-07-23      | 5.0690%  | 0.0000% | $2882000.00        | $2951746.40        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-07-25      | 4.8510%  | 0.0000% | $65000.00          | $66930.13          | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         SR GLBL DEB 34      | 2034-09-30      | 4.9500%  | 0.0000% | $90000.00          | $91138.95          | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL 144A 32     | 2032-02-15      | 5.1250%  | 0.0000% | $2560000.00        | $2576852.98        | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2024A 54    | 2054-06-01      | 5.8000%  | 0.0000% | $12000.00          | $12299.96          | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.204%28      | 2028-11-17      | 4.2040%  | 0.0000% | $67386000.00       | $67583508.37       | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT2.9%26    | 2026-06-15      | 2.9000%  | 0.0000% | $245000.00         | $246604.89         | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27    | 2027-09-01      | 3.6000%  | 0.0000% | $558000.00         | $558580.32         | Corporate Debt Securities                         |
| NORTHERN TR CORP               SR GLBL NT 30       | 2030-11-19      | 4.1500%  | 0.0000% | $8599000.00        | $8649970.57        | Corporate Debt Securities                         |
| OCP CLO LTD 2020-8R2           A-R2   20381018 FLT | 2038-10-18      | 5.1016%  | 0.0000% | $1850000.00        | $1861455.02        | Asset-Backed Securities                           |
| ORACLE CORP                    SR GLBL NT 39       | 2039-07-08      | 6.1250%  | 0.0000% | $200000.00         | $207115.89         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54    | 2054-09-01      | 6.7000%  | 0.0000% | $577000.00         | $607824.30         | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 35       | 2035-10-15      | 5.4070%  | 0.0000% | $3000000.00        | $3026909.17        | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 4.625%091333     | 2033-09-13      | 4.6250%  | 0.0000% | $435000.00         | $439652.51         | Corporate Debt Securities                         |
| GE AEROSPACE                   SR GLBL NT4.9%36    | 2036-01-29      | 4.9000%  | 0.0000% | $2725000.00        | $2843175.68        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 35       | 2035-04-15      | 4.8750%  | 0.0000% | $290000.00         | $297972.95         | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT3.2%29    | 2029-08-15      | 3.2000%  | 0.0000% | $100000.00         | $96057.56          | Corporate Debt Securities                         |
| GENERAL MILLS INC              GLBL NT 4.95%33     | 2033-03-29      | 4.9500%  | 0.0000% | $13000.00          | $13371.31          | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 4%51     | 2051-05-17      | 4.0000%  | 0.0000% | $400000.00         | $309592.89         | Corporate Debt Securities                         |
| IMPERIAL TOB FIN PLC           CR SEN SR GLBL26    | 2026-07-26      | 3.5000%  | 0.0000% | $1300000.00        | $1308932.44        | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA6 M-1B   20420925 FLT | 2042-09-25      | 7.7718%  | 0.0000% | $756518.00         | $790726.72         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $3894990.00        | $3598861.70        | Private Label Collateralized Mortgage Obligations |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535     | 2035-11-15      | 4.4180%  | 0.0000% | $2182000.00        | $2162570.14        | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 30       | 2030-08-01      | 4.6250%  | 0.0000% | $60000.00          | $61245.68          | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2023-HQA3 A-1    20431125 FLT | 2043-11-25      | 5.9218%  | 0.0000% | $1190000.00        | $1051789.98        | Private Label Collateralized Mortgage Obligations |
| TYSON FOODS INC                SR GLBL NT 27       | 2027-06-02      | 3.5500%  | 0.0000% | $50000.00          | $50437.78          | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 27       | 2027-06-02      | 3.5500%  | 0.0000% | $288000.00         | $290521.60         | Corporate Debt Securities                         |
| UNILEVER CAP CORP              GLBL NT 4.25%27     | 2027-08-12      | 4.2500%  | 0.0000% | $150000.00         | $153009.58         | Corporate Debt Securities                         |
| TRINITAS CLO XXVIII LTD        B      20370427 FLT | 2037-04-27      | 5.9580%  | 0.0000% | $3000000.00        | $3025037.95        | Asset-Backed Securities                           |
| RIO TINTO FIN USA LTD          SR GLBL NT 51       | 2051-11-02      | 2.7500%  | 0.0000% | $100000.00         | $63490.61          | Corporate Debt Securities                         |
| 2017 CD6 III 4.27814 13NOV50 144A F                | 2050-11-13      | 4.4206%  | 0.0000% | $10171967.00       | $9638024.63        | Asset-Backed Securities                           |
| TOYOTA LEASE OWNER TR 2025-A   A-2A   20270720 4.5 | 2027-07-20      | 4.5800%  | 0.0000% | $1065000.00        | $690445.59         | Asset-Backed Securities                           |
| TORONTO DOMINION BK ONT        FR 4.928%101535     | 2035-10-15      | 4.9280%  | 0.0000% | $1000.00           | $1016.90           | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26    | 2026-09-23      | 3.2000%  | 0.0000% | $3000.00           | $2998.34           | Corporate Debt Securities                         |
| SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26    | 2026-09-23      | 3.2000%  | 0.0000% | $138000.00         | $137923.79         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $50000.00          | $40453.29          | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $3615000.00        | $3730983.76        | Corporate Debt Securities                         |
| SIEMENS FIN NV                 GLBL 144A NT 26     | 2026-08-17      | 6.1250%  | 0.0000% | $125000.00         | $129010.50         | Corporate Debt Securities                         |
| HCA INC.                       SR SEC GLBL NT49    | 2049-06-15      | 5.2500%  | 0.0000% | $50000.00          | $47425.54          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 4.964%102336     | 2036-10-23      | 4.9640%  | 0.0000% | $3000.00           | $3003.08           | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2024-CES2    A1A    20640225 FLT | 2064-02-25      | 6.1250%  | 0.0000% | $640574.00         | $367530.93         | Asset-Backed Securities                           |
| 2019 H7 III 4.36515 15JUL52 144A FR                | 2052-07-15      | 4.5105%  | 0.0000% | $17928000.00       | $16356482.78       | Asset-Backed Securities                           |
| TOYOTA MTR CR CORP             FR 4.65%090332      | 2032-09-03      | 4.6500%  | 0.0000% | $1206000.00        | $1238189.14        | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537       | 2037-03-15      | 5.7000%  | 0.0000% | $114000.00         | $123451.55         | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 1.488%121426     | 2026-12-14      | 1.4880%  | 0.0000% | $2000000.00        | $2010957.33        | Corporate Debt Securities                         |
| MCKESSON CORP                  SR GLBL NT 30       | 2030-05-30      | 4.6500%  | 0.0000% | $97000.00          | $101210.93         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630     | 2030-01-16      | 5.1730%  | 0.0000% | $2290000.00        | $2402090.16        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.6%051530       | 2030-05-15      | 4.6000%  | 0.0000% | $216000.00         | $220778.16         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 46       | 2046-09-12      | 3.7500%  | 0.0000% | $98000.00          | $77919.47          | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT4.5%33    | 2033-05-17      | 4.5000%  | 0.0000% | $416000.00         | $423772.96         | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 2.875%31    | 2031-02-15      | 2.8750%  | 0.0000% | $34000.00          | $31968.69          | Corporate Debt Securities                         |
| T MOBILE USA INC               GLBL NT 2.875%31    | 2031-02-15      | 2.8750%  | 0.0000% | $180000.00         | $169246.02         | Corporate Debt Securities                         |
| SUZANO NETH BV                 SR GLBL NT5.5%36    | 2036-01-15      | 5.5000%  | 0.0000% | $43000.00          | $43242.81          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL FL NT 31    | 2031-09-12      | 5.2884%  | 0.0000% | $1000.00           | $1015.39           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930     | 2030-07-19      | 5.0420%  | 0.0000% | $7755000.00        | $8116128.38        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 33       | 2033-05-13      | 4.4210%  | 0.0000% | $2422000.00        | $2430312.51        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT4.5%28    | 2028-05-15      | 4.5000%  | 0.0000% | $3004000.00        | $3040423.50        | Corporate Debt Securities                         |
| MADISON PK FD 0.01 19OCT38 144A FRN                | 2038-10-19      | 5.1144%  | 0.0000% | $5726966.00        | $5758697.08        | Asset-Backed Securities                           |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26       | 2026-05-10      | 2.8750%  | 0.0000% | $1000.00           | $996.41            | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD5.8%33    | 2033-01-15      | 5.8000%  | 0.0000% | $1998000.00        | $2115258.18        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-08-23      | 4.4820%  | 0.0000% | $33000.00          | $33611.41          | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 30       | 2030-03-15      | 5.3750%  | 0.0000% | $28000.00          | $28701.66          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35    | 2035-04-01      | 5.4000%  | 0.0000% | $4993000.00        | $5111933.26        | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 43       | 2043-08-12      | 4.5500%  | 0.0000% | $2099000.00        | $1939659.08        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR 278 144A NT30    | 2030-02-08      | 7.0180%  | 0.0000% | $484000.00         | $533790.96         | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL AAA BD53    | 2053-06-01      | 5.7500%  | 0.0000% | $3000.00           | $3139.38           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $584000.00         | $534650.05         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.2%47    | 2047-03-01      | 5.2000%  | 0.0000% | $1000000.00        | $915496.67         | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.5%38    | 2038-04-15      | 4.5000%  | 0.0000% | $100000.00         | $92433.50          | Corporate Debt Securities                         |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31       | 2031-04-16      | 3.3500%  | 0.0000% | $3000.00           | $2800.28           | Corporate Debt Securities                         |
| SOUTHWEST GAS CORP             SR GLBL NT 32       | 2032-03-15      | 4.0500%  | 0.0000% | $35000.00          | $34302.89          | Corporate Debt Securities                         |
| SHARP HEALTHCARE               -2020B BD2.68%50    | 2050-08-01      | 2.6800%  | 0.0000% | $2000.00           | $1284.34           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR NT 4.914%36      | 2036-11-14      | 4.9140%  | 0.0000% | $5580000.00        | $5610249.18        | Corporate Debt Securities                         |
| MADISON PK FD 0.01 19OCT38 144A FRN                | 2038-10-19      | 5.1144%  | 0.0000% | $2000134.00        | $2011216.03        | Asset-Backed Securities                           |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $4055000.00        | $4326244.02        | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR NT 4.25%43       | 2043-03-15      | 4.2500%  | 0.0000% | $3708000.00        | $3269113.91        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 31       | 2031-03-21      | 2.5500%  | 0.0000% | $23000.00          | $21166.80          | Corporate Debt Securities                         |
| UNION ELEC CO                  SR SEC GLBL NT45    | 2045-04-15      | 3.6500%  | 0.0000% | $10000000.00       | $7928797.22        | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 46       | 2046-11-01      | 3.7500%  | 0.0000% | $126000.00         | $100073.29         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 42       | 2042-10-01      | 3.6250%  | 0.0000% | $419000.00         | $344522.58         | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 5.711%012435     | 2035-01-24      | 5.7110%  | 0.0000% | $5000.00           | $5386.71           | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52    | 2052-05-15      | 4.6250%  | 0.0000% | $100000.00         | $86671.01          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 33       | 2033-02-15      | 5.3500%  | 0.0000% | $2963000.00        | $3156030.40        | Corporate Debt Securities                         |
| TOWD POINT MTR TR 2024-CES3    A2     20640525 FLT | 2064-05-25      | 6.4130%  | 0.0000% | $617168.00         | $629942.61         | Asset-Backed Securities                           |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 31       | 2031-01-20      | 1.7500%  | 0.0000% | $116000.00         | $103084.82         | Corporate Debt Securities                         |
| RTX CORPORATION                4.625%48            | 2048-11-16      | 4.6250%  | 0.0000% | $100000.00         | $89368.17          | Corporate Debt Securities                         |
| US BANCORP                     FR 5.678%012335     | 2035-01-23      | 5.6780%  | 0.0000% | $11295000.00       | $12245533.86       | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT2.1%28    | 2028-03-22      | 2.1000%  | 0.0000% | $6000.00           | $5776.44           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 29       | 2029-01-15      | 4.2500%  | 0.0000% | $2676000.00        | $2740361.52        | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 2.973%62    | 2062-09-16      | 2.9730%  | 0.0000% | $415000.00         | $252202.14         | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR REGS NT5.2%26    | 2026-08-03      | 5.2000%  | 0.0000% | $200000.00         | $204866.22         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-06-15      | 3.8500%  | 0.0000% | $2000.00           | $2033.12           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 4%50     | 2050-03-22      | 4.0000%  | 0.0000% | $68000.00          | $53384.99          | Corporate Debt Securities                         |
| WELLINGTON MGMT CLO LTD 2024-2 A      20370420 FLT | 2037-04-20      | 5.4344%  | 0.0000% | $5000000.00        | $5036686.55        | Asset-Backed Securities                           |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $72000.00          | $67486.68          | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.5%42        | 2042-06-01      | 4.5000%  | 0.0000% | $100000.00         | $93731.50          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 3.05%27       | 2027-11-15      | 3.0500%  | 0.0000% | $2000.00           | $1975.78           | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2024-6 A-3    20690725 FLT | 2069-07-25      | 6.1540%  | 0.0000% | $250000.00         | $181406.59         | Asset-Backed Securities                           |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29       | 2029-12-15      | 6.0000%  | 0.0000% | $647000.00         | $681644.69         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 35       | 2035-02-15      | 4.7800%  | 0.0000% | $3000.00           | $3020.90           | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54    | 2054-06-28      | 6.4000%  | 0.0000% | $893000.00         | $940058.12         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT2.4%26    | 2026-11-15      | 2.4000%  | 0.0000% | $3000.00           | $2961.53           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 47       | 2047-05-04      | 4.0500%  | 0.0000% | $111000.00         | $91985.70          | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SUB GLBL NT 35      | 2035-09-11      | 5.7840%  | 0.0000% | $5900000.00        | $5977415.87        | Corporate Debt Securities                         |
| VERISK ANALYTICS INC           SR GLBL NT 50       | 2050-05-15      | 3.6250%  | 0.0000% | $250000.00         | $184124.76         | Corporate Debt Securities                         |
| US BANCORP                     FR 2.375%072226     | 2026-07-22      | 2.3750%  | 0.0000% | $2000.00           | $1998.27           | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 30       | 2030-07-15      | 4.6500%  | 0.0000% | $167000.00         | $171910.64         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41    | 2041-03-22      | 3.4000%  | 0.0000% | $54000.00          | $43118.10          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.4%41    | 2041-03-22      | 3.4000%  | 0.0000% | $446000.00         | $356123.57         | Corporate Debt Securities                         |
| VERALTO CORP                   SR GLBL NT5.5%26    | 2026-09-18      | 5.5000%  | 0.0000% | $330000.00         | $336726.87         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL 144A 37     | 2037-07-02      | 5.4010%  | 0.0000% | $35000.00          | $36618.90          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 30       | 2030-12-01      | 7.7500%  | 0.0000% | $100000.00         | $118968.42         | Corporate Debt Securities                         |
| VICI PPTYS INC                 SR GLBL 144A 27     | 2027-02-15      | 3.7500%  | 0.0000% | $606000.00         | $607599.34         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 46       | 2046-08-21      | 4.8620%  | 0.0000% | $103000.00         | $94659.10          | Corporate Debt Securities                         |
| VICI PROPERTIES LP             SR GLBL NT 31       | 2031-11-15      | 5.1250%  | 0.0000% | $349000.00         | $354880.89         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $77000.00          | $78540.81          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $582000.00         | $593646.14         | Corporate Debt Securities                         |
| FHLMC STACR REMIC TR 2022-DNA4 M-1B   20420527 FLT | 2042-05-27      | 7.4218%  | 0.0000% | $2090000.00        | $2155624.92        | Private Label Collateralized Mortgage Obligations |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $808000.00         | $854567.40         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $10992000.00       | $11975161.12       | Corporate Debt Securities                         |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $700000.00         | $645890.35         | Private Label Collateralized Mortgage Obligations |
| FORTITUDE GROUP HOLDI          SR 144A NT 30       | 2030-04-01      | 6.2500%  | 0.0000% | $368000.00         | $386133.51         | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 3.5%30      | 2030-04-08      | 3.5000%  | 0.0000% | $37000.00          | $36221.56          | Corporate Debt Securities                         |
| FORTRESS CR BSL LTD 2025-23    A      20381015 FLT | 2038-10-15      | 5.5564%  | 0.0000% | $6000000.00        | $6071155.65        | Asset-Backed Securities                           |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT30    | 2030-01-25      | 5.9000%  | 0.0000% | $1214000.00        | $1300981.08        | Corporate Debt Securities                         |
| FHLMC STACR  2022-DNA1         M-1B   20420127 FLT | 2042-01-27      | 5.9218%  | 0.0000% | $1560000.00        | $1571458.95        | Private Label Collateralized Mortgage Obligations |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $141000.00         | $143264.73         | Corporate Debt Securities                         |
| FORTITUDE GLOBAL FDG           REGS NT 4.625%28    | 2028-10-06      | 4.6250%  | 0.0000% | $997000.00         | $1005066.28        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36    | 2036-01-25      | 6.1000%  | 0.0000% | $6811000.00        | $7376596.79        | Corporate Debt Securities                         |
| FORTRESS CR BSL LTD 2021-12    C      20341016 FLT | 2034-10-16      | 6.5662%  | 0.0000% | $431271.00         | $434162.80         | Asset-Backed Securities                           |
| FOX CORP                       SR GLBL NT 49       | 2049-01-25      | 5.5760%  | 0.0000% | $300000.00         | $298875.40         | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 27       | 2027-03-15      | 5.1500%  | 0.0000% | $2000.00           | $2039.23           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL DEB 28      | 2028-04-15      | 6.9400%  | 0.0000% | $4000.00           | $4256.72           | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $200000.00         | $215433.06         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 35       | 2035-04-15      | 6.2500%  | 0.0000% | $2932000.00        | $3158248.59        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 3.625%27     | 2027-12-01      | 3.6250%  | 0.0000% | $231000.00         | $233664.10         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR REGS NT 34       | 2034-06-15      | 5.8870%  | 0.0000% | $270000.00         | $296634.16         | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 26       | 2026-11-01      | 2.3750%  | 0.0000% | $1452000.00        | $1435797.50        | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 27       | 2027-12-01      | 4.2500%  | 0.0000% | $854000.00         | $873877.56         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB NT 3.625%27     | 2027-12-01      | 3.6250%  | 0.0000% | $74000.00          | $74853.44          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 34       | 2034-03-15      | 5.1500%  | 0.0000% | $2000.00           | $2097.25           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT1.3%28    | 2028-04-15      | 1.3000%  | 0.0000% | $31000.00          | $29182.87          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50    | 2050-07-01      | 4.9500%  | 0.0000% | $2000.00           | $1770.70           | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT1.9%30    | 2030-08-15      | 1.9000%  | 0.0000% | $6000.00           | $5467.54           | Corporate Debt Securities                         |
| PACKAGING CORP AMER            SR GLBL NT5.2%35    | 2035-08-15      | 5.2000%  | 0.0000% | $4000.00           | $4161.99           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 26       | 2026-11-10      | 5.1250%  | 0.0000% | $269000.00         | $272737.08         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 26 BD 28    | 2028-07-01      | 3.7500%  | 0.0000% | $9000.00           | $9006.05           | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39        | 2039-03-15      | 7.2000%  | 0.0000% | $815000.00         | $999556.75         | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 35       | 2035-03-15      | 4.9500%  | 0.0000% | $4000.00           | $4042.95           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 29       | 2029-06-15      | 2.9500%  | 0.0000% | $2000.00           | $1964.69           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR GLBL NT 32       | 2032-04-15      | 3.2500%  | 0.0000% | $100000.00         | $94751.19          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.1%46    | 2046-05-19      | 4.1000%  | 0.0000% | $263000.00         | $206848.18         | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.8%41        | 2041-10-01      | 4.8000%  | 0.0000% | $375000.00         | $340946.25         | Corporate Debt Securities                         |
| HACKENSACK MERIDIAN HEALTH     SR GLBL BD 48       | 2048-07-01      | 4.2110%  | 0.0000% | $802000.00         | $690140.98         | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 5.0833%  | 0.0000% | $1000.00           | $1010.95           | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31       | 2031-05-24      | 2.7500%  | 0.0000% | $217000.00         | $198829.63         | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.204%28      | 2028-11-17      | 4.2040%  | 0.0000% | $4316000.00        | $4328650.20        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31      | 2031-11-19      | 4.4650%  | 0.0000% | $1999000.00        | $2014084.95        | Corporate Debt Securities                         |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31      | 2031-11-19      | 4.4650%  | 0.0000% | $3043000.00        | $3065963.24        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-09-23      | 2.6250%  | 0.0000% | $950000.00         | $863103.10         | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $3511000.00        | $3248892.15        | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $100000.00         | $103282.22         | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL34    | 2034-02-15      | 5.5500%  | 0.0000% | $74000.00          | $79502.58          | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL 144A 32     | 2032-02-15      | 5.1250%  | 0.0000% | $68000.00          | $68447.66          | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 26       | 2026-11-01      | 2.3750%  | 0.0000% | $3000.00           | $2966.52           | Corporate Debt Securities                         |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 30       | 2030-05-13      | 3.2500%  | 0.0000% | $25000.00          | $24157.10          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34    | 2034-03-15      | 5.2500%  | 0.0000% | $15000.00          | $15644.49          | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL66    | 2066-12-15      | 6.4000%  | 0.0000% | $32000.00          | $34561.85          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5.25%34    | 2034-03-15      | 5.2500%  | 0.0000% | $62000.00          | $64663.88          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT5.7%33    | 2033-06-15      | 5.7000%  | 0.0000% | $1960000.00        | $2032222.73        | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  VR 070523-070526    | 2026-07-05      | 5.3731%  | 0.0000% | $300000.00         | $304041.13         | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              SR GLBL HH NT 30    | 2030-12-15      | 4.4500%  | 0.0000% | $697000.00         | $700142.11         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR GLBL 144A 50     | 2050-10-01      | 2.9500%  | 0.0000% | $100000.00         | $57215.08          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO L P            SR GLBL NT 35       | 2035-04-01      | 5.3750%  | 0.0000% | $50000.00          | $52554.02          | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 5.05%061234      | 2034-06-12      | 5.0500%  | 0.0000% | $1000.00           | $1063.88           | Corporate Debt Securities                         |
| UBS GROUP AG                   SR GLBL COCO 29     | 2029-01-12      | 3.8690%  | 0.0000% | $361000.00         | $364207.93         | Corporate Debt Securities                         |
| CONAGRA BRANDS INC             SR GLBL NT 5%30     | 2030-08-01      | 5.0000%  | 0.0000% | $219000.00         | $226235.76         | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2025-IV       A-1    20381025 FLT | 2038-10-25      | 5.4032%  | 0.0000% | $9000000.00        | $9156948.21        | Asset-Backed Securities                           |
| CONNECTICUT AVE SEC 2022-R04   1M-2   20420325 FLT | 2042-03-25      | 7.1718%  | 0.0000% | $4982893.00        | $5112590.98        | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE INC               SR GLBL NT3.3%30    | 2030-07-01      | 3.3000%  | 0.0000% | $300000.00         | $289225.50         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 54       | 2054-06-01      | 6.0500%  | 0.0000% | $5297000.00        | $5546413.66        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2%061731         | 2031-06-17      | 2.0000%  | 0.0000% | $1532000.00        | $1388933.33        | Corporate Debt Securities                         |
| DAVINCIRE HLDGS LTD            SR 144A NT 35       | 2035-04-15      | 5.9500%  | 0.0000% | $78000.00          | $81289.80          | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D32    | 2032-05-28      | 3.0350%  | 0.0000% | $8353000.00        | $7692444.76        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D32    | 2032-05-28      | 3.0350%  | 0.0000% | $424000.00         | $390470.08         | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1MTG BD 4.1% 45     | 2045-11-15      | 4.1000%  | 0.0000% | $335000.00         | $280006.59         | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36    | 2036-07-15      | 8.1000%  | 0.0000% | $140000.00         | $175003.50         | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D32    | 2032-05-28      | 3.0350%  | 0.0000% | $5332000.00        | $4910345.44        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        SR GLBL NT2.5%30    | 2030-02-06      | 2.5000%  | 0.0000% | $17000.00          | $15878.47          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $300000.00         | $291798.00         | Corporate Debt Securities                         |
| BPCE                           SNR NPF REGS 27     | 2027-10-19      | 2.0450%  | 0.0000% | $550000.00         | $540724.48         | Corporate Debt Securities                         |
| COLUMBIA PIPELINE GROUP INC    SR GLBL NT5.8%45    | 2045-06-01      | 5.8000%  | 0.0000% | $39000.00          | $40225.64          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $19735000.00       | $19269352.68       | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.589%070526     | 2026-07-05      | 5.5890%  | 0.0000% | $1300000.00        | $1341080.98        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 33    | 2033-02-22      | 5.8750%  | 0.0000% | $102000.00         | $111348.98         | Corporate Debt Securities                         |
| AVNET INC                      SR GLBL NT 28       | 2028-03-15      | 6.2500%  | 0.0000% | $202000.00         | $212268.39         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 3.984%092550     | 2050-09-25      | 3.9840%  | 0.0000% | $380000.00         | $286980.56         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.933%091527     | 2027-09-15      | 5.9330%  | 0.0000% | $243000.00         | $249347.36         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.571%042733     | 2033-04-27      | 4.5710%  | 0.0000% | $9007000.00        | $9090279.97        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J     | 2500-12-31      | 6.3000%  | 0.0000% | $76000.00          | $79472.44          | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL     | 2084-11-26      | 7.3000%  | 0.0000% | $716000.00         | $760753.98         | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $16000.00          | $16375.66          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT5.8%32    | 2032-03-08      | 5.8000%  | 0.0000% | $470000.00         | $481035.08         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA LONDON BRH  FR 5.134%031127     | 2027-03-11      | 5.1340%  | 0.0000% | $1900000.00        | $1948015.01        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 29       | 2029-09-06      | 2.1250%  | 0.0000% | $3000.00           | $2844.15           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT3.2%26    | 2026-10-21      | 3.2000%  | 0.0000% | $1000.00           | $995.94            | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 50       | 2050-04-24      | 3.1250%  | 0.0000% | $465000.00         | $314866.10         | Corporate Debt Securities                         |
| BMW US CAP LLC                 GLBL 144A NT 26     | 2026-04-11      | 2.8000%  | 0.0000% | $2000.00           | $1997.51           | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             4.25%49             | 2049-03-01      | 4.2500%  | 0.0000% | $36000.00          | $30043.47          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB DEB 7.625%26    | 2026-10-15      | 7.6250%  | 0.0000% | $9000.00           | $9365.83           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               GLBL NT 5.65%52     | 2052-03-16      | 5.6500%  | 0.0000% | $215000.00         | $209121.90         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40    | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $142393.30         | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40    | 2040-09-01      | 5.1000%  | 0.0000% | $1000000.00        | $903215.00         | Corporate Debt Securities                         |
| BFLD TRUST 2020-EYP            A      20351015 FLT | 2035-10-15      | 5.2235%  | 0.0000% | $10731767.00       | $8389499.24        | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              SR NT FXD/FLT 38    | 2038-04-24      | 4.2440%  | 0.0000% | $101000.00         | $95966.99          | Corporate Debt Securities                         |
| B A T INTL FIN PLC DISC COML   SR GLBL NT 29       | 2029-02-02      | 5.9310%  | 0.0000% | $6000.00           | $6425.35           | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 1.25%091526      | 2026-09-15      | 1.2500%  | 0.0000% | $2301000.00        | $2258534.41        | Corporate Debt Securities                         |
| B A T INTL FIN PLC DISC COML   GLBL NT 4.448%28    | 2028-03-16      | 4.4480%  | 0.0000% | $4000.00           | $4067.74           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46    | 2046-02-01      | 4.9000%  | 0.0000% | $96000.00          | $92166.24          | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR GLBL REGS 26     | 2026-11-12      | 2.9500%  | 0.0000% | $3000.00           | $2969.10           | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5%012144         | 2044-01-21      | 5.0000%  | 0.0000% | $300000.00         | $301574.67         | Corporate Debt Securities                         |
| ASCENSION HEALTH ALLIANCE      GLBL -2025 BD 35    | 2035-11-15      | 4.9230%  | 0.0000% | $22696000.00       | $23109299.83       | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 32       | 2032-08-15      | 5.3500%  | 0.0000% | $200000.00         | $211875.39         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61    | 2061-03-22      | 3.7000%  | 0.0000% | $88000.00          | $61802.69          | Corporate Debt Securities                         |
| ANTOFAGASTA PLC                SR GLBL REGS 30     | 2030-10-14      | 2.3750%  | 0.0000% | $3041000.00        | $2765828.36        | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26       | 2026-04-15      | 4.2500%  | 0.0000% | $333000.00         | $334567.23         | Corporate Debt Securities                         |
| WEBSTER FINL CORP              SR GLBL NT4.1%29    | 2029-03-25      | 4.1000%  | 0.0000% | $2000.00           | $1991.35           | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48    | 2048-03-01      | 5.3000%  | 0.0000% | $44000.00          | $38973.37          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.9%050145       | 2045-05-01      | 3.9000%  | 0.0000% | $5000.00           | $4145.38           | Corporate Debt Securities                         |
| AUDAX SENIOR DEBT CLO 2023-8R  A-1-R  20380120 FLT | 2038-01-20      | 5.3704%  | 0.0000% | $25000000.00       | $24970398.07       | Asset-Backed Securities                           |
| AUDAX SENIOR DEBT CLO 2023-8R  A-1-R  20380120 FLT | 2038-01-20      | 5.3704%  | 0.0000% | $187609121.00      | $187386977.35      | Asset-Backed Securities                           |
| BAT CAPITAL CORP               4.39%37             | 2037-08-15      | 4.3900%  | 0.0000% | $5000.00           | $4693.25           | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.6%30    | 2030-02-15      | 5.6000%  | 0.0000% | $57000.00          | $58224.49          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             SR GLBL NT 28       | 2028-01-12      | 4.1250%  | 0.0000% | $275000.00         | $278545.67         | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT5.3%55    | 2055-11-15      | 5.3000%  | 0.0000% | $2411000.00        | $2362828.22        | Corporate Debt Securities                         |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.8%27      | 2027-02-26      | 4.8000%  | 0.0000% | $3000.00           | $3072.50           | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 3.875%031929     | 2029-03-19      | 3.8750%  | 0.0000% | $112000.00         | $111667.03         | Corporate Debt Securities                         |
| BMW US CAP LLC                 144A NT 5.05%30     | 2030-03-21      | 5.0500%  | 0.0000% | $300000.00         | $312020.58         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.596%072630     | 2030-07-26      | 4.5960%  | 0.0000% | $17000.00          | $17604.10          | Corporate Debt Securities                         |
| BANK AMERICA CORP              PERP GLBL -UU NT    | 2500-12-31      | 6.2500%  | 0.0000% | $3199000.00        | $3250201.77        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 1.05%101526      | 2026-10-15      | 1.0500%  | 0.0000% | $15000.00          | $14655.66          | Corporate Debt Securities                         |
| AMPHENOL CORP                  SR GLBL NT 5%35     | 2035-01-15      | 5.0000%  | 0.0000% | $2000.00           | $2095.48           | Corporate Debt Securities                         |
| BCC MIDDLE MKT CLO LLC 2024-1  B      20360717 FLT | 2036-07-17      | 5.9316%  | 0.0000% | $1560000.00        | $1546819.93        | Asset-Backed Securities                           |
| WESTERN UN CO                  SR GLBL NT6.2%40    | 2040-06-21      | 6.2000%  | 0.0000% | $181000.00         | $191756.63         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 26       | 2026-10-15      | 3.2500%  | 0.0000% | $517000.00         | $515413.82         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.1%060326       | 2026-06-03      | 4.1000%  | 0.0000% | $3005000.00        | $3065131.72        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 2.393%060228     | 2028-06-02      | 2.3930%  | 0.0000% | $120000.00         | $118457.89         | Corporate Debt Securities                         |
| ZOETIS INC                     SR GLBL NT5.6%32    | 2032-11-16      | 5.6000%  | 0.0000% | $5000.00           | $5361.63           | Corporate Debt Securities                         |
| CK HUTCHISON INTL 20 LTD       SR GLBL REGS 30     | 2030-05-08      | 2.5000%  | 0.0000% | $200000.00         | $187253.78         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT4.1%33    | 2033-04-15      | 4.1000%  | 0.0000% | $3000.00           | $3028.82           | Corporate Debt Securities                         |
| VOYA CLO LTD 2024-5            D-1A   20371015 FLT | 2037-10-15      | 7.0545%  | 0.0000% | $10045488.00       | $9821747.01        | Asset-Backed Securities                           |
| VODAFONE GROUP PLC             GLBL NT 5.875%64    | 2064-06-28      | 5.8750%  | 0.0000% | $8000.00           | $8110.23           | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 27      | 2027-10-15      | 3.0500%  | 0.0000% | $43000.00          | $42510.36          | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 37       | 2037-06-15      | 6.6250%  | 0.0000% | $2000.00           | $2295.03           | Corporate Debt Securities                         |
| WOODMONT TR 2022-10R           B-R    20380415 FLT | 2038-04-15      | 5.6545%  | 0.0000% | $8070000.00        | $7972668.58        | Asset-Backed Securities                           |
| WALMART INC                    SR GLBL NT 4%26     | 2026-04-15      | 4.0000%  | 0.0000% | $3000.00           | $3015.38           | Corporate Debt Securities                         |
| WESTPAC BKG CORP               COCO SUB FX/FL31    | 2031-11-23      | 4.3220%  | 0.0000% | $3000.00           | $2997.93           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 41       | 2041-09-03      | 2.8500%  | 0.0000% | $4000.00           | $2950.92           | Corporate Debt Securities                         |
| RTX CORPORATION                SR NT 4.15%45       | 2045-05-15      | 4.1500%  | 0.0000% | $100000.00         | $85043.86          | Corporate Debt Securities                         |
| WESTLAKE AUTOMOBILE RECEIVABLE A-3    20290515 4.5 | 2029-05-15      | 4.5100%  | 0.0000% | $6267000.00        | $6297862.54        | Asset-Backed Securities                           |
| WASTE CONNECTIONS INC          SR GLBL NT 5%34     | 2034-03-01      | 5.0000%  | 0.0000% | $46000.00          | $47713.65          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 54    | 2054-01-15      | 5.3500%  | 0.0000% | $5000000.00        | $4915876.39        | Corporate Debt Securities                         |
| VALERO ENERGY PARTNERS LP      SR GLBL NT4.5%28    | 2028-03-15      | 4.5000%  | 0.0000% | $13299000.00       | $13526346.40       | Corporate Debt Securities                         |
| VULCAN MATLS CO                SR GLBL NT3.5%30    | 2030-06-01      | 3.5000%  | 0.0000% | $1738000.00        | $1719504.78        | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         SR SEC GLBL NT44    | 2044-11-01      | 4.7520%  | 0.0000% | $2000.00           | $1843.47           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $1718000.00        | $1354363.82        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 48       | 2048-02-15      | 4.0500%  | 0.0000% | $400000.00         | $315335.00         | Corporate Debt Securities                         |
| EVERGY INC                     SR GLBL NT2.9%29    | 2029-09-15      | 2.9000%  | 0.0000% | $1474000.00        | $1415438.80        | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26       | 2026-03-01      | 3.0430%  | 0.0000% | $2000.00           | $2009.79           | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26       | 2026-03-01      | 3.0430%  | 0.0000% | $6101000.00        | $6130857.79        | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 3.35%32     | 2032-03-15      | 3.3500%  | 0.0000% | $1340000.00        | $1267255.49        | Corporate Debt Securities                         |
| ENSTAR GROUP LTD               SR GLBL NT 29       | 2029-06-01      | 4.9500%  | 0.0000% | $75000.00          | $77746.31          | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 5%34     | 2034-02-14      | 5.0000%  | 0.0000% | $94000.00          | $97365.62          | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 52       | 2052-10-14      | 7.7500%  | 0.0000% | $300000.00         | $374076.67         | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT5.9%39    | 2039-02-15      | 5.9000%  | 0.0000% | $3000.00           | $3328.08           | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $332000.00         | $335673.40         | Corporate Debt Securities                         |
| LAUDER ESTEE COS INC           SR GLBL NT 33       | 2033-05-15      | 4.6500%  | 0.0000% | $3000.00           | $3033.48           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT6.4%30    | 2030-12-01      | 6.4000%  | 0.0000% | $574000.00         | $642017.09         | Corporate Debt Securities                         |
| EXPRESS SCRIPTS HLDG CO        SR GLBL NT4.5%26    | 2026-02-25      | 4.5000%  | 0.0000% | $5000.00           | $5058.38           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT7.5%27    | 2027-06-01      | 7.5000%  | 0.0000% | $3000.00           | $3158.66           | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA       SR 144A NT 38       | 2038-09-21      | 4.8750%  | 0.0000% | $2060000.00        | $1972105.81        | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT1.3%31    | 2031-01-30      | 1.3000%  | 0.0000% | $50000.00          | $43660.56          | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT3.2%29    | 2029-11-18      | 3.2000%  | 0.0000% | $53000.00          | $50987.53          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SR GLBL NT4.6%28    | 2028-06-20      | 4.6000%  | 0.0000% | $701000.00         | $723094.74         | Corporate Debt Securities                         |
| ENTERGY CORP NEW               JR SB GLBL DB 54    | 2054-12-01      | 7.1250%  | 0.0000% | $11888000.00       | $12897543.82       | Corporate Debt Securities                         |
| DNB BANK ASA                   FR 4.384%110431     | 2031-11-04      | 4.3840%  | 0.0000% | $1147000.00        | $1150008.20        | Corporate Debt Securities                         |
| CHEVRON USA INC                SR GLBL NT4.5%32    | 2032-10-15      | 4.5000%  | 0.0000% | $2000.00           | $2057.31           | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31       | 2031-07-15      | 2.9500%  | 0.0000% | $68000.00          | $62933.91          | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 41       | 2041-12-15      | 4.2500%  | 0.0000% | $12878000.00       | $11777871.81       | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-07-15      | 3.2500%  | 0.0000% | $1844000.00        | $1794298.57        | Corporate Debt Securities                         |
| EVERGY INC                     JR SB GLBL NT 55    | 2055-06-01      | 6.6500%  | 0.0000% | $2600000.00        | $2736983.17        | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL -46TH 54    | 2054-06-01      | 5.8500%  | 0.0000% | $2000000.00        | $2126505.00        | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          FR 7.75%011532      | 2032-01-15      | 7.7500%  | 0.0000% | $4000.00           | $4781.73           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 30       | 2030-03-15      | 4.8500%  | 0.0000% | $3000.00           | $3123.79           | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD4.3%49    | 2049-02-01      | 4.3000%  | 0.0000% | $2393000.00        | $2034827.73        | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD3.5%26    | 2026-04-01      | 3.5000%  | 0.0000% | $1000.00           | $1003.20           | Corporate Debt Securities                         |
| DISCOVER CARD EXE NT TR 2023-2 A      20280615 4.9 | 2028-06-15      | 4.9300%  | 0.0000% | $3970000.00        | $3997846.68        | Asset-Backed Securities                           |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT5.4%34    | 2034-07-01      | 5.4000%  | 0.0000% | $20000.00          | $21232.40          | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          SR GLBL NT 28       | 2028-11-15      | 4.7250%  | 0.0000% | $263000.00         | $267491.05         | Corporate Debt Securities                         |
| CATERPILLAR INC                SR NT 4.3%44        | 2044-05-15      | 4.3000%  | 0.0000% | $47000.00          | $42038.81          | Corporate Debt Securities                         |
| CVS HEALTH CORP                4.78%38             | 2038-03-25      | 4.7800%  | 0.0000% | $11000.00          | $10567.98          | Corporate Debt Securities                         |
| BORGWARNER INC                 GLBL NT 5.4%34      | 2034-08-15      | 5.4000%  | 0.0000% | $4000.00           | $4215.12           | Corporate Debt Securities                         |
| CERBERUS LOAN FUNDING 2024-47  C      20360715 FLT | 2036-07-15      | 6.4545%  | 0.0000% | $2111000.00        | $2111842.04        | Asset-Backed Securities                           |
| CANADIAN NATL RY CO            SR GLBL NT4.2%31    | 2031-03-12      | 4.2000%  | 0.0000% | $9553000.00        | $9611145.93        | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT 30       | 2030-05-01      | 2.2500%  | 0.0000% | $88000.00          | $81157.78          | Corporate Debt Securities                         |
| BLACKSTONE SECD LENDING FD     SR GLBL NT 26       | 2026-01-15      | 3.6250%  | 0.0000% | $400000.00         | $404724.94         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 40       | 2040-04-01      | 4.1250%  | 0.0000% | $295000.00         | $257765.47         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 29       | 2029-08-15      | 3.2500%  | 0.0000% | $23000.00          | $22445.90          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36      | 2036-01-30      | 6.1830%  | 0.0000% | $301000.00         | $322385.00         | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         SR GLBL NT3.6%32    | 2032-09-01      | 3.6000%  | 0.0000% | $1000.00           | $934.72            | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT5.2%29    | 2029-03-21      | 5.2000%  | 0.0000% | $95000.00          | $98772.24          | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           SR GLBL NT 31       | 2031-06-10      | 3.1250%  | 0.0000% | $1018000.00        | $940564.13         | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT4.4%52    | 2052-08-05      | 4.4000%  | 0.0000% | $3000.00           | $2623.26           | Corporate Debt Securities                         |
| CARRIER GLOBAL CORPORATION     SR GLBL NT 27       | 2027-02-15      | 2.4930%  | 0.0000% | $3000.00           | $2966.77           | Corporate Debt Securities                         |
| CAIXABANK S A                  SNR NPF 144A 35     | 2035-06-15      | 6.0370%  | 0.0000% | $260000.00         | $286055.69         | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY INC DEL     SR GLBL NT 26       | 2026-03-15      | 3.1250%  | 0.0000% | $181000.00         | $181685.41         | Corporate Debt Securities                         |
| CANYON CLO LTD 2022-2R         D-1-R  20380415 FLT | 2038-04-15      | 6.5045%  | 0.0000% | $6515757.00        | $6533610.14        | Asset-Backed Securities                           |
| CHUBB INA HLDGS INC            SR GLBL NT 5%34     | 2034-03-15      | 5.0000%  | 0.0000% | $607000.00         | $631558.55         | Corporate Debt Securities                         |
| MORGAN STANLEY BK N A          SR NT 5.882%26      | 2026-10-30      | 5.8820%  | 0.0000% | $3445000.00        | $3517258.49        | Corporate Debt Securities                         |
| FOX CORP                       GLBL NT 6.5%33      | 2033-10-13      | 6.5000%  | 0.0000% | $1931000.00        | $2157400.10        | Corporate Debt Securities                         |
| OCHSNER LSU HEALTH SYS NORTH   SR -2021 BD 31      | 2031-05-15      | 2.5100%  | 0.0000% | $1178000.00        | $1016221.01        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 49       | 2049-11-15      | 3.2500%  | 0.0000% | $19392000.00       | $12796075.15       | Corporate Debt Securities                         |
| ROYAL BK CDA                   ALT TIER I GLBL     | 2084-05-02      | 7.5000%  | 0.0000% | $1638000.00        | $1743711.06        | Corporate Debt Securities                         |
| MERCEDES-BENZ FIN NORTH AMER   SR 144A NT 33       | 2033-08-03      | 5.0500%  | 0.0000% | $611000.00         | $637860.75         | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT4.5%27    | 2027-02-11      | 4.5000%  | 0.0000% | $280000.00         | $283151.40         | Corporate Debt Securities                         |
| NEUBERGER BRMN LN AD 2019-31R2 AR-2   20390120 FLT | 2039-01-20      | 5.1144%  | 0.0000% | $10000000.00       | $10052406.43       | Asset-Backed Securities                           |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-06-15      | 1.9500%  | 0.0000% | $2466000.00        | $2267090.39        | Corporate Debt Securities                         |
| SPIRE INC                      JR SB -A NT 56      | 2056-06-01      | 6.2500%  | 0.0000% | $15757000.00       | $15698769.13       | Corporate Debt Securities                         |
| STEEL DYNAMICS INC             SR GLBL NT 27       | 2027-10-15      | 1.6500%  | 0.0000% | $98000.00          | $93910.54          | Corporate Debt Securities                         |
| SOUND PNT CLO 2018-5R          B      20310718 FLT | 2031-07-18      | 5.8961%  | 0.0000% | $7680000.00        | $7718456.74        | Asset-Backed Securities                           |
| STANDARD CHARTERED PLC         LW TIER II GLBL     | 2044-03-26      | 5.7000%  | 0.0000% | $250000.00         | $255231.67         | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL 144A 65     | 2065-05-28      | 5.9000%  | 0.0000% | $1446000.00        | $1548651.54        | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL 144A 65     | 2065-05-28      | 5.9000%  | 0.0000% | $2453000.00        | $2627138.47        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR GLBL NT5.4%35    | 2035-05-15      | 5.4000%  | 0.0000% | $68000.00          | $71166.76          | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 34       | 2034-09-11      | 4.6250%  | 0.0000% | $293000.00         | $296970.84         | Corporate Debt Securities                         |
| FLAGSHIP CR AUTO TR 2022-4     D      20281016 8.8 | 2028-10-16      | 8.8600%  | 0.0000% | $11577000.00       | $11551964.10       | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-04-22      | 2.6150%  | 0.0000% | $103000.00         | $94602.93          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 35       | 2035-07-15      | 6.1500%  | 0.0000% | $120000.00         | $131140.60         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 35       | 2035-07-15      | 6.1500%  | 0.0000% | $5982000.00        | $6537358.91        | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC          SR GLBL 144A 30     | 2030-10-07      | 4.7000%  | 0.0000% | $1142000.00        | $1147845.14        | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 54       | 2054-03-15      | 6.7500%  | 0.0000% | $1400000.00        | $1456738.50        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-09-23      | 2.6250%  | 0.0000% | $31000.00          | $28164.42          | Corporate Debt Securities                         |
| INTEL CORP                     SR NT 4.8%41        | 2041-10-01      | 4.8000%  | 0.0000% | $105000.00         | $95464.95          | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR NT 4.2%31        | 2031-03-15      | 4.2000%  | 0.0000% | $1899000.00        | $1891182.45        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 28       | 2028-04-04      | 5.0500%  | 0.0000% | $4105000.00        | $4212078.92        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL31    | 2031-04-15      | 2.8500%  | 0.0000% | $3000.00           | $2794.87           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.7%120935       | 2035-12-09      | 4.7000%  | 0.0000% | $303000.00         | $310833.73         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL     | 2500-12-31      | 6.8750%  | 0.0000% | $18420000.00       | $19723299.42       | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 27       | 2027-02-03      | 1.3500%  | 0.0000% | $252000.00         | $244979.91         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $302000.00         | $321874.79         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54    | 2054-03-15      | 6.5000%  | 0.0000% | $7925000.00        | $8446548.65        | Corporate Debt Securities                         |
| IBM INTL CAP PTE LTD           GLBL NT 4.9%34      | 2034-02-05      | 4.9000%  | 0.0000% | $950000.00         | $983963.03         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 3.995%110328     | 2028-11-03      | 3.9950%  | 0.0000% | $9266000.00        | $9280216.88        | Corporate Debt Securities                         |
| INGREDION INC                  SR GLBL NT3.2%26    | 2026-10-01      | 3.2000%  | 0.0000% | $10000000.00       | $9977166.67        | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 011924-011927    | 2027-01-19      | 5.0081%  | 0.0000% | $279000.00         | $282337.24         | Corporate Debt Securities                         |
| HCA INC.                       5.375%26            | 2026-09-01      | 5.3750%  | 0.0000% | $3000.00           | $3047.34           | Corporate Debt Securities                         |
| HPEFS EQUIP TR 2025-1          D      20330321 4.9 | 2033-03-21      | 4.9900%  | 0.0000% | $2518000.00        | $2546551.32        | Asset-Backed Securities                           |
| HCA INC.                       SR GLBL NT 32       | 2032-03-15      | 3.6250%  | 0.0000% | $24000.00          | $22960.34          | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT3.2%61    | 2061-08-12      | 3.2000%  | 0.0000% | $173000.00         | $104457.78         | Corporate Debt Securities                         |
| HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT3.5%26    | 2026-08-01      | 3.5000%  | 0.0000% | $540000.00         | $542562.30         | Corporate Debt Securities                         |
| HUNT J B TRANS SVCS INC        SR GLBL NT4.9%30    | 2030-03-15      | 4.9000%  | 0.0000% | $9000.00           | $9292.64           | Corporate Debt Securities                         |
| HERSHEY CO                     GLBL NT 3.125%49    | 2049-11-15      | 3.1250%  | 0.0000% | $2000.00           | $1390.12           | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SUB GLBL COCO 37    | 2037-09-15      | 6.5000%  | 0.0000% | $200000.00         | $220326.11         | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT 26       | 2026-03-01      | 1.1500%  | 0.0000% | $588000.00         | $585035.99         | Corporate Debt Securities                         |
| FLOWERS FOODS INC              SR GLBL NT6.2%55    | 2055-03-15      | 6.2000%  | 0.0000% | $136000.00         | $132990.62         | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.3%53    | 2053-04-01      | 5.3000%  | 0.0000% | $278000.00         | $275801.48         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34       | 2034-04-04      | 5.9500%  | 0.0000% | $712000.00         | $755784.44         | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 30       | 2030-04-15      | 5.6250%  | 0.0000% | $281000.00         | $295462.72         | Corporate Debt Securities                         |
| EVERGY METRO INC               SR GLBL NT4.2%48    | 2048-03-15      | 4.2000%  | 0.0000% | $3913000.00        | $3300211.16        | Corporate Debt Securities                         |
| KKR CLO 28 L 4.99097 09FEB35 144A F                | 2035-02-09      | 4.9910%  | 0.0000% | $9150000.00        | $9183206.65        | Asset-Backed Securities                           |
| KBC GROUP NV                   FR 4.454%092331     | 2031-09-23      | 4.4540%  | 0.0000% | $600000.00         | $605101.17         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL FL NT 28    | 2028-02-24      | 5.2059%  | 0.0000% | $1136000.00        | $1145085.80        | Corporate Debt Securities                         |
| KKR CLO LTD 2022-38            D      20330415 FLT | 2033-04-15      | 7.5545%  | 0.0000% | $8842000.00        | $8852020.88        | Asset-Backed Securities                           |
| GS MORTGAGE-BACKED TR 2025-SL1 A3     20671125 FLT | 2067-11-25      | 6.1000%  | 0.0000% | $50323.00          | $51207.38          | Asset-Backed Securities                           |
| JPMORGAN CHASE & CO            SR GLBL NT 27       | 2027-09-22      | 1.4700%  | 0.0000% | $4331000.00        | $4252197.46        | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 4.9%32      | 2032-12-01      | 4.9000%  | 0.0000% | $800000.00         | $838833.33         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%26    | 2026-04-06      | 5.4000%  | 0.0000% | $3000.00           | $3035.10           | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 44 BD 35    | 2035-09-15      | 5.1500%  | 0.0000% | $955000.00         | $990181.40         | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $23000.00          | $26548.09          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 1%26     | 2026-04-23      | 1.0000%  | 0.0000% | $5000.00           | $4946.21           | Corporate Debt Securities                         |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT 35       | 2035-09-06      | 5.5020%  | 0.0000% | $21000.00          | $22001.96          | Corporate Debt Securities                         |
| MONDELEZ INTL INC              SR GLBL NT 7%37     | 2037-08-11      | 7.0000%  | 0.0000% | $2558000.00        | $2967268.63        | Corporate Debt Securities                         |
| JPMORGAN CHASE BK N A          SR GLBL FL NT 26    | 2026-12-08      | 5.1684%  | 0.0000% | $250000.00         | $254922.03         | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35    | 2035-08-15      | 5.7000%  | 0.0000% | $92000.00          | $98551.17          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 5%33     | 2033-04-15      | 5.0000%  | 0.0000% | $5000.00           | $5176.36           | Corporate Debt Securities                         |
| M & T BK CORP                  FR 5.179%070831     | 2031-07-08      | 5.1790%  | 0.0000% | $80000.00          | $83992.13          | Corporate Debt Securities                         |
| RR LTD 2024-30                 C-1    20360715 FLT | 2036-07-15      | 6.5545%  | 0.0000% | $6500000.00        | $6193018.68        | Asset-Backed Securities                           |
| LOWES COS INC                  SR GLBL NT3.7%46    | 2046-04-15      | 3.7000%  | 0.0000% | $25000.00          | $19340.24          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 3.2%051529       | 2029-05-15      | 3.2000%  | 0.0000% | $59000.00          | $57677.55          | Corporate Debt Securities                         |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38       | 2038-03-11      | 6.8750%  | 0.0000% | $177000.00         | $204304.88         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL NT 2.25%31     | 2031-03-15      | 2.2500%  | 0.0000% | $526000.00         | $472096.84         | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC         SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $65000.00          | $66139.05          | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT4.6%30    | 2030-05-15      | 4.6000%  | 0.0000% | $2000.00           | $2013.82           | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $391000.00         | $396807.22         | Corporate Debt Securities                         |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32       | 2032-08-08      | 4.9000%  | 0.0000% | $3197000.00        | $3244482.55        | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR NT 5.625%41      | 2041-09-01      | 5.6250%  | 0.0000% | $350000.00         | $354659.81         | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 2.82%51     | 2051-09-01      | 2.8200%  | 0.0000% | $200000.00         | $129415.00         | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 26       | 2026-10-15      | 2.6500%  | 0.0000% | $944000.00         | $935367.38         | Corporate Debt Securities                         |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53       | 2053-11-15      | 7.2500%  | 0.0000% | $1190000.00        | $1357621.09        | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 5.5%29      | 2029-04-19      | 5.5000%  | 0.0000% | $84000.00          | $88143.58          | Corporate Debt Securities                         |
| REPSOL E&P CAPITAL MARKETS US  SR 144A NT 30       | 2030-09-16      | 5.2040%  | 0.0000% | $6387000.00        | $6520092.31        | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR NT 4.343%31      | 2031-11-14      | 4.3430%  | 0.0000% | $2788000.00        | $2802215.86        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL WWW BD51    | 2051-08-15      | 2.9500%  | 0.0000% | $1000.00           | $660.89            | Corporate Debt Securities                         |
| SIXTH STREET SPECIALTY LENDING SR GLBL NT 28       | 2028-08-14      | 6.9500%  | 0.0000% | $10000.00          | $10707.08          | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 26       | 2026-12-12      | 4.7840%  | 0.0000% | $2655000.00        | $2714099.12        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.691%011034     | 2034-01-10      | 6.6910%  | 0.0000% | $242000.00         | $271468.06         | Corporate Debt Securities                         |
| SOFTBANK CORP                  SR GLBL 144A 30     | 2030-07-09      | 4.6990%  | 0.0000% | $301000.00         | $308586.21         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR REGS NT5.7%30    | 2030-01-24      | 5.7000%  | 0.0000% | $500000.00         | $517316.67         | Corporate Debt Securities                         |

### Security 704: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D12B9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1D12B9
- **C.18 - Value (incl. sponsor support):** $1759000000.00
- **C.18.a - Value (excl. sponsor support):** $1759000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $1000.00           | $1018.04           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $1667800.00        | $1773526.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $1000000.00        | $1032858.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $233793200.00      | $246398417.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $77002600.00       | $77360655.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $5000000.00        | $5005648.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $887000.00         | $890392.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $17699700.00       | $12699054.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $700000.00         | $667040.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $53999200.00       | $57823653.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $14746700.00       | $15428689.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $49515000.00       | $50499112.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $25211100.00       | $26112047.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $202.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $25154900.00       | $21989993.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $16950000.00       | $16090850.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $1811200.00        | $1254730.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $150949000.00      | $154909335.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $42920900.00       | $44504671.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $195055000.00      | $200342577.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $2948000.00        | $3050996.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $138500.00         | $143741.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $14999000.00       | $13845977.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $984100.00         | $889007.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $300.00            | $297.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $1500000.00        | $1501502.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $15000000.00       | $14217052.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $51921500.00       | $53345368.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $776900.00         | $1021633.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $3287500.00        | $3232743.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $80347200.00       | $82564632.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $42546200.00       | $43032632.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $4999800.00        | $4953408.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $45192200.00       | $48943858.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $56773100.00       | $58627019.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $45286200.00       | $39737292.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $300.00            | $299.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $152900.00         | $152880.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $7244000.00        | $9314101.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $5000000.00        | $5091005.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $500000.00         | $515448.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $99839000.00       | $99984456.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $6600.00           | $9018.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $30000000.00       | $26381627.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $7789900.00        | $7808657.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $106226800.00      | $103399892.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $3301000.00        | $3974773.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $5000000.00        | $4726494.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $400.00            | $416.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $24551200.00       | $25500014.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $500.00            | $511.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $100000000.00      | $100753468.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $5068800.00        | $5194292.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $84471700.00       | $83852514.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $3999900.00        | $4093534.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $400.00            | $401.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $7369800.00        | $7443615.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $294800.00         | $315141.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $1765800.00        | $1775315.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $197.48            | U.S. Treasuries (including strips) |

### Security 705: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.960000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZHZA5, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1ZHZA5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 706: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.960000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZHZB3, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1ZHZB3
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 707: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.960000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZHZD9, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1ZHZD9
- **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:** 3.9600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 708: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.990000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZIQR6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1ZIQR6
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 709: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.990000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZIQT2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1ZIQT2
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 710: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZIQU9, C.3 - LEI: N/A, C.5 - Other ID: ATD1ZIQU9
- **C.18 - Value (incl. sponsor support):** $495000000.00
- **C.18.a - Value (excl. sponsor support):** $495000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 711: ING BANK NV

- **C.1 - Title:** ING BANK NV 3.990000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZIQV7, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1ZIQV7
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 712: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZJMM9, C.3 - LEI: N/A, C.5 - Other ID: ATD1ZJMM9
- **C.18 - Value (incl. sponsor support):** $474993825.00
- **C.18.a - Value (excl. sponsor support):** $474993825.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 713: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.000000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZJMN7, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1ZJMN7
- **C.18 - Value (incl. sponsor support):** $1249981687.50
- **C.18.a - Value (excl. sponsor support):** $1249981687.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 714: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.000000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZJMP2, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1ZJMP2
- **C.18 - Value (incl. sponsor support):** $349994872.50
- **C.18.a - Value (excl. sponsor support):** $349994872.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 715: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZKYT8, C.3 - LEI: N/A, C.5 - Other ID: ATD1ZKYT8
- **C.18 - Value (incl. sponsor support):** $1499975850.00
- **C.18.a - Value (excl. sponsor support):** $1499975850.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 716: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZKYU5, C.3 - LEI: N/A, C.5 - Other ID: ATD1ZKYU5
- **C.18 - Value (incl. sponsor support):** $1599995280.00
- **C.18.a - Value (excl. sponsor support):** $1599995280.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 717: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZKYV3, C.3 - LEI: N/A, C.5 - Other ID: ATD1ZKYV3
- **C.18 - Value (incl. sponsor support):** $499991950.00
- **C.18.a - Value (excl. sponsor support):** $499991950.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 718: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.050000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZKYW1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1ZKYW1
- **C.18 - Value (incl. sponsor support):** $3499986700.00
- **C.18.a - Value (excl. sponsor support):** $3499986700.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 719: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.080000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1ZKYX9, C.3 - LEI: N/A, C.5 - Other ID: ATD1ZKYX9
- **C.18 - Value (incl. sponsor support):** $399998820.00
- **C.18.a - Value (excl. sponsor support):** $399998820.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-12-05

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO